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Type | Journal Article |
Scope | Discipline-based scholarship |
Title | Adaptive methods in macroeconomic forecasting |
Organization Unit | |
Authors |
|
Item Subtype | Original Work |
Refereed | Yes |
Status | Published in final form |
Language |
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Journal Title | International Journal of Intelligent Systems in Accounting, Finance |
Publisher | Wiley-Blackwell Publishing, Inc. |
Geographical Reach | international |
ISSN | 1055-615X |
Volume | 6 |
Number | 1 |
Page Range | 1 - 10 |
Date | 1997 |
Abstract Text | Adaptive methods are used to forecast three main Austrian economic indicators. We use a weighted recursive model as well as a neural network approach both with and without adaptive characteristics and compare our results to the forecasts of two Austrian research institutes. It appears that even models which use very limited information can outperform the two Institutes’ forcasts of the unemployment rate. For the case of most series adaptivity represents a possibility of improving the forecasts. |
Digital Object Identifier | 10.1002/(SICI)1099-1174(199703)6:1<1::AID-ISAF118>3.0.CO;2-2 |
Other Identification Number | merlin-id:14219 |
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