October 17 2020

Dynamic Use Of Survey Data And High Frequency Model Forecasting


Dynamic Use Of Survey Data And High Frequency Model Forecasting

English | 2018 | ISBN-13: 978-9813232365 | 126 Pages | PDF | 5.3 MB


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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