Dynamic Use Of Survey Data And High Frequency Model Forecasting, A
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B01=Yoshihisa Inada
Category1=Non-Fiction
Category=KCH
Category=KCJ
COP=Singapore
Current Quarter Model
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Forecasting
Gross Regional Products
High Frequency Model
Language_English
Lawrence R Klein
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Price_€50 to €100
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softlaunch
Product details
- ISBN 9789813232365
- Publication Date: 24 Apr 2018
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
- Language: English
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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).
