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Book Synopsis
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).

Dynamic Use Of Survey Data And High Frequency Model Forecasting, A

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    A Hardback by Yoshihisa Inada

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      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: Publication Date: 24/04/2018
      ISBN13: 9789813232365, 978-9813232365
      ISBN10: 9813232366

      Description

      Book Synopsis
      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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