Testing Long-Horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle
Year of publication: |
2005
|
---|---|
Authors: | Rossi, Barbara |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Random Walk | Random walk | Modellierung | Scientific modelling | Statistischer Fehler | Statistical error |
-
Testing long-horizon predictive ability with high persistence, and the Meese-Rogoff puzzle
Rossi, Barbara, (2005)
-
A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A., (2014)
-
Burns, Kelly, (2016)
- More ...
-
Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair, (2008)
-
Detecting and predicting forecast breakdowns
Giacomini, Raffaella, (2006)
-
Inoue, Atsushi, (2021)
- More ...