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| 001 | 9.571705 |
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| 003 | CaOODSP |
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| 005 | 20211126112845 |
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| 007 | cr ||||||||||| |
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| 008 | 150406|1999||||xxc|||||o f|0| 0 eng|d |
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| 022 | |a1701-9397 |
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| 040 | |aCaOODSP|beng |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-2/99-3E-PDF |
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| 110 | 2 |aBank of Canada. |
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| 245 | 10|aForecasting GDP growth using artificial neural networks / |h[electronic resource]|cby Greg Tkacz and Sarah Hu. |
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| 260 | |aOttawa - Ontario : |bBank of Canada |cJanuary 1999. |
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| 300 | |a33p.|bfigs., graphs, references, tables |
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| 490 | 1 |aBank of Canada working paper|x1701-9397|v99-3 |
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| 500 | |a"In this paper, the authors wish to determine whether the forecasting performance of such variables can be improved using neural network models. The main findings are that, at the 1-quarter forecasting horizon, neural networks yield no significant forecast improvements. At the 4-quarter horizon, however, the improved forecast accuracy is statistically significant. The root mean squared forecast errors of the best neural network models are about 15 to 19 per cent lower than their linear model counterparts. The improved forecast accuracy may be capturing more fundamental non-linearities between financial variables and real output growth at the longer horizon."--Abstract. |
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| 500 | |aThe ISBN (0-662-27537-3) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication. |
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| 520 | 3 |aIn this paper, the authors wish to determine whether the forecasting performance of such variables can be improved using neural network models. The main findings are that, at the 1-quarter forecasting horizon, neural networks yield no significant forecast improvements. At the 4-quarter horizon, however, the improved forecast accuracy is statistically significant. The root mean squared forecast errors of the best neural network models are about 15 to 19 per cent lower than their linear model counterparts. The improved forecast accuracy may be capturing more fundamental non-linearities between financial variables and real output growth at the longer horizon.--Abstract |
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| 546 | |aRésumé en français. |
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| 590 | |a11-20-Supp|b2011-09-29 |
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| 690 | 07|aGross national product|2gcpds |
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| 690 | 07|aForecasting|2gcpds |
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| 690 | 07|aModels|2gcpds |
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| 720 | 1 |aTkacz, Greg |
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| 720 | 1 |aHu, Sarah |
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| 776 | 0#|tForecasting GDP growth using artificial neural networks / |w(CaOODSP)9.614702 |
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| 830 | #0|aWorking paper (Bank of Canada)|x1701-9397|v99-3|w(CaOODSP)9.504604 |
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| 856 | 40|ahttp://publications.gc.ca|qPDF|s200 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-99-3E.pdf|y99-3 |
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