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Scenarios of the Romanian GDP Evolution With Neural Models

  • Saman, Corina

    ()

    (Institute for Economic Forecasting, Centre for Macroeconomic Modeling, NIER, Romanian Academy.)

This paper aims to explore the nonlinear relation between investments and GDP. The method of neural network is used to construct two nonlinear models of GDP in relation to domestic investments, foreign direct investments and real interest rate. The results show that the two neural models present good performance measures on the dataset. The improved forecast accuracy may be capturing more fundamental non-linearities between investment and financial variables and the real output for a longer horizon.

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File URL: http://www.ipe.ro/rjef/rjef4_11/rjef4_2011p129-140.pdf
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Article provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.

Volume (Year): (2011)
Issue (Month): 4 (December)
Pages: 129-140

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Handle: RePEc:rjr:romjef:v::y:2011:i:4:p:129-140
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  1. 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.
  2. Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques.
  3. Zeira, Joseph, 1990. "Cost uncertainty and the rate of investment," Journal of Economic Dynamics and Control, Elsevier, vol. 14(1), pages 53-63, February.
  4. Tkacz, Greg, 2001. "Neural network forecasting of Canadian GDP growth," International Journal of Forecasting, Elsevier, vol. 17(1), pages 57-69.
  5. Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael, 1998. "Forecasting with artificial neural networks:: The state of the art," International Journal of Forecasting, Elsevier, vol. 14(1), pages 35-62, March.
  6. Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993. "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, vol. 56(3), pages 269-290, April.
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