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

Keyphrases

• Neural Network 100%
• Neural Network Model 100%
• Macroeconomic Time Series 100%
• Smooth Transition Models 100%
• Smooth Transition Autoregression 100%
• Time Series Model 50%
• Bayesian Regularization 50%
• Dynamic Description 50%
• Prediction Accuracy 50%
• Model Specification 50%
• Autoregressive Model 50%
• Fixed Model 50%
• Forecast Horizon 50%
• Macroeconomic Variables 50%
• Nonlinear Time Series Model 50%
• Point Forecast 50%
• Neural Time Series 50%
• Smooth Transition Autoregressive 50%
• G7 Economies 50%

Economics, Econometrics and Finance

• Time Series 100%
• Macroeconomics 100%
• Autoregression 100%
• Bayesian 33%
• Macroeconomic Variable 33%