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Tdb景気動向調査を⽤いた完全失業率の予測

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  • 平峰, 芳樹

Abstract

帝国データバンクが毎月約2万3千社を対象に行っている景気動向調査における景気DI、雇用過不足DI（正社員、非正社員）、従業員数DI（正社員、非正社員）を用いて完全失業率の推定を行った。線形回帰モデルを用いて推定を行ったところ、特に3ヶ月前の雇用過不足DI（正社員）が完全失業率の動きをより良く説明していることが明らかになった。さらに同モデルを用いて１〜3ヶ月後の完全失業率の予測を行った。その結果、COVID-19の影響で完全失業率が4.3程度まで悪化する可能性が示唆された。また、景気DIモデルを用いた予測では、5.1程度まで悪化すると算出された。

Suggested Citation

  • 平峰, 芳樹, 2020. "Tdb景気動向調査を⽤いた完全失業率の予測," TDB-CAREE Discussion Paper Series J-2020-03, Teikoku Databank Center for Advanced Empirical Research on Enterprise and Economy, Graduate School of Economics, Hitotsubashi University.
    • Handle: RePEc:hit:tdbcdp:j-2020-03
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