Silviase/jgov_v1.4_full_ann huggingface dataset:
58）民間最終消費支出デフレータ（消費税除く）JA_PCPAT [2SLS, 1991Q1 to 2007Q4]

$$ \begin{aligned}DEL(1:LOG(JA\_{P}CPAT))&=-0.51311*\begin{pmatrix}\log\left(JA\_{P}CPAT(-1)\right)-\left(1-0.003246\right)*\log\left(JA\_{P}GDPAT(-1)\right)\\-0.003246*log\left(JA\_{P}FUELAT(-1)\right)-\left(0.084296+JA\_{T}IME(-1)*-0.000863\right)\end{pmatrix}\\&\quad(-3.61653)\\&\quad+1.00219*DEL(1:LOG(JA\_{P}GDPAT))\\&\quad(5.88956)\\&\quad+0.08224*DEL(1:LOG(JA\_{P}GDPAT(-1)))\\&\quad(0.98861)\\&\quad+0.01799*DEL(1:LOG(JA\_{P}FUELAT))\\&\quad(2.91192)\\&\quad+0.00080\\&\quad(2.44025)\\&\quad+CERR*ERTS\_{P}CPAT\\&[RSQ:0.622575,SER:0.002224,DW:1.883715]\end{aligned} $$

59) 企業物価指数(消費税除く) JA\_CGPIAT [2SLS, 1987Q1 to 2007Q4]

$$ \begin{aligned}DEL(1:LOG(JA\_CGPIAT))=&\\&-0.11375*\begin{pmatrix}\mathrm{LOG}\big(JA\_CGPIAT(-1)\big)-\big(0.095958+JA\_TIME(-1)*(-0.001086)\big)-0.66967*LOG\big(JA\_PGDPAT(-1)\big)\\-\big(1-0.66967\big)*LOG\big(JA\_PMGSAT(-1)\big)\end{pmatrix}\end{aligned}\\&(-2.02916)\\&+0.20043*DEL(1:LOG(JA\_PMGSAT))\\&(3.32462)\\&+0.34272*DEL(1:LOG(JA\_PG DPAT))\\&(1.60262)\\&+0.09166*DEL(1:LOG(JA\_CU(-1)))\\&(2.57029)\\&-0.00100\\&(-1.63078)\\&+CERR*ERTS\_CG P IAT\ $$ RSQ:0.234939,SER:0.005452,DW:1.519087]\end{aligned} $$

60) 民間企業設備投資デフレータ(消費税除〈JA_PIFPAT [OLS, 1988Q4 to 2007Q4]

$$ \begin{aligned}DEL(1:LOG(JA\_{P}IFPAT))&=-0.02516*\begin{pmatrix}\log\left(JA\_{P}IFPAT(-1)\right)-0.701411*log\left(JA\_{P}GDPAT(-1)\right)\\-(-0.002462)*JA\_{T}IME(-1)-0.219415\end{pmatrix}\\&(-1.06251)\\&+0.30313*DEL(1:LOG(JA\_{P}GDPAT))\\&(2.00094)\\&+0.75273*DEL(1:LOG(JA\_{P}IFPAT(-1)))\\&(5.99288)\\&+0.00769*DEL(1:LOG(JA\_{P}NFMGSAT))\\&(0.32220)\\&-0.00030\\&(-0.82932)\\&+CERR*ERTS\_PIFPAT\ $$ RQ:0.645099,SER:&0.002641,DW:&2.607943]\end{aligned} $$
61）民間住宅投資デフレータ(消費税除く) JA_PIHPAT [OLS, 1990Q1 to 2007Q4]

$$ \text{DEL}\left(1:\log\left(\frac{\text{JA\_PIHPAT}}{\text{JA\_WIPH}}\right)\right)=1.05875*\text{DEL}\left(1:\log\left(\frac{\text{JA\_PCPAT}}{\text{JA\_WIPH}}\right)\right) $$

$$ (19.20202) + 0.00122 $$

$$ (2.11589) + CERR*ERTS\_PIHPAT $$

$$ \text{[RSO:0.840444, SER:0.004818, DW:1.420916]} $$

62) 民間企業在庫投資デフレータ(消費税除く) JA_PINPAT [OLS, 1990Q1 to 2007Q4]

$$ \text{DEL}(1 : \text{LOG(JA\_PIN PAT)}) = 0.58428 \times \text{DEL}(1 : \text{LOG(JA\_CGP IAT)}) $$

$$ (3.66887) $$

$$ + 0.06326 \times \text{DEL}(1 : \text{LOG(JA\_PMG SAT)}) $$

$$ (2.16519) $$

$$ - 0.00340 $$

$$ (-4.68388) $$

$$ + CERR \times \text{ERTS\_PINPA T} $$

$$ [\text{RSQ} : 0.299037, \text{SER} : 0.005994, \text{DW} : 0.756639] $$

$$ \text{DEL}(1: \log(\text{JA\_PCGAT})) = -0.50639 \times \begin{pmatrix} \log(\text{JA\_PCGAT}(-1)) - 0.260657 \times \log(\text{JA\_WIPH}(-1)) \\ -(1 - 0.260657) \times \log(\text{JA\_PCPAT}(-1)) - (-0.963951) \end{pmatrix} $$

$$ (-1.385606) $$

$$ -0.205617 \times \text{DEL}(1: \log(\text{JA\_PCGAT}(-1))) $$

$$ (-0.764234) $$

$$ +0.216286 \times \text{DEL}(1: \log(\text{JA\_PCGAT}(-2))) $$

$$ (1.515134) $$

$$ +0.614468 \times \text{DEL}(1: \log(\text{JA\_PCPAT}(-1))) $$

$$ (1.095056) $$

$$ -0.129507 \times \text{DEL}(1: \log(\text{JA\_SBGVATGDPV}(-1))) $$

$$ (-1.364844) $$

$$ +0.002117 $$

$$ (1.215517) $$

$$ + \text{CERR} \times \text{ERTS\_PCGAT} $$

$$ [\text{RSQ}: 0.31291, \text{SER}: 0.009756, \text{DW}: 2.206598] $$

64）公的固定資本形成デフレータ(消費税除く）JA_PIGAT [OLS, 1990Q1 to 2007Q4]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_PIGAT})) = -0.17617 \times \begin{pmatrix} \log(\text{JA\_PIGAT}(-1)) - 0.863718 \times \log\left(\left(\text{JA\_PIFPAT}(-1) \times \text{JA\_PIHPAT}(-1)\right)^{0.5}\right) \right) \\ -\left(1 - 0.863718\right) \times \log(\text{JA\_PCGAT}(-1)) - (-0.005032) \end{pmatrix} $$

$$ (-1.53642) $$

$$ +0.98492 \times \text{DEL}(1:\text{LOG}(\text{JA\_PIFPAT})) $$

$$ (4.20672) $$

$$ +0.30622 \times \text{DEL}(1:\text{LOG}(\text{JA\_PIHPAT})) $$

$$ (1.31439) $$

$$ +0.03375 \times \text{DEL}(1:\text{LOG}(\text{JA\_PCGAT})) $$

$$ (0.66248) $$

$$ +0.00648 \times \text{JA\_D03} $$

$$ (2.16531) $$

$$ +0.00022 $$

$$ (0.23287) $$

$$ + \text{CERR} \times \text{ERTS\_PIGAT} $$

$$ [\text{RSQ}:0.69042, \text{SER}:0.002938, \text{DW}:2.009727] $$
65) 財貨・サービス輸出デフレータ JA_PXGS [2SLS, 1990Q1 to 2007Q4]

$$ \text{DEL}(1:\text{LOG(JA\_PXGS)}) = -0.00717 * \begin{pmatrix} \text{LOG(JA\_PXGS}(-1)) - 0.328421 * \text{LOG(JA\_FXS}(-1)) - 0.967184 * \text{LOG(JA\_CGPIAT}(-1))} \\ (-0.001243) * \text{JA\_TIME} - (-1.405591) \end{pmatrix} $$

$$ (-0.50426) $$

$$ +0.35842 * \text{DEL}(1:\text{LOG(JA\_FXS)}) $$

$$ (7.57958) $$

$$ +0.55727 * \text{DEL}(1:\text{LOG(JA\_CGPIAT)}) $$

$$ (1.34856) $$

$$ -0.00149 $$

$$ (-1.00084) $$

$$ + \text{CERR} * \text{ERTS\_PXGS} $$

$$ [\text{RSQ}: 0.68396, \text{SER}: 0.011737, \text{DW}: 2.769043] $$

66) 財貨・サービスの輸入デフレータ(消費税除く) JA_PMGSAT

JA_PMGSAT = $ \frac{JA\_PMGS}{1 + JA\_RTCI * PRTD} $

67) 鉱物性燃料輸入デフレータ(円ベース、消費税除〈JA_PFUELAT [OLS, 1990Q1 to 2007Q4]

$$ \text{DEL}(1:\text{LOG(JA\_PFUELAT)}) = -0.44604 \times \begin{pmatrix} \log\left(JA\_PFUELAT(-1)\right) - 0.798088 \times \log\left(JA\_POILD(-1)\right) \\ -1.030223 \times \log\left(JA\_FXS(-1)\right) - (-7.486063) \end{pmatrix} $$

$$ (-4.40168) $$

$$ + 0.72281 \times \text{DEL}(1:\text{LOG(JA\_POILD)}) $$

$$ (33.87608) $$

$$ + 0.91187 \times \text{DEL}(1:\text{LOG(JA\_FXS)}) $$

$$ (15.94283) $$

$$ + 0.00129 $$

$$ (0.51422) $$

$$ + CERR \times \text{ERTS\_PFUELAT} $$

$$ [\text{RSQ}: 0.945869, \text{SER}: 0.020885, \text{DW}: 1.762353] $$

68) 財貨・サービス輸入デフレータ (鉱物性燃料、消費税除く) JA_PNFMGSAT [OLS, 1990Q1 to 2007Q4]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_PNFMGSAT})) = -0.36918 $$

$$ (-2.49565) $$

$$ -0.03948 * \log\left(\frac{\text{JA\_PNFMGSAT}(-1)}{\text{WD\_PI}(-1) * \text{JA\_FXS}(-1)}\right) $$

$$ (-2.50101) $$

$$ +0.09700 * \text{DEL}(1:\text{LOG}(\text{WD\_PI})) $$

$$ (1.45563) $$

$$ +0.41665 * \text{DEL}(1:\text{LOG}(\text{JA\_FXS})) $$

$$ (11.74159) $$

$$ -0.16724 * \text{DEL}\left(1:\text{LOG}\left(\frac{\text{JA\_NFMGSAT}}{\text{JA\_GDP}}\right)\right) $$

$$ (-2.62956) $$

$$ + \text{CERR} * \text{ERTS\_PNFMGSAT} $$

$$ [\text{RSQ}:0.708912, \text{SER}:0.013949, \text{DW}:1.926054] $$

69) 雇用者一人あたり賃金俸給 JA_WI

$$ JA_{-}WI=\frac{JA_{-}YWIV}{JA_{-}LW} $$
$$ \begin{aligned}&((JA_{-}CPV(-5)+JA_{-}CPV(-6)+JA_{-}CPV(-7)+JA_{-}CPV(-4))/(JA_{-}CP(-5)+JA_{-}CP(-6)+JA_{-}CP(-7)+JA_{-}CP(-4))*JA_{-}CP(-4)\\&+(JA_{-}CGV(-5)+JA_{-}CGV(-6)+JA_{-}CGV(-7)+JA_{-}CGV(-4))/(JA_{-}CG(-5)+JA_{-}CG(-6)+JA_{-}CG(-7)+JA_{-}CG(-4))*JA_{-}CG(-4)\\&+(JA_{-}IHPV(-5)+JA_{-}IHPV(-6)+JA_{-}IHPV(-7)+JA_{-}IHPV(-4))/(JA_{-}IHP(-5)+JA_{-}IHP(-6)+JA_{-}IHP(-7)+JA_{-}IHP(-4))*JA_{-}IHP(-4)\\&+(JA_{-}IFPV(-5)+JA_{-}IFPV(-6)+JA_{-}IFPV(-7)+JA_{-}IFPV(-4))/(JA_{-}IFP(-5)+JA_{-}IFP(-6)+JA_{-}IFP(-7)+JA_{-}IFP(-4))*JA_{-}IFP(-4)\\&+(JA_{-}IGV(-5)+JA_{-}IGV(-6)+JA_{-}IGV(-7)+JA_{-}IGV(-4))/(JA_{-}IG(-5)+JA_{-}IG(-6)+JA_{-}IG(-7)+JA_{-}IG(-4))*JA_{-}IG(-4)\\&+((JA_{-}PINP(-5)+JA_{-}PINP(-6)+JA_{-}PINP(-7)+JA_{-}PINP(-4))/4)*JA_{-}INP(-4)\\&+((JA_{-}PING(-5)+JA_{-}PING(-6)+JA_{-}PING(-7)+JA_{-}PING(-4))/4)*JA_{-}ING(-4)\\&+(JA_{-}XGSV(-5)+JA_{-}XGSV(-6)+JA_{-}XGSV(-7)+JA_{-}XGSV(-4))/(JA_{-}XGS(-5)+JA_{-}XGS(-6)+JA_{-}XGS(-7)+JA_{-}XGS(-4))*\\&JA_{-}XGS(-4)\\&-(JA_{-}MGSV(-5)+JA_{-}MGSV(-6)+JA_{-}MGSV(-7)+JA_{-}MGSV(-4))/(JA_{-}MGS(-5)+JA_{-}MGS(-6)+JA_{-}MGS(-7)+JA_{-}MGS(-4))*\\&JA_{-}MGS(-4))/\\&(JA_{-}PCP(-4)*JA_{-}CP(-4)+JA_{-}PCG(-4)*JA_{-}CG(-4)+JA_{-}PIHP(-4)*JA_{-}IHP(-4)+JA_{-}PIFP(-4)*JA_{-}IFP(-4)+JA_{-}PIG(-4)*JA_{-}IG(-4)\\&+JA_{-}PINP(-4)*JA_{-}INP(-4)+JA_{-}PING(-4)*JA_{-}ING(-4)+JA_{-}PXGS(-4)*JA_{-}XGS(-4)-JA_{-}PMGS(-4)*JA_{-}MGS(-4))\end{aligned} $$

72) GDP デフレータ対前期差 JA_PGDPD

$$ \mathrm{JA\_{P}GDPD}=\frac{\mathrm{JA\_{P}GDP\ -JA\_{P}GDP(-1)\ }}{\mathrm{JA\_{P}GDP(-1)\ }}\ast400 $$

$$ \begin{array}{l}73)\ 民間最終消費支出デフレータ \ JA\_{P}CP\\ \quad JA\_{P}CP\ =\ JA\_{P}CPAT^{*}(1+JA\_{R}TCI^{*}JA\_{P}RTC)\end{array} $$

74）企業物価指数 JA_CGPI

$$ JA\_{C}GPI\ =\ JA\_{C}GPIAT^{*}(1+JA\_{R}TCI^{*}PRTD) $$

$$ \begin{aligned}&75)\ 民間企業設備投資デフレータ \ JA\_{P}IFP\\&\quad JA\_{P}IFP\ =JA\_{P}IFPAT\end{aligned} $$

$$ \begin{array}{l}76)\ 民間住宅投資デフレータ \ JA\_{P}IHP\\ \quad JA\_{P}IHP\ =\ JA\_{P}IHPAT^{*}(1+JA\_{R}TCI^{*}JA\_{P}RTD)\end{array} $$

77) 民間企業在庫投資デフレータ JA_PINP

$$ JA\_{P}INP\ =\ JA\_{P}INPAT^{*}(1+JA\_{R}TCI^{*}JA\_{P}RTD) $$

78) 政府最終消費支出デフレータ JA_PCG

$$ JA\_{P}CG\ =\ JA\_{P}CGAT^{*}(1+JA\_{R}TCI^{*}JA\_{P}RTD) $$

79) 公的固定資本形成デフレータ JA_PIG

$$ JA\_{P}IG\ =\ JA\_{P}IGAT^{*}(1+JA\_{R}TCI^{*}JA\_{P}RTD) $$

80) 財貨・サービスの輸入デフレータ JA_PMGS

$$ JA\_{P}MGS=\frac{JA\_{M}GSV}{JA\_{M}GS} $$

81)鉱物性燃料輸入のデフレータ JA_PFUEL

$$ JA\_{P}FUEL\ =\ JA\_{P}FUELAT*(1+JA\_{R}TCI*JA\_{P}RTD) $$

82) 鉱物性燃料除 <財貨・サービスの輸入デフレータ JA_PNFMGS

JA_PNFMGS = JA_PNFMGSAT*(1+JA_RTCI*JA_PRTD)

83) 要素価格表示国民所得 JA NIV

JA_NIV = JA_GDPV - JA_CCAV - JA_ITAXV + JA_SUBV + (JA_RTRIV - JA_PTRIV) - JA_SDV

84) 法人企業所得 JA YCV

$$ JA_{-}YCV\ =\ JA_{-}NIV-JA_{-}YWV-(JA_{-}YIV+JA_{-}YICV) $$
85) 法人企業所得 (税引後) JA_YCVAT

$$ \mathrm{JA}_{-}\mathrm{YCVAT}=\frac{\sum_{\mathrm{i}=-3}^{0}\mathrm{JA}_{-}\mathrm{YCV}(\mathrm{i})}{4^{*}\left(1-\mathrm{JA}_{-}\mathrm{ETT}\right)} $$

86) 社会保障雇主负担 JA_YOLIV [OLS, 1990Q1 to 2007Q4]

$$ \text{DEL}(1:\text{LOG(JA\_YOLIV)}) = -0.20878 \times (\text{LOG}(JA\_YOLIV(-1)) - 0.512759 \times \text{LOG}(JA\_CSSV}(-1)) - 4.989368) $$

$$ (-2.88103) $$

$$ + 0.56294 \times \text{DEL}(1:\text{LOG(JA\_CSSV)}) $$

$$ (5.41506) $$

$$ -0.05207 \times \text{DEL}(1:\text{LOG(JA\_CSSV}(-1))) $$

$$ (-0.50202) $$

$$ + \text{CERR} \times \text{ERTS\_YOLIV} $$

$$ [\text{RSQ}:0.426992, \text{SER}:0.025045, \text{DW}:2.168487] $$

87) 固定資本減耗 JA_CCAV [OLS, 1990Q1 to 2007Q4]

$ \log(JA\_CCAV) = 0.99034 * \log(JA\_RFPV + JA\_RHPV + JA\_RKGV) $

$ (927.40130) $

+ CERR * ERTS_CCAV

[RSQ: 0.999917, SER: 0.104829, DW: 0.74045]

88）民間企業在庫品評価調整額 JA_INPVA [OLS, 1990Q1 to 2007Q4]

JA_INPVA = 1.00032 * DEL(1 : JA_PINP) * JA_KNP(-1) * 4

(1748.11885)

+ CERR * ERTS_INPVA

[ RSQ : 0.999977, SER : 11.839051 , DW : 0.610228 ]
89) 雇用者報酬 JA_YWV [OLS, 1989Q1 TO 2007Q4]

$$ \begin{aligned}DEL\Biggl(1:LOG\Biggl(\Biggl(\frac{(JA_{-}YWV+JA_{-}YICV)}{(JA_{-}NIV+JA_{-}CCAV)}\Biggr)\Biggr)\Biggr)&=\\&-0.044756^{*}\left(LOG\left(\frac{\frac{JA_{-}YWV(-1)+JA_{-}YICV(-1)}{JA_{-}NIV(-1)+JA_{-}CCAV(-1)}}{\left(1-DELTA\right)\left(\frac{(JA_{-}GDP(-1))}{(GAM*EXP(RAM*JA_{-}TIME(-1))*JA_{-}LE(-1)*JA_{-}LH(-1))}\right)^{\frac{284}{716}}}\right)\right)\\&\quad(-0.645672)\\&-0.413224*DEL\Biggl(1:LOG\left(\frac{JA_{-}YWV(-1)+JA_{-}YICV(-1)}{JA_{-}NIV(-1)+JA_{-}CCAV(-1)}\right)\Biggr)\\&\quad(-3.008633)\\&-0.351544*DEL\Biggl(1:LOG\left(\frac{JA_{-}YWV(-2)+JA_{-}YICV(-2)}{JA_{-}NIV(-2)+JA_{-}CCAV(-2)}\right)\Biggr)\\&\quad(-2.553239)\\&-0.135117*DEL\Biggl(1:LOG\left(\frac{JA_{-}YWV(-3)+JA_{-}YICV(-3)}{JA_{-}NIV(-3)+JA_{-}CCAV(-3)}\right)\Biggr)\\&\quad(-1.060615)\\&-0.090371*DEL\Biggl(1:LOG\left(\frac{JA_{-}YWV(-4)+JA_{-}YICV(-4)}{JA_{-}NIV(-4)+JA_{-}CCAV(-4)}\right)\Biggr)\\&\quad(-0.780911)\\&-0.371256^{*}\left(\frac{DEL\big(1:LOG\big(JA_{-}CU\big)\big)+DEL\big(1:LOG\big(JA_{-}CU(-1)\big)\big)}{2}\right)\\&\quad(-2.710837)\\&-0.002203\\&\quad(-0.880256)\\&+CERR*ERTS_{-}YWV\ $$ RSQ:0.212509,SER:0.01589,DW:1.952499]&\end{aligned} $$

$$ \begin{aligned}&90)\ 個人可処分所得 \ JA\_{Y}DV\\&\quad JA\_{Y}DV\quad=\quad JA\_{Y}WV+JA\_{B}SSV+JA\_{Y}IEV+JA\_{Y}ICV+JA\_{O}OTYDV-JA\_{T}YPV-JA\_{C}SSV\end{aligned} $$

91）個人企業所得 JA_YICV [OLS, 1990Q1 to 2007Q4]

$$ \begin{aligned}DEL(1:LOG(JA_{-}YICV))&=-0.502735*\begin{pmatrix}\log(JA_{-}YICV(-1))-0.81351*LOG(JA_{-}YWV(-1))\\ -\left(-0.02529*JA_{-}RGB(-1)\right)-0.45272\end{pmatrix}\\&(-5.02781)\\&-0.020444*DEL(1:JA_{-}RGB)\\&(-1.501362)\\&+0.223438*DEL(1:LOG(JA_{-}YWV(-2)))\\&(0.525451)\\&+CERR*ERTS_{-}YICV\ $$ RSQ:0.323994,SER&:0.041138,DW:2.018128]\end{aligned} $$
92) 労働所得(名目) JA YLV

$$ JA\_{Y}LV\ =\ JA\_{Y}DV-JA\_{Y}IEV-JA\_{O}TYDV $$

93) 労働所得(実質) JA_YL

JA_YL = $ \frac{JA\_YLV}{JA\_PGDP} $

94) 賃金 俸給総額 JA_YWIV

JA_YWIV = JA_YWV - JA_YOLIV

95) 一人当たり産用者所得 JA_W

$$ JA_{-}W=\frac{JA_{-}YWV}{JA_{-}LW} $$

96) 一人当たり産用者所得(労働時間調整後) JA_WPH

JA_WPH= $ \frac{100*JA\_W}{JA\_LH} $

97) 純資産 (家計保有分) JA_NWCV

$$ JA\_{N}WCV\quad=\quad JA\_{F}NWV+JA\_{L}ANDV+JA\_{S}HAREV+JA\_{K}HPV $$

98) 純資産 (総額) JA_NWTV

JA_NWTV = JA_FNWV + JA_LANDT + JA_SHARETV + JA_KHPV

99) 金融純資産 JA FNWV

$$ JA\_{F}NWV\quad=\quad JA\_{S}BGV+JA\_{S}BCV $$

100) 株式総額 JA SHARETV

JA\_SHARETV = JA\_PSHARE*JA\_RSHARET

101) 株式総額 (家計保有分) JA\_SHAREV

JA\_SHAREV = JA\_PSHARE*JA\_RSHARE

102) 土地総額 (総額) JA_LANDT

$$ JA\_{L}ANDT\ =\ JA\_{P}ROLA^{*}JA\_{L}ANDV $$

103) 土地総額 (家計保有分) JA_LANDV

JA_LANDV = JA_PLAND*JA_RLAND

104) 人的資本 JA HK

$$ \begin{aligned}&JA_{-}HK=((1+(\sum_{i=-19}^{0}JA_{-}RGB(i)/20)/100)*(1-((1+(\sum_{i=-19}^{0}\left(\frac{JA_{-}YLV(i)-JA_{-}YLV(i-4)}{JA_{-}YLV(i-4)}\right)/20)))\\&/(1+(\sum_{i=-19}^{0}JA_{-}RGB(i)/20)/100))**40)/((\sum_{i=-19}^{0}JA_{-}RGB(i)/20)/100\\&-(\sum_{i=-19}^{0}\left(\frac{HA_{-}YLV(i)-JA_{-}YLV(i-4)}{JA_{-}YLV(i-4)}\right)/20))*\sum_{i=-3}^{0}JA_{-}YLV(i)/4+JA_{-}NWCV(-1))/JA_{-}PCP\\ \end{aligned} $$
105) 家計財産所得 JA_YIEV [2SLS, 1990Q3 to 2007Q4]

$$ \begin{aligned}DEL\Biggl(1:\frac{JA_{-}YIEV}{JA_{-}NWCV(-1)}\Biggr)&=0.067212\quad*DEL\Biggl(1:\frac{JA_{-}NIV(-1)}{JA_{-}NWCV(-2)}\Biggr)\\&\quad(2.256545)\\&\quad+1.95e-005\quad*DEL\Biggl(1:\frac{JA_{-}PSHARE\bigl(-2\bigr)-JA_{-}PSHARE\bigl(-6\bigr)}{JA_{-}PSHARE\bigl(-6\bigr)}*100\Biggr)\\&\quad(2.513434)\\&\quad+0.001277\quad*DEL(1:JA_{-}RCD)\\&\quad(2.6287)\\&\quad+0.000802\quad*DEL(1:JA_{-}RGB(-3))\\&\quad(2.611086)\\&\quad+CERR*ERTS_{-}YIEV\end{aligned} $$

$$ \left[RSQ:0.260544\quad,SER:0.00091\ ,DW:2.648233\right] $$

106) 財産所得 JA_YIV

JA_YIV = JA_YIEV + JA_YIGV

107) 民間総資本ストック (名目) JA_KPV

JA_KPV = JA_KFPV + JA_KHPV + JA_KNPV

108) 民間企業粗資本ストック (名目 ) JA_KFPV

$$ \mathrm{JA\_{K}FPV=JA\_{K}FPV}(-1)*\frac{\mathrm{JA\_{P}IFP}}{\mathrm{JA\_{P}IFP}(-1)}+\frac{\mathrm{JA\_{I}FPV}}{4}-\frac{\mathrm{JA\_{R}FPV}}{4}*\frac{\mathrm{JA\_{P}IFP}}{\mathrm{JA\_{P}IFP}(-1)} $$

109) 民間住宅ストック (名目 ) JA_KHPV

$$ \mathrm{JA\_{K}HPV=JA\_{K}HPV}(-1)*\frac{\mathrm{JA\_{P}IHP}}{\mathrm{JA\_{P}IHP}(-1)}+\frac{\mathrm{JA\_{I}HPV}}{4}-\frac{\mathrm{JA\_{R}HPV}}{4}*\frac{\mathrm{JA\_{P}IHP}}{\mathrm{JA\_{P}IHP}(-1)} $$

110) 民間企業在庫ストック (名目 ) JA_KNPV

$$ \mathrm{JA\_{K}NPV=JA\_{K}NPV(-1)*\frac{JA\_{P}INP}{JA\_{P}INP(-1)}+\frac{JA\_{P}INP}{4}-\frac{JA\_{R}NPV}{4}*\frac{JA\_{P}INP}{JA\_{P}INP(-1)}} $$

111) 均衡民間在庫ストック対 GDP 比 (実質) JA_KNGDEQ

$$ \begin{aligned}JA\_{K}NGDEQ&=-0.002841*JA\_{T}IME+1.403086e-005*JA\_{T}IME^{**2}\\&+0.000143*\left(JA\_{R}CD-100*LOG\left(\frac{JA\_{P}INPAT}{JA\_{P}INPAT(-4)}\right)\right)+0.297667\end{aligned} $$
112) マネーサプライ (M2+CD, 平均残高) JA_M2CD [2SLS, 1986Q1 to 2007Q4]

$$ \text{DEL}(1:\log(\text{JA\_M2CD})) = -0.054513 * \begin{pmatrix} \log(\text{JA\_M2CD}(-1)) - (-0.489781 - 0.048282 * \text{JA\_RCD}(-1)) - (1 - 0.400846) * \log(\text{JA\_GDPV}(-1)) \\ -0.400846 * \log(\text{JA\_NWTV}(-2)) \end{pmatrix} $$

$$ (-3.751606) $$

$$ +0.023998 * \log\left(\frac{\text{JA\_NWTV}(-1)}{\text{JA\_M2CD}(-1)}\right) $$

$$ (2.100438) $$

$$ +0.372946 * \text{DEL}(1:\log(\text{JA\_GDPV})) $$

$$ (1.946446) $$

$$ +0.251136 * \text{DEL}(1:\log(\text{JA\_GDPV}(-1))) $$

$$ (2.706511) $$

$$ +0.087435 * \text{DEL}(1:\log(\text{JA\_GDPV}(-2))) $$

$$ (1.028246) $$

$$ -0.007476 * \text{DEL}(1:\text{JA\_RCD}) $$

$$ (-1.862803) $$

$$ +0.013285 * \text{JA\_D983C} $$

$$ (3.546641) $$

$$ +0.016379 * \text{JA\_D901C902} $$

$$ (3.101632) $$

$$ +0.014341 * \text{JA\_D974C981} $$

$$ (2.566194) $$

$$ -0.042322 $$

$$ (-2.146089) $$

$$ + \text{CERR} * \text{ERTS\_M2CD} $$

$$ [\text{RSQ}:0.559647, \text{SER}:0.006377, \text{DW}:1.046649] $$

113) マーシャルの K JA_MK

JA_MK = $ \frac{JA\_M2CD}{JA\_GDP} $

114) CD レート(名目) JA_RCD

JA_RCD = MAX(0.001, JA_RCDX)

[15) JA_RCDX [2SLS, 1990Q1 to 2007Q4]

DEL(1:JA_RCDX) = 0.194968 * DEL(1:DEL(4:LOG(JA_PGDPAT)) * 100)

(1.831081)

+ 0.084887 * DEL(1:JA_CU)

(3.433159)

- 0.068811

(-2.100989)

+ CERR * ERTS_RCDX

[RSQ:0.218812, SER:0.274712, DW:1.241589]
116) 利付国債利回り(10 年物) JA_RGB

$$ JA\_{R}GB\quad=\quad MAX(0.001,\quad JA\_{R}GBX) $$

117) JA_RGBX [2SLS, 1990Q1 to 2007Q4]

$$ \begin{aligned}DEL(1:JA\_{R}GB)&=-0.03951*\left(JA\_{R}GB(-1)-\frac{\sum\limits_{i=-8}^{-1}JA\_{R}CD(i)}{8}\right)\\&\quad(-1.32291)\\&\quad-0.08772*DEL(1:JA\_{R}GB(-1))\\&\quad(-0.67464)\\&\quad-0.02439*DEL(1:JA\_{R}GB(-2))\\&\quad(-0.22145)\\&\quad+0.47316*DEL(1:JA\_{R}CD)\\&\quad(2.14482)\\&\quad+0.01950*DEL(1:LOG(JA\_{P}CPAT))*400\\&\quad(0.49099)\\&\quad+CERR*ERTS\_{R}GB\end{aligned} $$

[RSQ:0.390652, SER:0.306487, DW:1.831959]

118) 家計株式保有比率 JA_RSHARE [2SLS, 1990Q1 to 2007Q4]

$$ \begin{aligned}DEL(1:LOG(JA\_{R}SHARE))=&\\&-0.21713*LOG\left(\frac{\left(\frac{JA\_{R}SHARE(-1)}{JA\_{R}SHARET(-1)}\right)}{\exp\left((-0.926849)+(-0.24995)*JA\_{D}0701C+(-0.012568)*JA\_{T}IME+7.41e^{-0.5}*\left(JA\_{T}IME^{**2}\right)\right)}\right)\\&(-0.74587)\\&-0.08769*DEL(4:LOG(JA\_{R}SHARE(-1)))\\&(-1.06367)\\&-0.10271*JA\_{D}0701C\\&(-2.87551)\\&+0.00686\\&(0.99906)\\&+CERR*ERTS\_{R}SHARE\ $$ RSQ:0.116736,SER:0.053743,DW:2.317914]\end{aligned} $$

119) 株価收益率 JA PERR

$$ JA\_{P}ERR=\frac{JA\_{S}HARETV}{JA\_{Y}CVAT} $$
120) 市街地地価指数 JA_PLAND [OLS, 1990Q1 to 2007Q4]

$$ \begin{aligned}DEL(1:LOG(JA\_{P}LAND))=&\\&-0.020733^{*}\begin{pmatrix}\log\left(JA\_{P}LAND(-1)\right)-\left(-12.693036+JA\_{T}IME70Q1(-1)*(-0.019416)\right)\\-\left(1-(-0.055139)\right)*\log\left(JA\_{G}DPV(-1)\right)-(-0.055139)*\log\left(JA\_{P}SHARE(-1)\right)\end{pmatrix}\\&(-0.38605)\\&+0.012593*DEL(1:LOG(JA\_{P}SHARE(-2)))\\&(0.840992)\\&+0.399194*DEL(1:LOG(JA\_{G}DPV(-1)))\\&(2.188927)\\&+0.000856*DEL\Biggl(1:JA\_{R}GB(-1)-400*LOG\Biggl(\frac{JA\_{C}GPIAT(-1)}{JA\_{C}GPIAT(-2)}\Biggr)\Biggr)\\&(0.799887)\\&+CERR*ERTS\_{P}LAND\\{[RSQ:0.059969,SER:0.011622,DW:0.310593]}\end{aligned} $$

121) 東証株価指数 JA\_PSHARE [2SLS, 1991Q1 to 2007Q4]

$$ \begin{aligned}\log\left(\frac{JA_{-}RSHARET*JA_{-}PSHARE}{JA_{-}GDPV}\right)&=0.89244*LOG\left(\frac{JA_{-}RSHARET(-1)*JA_{-}PSHARE(-1)}{JA_{-}GDPV(-1)}\right)\\&(13.61211)\\&+0.17335*DEL\left(1:LOG\left(\frac{JA_{-}YCVAT}{JA_{-}GDPV}\right)\right)\\&(1.42932)\\&-0.03484*DEL(1:JA_{-}RGB(-2))\\&(-0.73651)\\&-0.00208\\&(-0.13463)\\&+CERR*ERTS_{-}PSHARE\\{[RQ:0.753967,SER:0.123295,DW:1.634179]}\end{aligned} $$

122) 減価償却の現在価値 JA_PVDP

$$ JA_{-}PVDP=\frac{-1}{18}*LOG(0.1)*\frac{\left(1-0.1*EXP\left(-1*\frac{JA_{-}RGB}{100}*18\right)\right)}{\left(\frac{JA_{-}RGB}{100}-\frac{LOG(0.1)}{18}\right)} $$

123) 借入資本の使用者費用 JA_UCCDB

$$ \mathrm{JA\_{U}CCDB}=\frac{\mathrm{JA\_{P}IFPAT}}{\left(1-\mathrm{JA\_{T}T}\right)}*\left\{\frac{\left(1-\mathrm{JA\_{T}T}\right)*\left(\mathrm{JA\_{R}CD}+\mathrm{JA\_{S}LRATIO}*\mathrm{JA\_{R}GB}\right)}{\left(1+\mathrm{JA\_{S}LRATIO}\right)+\mathrm{JA\_{R}RFP}*400-0.925751*\mathrm{JA\_{P}IFPATSUM}}\right\}*\left(1-\mathrm{JA\_{T}T}*\mathrm{JA\_{P}VDP}-\mathrm{JA\_{T}INCR}\right) $$

124) 自己資本の使用者費用 JA\_UCCDE

$$ \mathrm{JA\_{U}CCDE}=\frac{\mathrm{JA\_{P}IFPAT}}{\left(1-\mathrm{JA\_{T}T}\right)}*\left\{\frac{\left(1-\frac{\mathrm{JA\_{P}ERR}*\mathrm{JA\_{P}OR}}{100}\right)}{\mathrm{JA\_{P}ERR}*100+\mathrm{JA\_{R}RFP}*400-0.925751*\mathrm{JA\_{P}IFPATSUM}}\right\}*\left(1-\mathrm{JA\_{T}T}*\mathrm{JA\_{P}VDP}-\mathrm{JA\_{T}INCR}\right) $$

125) 資本の使用者費用 JA_UCCPF

$$ JA_{-}UCCPF=\frac{\left(\left(1-JA_{-}REQU\right)*JA_{-}UCCDB+JA_{-}REQU*JA_{-}UCCDE\right)}{100} $$
126) 資本コスト(実質) JA_UCC

$$ JA_{-}UCC=\left(\frac{\frac{JA_{-}UCCP F}{100}}{JA_{-}PGD P A T}\right) $$

$$ \begin{aligned}127)\quad 一般政府財政バランス \quad JA\_{B}GV\\ JA\_{B}GV\quad=\quad JA\_{T}AXV+JA\_{C}SSV+JA\_{Y}IGV+JA\_{C}CAVG-JA\_{B}SSV-JA\_{C}GV-JA\_{I}GV*RIGV-JA\_{S}UBV+\\ JA\_{O}TNGV\end{aligned} $$

128) 一般政府財政バランス対名目 GDP 比 JA_BGVATGDPV

$$ JA\_{B}GVATGDPV=\frac{JA\_{B}GV}{JA\_{G}DPV}*100 $$

129) 租税総額 JA_TAXV

JA_TAXV = JA_TYPV + JA_TYCV + JA_ITAXV

$$ \begin{aligned}130) 個人税及び罰金、手数料 \ &JA_{-}\text{TYPV}\ [OLS,1988Q1to2007Q4]\ \\\ &DEL(1:LOG(JA_{-}\text{TYPV}+JA_{-}\text{TPSV}))=\\&\quad-0.09289*\begin{pmatrix}\log\left(JA_{-}\text{TYPV}\left(-1\right)+JA_{-}\text{TPSV}\left(-1\right)\right)\\-\left(1.170801\right)*\log\left(JA_{-}\text{YWIV}\left(-1\right)+JA_{-}\text{YICV}\left(-1\right)+JA_{-}\text{YIEV}\left(-1\right)\right)-\left(-4.014473\right)\end{pmatrix}\\&\quad(-1.44149)\\&\quad+0.44049*DEL\left(1:\sum_{i=-1}^{0}\log\left(JA_{-}\text{YWIV}\left(i\right)+JA_{-}\text{YICV}\left(i\right)+JA_{-}\text{YIEV}\left(i\right)\right)\right)\\&\quad(1.33879)\\&\quad-0.47017*DEL\left(1:\log\left(JA_{-}\text{TYPV}\left(-1\right)+JA_{-}\text{TPSV}\left(-1\right)\right)\right)\\&\quad(-4.51171)\\&\quad+0.00771\\&\quad(1.20780)\\&\quad+CERR*ERTS_{-}\text{TYPV}\\&[RSQ:0.286654,SER:0.05462,DW:2.17031]\end{aligned} $$

131) 民間法人企業税及び罰金 JA_TYCV

$$ JA_{-}TYCV=\frac{JA_{-}ETT*\sum_{i=-3}^{0}JA_{-}YCV(i)}{4} $$

132) モデル上の法人実効税率 JA_ETT [OLS, 1989Q1 to 2007Q4]

$$ \begin{aligned}\log\left(\frac{3.0*JA_{-}TT-JA_{-}ETT}{\left(\frac{JA_{-}ETT-JA_{-}TT}{3.0}\right)}\right)&=-0.11588*DEL\left(1:LOG\left(JA_{-}PGDPAT\quad\right)\right)*400\\&\quad(-3.54445)\\&\quad-0.11092*DEL\left(1:LOG\left(JA_{-}PGDPAT(-1)\right)\right)*400\\&\quad(-3.41317)\\&\quad+0.97723\\&\quad(18.67693)\\&\quad+CERR*ERTS_{-}ETT\\{[RSQ:0.344323,SER:0.448836,DW:0.373652]}\end{aligned} $$
133) 間接税 JA_ITAXV

JA_ITAXV = JA_TCIV + JA_TCSTV + JA_OITAXV

134) 消費税 JA_TCIV [OLS, 1990Q1 to 2007Q4]

$ \log(JA\_TCIV) = 0.93766 * \log(JA\_RTCI/(1 + JA\_RTCI * PRTC) * JA\_CPV + JA\_RTCI/(1 + JA\_RTCI * PRTD) $

$ (234.51259) $

* JA_IHPV + JA_RTCI/(1 + JA_RTCI * PRTG) * JA_CGV + JA_RTCI/(1 + JA_RTCI * PRTD) * JA_IGV)

- 0.02596 * JA_DTCIC2 * $ \log(JA\_RTCI/(1 + JA\_RTCI * PRTC) * JA\_CPV + JA\_RTCI/(1 + JA\_RTCI * PRTD) $

(- 2.43874)

* JA_IHPV + JA_RTCI/(1 + JA_RTCI * PRTG) * JA_CGV + JA_RTCI/(1 + JA_RTCI * PRTD) * JA_IGV)

+ 0.12614 * JA_D972C

(2.46504)

+ CERR * ERTS_TCIV

[ RSQ: 0.999537 , SER: 0.201534 , DW: 2.056767 ]

135) 関税 JA TCSTV

JA TCSTV = JA RTCST * JA MGSV

136) その他関税 JA_OITAXV [2SLS, 1990Q1 to 2007Q4]

DEL(1:LOG(JA_OITAXV)) = -0.55944 * LOG $ \left(\frac{JA\_OITAXV(-1)}{JA\_GDPV(-1)}\right) $

(-5.51983)

-1.57813

(-5.51780)

+CERR * ERTS_OITAXV

[RSQ:0.303265, SER:0.041454, DW:1.991001]

137) 社会保障负担 JA_CSSV [OLS, 1990Q1 to 2007Q4]

$$ \text{DEL}(1:\log(\text{JA\_CSSV})) = -0.25508 \log\left(\frac{\text{JA\_CSSV}(-1)}{\exp(-0.566054) \cdot (\text{JA\_SR}(-1) \cdot \text{JA\_YWIV}(-1))^{0.992345}}\right) $$

$$ (-3.56174) $$

$$ +0.32558 \cdot \text{DEL}(1:\log(\text{JA\_SR} \cdot \text{JA\_YWIV})) $$

$$ (2.43419) $$

$$ +0.22341 \cdot \text{DEL}(1:\log(\text{JA\_CSSV}(-2))) $$

$$ (1.82483) $$

$$ -0.07022 \cdot \text{DEL}(1:\log(\text{JA\_CSSV}(-3))) $$

$$ (-0.58957) $$

$$ + \text{CERR} \cdot \text{ERTS\_CSSV} $$

$$ [\text{RSQ}: 0.293585, \text{SER}: 0.027756, \text{DW}: 2.513336] $$

138）一般政府財産所得 JA_YIGV [OLS, 1990Q4 to 2007Q4]

$$ \frac{JA\_YIGV}{(-1*JA\_SBGV(-1))} = -0.00054 * JA\_RGB $$

$$ \begin{array}{c}

(-1.04077) \\

+ 0.00068 * JA\_RGB(-1) \\

(1.34746) \\

+ 0.92350 * \frac{JA\_YIGV(-1)}{(-1*JA\_SBGV(-2))} \\

(17.89112) \\

- 0.00228 * JA\_D941 \\

(-1.83362) \\

+ 0.00023 \\

(0.56952) \\

+ CERR * ERTS\_YIGV

\end{array} $$

[ RSQ : 0.927668, SER : 0.001191, DW : 3.141698 ]
139) 固定資本減耗 (一般政府分) JA_CCAVG [OLS, 1990Q1 to 2007Q4]

$ \log(JA\_CCAVG) = 0.938515 * \log(JA\_RKGV) $

$ (235.235783) $

+ CERR * ERTS\_CCAVG

[RSQ: 0.998719, SER: 0.339266, DW: 1.715613]

140) 社会保障給付 JA\_BSSV [OLS, 1987Q1 to 2007Q4]

$$ \begin{aligned}LOG(JA_{-}BSSV)&=0.80169*LOG(JA_{-}IR*JA_{-}WI*JA_{-}POP65)\\&\quad(27.02544)\\&\quad+0.01172*LOG(JA_{-}WI*JA_{-}UR*\frac{JA_{-}LF}{100})\\&\quad(0.45994)\\&\quad+2.12493\\&\quad(15.65179)\\&\quad+CERR*ERTS_{-}BSSV\ $$ RQ:0.983039,SER&:0.033528,DW:1.575521]\end{aligned} $$

141）一般政府累積財政赤字 JA_SBGV

$$ \mathrm{JA\_{S}BGV=JA\_{S}BGV}(-1)-\frac{\mathrm{JA\_{B}GV}}{4}+\mathrm{JA\_{R}SBGV} $$

142）一般政府累積財政赤字對名目 GDP 比 JA_SBGVATGDPV

$$ JA_{-}SBGVATGDPV=\frac{JA_{-}SBGV}{JA_{-}GDPV}*100 $$

143) 海外からの要素所得 JA_RTRIV [OLS, 1986Q1 to 2007Q4]

$$ \begin{aligned}DEL(1:LOG(JA_{-}RTRIV))&=-0.08635*LOG\left(\frac{(2*JA_{-}RTRIV(-1))}{(JA_{-}FASSTV(-2)*\sum_{i=-2}^{-1}US_{-}RGB(i))}\right)\\&(-3.17464)\\&+0.13054*DEL(1:LOG(JA_{-}RTRIV(-2)))\\&(1.92119)\\&+0.01058*DEL(1:US_{-}RGB(-1))\\&(0.75546)\\&+0.65965*DEL(1:LOG(JA_{-}FXS))\\&(5.69735)\\&-0.55499*JA_{-}D961\\&(-9.23838)\\&-0.39559\\&(-2.95352)\\&+CERR*ERTS_{-}RTRIV\ $$ RSQ:0.641167,SER&:0.055407,DW:1.772123]\end{aligned} $$