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

Norman R. Swanson () and Halbert White

Macroeconomics from EconWPA

Abstract: 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.

Keywords: Artificial Neural Networks; Ex-ante Forecasting (search for similar items in EconPapers)
JEL-codes: E (search for similar items in EconPapers)
Date: 1995-03-27
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Related works:
Working Paper: A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (1995)
Journal Article: A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks (1997)
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpma:9503004

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