A Nonlinear Approach to Forecasting with Leading Economic Indicators
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| 024 | 7 | 0 | |a 10.2202/1558-3708.1135 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.2202/1558-3708.1135 | ||
| 100 | 1 | |a Jagric |D Timotej |u 1 timotej.jagric@uni-mb.si | |
| 245 | 1 | 2 | |a A Nonlinear Approach to Forecasting with Leading Economic Indicators |h [Elektronische Daten] |c [Timotej Jagric] |
| 520 | 3 | |a The classical NBER leading indicators model was built solely within a linear framework. With recent developments in nonlinear time-series analysis, several authors have begun to examine the forecasting properties of nonlinear models in the field of forecasting business cycles. The research presented in this paper focuses on the development of a new approach to forecasting with leading indicators based on neural networks. Empirical results are presented for forecasting the Index of Industrial Production. The results demonstrate that a superior performance can be obtained relative to the classical model. | |
| 540 | |a ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston | ||
| 773 | 0 | |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 7/2(2003-07-01) |q 7:2 |1 2003 |2 7 |o snde | |
| 856 | 4 | 0 | |u https://doi.org/10.2202/1558-3708.1135 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.2202/1558-3708.1135 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Jagric |D Timotej |u 1 timotej.jagric@uni-mb.si | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 7/2(2003-07-01) |q 7:2 |1 2003 |2 7 |o snde | ||
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