Search Results - subject:"Direction accuracy"

The random walk as a forecasting benchmark : drift or no drift?

Moosa, Imad A.; Burns, Kelly - In: Applied economics 48 (2016) 43/45, pp. 4131-4142

Persistent link: https://www.econbiz.de/10011639995

The unbeatable random walk in exchange rate forecasting: Reality or myth?

Moosa, Imad; Burns, Kelly - In: Journal of Macroeconomics 40 (2014) C, pp. 69-81

measured by direction accuracy and profitability. Claims of outperforming the random walk in terms of the root mean square …

Persistent link: https://www.econbiz.de/10010777112

Direction Accuracy, Forecasting Error and the Profitability of Currency Trading: Simulation-Based Evidence - Accuratezza direzionale, errore previsionale e convenienza del currency...

Moosa, Imad - In: Economia Internazionale / International Economics 67 (2014) 3, pp. 413-423

with direction accuracy than with the root mean square error. - In questo studio viene condotta una simulazione al fine di …

Persistent link: https://www.econbiz.de/10010991439

A reappraisal of the Meese-Rogoff puzzle

Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 1/3, pp. 30-40

Persistent link: https://www.econbiz.de/10010354125

Direction accuracy, forecasting error and the profitability of currency trading : simulation-based evidence

Moosa, Imad A. - In: Economia internazionale 67 (2014) 3, pp. 413-423

Persistent link: https://www.econbiz.de/10010430583

The unbeatable random walk in exchange rate forecasting : reality or myth?

Moosa, Imad A.; Burns, Kelly - In: Journal of macroeconomics 40 (2014), pp. 69-81

Persistent link: https://www.econbiz.de/10010495751

The monetary model of exchange rates is better than the random walk in out-of-sample forecasting

Moosa, Imad A.; Burns, Kelly - In: Applied economics letters 20 (2013) 13/15, pp. 1293-1297

Persistent link: https://www.econbiz.de/10010198467

Why is it so difficult to outperform the random walk in exchange rate forecasting?

Moosa, Imad A. - In: Applied economics 45 (2013) 22/24, pp. 3340-3346

Persistent link: https://www.econbiz.de/10010345416

Can exchange rate models outperform the random walk? Magnitude, direction and profitability as criteria - I modelli di tasso cambio possono battere la “random walk”? Grandezza, direzione e profittabilità come criteri di comparazione

Moosa, EImad A.; Burns, Kelly - In: Economia Internazionale / International Economics 65 (2012) 3, pp. 473-490

the random walk can be outperformed if forecasting power is judged by measures of direction accuracy, by adjusting the … root mean square error to take into account direction accuracy, and by using the risk-adjusted return obtained from a …

Persistent link: https://www.econbiz.de/10010991496