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Seasonal integration and Japanese aggregate data

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  • Shigeyuki Hamori
  • Akira Tokihisa

Abstract

The presence of seasonal integration in Japanese macro data is tested. The targeted variables are real values and deflators for GDP, consumption, investment, government expenditure, exports, and imports. First, with respect to seasonality, an entirely different conclusion is obtained for the real values and the deflators of the data series examined. Second, it is clear that there is a difference between the analytical results obtained when a structural break is considered and those obtained when a structural break is not considered.

Suggested Citation

  • Shigeyuki Hamori & Akira Tokihisa, 2000. "Seasonal integration and Japanese aggregate data," Applied Economics Letters, Taylor & Francis Journals, vol. 7(9), pages 591-594.
    • Handle: RePEc:taf:apeclt:v:7:y:2000:i:9:p:591-594
    DOI: 10.1080/13504850050059069
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    Cited by:

    1. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics.

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