A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks
AbstractWe take a model selection approach to real-time macroeconomic forecasting using linear and nonlinear models. True ex-ante forecasting are constructed by using unrevised as opposed to fully revised data. Model selection as well as model performance measures are considered.
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Bibliographic InfoPaper provided by EconWPA in its series Macroeconomics with number 9503004.
Date of creation: 27 Mar 1995
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Artificial Neural Networks; Ex-ante Forecasting;
Other versions of this item:
- Norman R. Swanson & Halbert White, 1997. "A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November.
- Swanson, N.R. & White, H., 1995. "A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Papers 04-95-12, Pennsylvania State - Department of Economics.
- E - Macroeconomics and Monetary Economics
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