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A Dynamic Use of Survey Data and High Frequency Model Forecasting

Editor

Listed:
  • Yoshihisa Inada
    (Konan University, Japan & Asia Pacific Institute of Research, Japan)

Abstract

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).

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Yoshihisa Inada (ed.), 2018. "A Dynamic Use of Survey Data and High Frequency Model Forecasting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10772.
    • Handle: RePEc:wsi:wsbook:10772
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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/10772
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    Book Chapters

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    Keywords

    Current Quarter Model; High Frequency Model; Lawrence R Klein; Gross Regional Products; Forecasting;
    All these keywords.

    JEL classification:

    • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies

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