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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

References

  • Meese , R. A. and Rogoff , K. 1983 . Empirical exchange rate models of the seventies, Do they fit out of sample? . Journal of International Economics , 14 : 3 – 24 .
  • Trivez , F. J. 1995 . Level shifts, temporary changes and forecasting . Journal of Forecasting , 14 : 543 – 550 .

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