Neural network analysis of varying trends in real exchange rates

In this paper neural networks are fitted to the real exchange rates of seven industrialized countries. The size and topology of the used networks is found by reducing the size of the network through the use of multiple correlation coefficients, principal component analysis of residuals and graphical analysis of network output per hidden layer cell and input layer cell.

MoreLess

Year of publication:	1999-03-31
Authors:	Kaashoek, J.F. ; Dijk, H.K. van
Institutions:	Erasmus University Rotterdam, Econometric Institute
Subject:	neural networks \| real exhange rates \| multiple correlation coefficients

More details

Extent:	application/pdf
Series:	Econometric Institute Report. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureir Number EI 9915-/A
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008584654