MEASUREMENT OF FILTERS' EFFICIENCIES AND APPLICATION OF NNSFDI METHOD
EKONOMSKA ISTRAZIVANJA-ECONOMIC RESEARCH, cilt.25, sa.4, ss.937-957, 2012 (SSCI, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 25 Sayı: 4
- Basım Tarihi: 2012
- Doi Numarası: 10.1080/1331677x.2012.11517540
- Dergi Adı: EKONOMSKA ISTRAZIVANJA-ECONOMIC RESEARCH
- Derginin Tarandığı İndeksler: Social Sciences Citation Index (SSCI), Scopus
- Sayfa Sayıları: ss.937-957
- Açık Arşiv Koleksiyonu: AVESİS Açık Erişim Koleksiyonu
- Yıldız Teknik Üniversitesi Adresli: Evet
Özet
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.