RDP 8609: The Performance of Exchange Rate Forecasts References

Philip W. Lowe and Robert G. Trevor

July 1986

Hafer, R.W. (1984). Comparing Time Series and Survey Forecasts of Weekly Changes in Money: a Methodological Note. Journal of Finance Vol. 39 pp.1207–1213.

Meese, R.A. and Rogoff, K. (1983). Empirical Exchange Rate Models of the Seventies: Do they Fit out of Sample? Journal of International Economics Vol. 14 p.3–24.

Zarnowitz, V. (1982a). Expectations and Forecasts From Business Outlook Surveys National Bureau of Economic Research Working Paper No. 845.

Zarnowitz, V. (1982b). The Accuracy of Individual and Group Forecasts from Business Outlook Surveys. National Bureau of Economic Research Working Paper No. 1053.