Title of article
Why is it so difficult to beat the random walk forecast of exchange rates?
Author/Authors
Lutz Kilian، نويسنده , , Mark P. Taylor، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
23
From page
85
To page
107
Keywords
Real exchange rate , Purchasing power parity , Economic models of exchangerate determination , Long-horizon regression tests , random walk
Journal title
Journal of International Economics
Serial Year
2003
Journal title
Journal of International Economics
Record number
135811
Link To Document