What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated
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- Cheung, Yin-Wong & Chinn, Menzie David & Garcia Pascual, Antonio, 2003. "What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated," Santa Cruz Department of Economics, Working Paper Series qt8ds2g7qg, Department of Economics, UC Santa Cruz.
- Cheung, Yin-Wong & Chinn, Menzie & Garcia Pascual, Antonio, 2003. "What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated," Santa Cruz Department of Economics, Working Paper Series qt0jc800x9, Department of Economics, UC Santa Cruz.
- Cheung, Yin-Wong & Chinn, Menzie & Garcia Pascual, Antonio, 2003. "What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated," Santa Cruz Center for International Economics, Working Paper Series qt0jc800x9, Center for International Economics, UC Santa Cruz.
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Cited by:
- Daniel Buncic & Martin Melecky, 2008.
"An Estimated New Keynesian Policy Model for Australia,"
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- Melecky, M, 2007. "Currency Preferences in a Tri-Polar Model of Foreign Exchange," MPRA Paper 4186, University Library of Munich, Germany.
- Leitner, Johannes & Schmidt, Robert & Bofinger, Peter, 2003.
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More about this item
Keywords
exchange rates; monetary model; productivity; interest rate parity; behavioral equilibrium exchange rate model; forecasting performance;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2004-05-02 (All new papers)
- NEP-FIN-2004-05-02 (Finance)
- NEP-IFN-2004-05-02 (International Finance)
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