THE UNIVERSITY OF PENNSYLVANIA MODELS FOR HIGH-FREQUENCY MACROECONOMIC MODELING
Lawrence Klein and
Suleyman Ozmucur ()
Chapter 2 in Econometric Forecasting and High-Frequency Data Analysis, 2008, pp 53-91 from World Scientific Publishing Co. Pte. Ltd.
AbstractThe following sections are included:IntroductionThe Methodology of the Current Quarter Model (CQM)The Methodology of the Survey CornerConclusionReferences
Keywords: Econometric Forecasting; High-Frequency Data; Time Series; Seasonality; Compound Autoregressive Processes; Affine Processes; Macroeconomic Modeling; Evaluating Forecast Uncertainty; Financial Data Analysis (search for similar items in EconPapers)
JEL-codes: C4 C5 C7 (search for similar items in EconPapers)
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