The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
NBER Working Paper No. 14071
---- Acknowledgements ----
We are extremely grateful to Barbara Rossi, Guido Imbens, Brent Neiman, William Dickens, Konstantin Styrin, Charles Engel, David Papell, Todd Clark, Kenneth West, Jinzhu Chen and the participants at the Harvard International Lunch Seminar for their excellent suggestions and comments. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.