A Dynamic Use Of Survey Data And High Frequency Model Forecasting

by Yoshihisa Inada

Overview

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).

Product Details

ISBN-13:	9789813232365
Publisher:	World Scientific Publishing Company, Incorporated
Publication date:	04/24/2018
Pages:	128
Product dimensions:	6.00(w) x 9.00(h) x 0.38(d)