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Applied Economics Letters Volume 20, 2013 - Issue 14
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Original Articles

The monetary model of exchange rates is better than the random walk in out-of-sample forecasting

Imad Moosa School of Economics, Finance and Marketing, RMIT, Australia
&
Kelly Burns School of Economics, Finance and Marketing, RMIT, AustraliaCorrespondence[email protected].
Pages 1293-1297 | Published online: 25 Jun 2013

Citations (4)

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Read on this site (2)

Imad Moosa & Kelly Burns. (2016) The random walk as a forecasting benchmark: drift or no drift?. Applied Economics 48:43, pages 4131-4142.
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Imad A. Moosa. (2015) The random walk versus unbiased efficiency: can we separate the wheat from the chaff?. Journal of Post Keynesian Economics 38:2, pages 251-279.
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Articles from other publishers (2)

Imad Moosa & Kelly Burns. (2014) The unbeatable random walk in exchange rate forecasting: Reality or myth?. Journal of Macroeconomics 40, pages 69-81.
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Irena Maaerinskienn & Andrius Balciunas. (2014) Fundamental Exchange Rate Forecasting Models: Advantages and Drawbacks. SSRN Electronic Journal.
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