A Dynamic Use Of Survey Data And High Frequency Model Forecasting
Author | : Yoshihisa Inada |
Publisher | : World Scientific |
Total Pages | : 126 |
Release | : 2018-03-08 |
ISBN-13 | : 9789813232389 |
ISBN-10 | : 9813232382 |
Rating | : 4/5 (82 Downloads) |
Download or read book A Dynamic Use Of Survey Data And High Frequency Model Forecasting written by Yoshihisa Inada and published by World Scientific. This book was released on 2018-03-08 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).