2010 Fiscal Year Final Research Report
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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| Keywords | 景気指数 / 月次GDP / GDPギャップ / インフレ期待 |
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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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Research Products
(15 results)
