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

Kenneth Rogoff, Richard Meese

DOI: 10.17016/ifdp.1982.204

International Finance Discussion Paper

Data up to Jan 2025

Published1982

Citations451

References3

Fields

Economics Mathematics Computer science Chemistry Biology Econometrics Statistics Monetary economics

Total Citations Per Year

Abstract

References (3)

The Adjustment of Stock Prices to Information About Inflation

1981 • 367 citations

Interpreting Economic Time Series

1981 • 235 citations

An Analysis of the Accuracy of Four Macroeconometric Models

1979 • 101 citations

Cited By (0)

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The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or… (1982) – International Finance Discussion Paper | Metascience Observatory Explorer