High Frequency Model vs. Consensus Forecast

Yoshihisa Inada
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Yoshihisa Inada: Konan University, Japan

Chapter 16 in Macroeconometric Modeling of Japan, 2010, pp 393-409 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionConsensus ForecastESP forecast surveyForecast errorsAccuracy of consensus forecastHigh FrequencyModel ForecastUse of monthly or weekly data in HF modelForecasting weekly GDP by ARIMA modelPrediction Errors: Consensus vs. HF Model ForecastTiming of data announcement and forecast errorsFeatures of prediction errors in both forecastsForecast time-point and the prediction errorsDynamic forecast process—recent experiencesConcluding RemarksReferences

Keywords: Forecasting Models; Growth Models; Detailed Examination of the Lost Decade in the 1990s; Applications of Input-Output Models; CGE Models; Social Accounting Models; Model Analyses of Econometric Policies; Survey Data; Diffusion Index (search for similar items in EconPapers)
Date: 2010
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