Real exchange rate forecasting : a calibrated half-life PPP model can beat the random walk

Michele Ca’ Zorzi, Jakub Muck and Michał Rubaszek

Year of publication:	2013
Authors:	Ca'Zorzi, Michele ; Muck, Jakub ; Rubaszek, Michał
Publisher:	Frankfurt am Main : European Central Bank
Subject:	Kaufkraftparität \| Purchasing power parity \| Random Walk \| Random walk \| Prognose \| Forecast \| Wechselkurstheorie \| Exchange rate theory

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