ICAS Special Contribution

No. 2006-0522-KYC

Modeling South Korea's Economy:
Model Comparison of Simple ARMA (1,1) vs. High Frequency Principal Component Analysis in Forecasting South Korea's GDP

You Chan Kevin Chung

Institute for Corean-American Studies, Inc.

965 Clover Court, Blue Bell, PA 19422

Email: icas@icasinc.org
http://www.icasinc.org




Biographic Sketch: You Chan Kevin Chung







Modeling South Korea's Economy:
Model Comparison of Simple ARMA (1,1) vs. High Frequency Principal Component Analysis in Forecasting South Korea's GDP
You Chan Kevin Chung






The full text of this paper is available in Adobe PDF format.


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