Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach
| Year of publication: |
2002-07-01
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| Authors: | Karamé, Frédéric ; Patureau, Lise ; Sopraseuth, Thepthida |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Exchange rate forecasts | New Open Macroeconomics | Indirect inference |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 233 |
| Classification: | C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; F41 - Open Economy Macroeconomics ; F31 - Foreign Exchange |
| Source: |
Persistent link: https://www.econbiz.de/10005537676