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Author:Meese, Richard 

Working Paper
Dynamic factor demand schedules for labor and capital under rational expectations

International Finance Discussion Papers , Paper 153

Working Paper
Rational expectations, risk premia, and the market for spot and forward exchange

International Finance Discussion Papers , Paper 165

Working Paper
Exchange rate instability: determinants and predictability

The paper is concerned with exchange rate instability, by which we mean large changes in exchange rates. The paper has two objectives. First, we search for plausible determinants of currency crashes. To do this we examine annual panel data for a large sample of developing countries. The work is non-structural, taking the form of probit regressions which link currency crashes to a variety of candidate causes. We examine a comprehensive set of both foreign and domestic explanatory variables. The list includes: foreign conditions; the vulnerability of the country to a crash; the level of ...
Pacific Basin Working Paper Series , Paper 97-03

Conference Paper
Exchange rate instability: determinants and predictability

Proceedings

Working Paper
Was it real? : the exchange rate-interest differential relation, 1973 - 1984

The main result of Meese and Rogoff [1983 a,b] is that small structural exchange rate models forecast major dollar exchange rates no better than a naive random walk model. This result obtains even when the model forecasts are based on actual realized values of the explanatory variables. Here we improve our methodology by implementing a new test of out-of-sample fit; the test is valid even for overlapping long-horizon forecasts. We find that the dollar exchange rate models perform somewhat less badly over the recent Reagan regime period than over the episodes studied previously. The ...
International Finance Discussion Papers , Paper 268

Conference Paper
Empirical assessment of foreign currency risk premiums

Proceedings

Working Paper
The out-of-sample failure of empirical exchange rate models: sampling error or misspecification?

International Finance Discussion Papers , Paper 204

Working Paper
An empirical assessment of non-linearities in models of exchange rate determination

This paper examines the empirical relation between nominal exchange rates and macroeconomic fundamentals for five major OECD countries. Five theoretical models of exchange rate determination are considered. Potential non-linearities are examined using a variety of parametric and non-parametric techniques. We find that the poor explanatory power of the models considered cannot be attributed to non-linearities arising from time deformation or improper functional form.
International Finance Discussion Papers , Paper 367

Working Paper
Empirical exchange rate models of the seventies: are any fit to survive?

International Finance Discussion Papers , Paper 184

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