The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?

Richard Meese () and Kenneth Rogoff

A chapter in Exchange Rates and International Macroeconomics, 1983, pp 67-112 from National Bureau of Economic Research, Inc

Date: 1983
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Related works:
Working Paper: The out-of-sample failure of empirical exchange rate models: sampling error or misspecification? (1982)
Working Paper: The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?
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