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Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
Cheung, Yin-Wong; Chinn, Menzie; Garcia Pascual, Antonio - 2003
: interest rate parity, productivity based models, and a composite specification incorporating the real interest differential …
Persistent link: https://www.econbiz.de/10010322701
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What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated
Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2003
-of-sample prediction of a wider set of models that have been proposed in the last decade, namely interest rate parity, productivity based …
Persistent link: https://www.econbiz.de/10010322706