5.B.2.Tepper.pptx (1.36 MB)
Forecasting Macroeconomic Time Series: A Comparison of Regime Switching and Recurrent Neural Network Methods
journal contribution
posted on 2015-07-24, 00:00 authored by Jonathan Tepper, Marcelle Chauvet, Logan Kelly, Jane M. BinnerParallel Sessions B: Macroeconomic Modelling of Liquidity, Signals, Forecasts and Policy