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- W2994265521 abstract "We examine the accuracy of survey-based expectations of the Chilean exchange rate relative to the US dollar. Our out-of-sample analysis reveals that survey-based forecasts outperform the Driftless Random Walk (DRW) in terms of Mean Squared Prediction Error at several forecasting horizons. This result holds true even when comparing the survey to a more competitive benchmark based on a refined information set. A similar result is found when precision is measured in terms of Directional Accuracy: survey-based forecasts outperform a “pure luck” benchmark at several forecasting horizons. Differing from the traditional “no predictability” result reported in the literature for many exchange rates, our findings suggest that the Chilean peso is indeed predictable." @default.
- W2994265521 created "2019-12-13" @default.
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- W2994265521 date "2018-12-08" @default.
- W2994265521 modified "2023-09-27" @default.
- W2994265521 title "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile" @default.
- W2994265521 hasPublicationYear "2018" @default.
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