日本の鉱工業生産指数の季節調整方法についての検討
スポンサーリンク
概要
- 論文の詳細を見る
『千葉大学経済研究』第28巻第3号 稲葉弘道先生退職記念号KEIZAI KENKYU (ECONOMIC JOURNAL OF CHIBA UNIVERSITY) Collected Papers on the Occasion of the Retirement of Professor Hiromichi INABALehman Crisis in 2008-2009 and the Great East Japan Earthquake did extensive damage to Japanese economy. The Index of Industrial Production(IIP)by the Ministry of Economy, Trade and Industry (METI) showed a rapid decline and slower recovery afterward. These movement has considerable influence on the seasonal factors of the IIP in its seasonal adjustment. The IIP is seasonally adjusted by METI with the Census X-12-ARIMA. There has been some criticisms on the seasonal adjustment method of the IIP for inadequate treatment on abrupt changes in the level of the IIP in the above mentioned period. In this paper, I propose an alternative treatment on the abrupt changes of the IIP in the method of seasonal adjustment with X-12-ARIMA. The main point of the treatment is setting RP(Ramp)in the regression variables of REGARIMA model for the period of Lehman Crisis.欧文抄録: p.181
- 千葉大学経済学会の論文
- 2013-12-18
千葉大学経済学会 | 論文
- エコロジー経済学の地平確認のために
- 経済的交換と社会的交換--制度経済学におけるミクロとマクロ
- イノベーションの社会システムと比較制度優位--イノベーション・システムにおける制度問題(2)
- 献呈の辞 (葉山滉先生退官記念号)
- 私の薦める本 David Gale, The Theory of Linear Economic Models