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I. マクロ データ :稲 April 13 , 2010 1 取り上げる経済統計 GDP: gross domestic product(CPI: consumer price index) (unemployment rate) えるこ っている か? ように られている か? によって,データに あるか? 1.1 ストックとフロー ストック(stock):ある一 において られた変 フロー(flow):ある一 られた変 たまっている :ストック から一 りに :フロー 1.2 国内総生産(GDPgross domestic product[発表機関] http://www.esri.cao.go.jp/jp/sna/menu.html [発表周期] (また Calendar Year)(Fiscal Year). 」(SNASystem of National Accounts、一 について、 いったフロー いったストック を体 するこ する って, きるだけ ようにし た一 。5つ National Income Accounts)』 Input-Output Tables)』 Balance of Payments)』 Flow of Funds Accounts)』 National Balance Sheets)』 1

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  • I.

    April 13 , 2010

    1 GDP: gross domestic product (CPI: consumer price index) (unemployment rate)

    1.1 stockow

    1.2 GDPgross domestic product[] http://www.esri.cao.go.jp/jp/sna/menu.html[] (Calendar Year) (Fiscal Year).SNASystem of National Accounts

    National Income Accounts

    Input-Output Tables

    Balance of Payments

    Flow of Funds Accounts

    National Balance Sheets

    1

  • National Income AccountsNational Income Accounts.1

    5SNA5 SNA 5 5

    5SNAQE: Quick EstimationQE2

    SNASNA 93SNAhttp://www.esri.cao.go.jp/jp/sna/93snapamph/top.html.

    93SNAhttp://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

    babababababababababababababababababababababab

    GDP

    =)

    1SNA 2QE

    2

  • 1.2.1 GDP

    GDPGross DomesticExpenditure GDEGDPGDPGDE34

    SNA 5Non-nancial Incorporated EnterprisesFinancial InstitutionsGeneralGovenmentPrivate Non-prot Institutions Serving HouseholdsHouseholds

    1.

    2.

    3.

    4.

    5.

    3 GDE ()

    4SNA 2,187

    3

  • 4 (Household) 5 (Firm) 6 (Government) (overseas)

    ()

    (consumption) (investment) (government purchases) (net export)

    GDP Y Y = C + I +G+NX national income accounts identity

    7

    5

    67

    1 1 20GDP 1 20

    4

  • 1.2.2 GDP

    1. 8

    2.

    3.

    4.

    GDP GDP

    a

    a GDP GDP

    8

    5

  • 6

  • 1.2.3 GDP

    GDP

    NXi=1

    Pi Qi = P1 Q1 + P2 Q2 + + PN QNPi iQi i

    GDPGDP (value-added)

    imputed value

    GDPGDPGDPGDP)(

    http://www5.cao.go.jp/98/g/19981105g-unpaid.html)

    7

  • 1.2.4 GDPGDP

    GDP GDPt+j

    NXi=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 iQi;t+j t+ j i

    GDPGDPQGDPGDPkg tGDPGDP

    =) GDP

    GDP tt jGDP

    GDPt+jNXi=1

    Pi;t Qi;t+j= P1;t Q1;t+j + P2;t Q2;t+j + + PN;t QN;t+jPi;t t iQi;t+j t+ j i

    Point P t ()GDP9

    GDP

    92126 6 400GDE

    8

  • 1.2.5 GDPGDP deabor

    implicit price deatort

    GDP GDP t+j GDPGDP =

    PNi=1 Pi;t+j Qi;t+jPNi=1 Pi;t Qi;t+j() GDPGDPGDP

    tGDP 1

    ()GDP

    GDPadditivity 2

    551995 chain-type annual-

    weighted quantity indexGDP93SNA10 FAQ http://www.esri.cao.go.jp/jp/sna/041224/rensa.pdf

    : .: : :

    10

    9

  • babababababababababababababababababababababab

    t t+1

    Dt+1 =Pi;t+1Qi;t+1Pi;tQi;t+1

    (1)

    GDP t t+2

    Dt+2 = Dt+1 Pi;t+2Qi;t+2Pi;t+1Qi;t+2

    =Pi;t+1Qi;t+1Pi;tQi;t+1

    Pi;t+2Qi;t+2Pi;t+1Qi;t+2

    t t+j

    Dt+j = Dt+j1 Pi;t+jQi;t+jPi;t+j1Qi;t+j

    = Dt+j2 Pi;t+j1Qi;t+j1Pi;t+j2Qi;t+j1

    Pi;t+jQi;t+jPi;t+j1Qi;t+j

    =Pi;t+1Qi;t+1Pi;tQi;t+1

    Pi;t+2Qi;t+2Pi;t+1Qi;t+2

    Pi;t+j1Qi;t+j1Pi;t+j2Qi;t+j1

    Pi;t+jQi;t+jPi;t+j1Qi;t+j

    GDPt t+1tGDP Pi;t+1Qi;t+1

    Pi;tQi;t+1

    GDP

    t+j =Pi;t+jQi;t+j

    Dt+j(2)

    t

    10

  • 1.2.6

    GDP

    1

    (residents)11

    GNPGross National Product : GNP

    GDP 2000 10 93SNA93SNAGNPGNIGross National Income

    1193SNA 1 2 6 93SNA 1

    11

  • 1.3 CPIconsumer price index[] http://www.stat.go.jp/data/cpi/index.htm[] 26

    tt j

    CPI CPIt+j

    Ni=1Pi;t+j Qi;tNi=1Pi;t Qi;t

    Pi;t+jt+ j iPi;t t iQi;t t i

    Point Q P

    CGPIcorporate goods price index[] []

    babababababababababababababababababababababab

    CPIGDP1.

    CPIGDP

    2. GDPCPI

    3. CPIGDPCPIGDP

    12

  • tt+ j

    (Laspeyres)

    PL;t+j =Ni=1Pi;t+j Qi;tNi=1Pi;t Qi;t

    tCPI

    PL;t+j =P1;t+jP1;t

    P1;tQ1;tNi=1Pi;t Qi;t

    +P2;t+jP2;t

    P2;tQ2;tNi=1Pi;t Qi;t

    + + PN;t+jPN;t

    PN;tQN;tNi=1Pi;t Qi;t

    t+ t t 1P1;t+j 1Q1;t+jQ1;t

    (Paache)

    PP;t+j =Ni=1Pi;t+j Qi;t+jNi=1Pi;t Qi;t+j

    t+ jGDP

    PL;t+j =P1;t+jP1;t

    P1;tQ1;t+jNi=1Pi;t Qi;t+j

    +P2;t+jP2;t

    P2;tQ2;t+jNi=1Pi;t Qi;t+j

    + + PN;t+jPN;t

    PN;tQN;t+jNi=1Pi;t Qi;t+j

    t+ j tt t + jt+ j 1P1;t+j 1Q1;t+j

    (Fisher)

    PF;t+J =pPL;t+j PP;t+j

    (LaspeyresPaache 19 20) [ 2] R.G.D.

    13

  • 1.4 Unemployment rate

    [] http://www.stat.go.jp/data/roudou/index.htm[] 21 9

    15

    8>>>>>>>>>>>>>>>>>>>>>>>:

    8>>>>>>>>>:

    8>>>>>:

    8>:

    8>:

    100

    15

    100

    15

    { 1

    1 ()

    2 30

    { 1 2 3

    15

    14

  • 8>>>>>>>>>>>>>>>>>>>>>>>>>:

    8>:

    (

    8>>>>>:

    (

    {

    {

    {

    {

    {

    {

    {

    http://www.stat.go.jp/data/roudou/pdf/denit.pdf

    15

  • 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

    16