Exchange rate prediction redux: New models, new data, new currencies

Previous assessments of nominal exchange rate determination, following Meese and Rogoff (1983) have focused upon a narrow set of models. Cheung et al. (2005) augmented the usual suspects with productivity based models, and “behavioral equilibrium exchange rate” models, and assessed performance at ho...

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Bibliographic Details
Main Authors: Cheung, Y.-W (Author), Chinn, M.D (Author), Pascual, A.G (Author), Zhang, Y. (Author)
Format: Article
Language:English
Published: Elsevier Ltd 2019
Subjects:
Online Access:View Fulltext in Publisher