Neural network analysis of varying trends in real exchange rates

Johan Kaashoek and Herman van Dijk

No EI 9915-/A, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: 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.

Keywords: multiple correlation coefficients; neural networks; real exhange rates (search for similar items in EconPapers)
Date: 1999-03-31
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Citations: View citations in EconPapers (1)

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