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Vector autoregressive models versus neural networks in forecasting: an application to Euro-inflation and divisia money Author info | Abstract | Publisher info | Download info | Related research | Statistics Jane Binner
Rakesh Bissoondeeal
Thomas Elger
Alicia Gazely
Andrew Mullineux
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Paper provided by Money Macro and Finance Research Group in its series Money Macro and Finance (MMF) Research Group Conference 2003 with number
5.
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Date of creation: 27 Sep 2004Date of revision:
Handle: RePEc:mmf:mmfc03:5Contact details of provider: Web page: http://www.essex.ac.uk/afm/mmf/index.html
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Keywords: References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
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Fair, Ray C & Shiller, Robert J, 1990.
"Comparing Information in Forecasts from Econometric Models ,"
American Economic Review ,
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de Brouwer, Gordon & Ericsson, Neil R, 1998.
"Modeling Inflation in Australia ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 16(4), pages 433-49, October.
Other versions: DeCoster, Gregory P & Mitchell, Douglas W, 1991.
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Johansen, Soren, 1988.
"Statistical analysis of cointegration vectors ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 12(2-3), pages 231-254.
[Downloadable!] (restricted)
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