The out-of-sample failure of empirical exchange rate models : sampling error or misspecification? / by Richard Meese and Kenneth Rogoff.

Author/creator Meese, Richard
Other author Rogoff, Kenneth S.
Other author Board of Governors of the Federal Reserve System (U.S.)
Format Electronic
Publication Info[Washington, D.C.] : [Board of Governors of the Federal Reserve System], [1982]
Description1 online resource (53 pages).
Supplemental Contenthttps://purl.fdlp.gov/GPO/gpo26627
Subjects

SeriesInternational finance discussion papers ; 204
International finance discussion papers ; 204. ^A1116047
General noteTitle from title screen (viewed on Aug. 13, 2012).
General note"March 1982."
Bibliography noteIncludes bibliographical references (p. 29-33).
Issued in other formPrint version: Meese, Richard. Out-of-sample failure of empirical exchange rate models
GPO item number0443-B (online)
Govt. docs number FR 1.62:204

Availability

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Electronic Resources Access Content Online ✔ Available