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High Frequency Model vs. Consensus Forecast

In: Macroeconometric Modeling Of Japan

Author

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  • Yoshihisa Inada

    (Konan University, Japan)

Abstract

The 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

Suggested Citation

  • Yoshihisa Inada, 2010. "High Frequency Model vs. Consensus Forecast," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 16, pages 393-409, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812834621_0016
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