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Inflation forecasting using a neural network

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  • Nakamura, Emi

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  • Nakamura, Emi, 2005. "Inflation forecasting using a neural network," Economics Letters, Elsevier, vol. 86(3), pages 373-378, March.
  • Handle: RePEc:eee:ecolet:v:86:y:2005:i:3:p:373-378
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    References listed on IDEAS

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    1. William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
    2. Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2015. "Nonlinear And Complex Dynamics In Economics," Macroeconomic Dynamics, Cambridge University Press, vol. 19(08), pages 1749-1779, December.
    3. Fernandez-Rodriguez, Fernando & Gonzalez-Martel, Christian & Sosvilla-Rivero, Simon, 2000. "On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market," Economics Letters, Elsevier, vol. 69(1), pages 89-94, October.
    4. Steven Gonzalez, "undated". "Neural Networks for Macroeconomic Forecasting: A Complementary Approach to Linear Regression Models," Working Papers-Department of Finance Canada 2000-07, Department of Finance Canada.
    5. McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
    6. James H. Stock & Mark W. Watson, 1998. "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers 6607, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Binner, Jane M. & Elger, C. Thomas & Nilsson, Birger & Tepper, Jonathan A., 2006. "Predictable non-linearities in U.S. inflation," Economics Letters, Elsevier, vol. 93(3), pages 323-328, December.
    2. Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”," AQR Working Papers 201508, University of Barcelona, Regional Quantitative Analysis Group, revised Mar 2015.
    3. Oscar Claveria & Salvador Torra, 2013. "“Forecasting Business surveys indicators: neural networks vs. time series models”," IREA Working Papers 201320, University of Barcelona, Research Institute of Applied Economics, revised Nov 2013.
    4. Anderson, Richard G. & Binner, Jane M. & Schmidt, Vincent A., 2012. "Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States," Economics Letters, Elsevier, vol. 117(1), pages 174-177.
    5. María Clara Aristizábal Restrepo, 2006. "Evaluación asimétrica de una red neuronal artificial:Aplicación al caso de la inflación en Colombia," Borradores de Economia 377, Banco de la Republica de Colombia.
    6. M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
    7. Godarzi, Ali Abbasi & Amiri, Rohollah Madadi & Talaei, Alireza & Jamasb, Tooraj, 2014. "Predicting oil price movements: A dynamic Artificial Neural Network approach," Energy Policy, Elsevier, vol. 68(C), pages 371-382.
    8. Leonidas Spiliopoulos, 2005. "Can the human mind learn to backward induce? A neural network answer," Game Theory and Information 0505008, EconWPA.
    9. Binner, J.M. & Tino, P. & Tepper, J. & Anderson, R. & Jones, B. & Kendall, G., 2010. "Does money matter in inflation forecasting?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4793-4808.
    10. Karol Szafranek, 2017. "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers 262, Narodowy Bank Polski, Economic Research Department.

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