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Dynamic Use of Survey Data & High Frequency Model Forecast
Hardcover
Business GeneralInvesting & FinanceGeneral Mathematics
ISBN13: 9789813232365
Publisher: World Scientific Publishing Company
Published: Mar 18 2018
Pages: 128
Weight: 0.75
Height: 0.38 Width: 6.00 Depth: 9.00
Language: English
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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