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Initial Steps in High-Frequency Modeling of China

Initial Steps in High-Frequency Modeling of China Abstract This paper presents the first step in building a forecasting model of China's GDP. Being constrained by a statistical history that effectively begins in 1993, it uses high frequency data and principal components analysis to construct a single-equation model that generates elasticities and is applied to two-quarter-ahead forecasts. Initial results suggest a gradual deceleration of growth, consistent with Chinese government policy. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Business Economics Springer Journals

Initial Steps in High-Frequency Modeling of China

Klein, Lawrence R; Mak, Wendy
Business Economics , Volume 40 (1): 4 – Jan 1, 2005
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Publisher
Springer Journals
Copyright
2005 National Association for Business Economics
ISSN
0007-666X
eISSN
1554-432X
DOI
10.2145/20050102
Publisher site
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Abstract

Abstract This paper presents the first step in building a forecasting model of China's GDP. Being constrained by a statistical history that effectively begins in 1993, it uses high frequency data and principal components analysis to construct a single-equation model that generates elasticities and is applied to two-quarter-ahead forecasts. Initial results suggest a gradual deceleration of growth, consistent with Chinese government policy.

Journal

Business Economics – Springer Journals

Published: Jan 1, 2005

Keywords: economics, general; political economy/economic systems; business and management, general

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