A Reconsideration of the Meese-Rogoff Puzzle – Alternative Approaches to Model Estimation and Forecast Evaluation

QR Code

A Reconsideration of the Meese-Rogoff Puzzle – Alternative Approaches to Model Estimation and Forecast Evaluation

This study revisits the Meese-Rogoff puzzle by estimating the traditional monetary models of exchange rate determination in state-space form and comparing the accuracy of these forecasts against the naïve random walk model using a wide range of conventional and alternative measures of forecasting ac...

Full description

Bibliographic Details
Main Author:	Burns, Kelly
Format:	Journal Article
Published:	Multinational Finance Society 2016
Online Access:	http://hdl.handle.net/20.500.11937/74380

Similar Items

The Meese-Rogoff Puzzle
by: Moosa, I., et al.
Published: (2015)

The Meese-Rogoff Puzzle: What Puzzle?
by: Moosa, I., et al.
Published: (2015)

Demystifying the Meese-Rogoff Puzzle
by: Moosa, I., et al.
Published: (2015)

A reappraisal of the Meese–Rogoff puzzle
by: Moosa, I., et al.
Published: (2014)

Demystifying the Meese-Rogoff Puzzle Preface
by: Moosa, I., et al.
Published: (2015)

Demystifying the Meese–Rogoff puzzle: structural breaks or measures of forecasting accuracy?
by: Burns, Kelly, et al.
Published: (2017)

Alternative Measures of Forecasting Accuracy
by: Moosa, I., et al.
Published: (2015)

The Determination of Risk Attitude: A Reconsideration
by: Uddin, Kamal
Published: (2019)

Exchange rates forecasting model: an alternative estimation procedure
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2004)

Sophocles Philoctetes 671-673: a reconsideration reconsidered
by: Finglass, P.J.
Published: (2014)

An evaluation of alternative forecasting models for natural rubber prices
by: Lim, Jit Yang
Published: (2002)

The evaluation of previous studies on the path-goal theory: time for reconsideration and further advancement
by: Alharbi, Khalid K., et al.
Published: (2018)

Neotypification and redescription of Amanita preissii (Basidiomycota), and reconsideration of the status of A. griseibrunnea
by: Davison, Elaine, et al.
Published: (2017)

Sistem jigsaw puzzle (jigsaw puzzle creator) / Nur Mutmainnah Muntalip
by: Nur Mutmainnah, Muntalip
Published: (2005)

Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?
by: Burns, Kelly, et al.
Published: (2015)

The random walk as a forecasting benchmark: drift or no drift?
by: Moosa, I., et al.
Published: (2016)

Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
by: Moosa, I., et al.
Published: (2014)

The Monetary Model of Exchange Rates is Better than the Random Walk in Out-Of-Sample Forecasting
by: Moosa, I., et al.
Published: (2013)

The Equity Premium Puzzle in China
by: Ni, Zhiqi
Published: (2006)

Solving the puzzle of subhalo spins
by: Wang, Yang, et al.
Published: (2015)

The Capital Structure Puzzle in China
by: Zhang, Yujie
Published: (2009)

The unbeatable random walk in exchange rate forecasting: Reality or myth?
by: Moosa, I., et al.
Published: (2014)

Studies on Schismatoglottideae (Araceae) of Borneo LI: Ooia revised, including a reconsideration of Ooia grabowskii
by: Wong, Sin Yeng, et al.
Published: (2016)

An Examination of the Structural Properties and Constructive Aspects of Authenticity: A Reconsideration of Carl Rogers’ Personality Theory
by: Toper, Aydan
Published: (2022)

High temperature superconductivity: puzzles & promises
by: Shaari, Abdul Halim
Published: (2004)

The Effect of Puzzle Design On Player’s Experience
by: Tan, Wei Yon
Published: (2021)

An examination of the structural properties and socially constructive aspects of authenticity: A reconsideration of Carl Rogers’ personality theory
by: Toper, Aydan
Published: (2022)

Urethral masson’s tumour: a rare and puzzling entity
by: Lim, Pei Shan, et al.
Published: (2017)

Lumina: A handheld AR based puzzle game
by: Chiu, Ken Boon
Published: (2024)

Cultural uncertainty as moderator of the organizational formalization puzzle
by: Hassan, Arif
Published: (2016)

Explaining the proton radius puzzle with disformal scalars
by: Brax, Philippe, et al.
Published: (2015)

The Perpetual Peace Puzzle: Kant on persons and states
by: Holland, Ben
Published: (2017)

Puzzle-solving activity as an indicator of epistemic confusion
by: Arguel, A., et al.
Published: (2019)

Amanita hiltonii (Amanitaceae), a common but frequently misidentified mushroom in southwestern Australia, and a reconsideration of A. albifimbriata and A. brunneibulbosa.
by: Davison, Elaine, et al.
Published: (2020)

Foreign workers’ recruitment and reconsideration of crucial factors : A sequential exploratory mixed-methods study of migrant labourers in Malaysia
by: Al Masud, Sheikh Mohammad Maniruzzaman, et al.
Published: (2022)

Foreign Workers’ Recruitment and Reconsideration of Crucial Factors: A Sequential Exploratory Mixed-Methods Study of Migrant Labourers in Malaysia
by: Al Masud, Sheikh Mohammad Maniruzzaman, et al.
Published: (2022)

Adding a piece to the leaf epidermal cell shape puzzle
by: von Wangenheim, Daniel, et al.
Published: (2017)

Self-control, financial literacy & the co-holding puzzle
by: Gathergood, John, et al.
Published: (2014)

Anisotropic nanowire growth via a self-confined amorphous template process: A reconsideration on the role of amorphous calcium carbonate
by: Mao, L., et al.
Published: (2016)

Forecast evaluation tests and negative long-run variance estimates in small samples
by: Harvey, David I., et al.
Published: (2017)