Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle
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Other versions of this item:
- Barbara Rossi, 2005. "Testing Long-Horizon Predictive Ability With High Persistence, And The Meese-Rogoff Puzzle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(1), pages 61-92, February.
More about this item
- F30 - International Economics - - International Finance - - - General
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ETS-2003-02-18 (Econometric Time Series)
- NEP-IFN-2003-02-18 (International Finance)
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