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A Dynamic Use of Survey Data and High Frequency Model Forecasting by Yoshihisa Inada

A Dynamic Use of Survey Data and High Frequency Model Forecasting

by Yoshihisa Inada
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Book cover type: Hardcover
  • ISBN13: 9789813232365
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 128
  • Original Price: USD 68.0
  • Language: English
  • Edition: N/A
  • Item Weight: 341 grams
  • BISAC Subject(s): Business Mathematics

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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