The unbeatable random walk in exchange rate forecasting: Reality or myth?Imad A. Moosa, Kelly Burns2014-03-22articleJournal of Macroeconomics69 citationsclosedNo readable copy stored yet — this record is metadata only.Forecasting Techniques and ApplicationsMonetary Policy and Economic ImpactFinancial Markets and Investment StrategiesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 69 citations exist upstream.References1994Comparing Predictive Accuracy1995Comparing Predictive Accuracy1983Empirical exchange rate models of the seventies1990Forecasting, Structural Time Series Models and the Kalman Filter2003The Economics of Exchange Rates1995Exchange rates and fundamentals: Evidence on long-horizon predictability2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1992A Simple Nonparametric Test of Predictive PerformanceCited by2017Does investor attention matter? The attention-return relationships in FX markets2015Revisiting the relationship between exchange rates and fundamentals