Testing long-horizon predictive ability with high persistence, and the Meese-Rogoff puzzle
by Barbara Rossi
| Year of publication: |
2005
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|---|---|
| Authors: | Rossi, Barbara |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 46.2005, 1, p. 61-92
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| Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Random Walk | Random walk | Statistischer Fehler | Statistical error |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002706532