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Applied Economics Letters Volume 5, 1998 - Issue 1
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Original Articles

Forecasting with structural change: why is the random walk model so damned difficult to beat?

Gawon Yoon Korea Economic Research Institute, FKI BLDG, 28-1, Yoido-dong, Yeongdungpo-gu, Seoul, 150-756, South Korea
Pages 41-42 | Received 26 Sep 1996, Published online: 02 Nov 2006

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Dimitris G. Kirikos. (2000) Forecasting exchange rates out of sample: random walk vs Markov switching regimes. Applied Economics Letters 7:2, pages 133-136.
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Articles from other publishers (2)

Tao Xiong, Miao Li & Jia Cao. (2023) Do Futures Prices Help Forecast Spot Prices? Evidence from China’s New Live Hog Futures. Agriculture 13:9, pages 1663.
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Rick N. Francis & Lori M. Olsen. (2011) The Out-of-Sample Prediction of Annual Operating Cash Flow: A Comparison of Regression and Naïve Forecast Models. SSRN Electronic Journal.
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