عنوان
پدید آورنده
موضوع
رده
HG3823 .I433 9999
HG3823
.
I433
9999
کتابخانه
محل استقرار
113745248X
1349497436
9781137452481
9781349497430
b551679
Demystifying the Meese-Rogoff puzzle
[Book]
Imad A. Moosa and Kelly Burns.
Basingstoke, Hampshire ; New York, NY
Palgrave Macmillan
2015. ©2015
(xiv, 150 pages .).
Palgrave pivot.
1. The Meese-Rogoff Puzzle 2. A Selective Survey of Subsequent Studies 3. Basic Methodology, Data and Results 4. Alternative Measures of Forecasting Accuracy 5. Stochastic Movements in the Underlying Parameters 6. Model Misspecification 7. The Effect of Non-linearities 8. Simultaneous Equation Bias 9. Sampling Errors 10. Modelling Expectations 11. Concluding Remarks
For the past 30 years international monetary economists have believed that exchange rate models cannot outperform the random walk in out-of-sample forecasting as a result of the 1983 paper written by Richard Meese and Kenneth Rogoff.
Foreign exchange rates -- Forecasting -- Econometric models.
HG3823
.
I433
9999
Imad A. Moosa and Kelly Burns.
Imad A Moosa
Kelly Burns
مطالعه متن کتاب [Book]
Y
