I.
April 13 , 2010
1
GDP: gross domestic product (CPI: consumer price index) (unemployment rate)
•
•
•
1.1
stock flow
1.2 GDP gross domestic product
[ ] http://www.esri.cao.go.jp/jp/sna/menu.html
[ ] ( Calendar Year) (Fiscal Year).
SNA System of National Accounts
• National Income Accounts
• Input-Output Tables
National Income Accounts National Income Accounts .1
• 5
SNA 5 SNA
5 5
• 5 SNA
QE: Quick Estimation QE
2
• SNA SNA
93SNA
http://www.esri.cao.go.jp/jp/sna/93snapamph/top.html .
• 93SNA
http://www.esri.cao.go.jp/jp/sna/071011/suikei.html
( http://www.esri.cao.go.jp/jp/sna/001115/suikei.html) http://www.esri.cao.go.jp/jp/sna/h17-kaku/term.pdf
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GDP
•
•
=⇒
1 SNA
2QE
1.2.1 GDP
GDP Gross Domestic
Expenditure GDE GDP
GDP
GDE 3 4
SNA 5 Non-
financial Incorporated Enterprises Financial Institutions General Govenment Private Non-profit Institutions Serving Households
Households 1.
2.
3.
4.
5.
✞ 4
✝
☎
(Household)✆5 ✞✝ (Firm)☎✆6 ✞✝ (Government)☎✆ ✞✝ (overseas)☎✆
✞
✝
☎
✆
✞
✝
☎
✆
✞
✝
☎
✆
✞
✝
☎
( )✆
(consumption) (investment) (government purchases) (net export) GDP Y
Y = C + I + G + N X national income accounts identity
•
• 7
•
•
5
6 7
1 1 20
GDP
1 20
1.2.2 GDP
1. 8
2.
3.
4.
✓
GDP
✏GDP
a
a GDP GDP
✒ ✑
1.2.3 GDP
GDP
N
∑
i=1
Pi× Qi = P1× Q1 + P2 × Q2 + · · · + PN × QN
Pi i Qi i
GDP GDP ≡
(value-added)
imputed value
GDP GDP
GDP
GDP )
(
http://www5.cao.go.jp/98/g/19981105g-unpaid.html )
1.2.4 GDP GDP
✓
GDP
✏GDPt+j N
∑
i=1
Pi,t+j × Qi,t+j
= P1,t+j× Q1,t+j + P2,t+j × Q2,t+j + · · · + PN,t+j× QN,t+j
Pi,t+j t+ j i
Qi,t+j t+ j i
✒ ✑
GDP GDP
Q
GDP
GDP kg t
GDP GDP
=⇒ GDP· · ·
✓
GDP
✏t t j GDP
GDPt+j N
∑
i=1
Pi,t× Qi,t+j
= P1,t× Q1,t+j+ P2,t× Q2,t+j+ · · · + PN,t× QN,t+j
Pi,t t i
Qi,t+j t+ j i
✒ ✑
Point P t ( )
GDP 9
✓ ✏
GDP
✒ ✑
9 2126 6 400
GDE
1.2.5 GDP GDP deflabor
implicit price deflator t
✓
GDP
✏GDP t+j ≡
GDP GDP =
∑N
i=1Pi,t+j × Qi,t+j
∑N
i=1Pi,t× Qi,t+j
⇐⇒ GDP GDP×GDP
✒ ✑
×
t GDP 1
( ) GDP
GDP
additivity 2
5 5
1995 chain-type annual-
weighted quantity index GDP
93SNA
10
FAQ http://www.esri.cao.go.jp/jp/sna/041224/rensa.pdf
: .
: :
:
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t t+1
Dt+1= ΣPi,t+1Qi,t+1 ΣPi,tQi,t+1
(1) GDP
t t+2
Dt+2 = Dt+1×
ΣPi,t+2Qi,t+2
ΣPi,t+1Qi,t+2
= ΣPi,t+1Qi,t+1 ΣPi,tQi,t+1
× ΣPi,t+2Qi,t+2 ΣPi,t+1Qi,t+2
t t+j
Dt+j = Dt+j−1× ΣPi,t+jQi,t+j ΣPi,t+j−1Qi,t+j
= Dt+j−2× ΣPi,t+j−1Qi,t+j−1 ΣPi,t+j−2Qi,t+j−1 ×
ΣPi,t+jQi,t+j
ΣPi,t+j−1Qi,t+j
= ΣPi,t+1Qi,t+1 ΣPi,tQi,t+1
×ΣPi,t+2Qi,t+2 ΣPi,t+1Qi,t+2
× · · · ×ΣPi,t+j−1Qi,t+j−1 ΣPi,t+j−2Qi,t+j−1 ×
ΣPi,t+jQi,t+j
ΣPi,t+j−1Qi,t+j GDP
t t+1 t GDP ΣPΣPi,t+1Qi,t+1
i,tQi,t+1
GDP
t+j = ΣPi,t+jQi,t+j
Dt+j (2)
t
1.2.6 GDP
≡
1
(residents) 11
GNP Gross National Product :
✓ ✏
GNP ≡
✒
GDP
✑2000 10 93SNA
93SNA GNP GNI Gross National Income
1.3 CPI consumer price index
[ ] http://www.stat.go.jp/data/cpi/index.htm
[ ] 26
t t j
✓
CPI
✏CPIt+j ≡ Σ
N
i=1Pi,t+j× Qi,t
ΣNi=1Pi,t × Qi,t
Pi,t+j t+ j i Pi,t t i
Qi,t t i
✒ ✑
Point Q P
CGPI corporate goods price index
[ ]
[ ]
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CPI GDP
1.
CPI GDP
2. GDP CPI
3. CPI GDP
CPI GDP
✓ ✏
t t+ j
(Laspeyres)
PL,t+j = Σ
N
i=1Pi,t+j × Qi,t
ΣNi=1Pi,t× Qi,t
t CPI
PL,t+j = P1,t+j P1,t
× P1,tQ1,t ΣNi=1Pi,t× Qi,t
+ P2,t+j P2,t
× P2,tQ2,t ΣNi=1Pi,t× Qi,t
+ · · · + PN,t+j PN,t ×
PN,tQN,t ΣNi=1Pi,t× Qi,t
t+ t
t
1 P1,t+j 1
Q1,t+j
Q1,t
(Paache)
PP,t+j = Σ
N
i=1Pi,t+j × Qi,t+j
ΣNi=1Pi,t× Qi,t+j
t+ j GDP
PL,t+j = P1,t+j P1,t
× P1,tQ1,t+j ΣNi=1Pi,t× Qi,t+j
+P2,t+j P2,t
× P2,tQ2,t+j ΣNi=1Pi,t× Qi,t+j
+ · · · +PN,t+j PN,t ×
PN,tQN,t+j
ΣNi=1Pi,t× Qi,t+j
t+ j t
t t+ j t+ j
1 P1,t+j 1
Q1,t+j
(Fisher)
√P
1.4 Unemployment rate
[ ] http://www.stat.go.jp/data/roudou/index.htm
[ ]
21 9
15
≡ ×100
≡ 15 ×100
• 15
–
∗
1
∗
⃝1
( )
⃝2 30
–
⃝1
⃝2
⃝3
• 15
{
{
• – –
•
•
– – –
– –
http://www.stat.go.jp/data/roudou/pdf/definit.pdf
1.4.1
http://www.stat.go.jp/data/roudou/sokuhou/tsuki/zuhyou/054kuni.xls
http://www.stat.go.jp/data/sekai/12.htm#h12-05
