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.

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Year of publication:	1999-03-31
Authors:	van Dijk, Herman K. ; Kaashoek, Kaashoek, J.F.
Institutions:	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Subject:	multiple correlation coefficients \| neural networks \| real exhange rates

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

Persistent link: https://www.econbiz.de/10010837775