IDEAS home Printed from
   My bibliography  Save this paper

"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)


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.

Suggested Citation

  • Naoto Kunitomo & Seisho Sato, 2010. ""On some issues of macro-economic statistics in Japan : seasonality, structural change and statistical smoothing" (in Japanese)," CIRJE J-Series CIRJE-J-230, CIRJE, Faculty of Economics, University of Tokyo.
  • Handle: RePEc:tky:jseres:2010cj230

    Download full text from publisher

    File URL:
    Download Restriction: no

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tky:jseres:2010cj230. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CIRJE administrative office). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.