"On Recent Macro-fluctuations and Seasonal Adjustment Problem: A Case of Japanese Import and Export Data" (in Japanese)

Makoto Takaoka and Naoto Kunitomo
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Makoto Takaoka: Faculty of Law and Letters, University of the Ryukyus @
Naoto Kunitomo: Faculty of Economics, University of Tokyo

No CIRJE-J-219, CIRJE J-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: There have been large fluctuations observed in major macro-economic variables in Japan. When the official seasonal adjustment such as U.S. Census X-12-ARIMA is used, it has been important to make the change point analysis carefully. We illustrate the related problems by using recent official data of the import and export in Japan.

Pages: 48 pages
Date: 2010-04
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http://www.cirje.e.u-tokyo.ac.jp/research/dp/2010/2010cj219.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:tky:jseres:2010cj219

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