2014 Fiscal Year Final Research Report
Business Cycle Synchronization and Developing Business Cycle Indicators
| Project/Area Number |
22530272
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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 広島大学, 社会(科)学研究科, 教授 (90292078)
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| Project Period (FY) |
2010-04-01 – 2015-03-31
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| Keywords | 景気 / 景気先行指数 / 景気循環成分 / トレンド / フィルター |
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| Outline of Final Research Achievements |
Forecasting the business cycle has been paid a lot of attention not only by specialist such as academic researchers and policy-makers but also by conventional citizen. Better forecasting requires sustained efforts to develop better business cycle indicators. To develop such indicators, this study conducted some examinations, which include (i) some studies on trend estimation to extract the business cycle frequency component and (ii) an evaluation of composite indicator’s component series.
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| Free Research Field |
計量経済学
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