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~person:"Burns, Kelly"
~person:"Engel, Charles"
~person:"Harvey, Andrew C."
~subject:"Efficient market hypothesis"
~subject:"Theory"
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Burns, Kelly
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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:
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
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:
4
Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly
;
Moosa, Imad A.
- In:
Economic modelling
50
(
2015
),
pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
Saved in:
5
The unbeatable
random
walk
in exchange rate forecasting : reality or myth?
Moosa, Imad A.
;
Burns, Kelly
- In:
Journal of macroeconomics
40
(
2014
),
pp. 69-81
Persistent link: https://www.econbiz.de/10010495751
Saved in:
6
Exchange rates and fundamentals
Engel, Charles
;
West, Kenneth D.
-
2004
Persistent link: https://www.econbiz.de/10002205531
Saved in:
7
Exchange Rates and Fundamentals
Engel, Charles
-
2004
We show analytically that in a rational expectations present value model, an asset price manifests near
random
walk
…
Persistent link: https://www.econbiz.de/10012467971
Saved in:
8
Exchange rates and fundamentals
Engel, Charles
(
contributor
);
West, Kenneth D.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001820873
Saved in:
9
Exchange rates and fundamentals
Engel, Charles
;
West, Kenneth D.
-
2003
Persistent link: https://www.econbiz.de/10001781818
Saved in:
10
Exchange rates and fundamentals
Engel, Charles
;
West, Kenneth D.
- In:
Journal of political economy
113
(
2005
)
3
,
pp. 485-517
Persistent link: https://www.econbiz.de/10002974256
Saved in:
1
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