Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/152786 
Erscheinungsjahr: 
2004
Schriftenreihe/Nr.: 
ECB Working Paper No. 352
Verlag: 
European Central Bank (ECB), Frankfurt a. M.
Zusammenfassung: 
This paper applies linear and neural network-based “thick” models for forecasting inflation based on Phillips–curve formulations in the USA, Japan and the euro area. Thick models represent “trimmed mean” forecasts from several neural network models. They outperform the best performing linear models for “real-time” and “bootstrap” forecasts for service indices for the euro area, and do well, sometimes better, for the more general consumer and producer price indices across a variety of countries.
Schlagwörter: 
bootstrap
Neural Networks
Phillips Curves
real-time forecasting
Thick Models
JEL: 
C12
E31
Dokumentart: 
Working Paper

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