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Dynamic Use Of Survey Data And High Frequency Model Forecasting, A

Edited by Yoshihisa Inada
Format: Hardback
Publisher: World Scientific Publishing Co Pte Ltd, Singapore, Singapore
Published: 24th Apr 2018
Dimensions: w 152mm h 229mm d 10mm
Weight: 372g
ISBN-10: 9813232366
ISBN-13: 9789813232365
Barcode No: 9789813232365
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Synopsis
This volume investigates the accuracy and dynamic performance of a high-frequency forecast model for the Japanese and United States economies based on the Current Quarter Model (CQM) or High Frequency Model (HFM) developed by the late Professor Emeritus Lawrence R. Klein. It also presents a survey of recent developments in high-frequency forecasts and gives an example application of the CQM model in forecasting Gross Regional Products (GRPs).

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