An Application of Artificial Neural Network Model in GDP Forecasting. A comparative study of different forecasting model

      Аннотация: In recent year, the concern in forecasting of economy and modeling of macroeconomic structure is increasing because of frequent economic crisis. This book explores how a researcher can use statistical forecasting model especially Artificial Neural Network (ANN) model in forecasting performance and modeling the macroeconomic indicator like GDP. This book is a wide-ranging and a practical guide to the use of time series modeling in forecasting purpose. If anyone is willing to be challenged about his/her current methodology and thinking, this book will be invaluable.

Ключевые слова: GDP, GARCH, ARIMA, Forecast, Artificial Neural Network (ANN), Macroeconomic indicators, Markov Switching Model, Holts Linear Model, Random Walk models.