2009 Fiscal Year Final Research Report
The Construction of the Real-Time Data Set and an Evaluation of Market Expectation with the Data Set
| Project/Area Number |
19530252
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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 | Nihon University |
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Principal Investigator |
KOMAKI Yasuyuki Nihon University, 経済学部, 教授 (80339225)
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| Project Period (FY) |
2007 – 2009
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| Keywords | リアルタイムデータ / リヴィジョン・スタディ / 期待形成 |
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| Research Abstract |
Data revisions are important because they may affect policy decisions or the manner in which such decisions depend on the most recent data. Using Japanese real-time data set, we estimate how policy analysis and forecasts can be affected by data revisions. The revisions are more like measurement error than like efficient forecast in Japan. There is no real-time data set in Japan, though the data set is popular in US and Euro countries. We construct a real-time data set. We publish the data set through our web site.
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