A comparative analysis of alternative univariate time series models in forecasting Turkish inflation
This paper analyses inflation forecasting power of artificial neural networks with alternative univariate time series models for Turkey. The forecasting accuracy of the models is compared in terms of both static and dynamic forecasts for the period between 1982:1 and 2009:12. We find that at earlie...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Vilnius Gediminas Technical University
2012-04-01
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Series: | Journal of Business Economics and Management |
Subjects: | |
Online Access: | https://journals.vgtu.lt/index.php/JBEM/article/view/4386 |