A semi-parametric non-linear neural network filter : Theory and empirical evidence

© 2016, Springer Science+Business Media New York. In this work, we decompose a time series into trend and cycle by introducing a novel de-trending approach based on a family of semi-parametric artificial neural networks. Based on this powerful approach, we propose a relevant filter and show that the...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Computational Economics 2018, Vol.51 (3), p.637-675
Hauptverfasser:	Michaelides, P.G, Vouldis, T.E.G.A, Konstantakis, K, Patrinos, Panos
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!