A Dynamic Use of Survey Data and High Frequency Model Forecasting
Business & Finance, Economics, Econometrics, Finance & Investing, Finance
| Author: | Yoshihisa Inada | ISBN: | 9789813232389 |
| Publisher: | World Scientific Publishing Company | Publication: | March 7, 2018 |
| Imprint: | WSPC | Language: | English |
| Author: | Yoshihisa Inada |
| ISBN: | 9789813232389 |
| Publisher: | World Scientific Publishing Company |
| Publication: | March 7, 2018 |
| Imprint: | WSPC |
| Language: | English |
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).
Contents:
- Introduction: Background to a High-Frequency Model Forecast (Yoshihisa Inada)
- A Survey of Flash Data and Nowcasting in Japan (Nariyasu Yamasawa)
- The Development of the Japanese CQM and Examples of Its Dynamic Applications (Yoshihisa Inada)
- Utilization and Precision of the US Current Quarter Model (Yuzo Kumasaka)
- Using the High-Frequency Forecast Method to Estimate Local Government GRP (Ryoh Ogawa)
- Nationwide Development of Preliminary Estimates of Local Government GRPs (Hajime Watabe)
Readership: Advance postgraduates and researchers studying high frequency model forecasting.
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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).
Contents:
- Introduction: Background to a High-Frequency Model Forecast (Yoshihisa Inada)
- A Survey of Flash Data and Nowcasting in Japan (Nariyasu Yamasawa)
- The Development of the Japanese CQM and Examples of Its Dynamic Applications (Yoshihisa Inada)
- Utilization and Precision of the US Current Quarter Model (Yuzo Kumasaka)
- Using the High-Frequency Forecast Method to Estimate Local Government GRP (Ryoh Ogawa)
- Nationwide Development of Preliminary Estimates of Local Government GRPs (Hajime Watabe)
Readership: Advance postgraduates and researchers studying high frequency model forecasting.
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