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

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.

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Year of publication:	2010-04
Authors:	Takaoka, Makoto ; Kunitomo, Naoto
Institutions:	Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics

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Series:	CIRJE J-Series.
Type of publication:	Book / Working Paper
Language:	Japanese
Notes:	Number CIRJE-J-219 48 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008542243