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

✍ Scribed by Joscha Beckmann; Ansgar Belke; Frauke Dobnik

Book ID
116761441
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
391 KB
Volume
23
Category
Article
ISSN
1062-9408

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## Abstract A common explanation for the inability of the monetary model to beat the random walk in forecasting future exchange rates is that conventional time series tests may have low power, and that panel data should generate more powerful tests. This paper provides an extensive evaluation of th