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A Comparative Study of Parametric and Nonparametric Regressions

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  • Shahram Fattahi

    (Department of Economics, Razi University)

Abstract

This paper evaluates inflation forecasts made by parametric and nonparametric models. The results revealed that the neural network model yields better estimates of inflation rate than do parametric autoregressive integrated moving average (ARIMA) and linear models. Furthermore, the neural network model outperformed nonparametric models (except MARS).

Suggested Citation

  • Shahram Fattahi, 2011. "A Comparative Study of Parametric and Nonparametric Regressions," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 16(3), pages 19-43, fall.
    • Handle: RePEc:eut:journl:v:16:y:2011:i:3:p:19
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    Keywords

    ARIMA; AM; MARS; PPR; NN; Inflation Forecast;
    All these keywords.

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