MEASUREMENT OF FILTERS' EFFICIENCIES AND APPLICATION OF NNSFDI METHOD


BİLDİRİCİ M. E. , ALP S.

EKONOMSKA ISTRAZIVANJA-ECONOMIC RESEARCH, vol.25, no.4, pp.937-957, 2012 (Journal Indexed in SSCI) identifier

  • Publication Type: Article / Article
  • Volume: 25 Issue: 4
  • Publication Date: 2012
  • Doi Number: 10.1080/1331677x.2012.11517540
  • Title of Journal : EKONOMSKA ISTRAZIVANJA-ECONOMIC RESEARCH
  • Page Numbers: pp.937-957

Abstract

The study aims to propose the neural network filter based on NNSFDI method as an alternative filter in economics; namely, Baxter-King, Hodrick-Presscott, Christiano and Fitzgerald and Kalman filters. In this paper, it was used two different data which consist of the annual unemployment rates for 1923 2008 periods and the monthly inflation rates for 1964:02 2009:07 periods.