Indicador líder de la inversión privada: metodología de redes neuronales

Abstract

This research document aims to build a leading indicator of private investment through the use of artificial neural network methodology. The leading indicator consists of the forecast of the growth rate of private investment for the next three quarters based on leading indicators, which are determined through the dynamic correlations of the leading variables with private investment. It is important to mention that the contribution of this research work is to provide a forecasting methodology, since they could be relevant to give signals about the future performance of private investment and allow economic policy makers to make relevant decisions.

Keywords

• leading indicator of private investment
• neural networks
• forecasts
• cycles
• trend
• seasonality