Bayesian Estimation of Monthly GDP Gap and Developing Gap Probability Indices
| Project/Area Number |
19530185
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Osaka Prefecture University |
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Principal Investigator |
MURASAWA Yasutomo Osaka Prefecture University, 経済学部, 教授 (00314287)
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| Project Period (FY) |
2007 – 2010
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| Project Status |
Completed (Fiscal Year 2010)
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| Budget Amount *help |
¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2008: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2007: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
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| Keywords | 景気指数 / 月次GDP / GDPギャップ / インフレ期待 / フィリップス曲線 |
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| Research Abstract |
We can define "business" as real GDP or GDP gap. To capture the state of "business" promptly, we must measure them monthly. Their simple proxies are also useful in practice. Moreover, under the recent global deflation, it is now important to measure inflation (deflation) expectations. This research has made the following four contributions : (1) estimation of monthly real GDP, (2) estimation of GDP gap, (3) developing regional business cycle indices, and (4) measuring inflation expectations.
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Report
(6 results)
Research Products
(33 results)
