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Neural networks analysis of varying trends in real exchange rates

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Author Info
J.F. Kaashoek ()
H.K. van Dijk () (FEW-Econometrie en besliskunde)

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Abstract

In this paper neural networks are fitted to the real exchange rates of seven industrialized countries. The size and topology of the used networks is found by reducing the size of the network through the use of multiple correlation coefficients, principal component analysis of residuals and graphical analysis of network output per hidden layer cell and input layer cell.

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File URL: http://www.eur.nl/WebDOC/doc/econometrie/feweco19990331093709.ps
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Paper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number 143.

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Date of creation: 1999
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Handle: RePEc:dgr:eureir:1999143

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Keywords: neural network varying trends

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  1. J.F. Kaashoek & H.K. van Dijk, 1998. "A Simple Strategy to Prune Neural Networks with an Application to Economic Time Series," Econometric Institute Report 103, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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