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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
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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
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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
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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
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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
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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
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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
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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
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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
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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