The Making of National Economic Forecasts

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1、TheMakingofNationalEconomicForecastsTheMakingofNationalEconomicForecastsEditedbyLawrenceR.KleinBenjaminFranklinProfessorofEconomicsEmeritus,UniversityofPennsylvania,USAand1980NobelLaureateinEconomicSciencesEdwardElgarCheltenham,UK•Northampton,MA,USA©LawrenceR.Klein2009Allrightsreserved.

2、Nopartofthispublicationmaybereproduced,storedinaretrievalsystemortransmittedinanyformorbyanymeans,electronic,mechanicalorphotocopying,recording,orotherwisewithoutthepriorpermissionofthepublisher.PublishedbyEdwardElgarPublishingLimitedTheLypiatts15LansdownRoadCheltenhamGlosGL502JAUKEdwar

3、dElgarPublishing,Inc.WilliamPrattHouse9DeweyCourtNorthamptonMassachusetts01060USAAcataloguerecordforthisbookisavailablefromtheBritishLibraryLibraryofCongressControlNumber:2009930432ISBN9781847204899PrintedandboundbyMPGBooksGroup,UKContentsListofcontributorsviiPrefaceix1Backgroundtonatio

4、naleconomicforecastsandthehigh-frequencymodeloftheUSA1LawrenceR.Klein2ForecastingthesustainabilityofChina’seconomicperformance:earlytwenty-firstcenturyandbeyond27WendyMak3TheeconomicgrowthstoryinIndia:past,presentandprospectsforthefuture69SudipRanjanBasu4High-frequencyforecastingmodelfo

5、rtheRussianeconomy93VladimirEskinandMikhailGusev5Short-termforecastingofkeyindicatorsoftheGermaneconomy121AndreiRoudoi6Mexico:currentquarterforecasts149AlfredoCoutiño7Ahigh-frequencyforecastingmodelanditsapplicationtotheJapaneseeconomy172YoshihisaInada8Themakingofnationaleconomicforecas

6、ts:SouthKorea198YouChan‘Kevin’Chung9CurrentquartermodelforTurkey245SüleymanÖzmucur10EstimationoftheUSTreasuryyieldcurveatdailyandintra-dailyfrequency265LawrenceR.KleinandSüleymanÖzmucurvviContents11Usingdataandmodelsatmixedfrequenciesincomputationandforecasting294FyodorI.Kushnirsky12Usi

7、ngsentimentsurveystopredictGDPgrowthandstockreturns319GiselleGuzmánAppendix:preliminaryanalysisofBrazil352AndreiRoudoiIndex363ContributorsSudipRanjanBasu,UnitedNationsConferenceonTradeandDevelopment(UNCTAD)andUniversityofGeneva,Geneva,SwitzerlandYouChan‘Kevin’Chung,CarnegieMell