"On some issues of macro-economic statistics in Japan : seasonality, structural change and statistical smoothing" (in Japanese)
AbstractWe investigate some issues of macro-economic statistics in Japan including the housing investment, the private non-residential investment and the quarterly (preliminary) GDP estimates. We illustrate the problems associated with the seasonality and structural break in recent Japanese macro-economy. We use the statistical smoothing method and DECOMP (developed by Kitagawa and Sato at ISM) and discuss the possible problems with the use of X-12-ARIMA program by the statistical offices in the Japanese central government. We propose several ways to improve the quality of macro-economic statistics in Japan.
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Bibliographic InfoPaper provided by CIRJE, Faculty of Economics, University of Tokyo in its series CIRJE J-Series with number CIRJE-J-230.
Length: 37 pages
Date of creation: Dec 2010
Date of revision:
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-23 (All new papers)
- NEP-ECM-2010-12-23 (Econometrics)
- NEP-MAC-2010-12-23 (Macroeconomics)
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