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"On Benchmarking and Temporal Distributions for Economic Time Series with an Application to Japanese GDP" (in Japanese)

Author

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  • Naoto Kunitomo

    (Faculty of Economics, University of Tokyo)

  • Yoshinori Kawasaki

    (The Institute of Statistical Mathematics)

Abstract

We discuss the benchmarking and temporal distribution methods for economic time series. We compare the Pro-Rata, the Denton and the Chow-Lin methods, and apply them to an analysis of some components of Japanese GDP. We have found that the Denton method often gives reasonable results among three methods compared.

Suggested Citation

  • Naoto Kunitomo & Yoshinori Kawasaki, 2011. ""On Benchmarking and Temporal Distributions for Economic Time Series with an Application to Japanese GDP" (in Japanese)," CIRJE J-Series CIRJE-J-234, CIRJE, Faculty of Economics, University of Tokyo.
    • Handle: RePEc:tky:jseres:2011cj234
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    File URL: http://www.cirje.e.u-tokyo.ac.jp/research/dp/2011/2011cj234.pdf
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