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

Naoto Kunitomo and Seisho Sato
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Naoto Kunitomo: Faculty of Economics, University of Tokyo
Seisho Sato: The Institute of Statistical Mathematics

No CIRJE-J-230, CIRJE J-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: 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.

Pages: 37 pages
Date: 2010-12
New Economics Papers: this item is included in nep-ecm and nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:tky:jseres:2010cj230

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