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).
| ISBN: | 9789813232365 |
| Publication date: | 24th April 2018 |
| Author: | Yoshihisa Konan Univ, Japan Inada |
| Publisher: | World Scientific Publishing Co Pte Ltd |
| Format: | Hardback |
| Pagination: | 128 pages |
| Genres: |
Economic forecasting Econometrics and economic statistics |