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~person:"Chinn, Menzie D."
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Chinn, Menzie D.
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Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment
Chinn, Menzie D.
-
2006
's measure of external imbalances outperforms a
random
walk
at short horizons as do some of other models, although no single … model uniformly outperforms the
random
walk
forecast …
Persistent link: https://www.econbiz.de/10012466184
Saved in:
2
Conventional and unconventional approaches to exchange rate modeling and assessment
Alquist, Ron
;
Chinn, Menzie D.
-
2006
-of-sample forecasts, we find evidence that uncovered interest parity outperforms a
random
walk
at long horizons and that the measure of …
Persistent link: https://www.econbiz.de/10010285332
Saved in:
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