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A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia
16 references·5 citing·33 second hop
A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia (2005)A comparison of linear forecasting models…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Forecasting inflation (1999)Forecasting inflationTime Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data (1998)Time Series Forecasting with …How effective are neural networks at forecasting and prediction? A review and evaluation (1998)How effective are neural netw…Forecasting with artificial neural networks: (1998)Forecasting with artificial n…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Some advances in non‐linear and adaptive modelling in time‐series (1994)Some advances in non‐linear a…DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)DETERMINATION OF COINTEGRATIO…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Comparing Information in Forecasts from Econometric Models (1990)Comparing Information in Fore…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Forecasting: Methods and Applications (1984)Forecasting: Methods and Appl…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Economic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Neural Network Models for Bitcoin Option Pricing (2019)Neural Network Models for Bit…Artificial Neural Network Based Model for Forecasting of Inflation in India (2016)Artificial Neural Network Bas…Neural network models for inflation forecasting: an appraisal (2011)Neural network models for inf…A composite leading indicator of the inflation cycle for the Euro area (2005)A composite leading indicator…Financial Innovation and Divisia Money in Taiwan: Comparative Evidence from Neural Network and Vector Error‐Correction Forecasting Models (2004)Financial Innovation and Divi…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Financial time series forecasting using support vector machines (2003)Time series forecasting using a hybrid ARIMA and neural network model (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Interpreting the macroeconomic time series facts (1992)Efficient Tests for an Autoregressive Unit Root (1996)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Determining the Number of Factors in Approximate Factor Models (2002)Inferential Theory for Factor Models of Large Dimensions (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Testing weak exogeneity and the order of cointegration in UK money demand data (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Stock Prices, News, and Economic Fluctuations (2006)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for unit roots in heterogeneous panels (2003)
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419 cited
  • 1994Some advances in non‐linear and adaptive modelling in time‐series361 cited
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