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Forecasting Economic Data with Neural Networks

  • Farzan Aminian
  • E. Suarez

    ()

  • Mehran Aminian
  • Daniel Walz
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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s10614-006-9041-7
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    Article provided by Society for Computational Economics in its journal Computational Economics.

    Volume (Year): 28 (2006)
    Issue (Month): 1 (August)
    Pages: 71-88

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    Handle: RePEc:kap:compec:v:28:y:2006:i:1:p:71-88
    Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=100248

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    1. Tkacz, Greg, 2001. "Neural network forecasting of Canadian GDP growth," International Journal of Forecasting, Elsevier, vol. 17(1), pages 57-69.
    2. Schwert, G William, 1989. " Why Does Stock Market Volatility Change over Time?," Journal of Finance, American Finance Association, vol. 44(5), pages 1115-53, December.
    3. Arturo Estrella & Frederic S. Mishkin, 1995. "Predicting U.S. Recessions: Financial Variables as Leading Indicators," NBER Working Papers 5379, National Bureau of Economic Research, Inc.
    4. El Shazly, Mona R. & El Shazly, Hassan E., 1999. "Forecasting currency prices using a genetically evolved neural network architecture," International Review of Financial Analysis, Elsevier, vol. 8(1), pages 67-82.
    5. Jane Binner & Rakesh Bissoondeeal & Thomas Elger & Alicia Gazely & Andrew Mullineux, 2005. "A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia," Applied Economics, Taylor & Francis Journals, vol. 37(6), pages 665-680.
    6. Kuan, Chung-Ming & Liu, Tung, 1995. "Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(4), pages 347-64, Oct.-Dec..
    7. Malkiel, Burton & Campbell, John & Lettau, Martin & Xu, Yexiao, 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," Scholarly Articles 3128707, Harvard University Department of Economics.
    8. Andrew Ang & Monika Piazzesi & Min Wei, 2004. "What Does the Yield Curve Tell us about GDP Growth?," NBER Working Papers 10672, National Bureau of Economic Research, Inc.
    9. Lonnie Hamm & B. Wade Brorsen, 2000. "Trading futures markets based on signals from a neural network," Applied Economics Letters, Taylor & Francis Journals, vol. 7(2), pages 137-140.
    10. Barro, Robert J, 1990. "The Stock Market and Investment," Review of Financial Studies, Society for Financial Studies, vol. 3(1), pages 115-31.
    11. Nag, Ashok K & Mitra, Amit, 2002. "Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(7), pages 501-11, November.
    12. Norman R. Swanson & Halbert White, 1995. "A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks," Macroeconomics 9503004, EconWPA.
    13. Arturo Estrella & Gikas A. Hardouvelis, 1989. "The term structure as a predictor of real economic activity," Research Paper 8907, Federal Reserve Bank of New York.
    14. Carlos Serrano-Cinca, 1997. "Feedforward neural networks in the classification of financial information," The European Journal of Finance, Taylor & Francis Journals, vol. 3(3), pages 183-202.
    15. Jane M. Binner & Alicia M. Gazely & Shu-Heng Chen & Bin-Tzong Chie, 2004. "Financial Innovation and Divisia Money in Taiwan: Comparative Evidence from Neural Network and Vector Error-Correction Forecasting Models," Contemporary Economic Policy, Western Economic Association International, vol. 22(2), pages 213-224, 04.
    16. Jagric Timotej, 2003. "A Nonlinear Approach to Forecasting with Leading Economic Indicators," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(2), pages 1-20, July.
    17. 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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