Banking on currency forecasts: How predictable is change in money?

1995/02/01 by Menzie D. Chinn, Menzie Chinn, Richard A. Meese +1 · 385 citations
Economics, Econometrics and Finance · Mathematics · #Cointegration #Currency #Econometrics #Economics #Error correction model #Exchange rate #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Mathematics #Monetary Policy and Economic Impact #Monetary economics #Nonparametric statistics #Parametric statistics #Random walk #Statistics

paper · doi:10.1016/0022-1996(94)01334-o

published in Journal of International Economics 38(1-2), 161-178 (Elsevier BV)

openalex publication_date 1995/02/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/26

Citations

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Expectations and Exchange Rate Dynamics

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