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Can exchange rate models outpe...
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Fundamentals and exchange rate prediction revisited
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
8
,
pp. 1651-1671
Persistent link: https://www.econbiz.de/10011483981
Saved in:
6
Univariate forecasting of Indian exchange rates : a comparison
Maitra, Biswajit
- In:
International journal of computational economics and …
5
(
2015
)
3
,
pp. 272-288
Persistent link: https://www.econbiz.de/10011413816
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Distance-based nearest neighbour forecasting with application to exchange rate predictability
Kyriazi, Foteini
;
Thomakos, Dimitrios D.
- In:
IMA journal of management mathematics
31
(
2020
)
4
,
pp. 469-490
Persistent link: https://www.econbiz.de/10012314033
Saved in:
10
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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