Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach

Frédéric Karamé, Lise Patureau () and Thepthida Sopraseuth

No 233, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Exchange rate forecasts; New Open Macroeconomics; Indirect inference (search for similar items in EconPapers)
JEL-codes: C51 C53 F31 F41 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-ets and nep-ifn
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Citations: View citations in EconPapers (1)

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