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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

Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?

Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39

Persistent link: https://www.econbiz.de/10011439608

The Meese-Rogoff puzzle : what puzzle?

Moosa, Imad A.; Burns, Kelly - In: Macroeconomics : principles, applications and challenges, (pp. 35-74). 2015

Persistent link: https://www.econbiz.de/10011302924

Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?

Burns, Kelly; Moosa, Imad A. - In: Applied economics 49 (2017) 48, pp. 4897-4910

Persistent link: https://www.econbiz.de/10011844813

A reconsideration of the meese-rogoff puzzle : an alternative approach to model estimation and forecast evaluation

Burns, Kelly - In: Multinational finance journal : MF ; quarterly … 20 (2016) 1, pp. 41-83

Persistent link: https://www.econbiz.de/10012106895

A Reconsideration of the Meese-Rogoff Puzzle : An Alternative Approach to Model Estimation and Forecast Evaluation

Burns, Kelly - 2016

This study revisits the Meese-Rogoff puzzle by estimating the traditional monetary models of exchange rate determination in state-space form and comparing the accuracy of these forecasts against the naïve random walk model using a wide range of conventional and alternative measures of...

Persistent link: https://www.econbiz.de/10012996977