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Kenneth Rogoff

Papers by Kenneth Rogoff tracked in the Macro Paper Warehouse.

5 papers tracked 0 forthcoming 4 classics
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Published Classic Journal of International Economics Published Feb 1983
Empirical exchange rate models of the seventies: Do they fit out of sample?

Richard A. Meese · Kenneth Rogoff

Across the dollar/mark, dollar/pound, dollar/yen and trade-weighted dollar rates over November 1976 to June 1981, no structural exchange rate model, univariate time series model, vector autoregression …