Kock, Anders Bredahl; Teräsvirta, Timo - In: International Journal of Forecasting 30 (2014) 3, pp. 616-631
In this work we consider the forecasting of macroeconomic variables during an economic crisis. The focus is on a specific class of models, the so-called single hidden-layer feed-forward autoregressive neural network models. What makes these models interesting in the present context is the fact...