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A Dynamic Use of Survey Data and High Frequency Model Forecasting
Contributor(s): Inada, Yoshihisa (Editor)

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 ISBN: 9813232366     ISBN-13: 9789813232365
Publisher: World Scientific Publishing Company
OUR PRICE: $64.60  

Binding Type: Hardcover
Published: April 2018
Qty:
Additional Information
BISAC Categories:
- Business & Economics | Business Mathematics
- Business & Economics | Finance - General
- Mathematics | Game Theory
Dewey: 330.015
LCCN: 2017051223
Physical Information: 0.38" H x 6" W x 9" L (0.75 lbs) 128 pages
 
Descriptions, Reviews, Etc.
Publisher Description:

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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