Predictable non-linearities in U.S. inflation

DOI10.1016/J.ECONLET.2006.06.001zbMath1254.91638OpenAlexW2051894054WikidataQ62624133 ScholiaQ62624133MaRDI QIDQ1929478

C. Thomas Elger, Jonathan A. Tepper, Jane M. Binner, Birger Nilsson

Publication date: 8 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://publications.aston.ac.uk/id/eprint/38126/1/Predictable.pdf

zbMATH Keywords

recurrent neural networksMarkov switching modelsinflation forecasting

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (1)

Jordan neural network for inflation forecasting

Cites Work

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• Global optimization of statistical functions with simulated annealing
• Inflation forecasting using a neural network
• TOOLS FOR NON-LINEAR TIME SERIES FORECASTING IN ECONOMICS – AN EMPIRICAL COMPARISON OF REGIME SWITCHING VECTOR AUTOREGRESSIVE MODELS AND RECURRENT NEURAL NETWORKS

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