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EFFICIENT PREDICTOR [1 record]

Record 1 1986-10-27

English

Subject field(s)
  • Currency and Foreign Exchange
  • Econometrics
CONT

Cumby and Obstfeld (1981), Dooley and Shafer (1982), Meese and Singleton (1980) and Papadia (1981) found a degree of time dependence inconsistent with the random error that would be associated with an efficient predictor.

French

Domaine(s)
  • Politique monétaire et marché des changes
  • Économétrie
CONT

Cumby et Obstfeld (1981), Dooley et Shafer (1982), Meese et Singleton (1980) et Papadia (1981) ont découvert qu'il existe à cet égard un certain degré d'autocorrélation incompatible avec l'erreur aléatoire qui serait associée à une prévision efficace.

Spanish

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