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Long horizon predictability of exchange rates: Is it for real? · Study

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ArticleLong horizon predictability of exchange rates: Is it for real?

Jan J. J. Groen1999

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Articlegreen1999

Long horizon predictability of exchange rates: Is it for real?

Jan J. J. Groen

60 citations·0/0 files stored·Empirical Economics

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Forecasting Techniques and Applications

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References

1994Comparing Predictive Accuracy 1983Empirical exchange rate models of the seventies 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1992THE POWER OF COINTEGRATION TESTS 1995Exchange rates and fundamentals: Evidence on long-horizon predictability 1991Estimating Long-Run Economic Equilibria 1996A panel project on purchasing power parity: Mean reversion within and between countries 1995Banking on currency forecasts: How predictable is change in money?

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2011Reality Checks and Comparisons of Nested Predictive Models 2012FDI and Growth: What Cross‐country Industry Data Say 2014Nested forecast model comparisons: A new approach to testing equal accuracy 2002Evaluating Long-Horizon Forecasts 1998Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 2012When Are Pooled Panel‐Data Regression Forecasts of Exchange Rates More Accurate than the Time‐Series Regression Forecasts?

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Year1999

Typearticle

Published1999-08-17

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations60

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s001810050066

openalex_workW2026098543

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2012Nested Forecast Model Comparisons: A New Approach to Testing Equal Accuracy

2011Cross-section dependence and the monetary exchange rate model – A panel analysis