Exchange rate models of the seventies. Do they fit out of sample

[1]  Jeffrey A. Frankel,et al.  The Mystery of the Multiplying Marks: A Modification of the Monetary Model , 1982 .

[2]  Peter Hooper,et al.  Fluctuations in the dollar: a model of nominal and real exchange rate determination , 1982 .

[3]  Jeffrey A. Frankel,et al.  In search of the exchange risk premium: A six-currency test assuming mean-variance optimization , 1982 .

[4]  Jacob A. Frenkel,et al.  Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s , 1981, Journal of Political Economy.

[5]  M. Obstfeld,et al.  A note on exchange-rate expectations and nominal interest differentials , 1981 .

[6]  J. Frankel On the Mark: Reply [On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differential] , 1981 .

[7]  Robert A. Driskill,et al.  On the Mark: Comment [On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differential] , 1981 .

[8]  J. Stone,et al.  On the Mark: Comment [On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differential] , 1981 .

[9]  Craig S. Hakkio Expectations and the Forward Exchange Rate , 1981 .

[10]  J. Frenkel The Collapse of Purchasing Power Parities During the 1970s , 1980 .

[11]  L. Hansen,et al.  Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis , 1980, Journal of Political Economy.

[12]  R. Meese,et al.  Rational expectations, risk premia, and the market for spot and forward exchange , 1980 .

[13]  Takeshi Amemiya,et al.  Selection of Regressors , 1980 .

[14]  John F. O. Bilson,et al.  The "Speculative Efficiency" Hypothesis , 1980 .

[15]  C. Sims MACROECONOMICS AND REALITY , 1977 .

[16]  Paul R. Masson,et al.  Exchange rates in the short run: Some further results , 1979 .

[17]  Ray C. Fair,et al.  An Analysis of the Accuracy of Four Macroeconometric Models , 1979, Journal of Political Economy.

[18]  J. Geweke,et al.  Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange , 1979 .

[19]  R. Tryon Testing for rational expectations in foreign exchange markets , 1979 .

[20]  Michael L. Mussa,et al.  Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market , 1979 .

[21]  John F. O. Bilson The deutsche mark/dollar rate: A monetary analysis , 1979 .

[22]  R. Hodrick On the monetary analysis of exchange rates: A comment , 1979 .

[23]  Robert B. Litterman Techniques of forecasting using vector autoregressions , 1979 .

[24]  Jeffrey A. Frankel,et al.  On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials , 1979 .

[25]  G. Schwarz Estimating the Dimension of a Model , 1978 .

[26]  P. Hooper,et al.  Summary measures of the dollar's foreign exchange value , 1978 .

[27]  Bradford Cornell,et al.  Spot rates, forward rates and exchange market efficiency , 1977 .

[28]  Janice Moulton Westerfield,et al.  An examination of foreign exchange risk under fixed and floating rate regimes , 1977 .

[29]  R. Dornbusch Expectations and Exchange Rate Dynamics , 1976, Journal of Political Economy.

[30]  J. Frenkel A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence , 1976 .

[31]  Peter Isard How Far Can We Push the "Law of One Price"? , 1976 .

[32]  E. Parzen Multiple Time Series: Determining the Order of Approximating Autoregressive Schemes. , 1975 .

[33]  J. McCulloch,et al.  Operational Aspects of the Siegel Paradox , 1975 .

[34]  C. Christ,et al.  Judging the Performance of Econometric Models of the U.S. Economy , 1975 .

[35]  H. Akaike A new look at the statistical model identification , 1974 .

[36]  C. Sims Seasonality in Regression , 1974 .

[37]  J. Siegel Risk, Interest Rates and the Forward Exchange , 1972 .

[38]  C. Nelson The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy , 1972 .

[39]  Ray C. Fair,et al.  The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors , 1970 .

[40]  E. J. Hannan,et al.  Multiple time series , 1970 .