The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
收藏NBER2008-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14071
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资源简介：
Are structural models getting closer to being able to forecast exchange rates at short horizons? Here we argue that misinterpretation of some new out-of-sample tests for nested models, over-reliance on asymptotic test statistics, and failure to sufficiently check robustness to alternative time
提供机构：
美国国家经济研究局
创建时间：
2008-06-01
