Construct · 1 fields · 1 citations

Meese-Rogoff puzzle: a standalone construct

One name. One construct. A landmark on the map.

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Forecasting

the finding that structural exchange rate models forecast out of sample no better than a simple random walk.

In forecasting, Meese-Rogoff puzzle refers to the finding that structural exchange rate models forecast out of sample no better than a simple random walk. This meaning comes from Meese (1983) in Journal of International Economics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

exchange4 fields · 7 citationsjingle · one word, four constructs random walk1 fields · 3 citationsanchor · a standalone construct sample3 fields · 3 citationsjingle · one word, three constructs

References

Meese, R. A., & Rogoff, K. (1983). Empirical exchange rate models of the seventies. Journal of International Economics, 14(1-2), 3-24. https://doi.org/10.1016/0022-1996(83)90017-x

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