Tackling large outliers in macroeconomic data with vector artificial neural network autoregression

Polito, V. and Zhang, Y. (2022) Tackling large outliers in macroeconomic data with vector artificial neural network autoregression. Working Paper. Sheffield Economic Research Paper Series, 2022004 (2022004). Department of Economics, University of Sheffield ISSN 1749-8368

Abstract

Metadata

Authors/Creators:
  • Polito, V.
  • Zhang, Y.
Copyright, Publisher and Additional Information: © 2022 The Author(s). For reuse permissions, please contact the Author(s).
Keywords: Nonlinear time series; Regime switching models; Extreme events; Covid-19; Macroeconomic forecasting
Dates:
  • Published: 21 March 2022
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield) > Sheffield Economics Research Papers Series
The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 25 Apr 2022 11:35
Last Modified: 21 Nov 2022 13:19
Published Version: https://www.sheffield.ac.uk/economics/research/ser...
Status: Published
Publisher: Department of Economics, University of Sheffield
Series Name: Sheffield Economic Research Paper Series

Share / Export