Why is it so difficult to beat the random walk forecast of exchange rates?
Year of publication: |
2003
|
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Authors: | Kilian, Lutz ; Taylor, Mark P. |
Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 60.2003, 1, p. 85-107
|
Subject: | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory |
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