A Database System of Economic Time Series

Hiroshi Sadamichi and Yasuo Nunokami
Additional contact information
Hiroshi Sadamichi: Kobe University
Yasuo Nunokami: Kobe University

Kobe Economic & Business Review, 1982, vol. 28, 43-47

Abstract: Economic time series files are quite different in structure from cross-sectional ones. Database systems of the former are structured in a simple form, each record consisting of a single time series being independent of another, while those of the 1atter are generally organized in a complicated form, each record containing a number of tiems being interrelated with another. However, some complexities exist which are proper to the time series. Associated with each economic item are 20 time series depending on terms of value (current or constant), unit of time (monthly, quarterly, etc) and seasonal adjustment. Though the database systems of economic time series seem to be simple in their structure, yet they have to be such as to handle these relationships associated with the time series. In this paper we present one such database system, which is built in the STEPS system.

Date: 1982
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.rieb.kobe-u.ac.jp/research/publication/kobe_review/index.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kob:review:1982::v:28:p:43-47

Access Statistics for this article

Kobe Economic & Business Review is currently edited by Takashi Kamihigashi

More articles in Kobe Economic & Business Review from Research Institute for Economics & Business Administration, Kobe University Contact information at EDIRC.
Bibliographic data for series maintained by Office of Promoting Research Collaboration, Research Institute for Economics & Business Administration, Kobe University ().