The monetary model of exchange rates is better than the random walk in out-of-sample forecasting

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Moosa, Imad and Burns, Kelly ORCID logoORCID: https://orcid.org/0000-0003-4031-3442 (2013) The monetary model of exchange rates is better than the random walk in out-of-sample forecasting. Applied Economics Letters, 20 (14). pp. 1293-1297. ISSN 1350-4851

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Item type Article
URI https://vuir.vu.edu.au/id/eprint/42111
DOI 10.1080/13504851.2013.799753
Official URL https://www.tandfonline.com/doi/full/10.1080/13504...
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; random walk in out-of-sample; monetary model; accuracy; Meese–Rogoff puzzle
Citations in Scopus 7 - View on Scopus
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