EconPapers    
Economics at your fingertips  
 

Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination

Timo Teräsvirta (), Dick van Dijk () and Marcelo Medeiros ()

International Journal of Forecasting, 2005, vol. 21, issue 4, 755-774

Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (64) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0169-2070(05)00046-4
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination (2004)
Working Paper: Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination (2004) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:21:y:2005:i:4:p:755-774

Access Statistics for this article

International Journal of Forecasting is currently edited by R. J. Hyndman

More articles in International Journal of Forecasting from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-08-21
Handle: RePEc:eee:intfor:v:21:y:2005:i:4:p:755-774