Dynamic Use Of Survey Data And High Frequency Model Forecasting, A Hardback
Edited by Yoshihisa (Konan Univ, Japan) Inada
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).
- Format: Hardback
- Pages: 128 pages
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication Date: 24/04/2018
- Category: Econometrics
- ISBN: 9789813232365