Demystifying the Meese–Rogoff puzzle: structural breaks or measures of forecasting accuracy?

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Demystifying the Meese–Rogoff puzzle: structural breaks or measures of forecasting accuracy?

Structural breaks have been suggested by several economists as a possible explanation for the Meese–Rogoff puzzle, in the sense that an exchange rate model can outperform the random walk in terms of the out-of-sample forecasting error if the period under investigation is free of structural breaks. T...

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Bibliographic Details
Main Authors:	Burns, Kelly, Moosa, I.
Format:	Journal Article
Published:	Routledge 2017
Online Access:	http://hdl.handle.net/20.500.11937/53358

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