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Evaluación de pronóstico de una red neuronal sobre el PIB en Colombia

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  • José Mauricio Salazar Sáenz

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    Abstract

    Las redes neuronales artificiales han mostrado ser modelos robustos para dar cuenta del comportamiento de diferentes variables. En el presente trabajo se emplean para modelar la relación no lineal del crecimiento del PIB. Tres modelos son considerados: dos autoregresivos (especificación lineal y no lineal) y una red neuronal que usa la tasa de interés. Evaluando el desempeño de los modelos dentro y fuera de muestra, los pronósticos realizados por las redes neuronales artificiales superan ampliamente a los modelos lineales, siendo esta evidencia de relaciones asimétricas en el comportamiento del PIB en Colombia.

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    File URL: http://www.banrep.gov.co/docum/ftp/borra575.pdf
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    Bibliographic Info

    Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 005934.

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    Length: 55
    Date of creation: 06 Oct 2009
    Date of revision:
    Handle: RePEc:col:000094:005934

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