The monetary model of exchange rates is better than the random walk in out-of-sample forecasting
Imad Moosa and Kelly Burns
| Year of publication: |
2013
|
|---|---|
| Authors: | Moosa, Imad A. ; Burns, Kelly |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 13/15, p. 1293-1297
|
| Subject: | forecasting | monetary model | random walk | direction accuracy | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Theorie | Theory | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010198467