Template-Type: ReDIF-Paper 1.0
Author-Name: Kaashoek, J.F.
Author-Name-Last: Kaashoek
Author-Name-First: Johan
Author-Name: van Dijk, H.K.
Author-Name-Last: van Dijk
Author-Name-First: Herman
Author-Person: pva325
Title: Neural network analysis of varying trends in real exchange rates
Abstract: 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.
Creation-Date: 1999-03-31
File-URL: https://repub.eur.nl/pub/1569/1569_ps.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 9915-/A
Keywords: multiple correlation coefficients, neural networks, real exhange rates
Handle: RePEc:ems:eureir:1569