메뉴 건너뛰기




Volumn 17, Issue 1, 2001, Pages 57-69

Neural network forecasting of Canadian GDP growth

Author keywords

Artificial neural networks; Backpropagation; Business cycle indicators; Comparative methods; Economic policy; Macroeconomic forecasting; Macroeconomic indicators

Indexed keywords


EID: 0002576088     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(00)00063-7     Document Type: Article
Times cited : (136)

References (29)
  • 1
    • 0000032342 scopus 로고    scopus 로고
    • How effective are neural networks at forecasting and prediction? A review and evaluation
    • Adya M., Collopy F. How effective are neural networks at forecasting and prediction? A review and evaluation. Journal of Forecasting. 17:1998;481-495.
    • (1998) Journal of Forecasting , vol.17 , pp. 481-495
    • Adya, M.1    Collopy, F.2
  • 2
    • 0000428582 scopus 로고
    • Advertising and aggregate consumption: An analysis of causality
    • Ashley R., Granger C.W.J., Schmalensee R. Advertising and aggregate consumption: An analysis of causality. Econometrica. 48:1980;1149-1168.
    • (1980) Econometrica , vol.48 , pp. 1149-1168
    • Ashley, R.1    Granger, C.W.J.2    Schmalensee, R.3
  • 3
    • 0006236962 scopus 로고    scopus 로고
    • The international evidence, Bank for International Settlements, Basel, Switzerland, Working Paper
    • Bernard, H., & Gerlach, S. (1996). Does the term structure predict recessions? The international evidence, Bank for International Settlements, Basel, Switzerland, Working Paper.
    • (1996) Does the Term Structure Predict Recessions?
    • Bernard, H.1    Gerlach, S.2
  • 4
    • 35248833159 scopus 로고
    • Neural networks: Forecasting breakthrough or passing fad?
    • Chatfield C. Neural networks: Forecasting breakthrough or passing fad? International Journal of Forecasting. 9:1993;1-3.
    • (1993) International Journal of Forecasting , vol.9 , pp. 1-3
    • Chatfield, C.1
  • 5
    • 84872374847 scopus 로고
    • Asymmetric effects of positive and negative money supply shocks
    • Cover J.P. Asymmetric effects of positive and negative money supply shocks. Quarterly Journal of Economics. 107:1992;1261-1283.
    • (1992) Quarterly Journal of Economics , vol.107 , pp. 1261-1283
    • Cover, J.P.1
  • 9
    • 84977702570 scopus 로고
    • The term structure as a predictor of real economic activity
    • Estrella A., Hardouvelis G. The term structure as a predictor of real economic activity. Journal of Finance. 46:1991;555-576.
    • (1991) Journal of Finance , vol.46 , pp. 555-576
    • Estrella, A.1    Hardouvelis, G.2
  • 10
  • 11
    • 0034288030 scopus 로고    scopus 로고
    • Testing for asymmetry in the link between the yield spread and output in the G-7 countries
    • forthcoming
    • Galbraith, J.W. & Tkacz, G. (2000). Testing for asymmetry in the link between the yield spread and output in the G-7 countries. Journal of International Money and Finance, forthcoming.
    • (2000) Journal of International Money and Finance
    • Galbraith, J.W.1    Tkacz, G.2
  • 12
    • 84984477151 scopus 로고
    • Exponential smoothing: The state of the art
    • Gardner E.S. Jr. Exponential smoothing: The state of the art. Journal of Forecasting. 4:1985;1-28.
    • (1985) Journal of Forecasting , vol.4 , pp. 1-28
    • Gardner E.S., Jr.1
  • 13
    • 0033284209 scopus 로고    scopus 로고
    • Note: Rule-based forecasting versus damped trend exponential smoothing
    • Gardner E.S. Jr. Note: Rule-based forecasting versus damped trend exponential smoothing. Management Science. 45:1999;1169-1176.
    • (1999) Management Science , vol.45 , pp. 1169-1176
    • Gardner E.S., Jr.1
  • 15
    • 0032393226 scopus 로고    scopus 로고
    • Multivariate nonlinear forecasting: Using financial information to forecast the real sector
    • Jaditz T., Riddick L.A., Sayers C.L. Multivariate nonlinear forecasting: Using financial information to forecast the real sector. Macroeconomic Dynamics. 2:1998;369-382.
    • (1998) Macroeconomic Dynamics , vol.2 , pp. 369-382
    • Jaditz, T.1    Riddick, L.A.2    Sayers, C.L.3
  • 16
    • 84948516717 scopus 로고
    • Artificial neural networks: An econometric perspective
    • Kuan C.-M., White H. Artificial neural networks: An econometric perspective. Econometric Reviews. 13:1994;1-91.
    • (1994) Econometric Reviews , vol.13 , pp. 1-91
    • Kuan, C.-M.1    White, H.2
  • 18
    • 0010807266 scopus 로고
    • Artificial neural networks for some macroeconomic series: A first report
    • Maasoumi E., Khotanzad A., Abaye A. Artificial neural networks for some macroeconomic series: A first report. Econometric Reviews. 13:1994;105-122.
    • (1994) Econometric Reviews , vol.13 , pp. 105-122
    • Maasoumi, E.1    Khotanzad, A.2    Abaye, A.3
  • 19
    • 0012841275 scopus 로고
    • Statistical indicators of cyclical revivals
    • Moore G.H. Princeton: Princeton University Press. Reprinted 1961
    • Mitchell W.C., Burns A.F. Statistical indicators of cyclical revivals. Moore G.H. Business cycle indicators. Vol. 1:1938;184-260 Princeton University Press, Princeton. Reprinted 1961.
    • (1938) Business Cycle Indicators , vol.1 , pp. 184-260
    • Mitchell, W.C.1    Burns, A.F.2
  • 21
    • 0042109958 scopus 로고    scopus 로고
    • Econometrics versus ANN models in forecasting inflation
    • forthcoming
    • Moshiri, S., & Cameron, N. (2000). Econometrics versus ANN models in forecasting inflation. Journal of Forecasting, forthcoming.
    • (2000) Journal of Forecasting
    • Moshiri, S.1    Cameron, N.2
  • 22
    • 49049143455 scopus 로고
    • Trends and random walks in macroeconomic time series: Some evidence and implications
    • Nelson C., Plosser C. Trends and random walks in macroeconomic time series: Some evidence and implications. Journal of Monetary Economics. 10:1982;139-162.
    • (1982) Journal of Monetary Economics , vol.10 , pp. 139-162
    • Nelson, C.1    Plosser, C.2
  • 24
    • 21844494956 scopus 로고
    • Inflation and the asymmetric effects of money on output fluctuations
    • Rhee W., Rich R.W. Inflation and the asymmetric effects of money on output fluctuations. Journal of Macroeconomics. 17:1995;683-702.
    • (1995) Journal of Macroeconomics , vol.17 , pp. 683-702
    • Rhee, W.1    Rich, R.W.2
  • 25
    • 0000246372 scopus 로고
    • Interpreting the evidence on money-income causality
    • Stock J.H., Watson M.W. Interpreting the evidence on money-income causality. Journal of Econometrics. 40:1989;161-182.
    • (1989) Journal of Econometrics , vol.40 , pp. 161-182
    • Stock, J.H.1    Watson, M.W.2
  • 27
    • 0031329532 scopus 로고    scopus 로고
    • A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks
    • Swanson N.R., White H. A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks. The Review of Economics and Statistics. 79:1997;540-550.
    • (1997) The Review of Economics and Statistics , vol.79 , pp. 540-550
    • Swanson, N.R.1    White, H.2
  • 28
    • 84979455306 scopus 로고
    • Some advances in non-linear and adaptive modelling in time-series
    • Tiao G.C., Tsay R.S. Some advances in non-linear and adaptive modelling in time-series. Journal of Forecasting. 13:1994;109-131.
    • (1994) Journal of Forecasting , vol.13 , pp. 109-131
    • Tiao, G.C.1    Tsay, R.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.