A Dynamic Use Of Survey Data And High Frequency Model Forecasting

Author : Inada Yoshihisa
Publisher : World Scientific
Page : 128 pages
File Size : 41,5 Mb
Release : 2018-03-07
Category : Business & Economics
ISBN : 9789813232389

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A Dynamic Use Of Survey Data And High Frequency Model Forecasting by Inada Yoshihisa Pdf

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). Contents: Introduction: Background to a High-Frequency Model Forecast (Yoshihisa Inada) A Survey of Flash Data and Nowcasting in Japan (Nariyasu Yamasawa) The Development of the Japanese CQM and Examples of Its Dynamic Applications (Yoshihisa Inada) Utilization and Precision of the US Current Quarter Model (Yuzo Kumasaka) Using the High-Frequency Forecast Method to Estimate Local Government GRP (Ryoh Ogawa) Nationwide Development of Preliminary Estimates of Local Government GRPs (Hajime Watabe) Readership: Advance postgraduates and researchers studying high frequency model forecasting. Keywords: Current Quarter Model;High Frequency Model;Lawrence R Klein;Gross Regional Products;ForecastingReview:0

Author : Roberto S. Mariano,Yiu Kuen Tse
Publisher : World Scientific
Page : 200 pages
File Size : 46,7 Mb
Release : 2008
Category : Business & Economics
ISBN : 9789812778963

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Econometric Forecasting and High-frequency Data Analysis by Roberto S. Mariano,Yiu Kuen Tse Pdf

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research. Sample Chapter(s). Foreword (32 KB). Chapter 1: Forecast Uncertainty, Its Representation and Evaluation* (97 KB). Contents: Forecasting Uncertainty, Its Representation and Evaluation (K F Wallis); The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur); Forecasting Seasonal Time Series (P H Franses); Car and Affine Processes (C Gourieroux); Multivariate Time Series Analysis and Forecasting (M Deistler). Readership: Professionals and researchers in econometric forecasting and financial data analysis.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 51,5 Mb
Release : 2024-06-17
Category : Electronic
ISBN : 9789814472364

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Econometric Forecasting and High-Frequency Data Analysis by Anonim Pdf

Author : Michael P. Clements,David F. Hendry
Publisher : Oxford University Press
Page : 744 pages
File Size : 54,6 Mb
Release : 2011-06-29
Category : Business & Economics
ISBN : 0199875510

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The Oxford Handbook of Economic Forecasting by Michael P. Clements,David F. Hendry Pdf

This Handbook provides up-to-date coverage of both new and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and provide authoritative yet accessible accounts of the key concepts, subject matter, and techniques in a number of diverse but related areas. It covers the ways in which the availability of ever more plentiful data and computational power have been used in forecasting, in terms of the frequency of observations, the number of variables, and the use of multiple data vintages. Greater data availability has been coupled with developments in statistical theory and economic analysis to allow more elaborate and complicated models to be entertained; the volume provides explanations and critiques of these developments. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models, as well as models for handling data observed at mixed frequencies, high-frequency data, multiple data vintages, methods for forecasting when there are structural breaks, and how breaks might be forecast. Also covered are areas which are less commonly associated with economic forecasting, such as climate change, health economics, long-horizon growth forecasting, and political elections. Econometric forecasting has important contributions to make in these areas along with how their developments inform the mainstream.

Author : Graham Elliott,Allan Timmermann
Publisher : Newnes
Page : 719 pages
File Size : 52,6 Mb
Release : 2013-08-23
Category : Business & Economics
ISBN : 9780444536846

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Handbook of Economic Forecasting by Graham Elliott,Allan Timmermann Pdf

The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. Focuses on innovation in economic forecasting via industry applications Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications Makes details about economic forecasting accessible to scholars in fields outside economics

Author : Kimberly Finke Morrison
Publisher : Society for Mining, Metallurgy & Exploration
Page : 1026 pages
File Size : 40,6 Mb
Release : 2022-02-01
Category : Technology & Engineering
ISBN : 9780873354905

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Tailings Management Handbook by Kimberly Finke Morrison Pdf

As long as we have mining and mineral processing, tailings and the responsible management thereof will remain at the forefront, with a company’s environmental, social, and governance (ESG) performance in part a reflection of how well tailings risks are being managed. The Global Industry Standard on Tailings Management (GISTM) was published in August 2020, aiming to prevent catastrophic failure of tailings facilities by providing operators with specified measures and approaches throughout the mine life cycle, taking into account multiple stakeholder perspectives. In 2021, the International Council on Mining & Metals (ICMM) published the Tailings Management: Good Practice Guide intended to support safe, responsible management of tailings across the global mining industry, providing guidance on good governance and engineering practices to support continual improvement in tailings storage facility (TSF) management and help foster and strengthen the safety culture of mining companies. The Tailings Management Handbook is important and timely because there is no other comprehensive resource rooted in these new fundamentals and global principles for tailings management. Tailings management requires interdisciplinary and cross-functional understanding and support, which is apparent throughout this handbook. Dive into the wealth of information contributed by more than 100 world-renowned experts, beautifully crafted into a full-color handbook that focuses on the basics, life-cycle planning, site and tailings characterization, TSF design and construction, as well as systems and operations of TSFs. The inclusion of 42 case studies is an added plus with real-world successes and lessons learned.

Author : Xiaofeng Ding,Chaochun Shen,Neema Ghenim,Nor Fariza Binti Mohd Nor
Publisher : Springer Nature
Page : 536 pages
File Size : 41,9 Mb
Release : 2023-11-25
Category : Education
ISBN : 9789464632767

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Proceedings of the 2023 4th International Conference on Big Data and Social Sciences (ICBDSS 2023) by Xiaofeng Ding,Chaochun Shen,Neema Ghenim,Nor Fariza Binti Mohd Nor Pdf

This is an open access book. As a leading role in the global megatrend of scientific innovation, China has been creating a more and more open environment for scientific innovation, increasing the depth and breadth of academic cooperation, and building a community of innovation that benefits all. Such endeavors are making new contributions to the globalization and creating a community of shared future. The 4th International Conference on Big Data and Social Sciences (ICBDSS 2023) was held on August 18 - 20, 2023, in Changsha, China. In order to allow more scholars to have the opportunity to participate in the conference to share and exchange experience. This conference mainly focused on "big data", "social science" and other research fields to discuss. At present, my country has entered the era of "big data cloud migration", that is, the era of big data, the Internet of things, cloud computing and mobile Internet. The market demand for big data talents is also increasing day by day. The purpose of the conference is to provide a way for experts, scholars, engineering technicians, and technical R&D personnel engaged in big data and social science research to share scientific research results and cutting-edge technologies, understand academic development trends, broaden research ideas, strengthen academic research and discussion, and promote the academic achievement industry Platform for chemical cooperation. The conference sincerely invites experts, scholars from domestic and foreign universities, scientific research institutions, business people and other relevant personnel to participate in the conference.

Author : Lawrence Robert Klein
Publisher : Edward Elgar Publishing
Page : 400 pages
File Size : 49,5 Mb
Release : 2009-01-01
Category : Business & Economics
ISBN : 9781849802161

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The Making of National Economic Forecasts by Lawrence Robert Klein Pdf

In this valuable volume, Nobel Prize-winner Klein gathers together a group of authors who focus on forecasting models for a number of economies. The variety of the models and the structural differences among them are especially interesting. . . Readers interested in forecasting methodologies will find much of value in this volume. Highly recommended. I. Walter, Choice This important book, prepared under the direction of Nobel Laureate Lawrence R. Klein, shows how economic forecasts are made. It explains how modern developments in information technology have made it possible to forecast frequently at least monthly but also weekly or bi-weekly depending upon the perceived needs of potential forecast users and also on the availability of updated material. The book focuses on forecasts in a diverse range of economies including the United States, China, India, Russia, Germany, Japan, South Korea, and Turkey. At a time of great economic uncertainty, this book makes an important contribution by showing how new information technology can be used to prepare national economic forecasts.

Author : Ralf Brüggemann,Winfried Pohlmeier,Werner Smolny
Publisher : Walter de Gruyter GmbH & Co KG
Page : 176 pages
File Size : 52,6 Mb
Release : 2016-11-21
Category : Business & Economics
ISBN : 9783110510843

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Economic Forecasts by Ralf Brüggemann,Winfried Pohlmeier,Werner Smolny Pdf

Forecasts guide decisions in all areas of economics and finance. Economic policy makers base their decisions on business cycle forecasts, investment decisions of firms are based on demand forecasts, and portfolio managers try to outperform the market based on financial market forecasts. Forecasts extract relevant information from the past and help to reduce the inherent uncertainty of the future. The topic of this special issue of the Journal of Economics and Statistics is the theory and practise of forecasting and forecast evaluation and an overview of the state of the art of forecasting.

Author : Shinichi Ichimura,Lawrence Robert Klein
Publisher : World Scientific
Page : 493 pages
File Size : 45,9 Mb
Release : 2010
Category : Business & Economics
ISBN : 9789812834614

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Macroeconometric Modeling of Japan by Shinichi Ichimura,Lawrence Robert Klein Pdf

This book offers the representative macro-econometric models and their applications for the Japanese economy in different development stages throughout postwar years up to the present. It presents a summary of three types of macro-econometric models and analyses: ? Social accounting analyses of national income and related indices ? following the tradition of C Clark, S Kuznets, R Stone and World Bank Development Reports; ? Inter-industrial and inter-regional analyses of the Japanese economy a la W Leontief and the CGE (computable general equilibrium) type of applications to Comprehensive Development Plans; ? Macro-econometric model building for the Japanese economy and its applications with a survey of various models in Japan including the historic Osaka University ISER (Institute of Social and Economic Research) model and present day Government models. As many Asian economies are going through the stages of development that Japan has experienced for the past few decades, to them and other developing countries this book will be extremely relevant as a reference for years to come.

Author : T. Mills,K. Patterson
Publisher : Springer
Page : 1385 pages
File Size : 52,7 Mb
Release : 2009-06-25
Category : Business & Economics
ISBN : 9780230244405

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Palgrave Handbook of Econometrics by T. Mills,K. Patterson Pdf

Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

Author : Hrishikesh D. Vinod
Publisher : North Holland
Page : 350 pages
File Size : 50,9 Mb
Release : 2020-01-24
Category : Electronic
ISBN : 9780128202500

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Financial, Macro and Micro Econometrics Using R by Hrishikesh D. Vinod Pdf

Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics. Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society Includes descriptions and links to resources and free open source R Gives readers what they need to jumpstart their understanding on the state-of-the-art

Author : Don H. Kim,Athanasios Orphanides
Publisher : Unknown
Page : 68 pages
File Size : 41,6 Mb
Release : 2005
Category : Interest rates
ISBN : CORNELL:31924100652688

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Term Structure Estimation with Survey Data on Interest Rate Forecasts by Don H. Kim,Athanasios Orphanides Pdf

Author : Thomas Moeslund,Sergio Escalera,Gholamreza Anbarjafari,Kamal Nasrollahi,Jun Wan
Publisher : MDPI
Page : 300 pages
File Size : 41,9 Mb
Release : 2020-06-17
Category : Technology & Engineering
ISBN : 9783039362288

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Statistical Machine Learning for Human Behaviour Analysis by Thomas Moeslund,Sergio Escalera,Gholamreza Anbarjafari,Kamal Nasrollahi,Jun Wan Pdf

This Special Issue focused on novel vision-based approaches, mainly related to computer vision and machine learning, for the automatic analysis of human behaviour. We solicited submissions on the following topics: information theory-based pattern classification, biometric recognition, multimodal human analysis, low resolution human activity analysis, face analysis, abnormal behaviour analysis, unsupervised human analysis scenarios, 3D/4D human pose and shape estimation, human analysis in virtual/augmented reality, affective computing, social signal processing, personality computing, activity recognition, human tracking in the wild, and application of information-theoretic concepts for human behaviour analysis. In the end, 15 papers were accepted for this special issue. These papers, that are reviewed in this editorial, analyse human behaviour from the aforementioned perspectives, defining in most of the cases the state of the art in their corresponding field.

Author : Peter Fuleky
Publisher : Springer Nature
Page : 716 pages
File Size : 49,5 Mb
Release : 2019-11-28
Category : Business & Economics
ISBN : 9783030311506

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Macroeconomic Forecasting in the Era of Big Data by Peter Fuleky Pdf

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.