A COMPARISON OF ARTIFICIAL NEURAL NETWORKS (ANN) WITH ECONOMETRIC METHODS FOR FORECASTING ECONOMIC VARIABLES: AN APPLICATION TO THE IRAN'S EXCHANGE RATE

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TAYEBI S.K.; MOVAHEDNIA N.; KAZEMEYNI M.

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Journal: INDUSTRIAL ENGINEERING & MANAGEMENT SHARIF (SHARIF: ENGINEERING) Year:2008 | Volume:24 | Issue:43 Page(s): 99-104

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Title

A COMPARISON OF ARTIFICIAL NEURAL NETWORKS (ANN) WITH ECONOMETRIC METHODS FOR FORECASTING ECONOMIC VARIABLES: AN APPLICATION TO THE IRAN'S EXCHANGE RATE

Author(s)

TAYEBI S.K. | MOVAHEDNIA N. | KAZEMEYNI M. | Issue Writer Certificate

Keywords

FORECASTINGQ2

EXCHANGE RATEQ3

STRUCTURAL MODELSQ3

TIME SERIESQ2

ARTIFICIAL NEURAL NETWORK (ANN)Q3

Abstract

The importance of FORECASTING trends in variables can be seen, obviously, in the policy making of economic relations and in conducting appropriate activities. Accordingly, various methods have been developed to meet the necessity of efficient prediction instruments.In the recent literature of applied economic studies, researchers have used widely the artificial neural network (ANN), particularly for prediction of monetary and financial variable trends.In this paper, we use the TIME SERIES of Iran's EXCHANGE RATE over the period 1959-2002, and employ two different methods of prediction in order to examine the hypothesis in which ANN is more efficient and reliable than ordinary economic techniques in FORECASTING trend of Iran's EXCHANGE RATE. The results obtained approve the fact that, if artificial neural network methods are specified correctly, they have better performance in FORECASTING EXCHANGE RATEs rather than that of other econometric methods.

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APA: Copy

TAYEBI, S.K., MOVAHEDNIA, N., & KAZEMEYNI, M.. (2008). A COMPARISON OF ARTIFICIAL NEURAL NETWORKS (ANN) WITH ECONOMETRIC METHODS FOR FORECASTING ECONOMIC VARIABLES: AN APPLICATION TO THE IRAN'S EXCHANGE RATE. INDUSTRIAL ENGINEERING & MANAGEMENT SHARIF (SHARIF: ENGINEERING), 24(43), 99-104. SID. https://sid.ir/paper/107627/en

Vancouver: Copy

TAYEBI S.K., MOVAHEDNIA N., KAZEMEYNI M.. A COMPARISON OF ARTIFICIAL NEURAL NETWORKS (ANN) WITH ECONOMETRIC METHODS FOR FORECASTING ECONOMIC VARIABLES: AN APPLICATION TO THE IRAN'S EXCHANGE RATE. INDUSTRIAL ENGINEERING & MANAGEMENT SHARIF (SHARIF: ENGINEERING)[Internet]. 2008;24(43):99-104. Available from: https://sid.ir/paper/107627/en

IEEE: Copy

S.K. TAYEBI, N. MOVAHEDNIA, and M. KAZEMEYNI, “A COMPARISON OF ARTIFICIAL NEURAL NETWORKS (ANN) WITH ECONOMETRIC METHODS FOR FORECASTING ECONOMIC VARIABLES: AN APPLICATION TO THE IRAN'S EXCHANGE RATE,” INDUSTRIAL ENGINEERING & MANAGEMENT SHARIF (SHARIF: ENGINEERING), vol. 24, no. 43, pp. 99–104, 2008, [Online]. Available: https://sid.ir/paper/107627/en

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