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

Meese, Richard; Rogoff, Kenneth

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

(435 K)

Richard Meese, Kenneth Rogoff

Chapter in NBER book Exchange Rates and International Macroeconomics (1983), Jacob A. Frenkel, ed. (p. 67 - 112)
Published in 1983 by University of Chicago Press
© 1983 by the National Bureau of Economic Research

This paper is available as PDF (435 K) or via email.

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

Richard Meese, Kenneth Rogoff

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