A Dynamic Use of Survey Data and High Frequency Model Forecasting

Edited by Yoshihisa Inada

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

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).

Keywords: Current Quarter Model; High Frequency Model; Lawrence R Klein; Gross Regional Products; Forecasting (search for similar items in EconPapers)
JEL-codes: B23 (search for similar items in EconPapers)
Date: 2018
ISBN: 9789813232365
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https://www.worldscientific.com/worldscibooks/10.1142/10772 (text/html)
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Chapters in this book:

Ch 1 A Survey of Flash Data and Nowcasting in Japan , pp 1-22

Nariyasu Yamasawa

Ch 2 The Development of the Japanese CQM and Examples of Its Dynamic Applications , pp 23-40

Yoshihisa Inada

Ch 3 Utilization and Precision of the US Current Quarter Model , pp 41-62

Yuzo Kumasaka

Ch 4 Using the High-Frequency Forecast Method to Estimate Local Government GRP , pp 63-84

Ryoh Ogawa

Ch 5 Nationwide Development of Preliminary Estimates of Local Government GRPs , pp 85-104

Hajime Watabe

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Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:10772

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