The out-of-sample failure of empirical exchange rate models: sampling error or misspecification?

Richard Meese () and Kenneth Rogoff

No 204, International Finance Discussion Papers from Board of Governors of the Federal Reserve System (U.S.)

Date: 1982
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http://www.federalreserve.gov/pubs/ifdp/1982/204/ifdp204.pdf (application/pdf)

Related works:
Chapter: The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? (1983)
Working Paper: The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?
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