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"On some issues of macro-economic statistics in Japan : seasonality, structural change and statistical smoothing" (in Japanese)

  • Naoto Kunitomo

    (Faculty of Economics, University of Tokyo)

  • Seisho Sato

    (The Institute of Statistical Mathematics)

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    We 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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    Paper provided by CIRJE, Faculty of Economics, University of Tokyo in its series CIRJE J-Series with number CIRJE-J-230.

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    Length: 37 pages
    Date of creation: Dec 2010
    Date of revision:
    Handle: RePEc:tky:jseres:2010cj230
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