Estimating the Japanese Business Cycle Using R

Other Periodical

Authors

Clinton Watkins

Published

1 October 2019

Publication details

経済学・経営学学習のために (Gakusyu-No-Tameni), 神戸大学経済経営学会 (Research Institute of Economics and Business, Kobe University), October, 55-66

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Keywords: Macroeconomics, Business cycle, Trend and cycle, Modelling, Empirical analysis, R

Summary: To measure the business cycle accurately, output must be decomposed into separate trend and cycle components. This article shows how to separate Japanese GDP into trend and cycle using the R programming language.