• About
  • Policies
  • What is open access
  • Library
  • Contact
Advanced search
      View Item 
      •   BUIR Home
      • University Library
      • Bilkent Theses
      • Theses - Department of Economics
      • Dept. of Economics - Master's degree
      • View Item
      •   BUIR Home
      • University Library
      • Bilkent Theses
      • Theses - Department of Economics
      • Dept. of Economics - Master's degree
      • View Item
      JavaScript is disabled for your browser. Some features of this site may not work without it.

      Comparison of the forecast performances of linear time series and artificial neural network models within the context of Turkish inflation

      Thumbnail
      View / Download
      388.8 Kb
      Author(s)
      Uçar, Nuri
      Advisor
      Sayan, Serdar
      Date
      2001
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
      Item Usage Stats
      176
      views
      52
      downloads
      Abstract
      This thesis compares a variety of linear and nonlinear models to find the one with the best inflation forecast performance for the Turkish Economy. These comparisons are performed by considering the type of series whether or not stationary. Different combination techniques are applied to improve the forecasts. It is observed that the combination forecasts based on nonstationary vector autoregressive (VAR) and artificial neural network (ANN) models are better than the ones generated by other models. Furthermore, the forecast values combined with ANN technique produce lower root mean square errors (RMSE) than the other combination techniques.
      Keywords
      Artificial Neural Network
      Inflation
      Forecast
      Time Series
      Permalink
      http://hdl.handle.net/11693/14786
      Collections
      • Dept. of Economics - Master's degree 325
      Show full item record

      Browse

      All of BUIRCommunities & CollectionsTitlesAuthorsAdvisorsBy Issue DateKeywordsTypeDepartmentsCoursesThis CollectionTitlesAuthorsAdvisorsBy Issue DateKeywordsTypeDepartmentsCourses

      My Account

      Login

      Statistics

      View Usage StatisticsView Google Analytics Statistics

      Bilkent University

      If you have trouble accessing this page and need to request an alternate format, contact the site administrator. Phone: (312) 290 2976
      © Bilkent University - Library IT

      Contact Us | Send Feedback | Off-Campus Access | Admin | Privacy