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~person:"Burns, Kelly"
~person:"Harvey, Andrew C."
~subject:"Efficient market hypothesis"
~subject:"Modellierung"
~subject:"Theory"
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Search: subject:"Random Walk"
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18
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17
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13
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13
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10
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10
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9
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Burns, Kelly
Harvey, Andrew C.
West, Kenneth D.
10
Moosa, Imad A.
9
Engel, Charles
8
Alvarez, Fernando
5
Atkeson, Andrew
5
Higgs, Helen
5
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5
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5
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5
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5
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5
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4
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4
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4
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4
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4
Pyun, Chong-soo
4
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3
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ECONIS (ZBW)
12
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1
Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly
;
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
48
,
pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
Saved in:
2
A reconsideration of the meese-rogoff puzzle : an alternative approach to model estimation and forecast evaluation
Burns, Kelly
- In:
Multinational finance journal : MF ; quarterly …
20
(
2016
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10012106895
Saved in:
3
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:
4
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:
5
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:
6
The Meese-Rogoff puzzle : what puzzle?
Moosa, Imad A.
;
Burns, Kelly
- In:
Macroeconomics : principles, applications and challenges
,
(pp. 35-74)
.
2015
Persistent link: https://www.econbiz.de/10011302924
Saved in:
7
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:
8
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:
9
Testing against smooth stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10001592354
Saved in:
10
Testing in unobserved components models
Harvey, Andrew C.
- In:
Journal of forecasting
20
(
2001
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001556210
Saved in:
1
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