A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks

We take a model selection approach to real-time macroeconomic forecasting using linear and nonlinear models. True ex-ante forecasting are constructed by using unrevised as opposed to fully revised data. Model selection as well as model performance measures are considered.

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Year of publication:	1995-03-27
Authors:	Swanson, Norman R. ; White, Halbert
Institutions:	EconWPA
Subject:	Artificial Neural Networks \| Ex-ante Forecasting

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Extent:	application/postscript application/pdf
Series:	Macroeconomics.
Type of publication:	Book / Working Paper
Notes:	postscript file
Classification:	E - Macroeconomics and Monetary Economics
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005126386