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

Richard Meese (), Kenneth Rogoff and Jacob Frenkel

Working Paper from Harvard University OpenScholar

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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? (1982)
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