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Efficient exchange rate forecasts: Lagged models better than the random walk · Study

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ArticleEfficient exchange rate forecasts: Lagged models better than the random walk

V. S. Somanath1986

Article1986

Efficient exchange rate forecasts: Lagged models better than the random walk

67 citations·0/0 files stored·Journal of International Money and Finance

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

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References

1983Empirical exchange rate models of the seventies 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence 2004The Economics of Exchange Rates 1980Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination 1982Fluctuations in the dollar: A model of nominal and real exchange rate determination 1977Exchange rates in the short run

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2007Model‐free evaluation of directional predictability in foreign exchange markets 1996Changing time scale for short-term forecasting in financial markets 1995Structural, VAR and BVAR models of exchange rate determination: A comparison of their forecasting performance 1987The behavior of real exchange rates 1991Forecast performance of exchange rate models revisited

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Year1986

Typearticle

Published1986-06-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations67

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/0261-5606(86)90042-2

openalex_workW2072834981

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