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

Citation:

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.
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Notes:

Reprinted from EXCHANGE RATES AND INTERNATIONAL MACROECONOMICS, edited by Jacob A. Frenkel, published by the University of Chicago Press, copyright © 1983 by the National Bureau of Economic Research. All rights reserved. One copy may be printed for individual use.

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See also: Empirical Exchange Rate Issues
Last updated on 05/02/2013