{"created":"2021-03-01T07:02:55.536980+00:00","id":42966,"links":{},"metadata":{"_buckets":{"deposit":"a4ecae15-d87a-435d-8f21-f13667cd8f02"},"_deposit":{"id":"42966","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42966"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042966","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2001-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CF-101","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"The purpose of this paper is to construct a new composite index of coincident economic indicators in Japan and to demonstrate their usefulness in forecasting recent short-run economic fluctuations. The method of construction is based on the single-index dynamic factor model. Our two types of indexes are highly correlated with the traditional composite index compiled by the EPA over business-cycle horizons. However, standard leading indicators, which failed to forecast the traditional composite index, make a satisfactory performance in forecasting our indexes in the 1990s. In addition, lagged values of our indexes help to improve the leading indicators’ performance in forecasting the traditional composite index in the 1990s. The result is noteworthy because a large number of research institutes made serious errors in forecasting recent recessions in Japan.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"International Journal of Forecasting, 17, 2001, p. 483-498, 掲載予定.","subitem_description_type":"Other"},{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2001/2001cf101.pdf","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"University of Tokyo"},{"subitem_text_value":"Nihon Keizai Shinbun, Inc."}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Fukuda, Shin-ichi"}],"nameIdentifiers":[{"nameIdentifier":"98816","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Onodera, Takashi"}],"nameIdentifiers":[{"nameIdentifier":"98817","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Business cycle","subitem_subject_scheme":"Other"},{"subitem_subject":"Composite indicators","subitem_subject_scheme":"Other"},{"subitem_subject":"Macroeconomic forecasting","subitem_subject_scheme":"Other"},{"subitem_subject":"Kalman filter","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"A New Composite Index of Coincident Economic Indicators in Japan : How can we improve the forecast performance?","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"A New Composite Index of Coincident Economic Indicators in Japan : How can we improve the forecast performance?"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42966","relation_version_is_last":true,"title":["A New Composite Index of Coincident Economic Indicators in Japan : How can we improve the forecast performance?"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:29.110379+00:00"}