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計量モデリングと意識調査―ヒューマン・フィルターリング―, Use of Opinion Survey Data in Econometric Modeling -Human Filtering-

Author

Listed:
  • Kanoh, Satoru

Abstract

景気やインフレなど様々な経済状況に関するサーベイデータには，回答者の直感や期待などが反映されていると思われる．こういった人々の心理的要因を計量モデルに取り込むことが出来れば，モデルのパフォーマンスも向上するかもしれない．本研究はこのような考え方に基づき，計量モデリングにアンケート調査結果を利用することを考える．より具体的には，公的機関が行っている大規模なサーベイデータを利用し，経済的系列からトレンドを除去するための新たなフィルターリングの方法を提案する．, In survey data on judgment of various economic conditions, e.g. inflation and business conditions, the intuitions and the expectations of the respondents are reflected. If such people's psychological factors can be taken into the econometric models, the performance of the models might improve greatly. Based on these considerations, this research tries to make use of survey results in econometric modeling. More concretely, this paper proposes a new filtering method to remove the trend from an economic time series by using large-scale survey data published by official institutions.

Suggested Citation

  • Kanoh, Satoru, 2005. "計量モデリングと意識調査―ヒューマン・フィルターリング―, Use of Opinion Survey Data in Econometric Modeling -Human Filtering-," Economic Review, Hitotsubashi University, vol. 56(2), pages 123-131, April.
    • Handle: RePEc:hit:ecorev:v:56:y:2005:i:2:p:123-131
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