A Monte Carlo study on the estimation method of quarterly GDP(in Japanese)

Takashi Omori

ESRI Discussion paper series from Economic and Social Research Institute (ESRI)

Abstract: As a part of the study towards an improved methodology for current estimation of quarterly GDP, a Monte Carlo analysis on the methods of distribution and extrapolation is executed, taking an explicit account of the statistical situation in Japan. The performance of estimation methods is shown to depend on the nature of the quarterly and annual statistics. Although the selection of desirable method naturally depends on the criterion, the simple traditional method is found reasonable from a mini-max point of view. Pros and cons of applying mathematical methods are also discussed.

Pages: 48 pages
Date: 2002-05
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Persistent link: https://EconPapers.repec.org/RePEc:esj:esridp:013

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