| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062639 | Economics Letters | 2006 | 6 Pages |
Abstract
This paper compares the out-of-sample inflation forecasting performance of two non-linear models; a neural network and a Markov switching autoregressive (MS-AR) model. We find that predictable non-linearities in inflation are best accounted for by the MS-AR model.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jane M. Binner, C. Thomas Elger, Birger Nilsson, Jonathan A. Tepper,