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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| Project Status |
Completed (Fiscal Year 2014)
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| Budget Amount *help |
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2014: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2013: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2012: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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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 / 景気循環 / 周波数領域因果性検定 / l1トレンドフィルター / 経済協力開発機構 / ホドリック・プレスコット・フィルター / バンドパス・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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Report
(6 results)
Research Products
(12 results)
