Moosa / Burns Demystifying the Meese-Rogoff Puzzle

1. Auflage 2014
ISBN: 978-1-137-45248-1
Verlag: Palgrave Pivot
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 165 Seiten

The authors present compelling evidence, supported by their own measure: the 'adjusted root mean square error', to finally solve the Meese-Rogoff puzzle and provide a new alternative.

Autoren/Hrsg.

Moosa, I.

Burns, K.

Inhaltsverzeichnis

1;Cover;1
2;Half-Title;2
3;Title;4
4;Copyright;5
5;Dedication;6
6;Contents;7
7;List of Figures;8
8;List of Tables;9
9;Preface;11
10;List of Abbreviations;13
11;List of Currency Codes;15
12;1 The Meese–Rogoff Puzzle;16
13;2 A Selective Survey of Subsequent Studies;29
14;3 Basic Methodology, Data and Results;47
15;4 Alternative Measures of Forecasting Accuracy;59
16;5 Stochastic Movements in the Underlying Parameters;78
17;6 Model Misspecification;88
18;7 The Effect of Non-linearities;104
19;8 Simultaneous Equation Bias;113
20;9 Sampling Errors;120
21;10 Modelling Expectations;131
22;11 Concluding Remarks;141
23;References;152
24;Index;163