Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Year of publication: |
October 2017
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Authors: | Burns, Kelly ; Moosa, Imad A. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 48, p. 4897-4910
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Subject: | Forecasting | structural breaks | random walk | exchange rate models | Wechselkurs | Exchange rate | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
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