able to provide more accurate forecasting results than linear models. Therefore, simple autoregressive processes are … observations and autoregression residuals. The proposed forecasting models are applied to a large set of macroeconomic and … autoregression residuals, are somewhat able to provide better forecasting results than simple linear models. Thus, it may be …

using these models in an out-of-sample forecasting exercise compared with the forecasts obtained based on the usual linear …

networks, while in almost all cases the forecasting performance of Feed-Forward Neural Networks STAR models is superior to …