A Dynamic Use of Survey Data and High Frequency Model Forecasting

A Dynamic Use of Survey Data and High Frequency Model Forecasting

Authors : Yoshihisa Inada (Konan University, Japan & Asia Pacific Institute of Research, Japan)

Publisher : World Scientific

ISBN : 978-981-3232-36-5

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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).

Yoshihisa Inada is the Director for Center for Quantitative Economic Analysis at the Asia Pacific Institute of Research (APRI), Japan and Professor at the Faculty of Economics, Konan University, Japan.

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