Business Cycle Analysis Using Band-Pass Filter
| Project/Area Number |
19530241
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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 policy
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| Research Institution | Hiroshima University |
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Principal Investigator |
YAMADA Hiroshi Hiroshima University, 大学院・社会科学研究科, 教授 (90292078)
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| Project Period (FY) |
2007 – 2009
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| Project Status |
Completed (Fiscal Year 2009)
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| Budget Amount *help |
¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2008: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2007: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
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| Keywords | 景気循環 / バンドパスフィルタ / 景気先行指数 / 景気循環の連動性 |
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| Research Abstract |
The Organisation for Economic Cooperation and Development (OECD) has developed a system of composite leading indicators (CLIs) for its member countries. On the other hand, the Japanese government has released another CLI for detecting the Japanese business cycle turning points. Both CLIs are widely used alternatives. These two CLIs may provide different business forecasts. When different forecasts occur, how can we interpret the discrepanCIes? This paper tried to answer this question by clarifying their relationships.
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Report
(4 results)
Research Products
(11 results)
