| Document Type
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BL
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| Record Number
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731893
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| Doc. No
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b551679
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| Main Entry
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Imad A. Moosa and Kelly Burns.
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| Title & Author
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Demystifying the Meese-Rogoff puzzle\ Imad A. Moosa and Kelly Burns.
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| Publication Statement
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Basingstoke, Hampshire ; New York, NY: Palgrave Macmillan, 2015. ©2015
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| Series Statement
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Palgrave pivot.
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| Page. NO
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(xiv, 150 pages .).
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| ISBN
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113745248X
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: 1349497436
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: 9781137452481
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: 9781349497430
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| Contents
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1. The Meese-Rogoff Puzzle 2. A Selective Survey of Subsequent Studies 3. Basic Methodology, Data and Results 4. Alternative Measures of Forecasting Accuracy 5. Stochastic Movements in the Underlying Parameters 6. Model Misspecification 7. The Effect of Non-linearities 8. Simultaneous Equation Bias 9. Sampling Errors 10. Modelling Expectations 11. Concluding Remarks
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| Abstract
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For the past 30 years international monetary economists have believed that exchange rate models cannot outperform the random walk in out-of-sample forecasting as a result of the 1983 paper written by Richard Meese and Kenneth Rogoff.
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| Subject
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Foreign exchange rates -- Forecasting -- Econometric models.
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| LC Classification
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HG3823.I433 9999
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| Added Entry
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Imad A Moosa
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Kelly Burns
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