ESRI Discussion Paper Series No.249
On Improving the Estimation Method of Japanese Quarterly GDP

Naoto Kunitomo
Professor, Graduate School of Economics, The University of Tokyo (Visiting Research Fellow, Economic and Social Research Institute, Cabinet Office)
Seisho Sato
Associate Professor, The Institute of Statistical Mathematics (Economic and Social Research Institute, Cabinet Office)

The full text is written in Japanese.

Abstract

We shall discuss the possibility of improving the current estimation method of Japanese Quarterly GDP. We re-consider the current estimation method of Fixed Investment and Inventory Investments, and the current seasonal adjustment practice. We shall propose some statistical ways in the view of optimal prediction to improve the quality of the first and second preliminary estimates.

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