NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Continuing Puzzle of Short Horizon Exchange Rate Forecasting

Kenneth S. Rogoff, Vania Stavrakeva

NBER Working Paper No. 14071
Issued in June 2008

---- 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.

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