Empirical Exchange Rate Issues

1983
Meese, Richard, Kenneth Rogoff, and Jacob Frenkel. 1983. “The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?” Exchange Rates and International Macroeconomics, 67-105. Chicago: University of Chicago Press and NBER. NBER volume;
Chapter
Meese, Richard, and Kenneth Rogoff. 1983. “Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?” Journal of International Economics 14: 3-24.
Paper

Pages