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Yunyi Zhang

Xiamen University

Xiamen, Fujian 361005

China

  • Xiamen University

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Scholarly Papers (1)

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Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression

Downloads 111 (640,165)

Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression

CESifo Working Paper No. 9395
Number of pages: 39 Posted: 12 Nov 2021
Vito Polito and Yunyi Zhang
University of Sheffield and Xiamen University
Downloads 77 (840,816)

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nonlinear time series, regime switching models, extreme events, Covid-19, macroeconomic forecasting

Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression

Number of pages: 48 Posted: 18 Mar 2024
Vito Polito and Yunyi Zhang
University of Sheffield and Xiamen University
Downloads 34 (1,296,409)

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Nonlinear time series, Regime switching models, Extreme events, COVID-19, Macroeconomic forecasting