Narrow search
Showing 1 - 10 of 14
Cover Image
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
Cover Image
A proposal to boost the profitability of carry trade
Moosa, Imad A.; Burns, Kelly - In: Review of Pacific Basin financial markets and policies 16 (2013) 4, pp. 1-9
Persistent link: https://www.econbiz.de/10010241631
Cover Image
Can exchange rate models outperform the random walk? : magnitude, direction and profitability as criteria
Moosa, Imad A.; Burns, Kelly - In: Economia internazionale 65 (2012) 3, pp. 473-490
Persistent link: https://www.econbiz.de/10009659189
Cover Image
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
Cover Image
Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 25/27, pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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