The Meese-Rogoff Puzzle: What Puzzle?

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The Meese-Rogoff Puzzle: What Puzzle?

The Messe-Rogoff puzzle has been a debatable topic since 1983 when Richard Meese and Kenneth Rogoff demonstrated that no exchange rate model can outperform the random walk in out-of-sample forecasting. This finding been taken to imply the weakness of international economics and finance and raised th...

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Bibliographic Details
Main Authors:	Moosa, I., Burns, Kelly
Other Authors:	Carly M Hutson
Format:	Book Chapter
Published:	Nova Science Publishers 2015
Subjects:	Random Walk Direction Accuracy Forecasting Exchange Rate Models
Online Access:	http://hdl.handle.net/20.500.11937/10817

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