Neural network analysis of varying trends in real exchange rates
1999-03-31
Research Paper
This publication is part of collection
| Related Files |
|---|
|
Download File
(feweco19990331093709.ps, 0.7MB) |
In this paper neural networks are fitted to the real exchange rates of seven industrialized countries. The size and topology of the used networks is found by reducing the size of the network through the use of multiple correlation coefficients, principal component analysis of residuals and graphical analysis of network output per hidden layer cell and input layer cell.
Keywords