The unbeatable random walk in exchange rate forecasting: reality or myth?

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Moosa, Imad and Burns, Kelly ORCID logoORCID: https://orcid.org/0000-0003-4031-3442 (2014) The unbeatable random walk in exchange rate forecasting: reality or myth? Journal of Macroeconomics, 40. pp. 69-81. ISSN 0164-0704

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Item type Article
URI https://vuir.vu.edu.au/id/eprint/42088
DOI 10.1016/j.jmacro.2014.03.003
Official URL https://www.sciencedirect.com/science/article/pii/...
Subjects Historical > FOR Classification > 1402 Applied Economics
Current > Division/Research > Institute for Sustainable Industries and Liveable Cities
Current > Division/Research > Victoria Energy Policy Centre (VEPC)
Keywords exchange rates; root mean square error; RMSE; macroeconomic models; Meese–Rogoff puzzle
Citations in Scopus 43 - View on Scopus
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