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Initial Steps in High-Frequency Modeling of China


  • Lawrence R Klein
  • Wendy Mak


This paper presents the first step in building a forecasting model of China's GDP. Being constrained by a statistical history that effectively begins in 1993, it uses high frequency data and principal components analysis to construct a single-equation model that generates elasticities and is applied to two-quarter-ahead forecasts. Initial results suggest a gradual deceleration of growth, consistent with Chinese government policy.Business Economics (2005) 40, 11–14; doi:10.2145/20050102

Suggested Citation

  • Lawrence R Klein & Wendy Mak, 2005. "Initial Steps in High-Frequency Modeling of China," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 40(1), pages 11-14, January.
  • Handle: RePEc:pal:buseco:v:40:y:2005:i:1:p:11-14

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    Cited by:

    1. Pulido San Román, Antonio & Pérez García, Julián, 2006. "Lawrence R. Klein and Applied Economics/Lawrence R. Klein y la economía aplicada," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 43-94, Abril.
    2. Eric Girardin & Konstantin A. Kholodilin, 2011. "How helpful are spatial effects in forecasting the growth of Chinese provinces?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 622-643, November.

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