Guégan, Dominique; Rakotomarolahy, Patrick - In: Economics Bulletin 30 (2010) 1, pp. 508-518
The aim of this paper is to introduce a new methodology to forecast the monthly economic indicators used in the Gross Domestic Product (GDP) modelling in order to improve the forecasting accuracy. Our approach is based on multivariate k-nearest neighbors method and radial basis function method...