Silviase/jgov_v1.4_full_ann huggingface dataset:
12）民間企業在庫品增加(名目)

$$ JA\_{I}NPV\ =\ JA\_{I}NP*JA\_{P}INP+JA\_{E}RRINPV $$

13) 政府最終消費支出(名目)

$$ JA\_{C}GV\quad=\quad JA\_{C}G*JA\_{P}CG $$

14）公的固定資本形成(名目)

$$ JA\_{I}GV\quad=\quad JA\_{I}G*JA\_{P}IG $$

15) 財貨・サービスの輸出(名目)

JA XGSV = JA XGS*JA PXGS

16) 財貨・サービスの輸入(実質)

$$ JA\_{M}GS\quad=\quad JA\_{M}FUEL+JA\_{N}FMGS $$

17) 財貨・サービスの輸入(名目)

JA_MGSV = JA_MFUELV + JA_NFMGSV

18) 鉱物性燃料除 <財貨・サービスの輸入(名目)

JA_NFMGSV = JA_NFMGS*JA_PNFMGS

19）鈊物性燃料輸入(名目)

JA_MFUELV = JA_MFUEL*JA_PFUEL

20) 財貨・サービスの純輸出(実質)

JA BF = JA XGS - JA MGS

21）財貨・サービスの純輸出(名目)

$$ JA\_{B}FV\ =JA\_{X}GSV\ -JA\_{M}GSV $$

22）国内総生産(実質)

$$ JA\_{G}DP\quad=\quad JA\_{I}NP+JA\_{C}P+JA\_{I}FP+JA\_{I}HP+JA\_{C}G+JA\_{I}G+JA\_{B}F $$

23) 実質国内総生産成長率(年率)

JA_GDPD = (JA_GDP-JA_GDP(-1))/JA_GDP(-1)*400

24）国内総生産(名目)

$$ JA\_{G}DPV\quad=\quad JA\_{C}PV+JA\_{I}FPV+JA\_{I}HPV+JA\_{I}NPV+JA\_{C}GV+JA\_{I}GV+JA\_{B}FV $$

25) 国内総生産(名目、消費税除

JA_GDPVEXCT = JA_CPVEXCT + JA_IFPVEXCT + JA_IHPVEXCT + JA_INPVEXCT + JA_CGVEXCT + JA_IGVEXCT + JA_XGSV - JA_MGSEXCT

26) 民間固定資本形成(名目、消費稅除

$$ JA\_{I}HPVEXCT\ =\ JA\_{I}HP*JA\_{P}IHPAT $$
27) 民間企業設備固定資本形成(名目、消費税除

$$ JA\_{I}FPVEXCT\ =\ JA\_{I}FP*JA\_{P}IFPAT $$

28）政府最終消費支出(名目、消費稅除

$$ JA\_{C}GVEXCT\ =\ JA\_{C}G*JA\_{P}CGAT $$

29）公的固定資本形成(名目、消費稅除

$$ JA\_{I}GVEXCT\quad=\quad JA\_{I}G*JA\_{P}IGAT $$

30) 財貨・サービスの輸入(実質、消費税除く

JA MGSEXCT = JA MGS * JA PMGSAT

31）民間最終消費支出(名目、消費稅除

$$ JA\_{C}PVEXCT\quad=\ JA\_{C}P*JA\_{P}CPAT $$

32) 民間企業在庫品增加(名目、消費稅除

JA_INPVEXCT = JA_INP * JA_PINPAT

33) 民間企業粗資本ストック(実質)

JA_KFP = JA_KFPV / JA_IFPP

34) 民間企業固定資本除却(名目)

JA_RFPV = JA_RRFPV * JA_KFPV(-1) * 4

35) 民間企業固定資本除却(実質)

JA_RFP = JA_RFPV/JA_IFPP(-1)

36）民間住宅ストック(実質)

JA_KHP = JA_KHPV / JA_PIHP

37) 民間住宅除却(名目)

$$ JA\_{R}HPV\ =JA\_{R}RHPV*JA\_{K}HPV(-1)*4 $$

38) 民間企業在庫ストック(実質)

JA KNP = JA KNPV / JA PINP

39) 在庫品評価調整額

$$ JA\_{R}NPV\quad=JA\_{R}RNPV*JA\_{K}NPV(-1)*4 $$

40) 公的固定資本ストック(実質)

JA KG = JA KGV / JA PIG

41）公的固定資本除却(実質)

$$ JA\_{R}KG\ =\ JA\_{I}G\ -(JA\_{K}G\ -JA\_{K}G(-1))^{*}4 $$
42）公的固定資本除却(名目)

JA_RKGV = JA_RRKGV * JA_KGV(-1) * 4

43) 労働力人口 [TWO-STAGE LEAST SQUARES RAN = 1985Q1-2002Q1]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_LF})) = 0.002304 \times \text{LOG}((\text{JA\_POP}(-1) - \text{JA\_POP65}(-1))/\text{JA\_LF}(-1)) + 0.032251 \times \text{DEL}(1:\text{LOG}(\text{JA\_WPH}/\text{JA\_PCPAT})) + 0.070787 \times \text{DEL}(1:\text{LOG}(\text{JA\_WPH}(-1)/\text{JA\_PCPAT}(-1))) + 0.089256 \times \text{DEL}(1:\text{LOG}(\text{JA\_WPH}(-2)/\text{JA\_PCPAT}(-2))) + 0.00426 \times \text{DEL}(1:\text{JA\_UR}) - 0.942648 + 0.351535 \times \text{DEL}(1:\text{LOG}(\text{JA\_POP-JA\_POP65})) + 0.418181 \times \text{DEL}(1:\text{LOG}(\text{JA\_POP}(-1)-\text{JA\_POP65}(-1))) + 0.030972 \times \text{DEL}(1:\text{LOG}(\text{JA\_POP}(-2)-\text{JA\_POP65}(-2))) + 0.115786 + \text{CERR} \times \text{ERTS\_LF} $$

[ RSQ : 0.491325 , SER : 0.002363 , DW : 2.073331 ]

## 44 ）就業者数

JA_LE = JA_LF * (1 - JA_UR/100)

45）完全失業率 [TWO-STAGE LEAST SQUARES RAN = 1986Q1-2002Q1]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_UR})) = \begin{cases}

0.020929 * \text{LOG}(\text{JA\_UREQ}(-1)/\text{JA\_UR}(-1)) \\

(1.214411)

\end{cases} $$

- 0.829663 * DEL(1: $ \text{LOG}(\text{JA\_CU}(-1)) $ )

- (-3.944636)

+ 0.355899 * DEL(1: $ \text{LOG}(\text{JA\_CU}(-3)) $ )

+ (1.455373)

+ 0.335146 * DEL(1: $ \text{LOG}(\text{JA\_UR}(-1)) $ )

+ (1.562237)

+ 0.186122 * DEL(1: $ \text{LOG}(\text{JA\_UR}(-2)) $ )

+ (1.63705)

+ 0.467739 * DEL(1: $ \text{LOG}(\text{JA\_UR}(-3)) $ )

+ (3.821605)

+ 0.297733 * DEL(1: $ \text{LOG}((\text{JA\_YWV}(-1)+\text{JA\_YICV}(-1)) / (\text{JA\_NIV}(-1)+\text{JA\_CCAV}(-1)) $ )

+ (1.799136)

$$ \text{EXP}((\text{911}/1000)*\text{LOG}(1-\text{DELTA})-(89/1000)*((\text{LOG}(\text{GAM})+\text{RAM}*\text{JA\_TIME}(-1)) + \text{LOG}(\text{JA\_GDPPT}(-1))-(911/1000)*\text{LOG}(\text{JA\_WPH}(-1)/\text{JA\_PGDPAT}(-1)))) $

+ CERR * ERTS_UR

[RSQ : 0.456343, SER : 0.026526, DW : 2.48294]
46) 労働時間 [TWO-STAGE LEAST SQUARES RAN = 1985Q1-2002Q1]

$$ \text{DEL}(1:\text{LOG(JA\_LH)}) = -0.409928 * \log(\text{JA\_LH}(-1)/\text{JA\_LHEQ}(-1)) $$

$$ (-3.173984) $$

$$ -0.165362 * \text{DEL}(1:\text{LOG(JA\_WIPH/JA\_PGDPAT)}) $$

$$ (-1.391338) $$

$$ +0.173367 * \text{DEL}(1:\text{LOG(JA\_LH}(-1))) $$

$$ (-1.298264) $$

$$ +0.313348 * \text{DEL}(1:\text{LOG(JA\_LH}(-2))) $$

$$ (2.466636) $$

$$ +0.435258 * \text{DEL}(1:\text{LOG(JA\_LH}(-3))) $$

$$ (3.574742) $$

$$ +0.162255 * \text{DEL}(1:\text{LOG(JA\_LH}(-4))) $$

$$ (1.392078) $$

$$ +0.44693 * \text{DEL}(1:\text{LOG(JA\_LE}(-1))) $$

$$ (2.088541) $$

$$ +0.078064 * \text{DEL}(1:\text{LOG(JA\_CU)}) $$

$$ (1.30018) $$

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

[ RSQ : 0.605479 , SER : 0.005128 , DW : 1.934273 ]

## 47 ）雇用者数

JA_LW = JA_LE * JA_RLEW

48）稼働率指数 (製造工業) [DEFINITION]

$ \log(\mathrm{JA}_{\mathrm{CU}}) = -0.000791 $

$ +1.000161*\log((100*((((\mathrm{JA}_{\mathrm{GDP}}-\mathrm{JA}_{\mathrm{ERRPFU}})/(\mathrm{GAM}*\exp(\mathrm{RAM}*\mathrm{JA}_{\mathrm{TIME}}))) \\

$ ^{**}(-89/911)-(1-\Delta\mathrm{TA})*(\mathrm{JA}_{\mathrm{LE}}*\mathrm{JA}_{\mathrm{LH}})^{*}(-89/911)))/\Delta\mathrm{TA})^{*}(-911/89))/\mathrm{JA}_{\mathrm{KFP}})) $

+CERR*ERTS_CU

49) 企業物価指数(消費税除く) [TWO-STAGE LEAST SQUARES RAN = 1988Q1-2002Q2]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_CGPIAT})) = -0.002237 $$

$$ \quad (-5.070316) $$

$$ \quad -0.03778 \times \text{LOG}(\text{JA\_CGPIAT}(-1)/(\text{EXP}(4.767784+\text{JA\_TIME}(-1)\times-0.002162)) $$

$$ \quad (-1.044333) $$

$$ \quad \times \text{JA\_PGDPAT}(-1)\times0.816065\times\text{JA\_PMGSAT}(-1)\times(1-0.816065)) $$

$$ \quad +0.05602 \times \text{DEL}(1:\text{LOG}(\text{JA\_PMGSAT})) $$

$$ \quad (1.749629) $$

$$ \quad +0.002695 \times \text{DEL}(1:\text{LOG}(\text{JA\_PMGSAT}(-2))) $$

$$ \quad (0.170083) $$

$$ \quad +0.295488 \times \text{DEL}(1:\text{LOG}(\text{JA\_PGDPAT})) $$

$$ \quad (1.552107) $$

$$ \quad +0.168408 \times \text{DEL}(1:\text{LOG}(\text{JA\_PGDPAT}(-1))) $$

$$ \quad (0.952606) $$

$$ \quad +0.058928 \times \text{DEL}(1:\text{LOG}(\text{JA\_CU}(-1))) $$

$$ \quad (2.300616) $$

$$ \quad +0.035492 \times \text{DEL}(1:\text{LOG}(\text{JA\_CU}(-2))) $$

$$ \quad (1.424163) $$

$$ \quad + \text{CERR} \times \text{ERTS\_CGPIAT} $$

[RSQ : 0.318401, SER : 0.00327, DW : 1.685914]
50) 民間企業設備投資デフレータ(消費税除く) [TWO-STAGE LEAST SQUARES RAN = 1980Q3-2002Q3]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_PIFPAT})) = -0.002341 $$

$$ (-4.824296) $$

$$ +0.04842 \times \text{LOG}(\text{JA\_PGDPAT}(-1) \times \text{EXP}(0.180998 + \text{JA\_TIME}(-1) \times -0.002734) / \text{JA\_PIFPAT}(-1)) $$

$$ (1.867865) $$

$$ +0.749394 \times \text{DEL}(1:\text{LOG}(\text{JA\_PGDPAT})) $$

$$ (7.323388) $$

$$ +0.112008 \times \text{DEL}(1:\text{LOG}(\text{JA\_PIFPAT}(-1))) $$

$$ (1.287494) $$

$$ +0.015016 \times \text{DEL}(1:\text{LOG}(\text{JA\_IFPVEXCT}/\text{JA\_GDPVEXCT})) $$

$$ (0.956338) $$

$$ +0.043466 \times \text{DEL}(1:\text{LOG}(\text{JA\_PNFMGSS})) $$

$$ (3.434622) $$

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

[ RSQ : 0.576647 , SER : 0.00343 , DW : 2.376955 ]

51) GDP デフレータ消費税除く) [TWO-STAGE LEAST SQUARES RAN = 1985Q1-2002Q3]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_PGDPAT})) = 0.00253 $$

(3.247839)

- 0.037366 * $ \log(\text{JA\_PGDPAT}(-1)/(\text{EXP}(0.954104 - 0.005523*\text{JA\_TIMEV}(-1))) $

(-2.687942)

*0.793553*SUM(i=-12 TO -1 : JA_MK(i)/12))

- 0.451846 * $ \text{DEL}(1:\text{LOG}(\text{JA\_PGDPAT}(-1))) $

(-3.251636)

+ 0.167384 * $ \text{DEL}(1:\text{LOG}(\text{JA\_PGDPAT}(-2))) $

(1.360537)

+ 0.341629 * $ \text{DEL}(1:\text{LOG}(\text{JA\_PGDPAT}(-3))) $

(2.742103)

+ 0.292896 * $ \text{DEL}(1:\text{LOG}(\text{JA\_PGDPAT}(-4))) $

(2.295507)

+ 0.076884 * $ \log(\text{JA\_GDPGAP}/100) $

(3.292193)

- 0.072412 * $ \text{DEL}(1:\text{LOG}(\text{JA\_PMGSAT})) $

(-3.416812)

+ 0.025429 * $ \text{DEL}(1:\text{LOG}(\text{JA\_PMGSAT}(-2))) $

(2.663041)

+ 0.053591 * $ \text{DEL}(1:\text{LOG}(\text{JA\_FXS})) $

(3.711971)

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

[ RSQ : 0.631106 , SER : 0.002705 , DW : 1.775999 ]

52) 民間住宅投資デフレータ消費税除く) [ORDINARY LEAST SQUARES RAN = 1981Q1-2002Q1]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_PIHPAT}/\text{JA\_WIPH})) = 0.978941 \times \text{DEL}(1:\text{LOG}(\text{JA\_PCPAT}/\text{JA\_WIPH})) $$

$$ (13.153115) + \text{CERR} \times \text{ERTS\_PIHPAT} $$

[ RSQ : 0.673157 , SER : 0.006468 , DW : 1.603948 ]
53) 民間企業在庫投資デフレータ(消費税除く) [ORDINARY LEAST SQUARES RAN = 1985Q1-2002Q4]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_PINPAT})) = -0.001231 $$

$$ (-1.607287) $$

$$ +0.858828 \times \text{DEL}(1:\text{LOG}(\text{JA\_CGPIAT})) $$

$$ (6.011092) $$

$$ +0.134352 \times \text{DEL}(1:\text{LOG}(\text{JA\_PMGSAT})) $$

$$ (7.43802) $$

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

[ RSQ : 0.707253 , SER : 0.005464 , DW : 1.850914 ]

[ORDINARY LEAST SQUARES RAN - 1983Q1-2001Q4]

DEL(1:LOG(JA_PCGAT)) = 0.158755

(5.346988)

+ 0.584151 * LOG((JA_WIPH(-1)**0.322763)*(JA_PCPAT(-1)**0.677237))/JA_PCGAT(-1))

(5.211855)

- 0.235797 * DEL(1:LOG(JA_WIPH(-2)))

(-2.409081)

+ 0.202136 * DEL(1:LOG(JA_PCPAT(-1)))

(0.660196)

+ 0.246571 * DEL(1:LOG(JA_PCPAT(-2)))

(0.83293)

+ 0.44743 * DEL(1:LOG(JA_PCPAT(-3)))

(1.432978)

- 0.134141 * DEL(1:LOG(JA_SBGVATGDPV(-2)))

(-1.945435)

+ CERR * ERTS_PCGAT

[RSQ : 0.460952, SER : 0.006909, DW : 2.007289]

55) 公的固定資本形成デフレータ (消費税除く) [ORDINARY LEAST SQUARES RAN = 1990Q1-2002Q3]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_PIGAT})) = 0.123456 \times \text{LOG}(\text{EXP}(-0.021818) \times (\text{JA\_PIFPAT}(-1) \times 0.536779) \times (\text{JA\_PIHPAT}(-1)) $$

(1.608851)

**0.368819) * (JA\_PCGAT(-1) ** (1-0.536779 - 0.368819)) / \text{JA\_PIGAT}(-1))**

+ 0.405774 * DEL(1:\text{LOG}(\text{JA\_PIFPAT}))

(4.222219)

+ 0.334035 * DEL(1:\text{LOG}(\text{JA\_PIHPAT}))

(4.040592)

+ 0.048081 * DEL(1:\text{LOG}(\text{JA\_PCGAT}))

(1.0623)

+ 0.102021 * DEL(1:\text{LOG}(\text{JA\_PIFPAT}(-1)))

(1.097336)

+ 0.113306 * DEL(1:\text{LOG}(\text{JA\_PIHPAT}(-2)))

(1.548436)

+ CERR * ERTS\_PIGAT

[RSQ : 0.722322, SER : 0.002935, DW : 1.591032]
56) 財貨・サービス輸出デフレータ [TWO-STAGE LEAST SQUARES RAN = 1985Q1-2002Q3]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_PXGS})) = -0.267582 \times \frac{\text{LOG}(\text{JA\_PXGS}(-1))}{(\text{EXP}(-4.468228 + \text{JA\_TIME} \times -0.002179))} $$

$$ (-3.736926) $$

$$ *(\text{US\_PPI} \times \text{JA\_FXS}) \times 0.228556 \times \text{JA\_CGPIAT} \times (1 - 0.228556)) $$

$$ + 0.165514 \times \frac{\text{DEL}(1:\text{LOG}(\text{WD\_PX}))}{1.002973} $$

$$ -0.155212 \times \frac{\text{DEL}(1:\text{LOG}(\text{WD\_PX}(-2)))}{(-1.778577)} $$

$$ + 0.266143 \times \frac{\text{DEL}(1:\text{LOG}(\text{JA\_FXS}))}{(6.395144)} $$

$$ -0.02394 \times \frac{\text{DEL}(1:\text{LOG}(\text{JA\_FXS}(-2)))}{(-0.924603)} $$

$$ + 0.677768 \times \frac{\text{DEL}(1:\text{LOG}(\text{JA\_CGPIAT}(-1)))}{(3.175428)} $$

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

[ RSQ : 0.832005 , SER : 0.009489 , DW : 1.459772 ]

57) 財貨・サービス輸入デフレータ (鉱物性燃料、消費税除く)

[ ORDINARY LEAST SQUARES RAN = 1980Q4-2002Q3 ]

$ \log(\text{JA\_PNFMGSAT}/\text{JA\_PNFMGSAT}(-1)) = -1.607115 $

$ (-4.49004) $

+ 0.171971 * $ \log(\text{WD\_PX}*\text{JA\_FXS}/\text{JA\_PNFMGSAT}(-1)) $

$ (4.475138) $

+ 0.065961 * $ \text{DEL}(1:\text{LOG}(\text{WD\_PX}(-1))) $

$ (0.331047) $

- 0.01035 * $ \text{DEL}(1:\text{LOG}(\text{WD\_PX}(-2))) $

$ (-0.050688) $

+ 0.321375 * $ \text{DEL}(1:\text{LOG}(\text{WD\_PX}(-3))) $

$ (1.728383) $

+ 0.072327 * $ \text{DEL}(1:\text{LOG}(\text{JA\_FXS}(-1))) $

$ (1.204764) $

- 0.066092 * $ \text{DEL}(1:\text{LOG}(\text{JA\_FXS}(-2))) $

$ (-1.177481) $

+ 0.088591 * $ \text{DEL}(1:\text{LOG}(\text{JA\_FXS}(-3))) $

$ (1.532529) $

+ 4.143257 * $ \text{DEL}(1:\text{JA\_NFMGS}(-1)/\text{JA\_GDP}(-1)) $

$ (2.48762) $

+ 3.377648 * $ \text{DEL}(1:\text{JA\_NFMGS}(-2)/\text{JA\_GDP}(-2)) $

$ (1.929728) $

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

[ RSQ : 0.293415 , SER : 0.024094 , DW : 1.66424 ]

$$ \begin{array}{r l}{\mathrm{D E L}(1:\mathrm{L O G}(\mathrm{J A\_{P} F U E L A T}))}&{=-\mathrm{~}0.882317}\\ &{\quad(-2.517422)}\\ &{+\mathrm{~}0.117753*\mathrm{~}L O G(\mathrm{J A\_{F} X S}(-1)*\mathrm{J A\_{P} O I L D}(-1)/\mathrm{J A\_{P} F U E L A T}(-1))}\\ &{\quad(2.51292)}\\ &{+\mathrm{~}0.723023*\mathrm{~}D E L(1:\mathrm{L O G}(\mathrm{J A\_{F} X S}))}\\ &{\quad(14.290844)}\\ &{-\mathrm{~}0.022516*\mathrm{~}D E L(1:\mathrm{L O G}(\mathrm{J A\_{F} X S}(-1)))}\\ &{\quad(-0.420663)}\\ &{+\mathrm{~}0.13956*\mathrm{~}D E L(1:\mathrm{L O G}(\mathrm{J A\_{F} X S}(-2)))}\\ &{\quad(2.630637)}\\ &{+\mathrm{~}0.660231*\mathrm{~}D E L(1:\mathrm{L O G}(\mathrm{J A\_{P} O I L D}))}\\ &{\quad(30.479012)}\end{array} $$
+ 0.003462 * DEL(1:LOG(JA_POILD(-1)))

(0.115621)

- 0.011167 * DEL(1:LOG(JA_POILD(-2)))

(-0.433018)

+ 0.098233 * DEL(1:LOG(JA_MFUEL(-1)))

(1.18170)

+ 0.160322 * DEL(1:LOG(JA_MFUEL(-2)))

(1.929745)

+ CERR * ERTS_PFUELAT

[RSQ : 0.95285, SER : 0.02284, DW : 2.042485]

59) 雇用者一人あたり俸給・賃金

JA_WIPH = JA_WI / JA_LH

60) GDP デフレータ

JA_PGDP = JA_GDPV / JA_GDP

61）消費税による GDP デフレータ上昇率

JA_PRTCPGD = ((JA_GDPV/JA_GDPVEXCT)-1)/(JA_RTCI+0.0000000001)

62）企業物価指数

JA_CGPI = JA_CGPIAT*(1+JA_RTCI*PRTCDPI)

63) 民間最終消費支出デフレータ

JA\_PCP = JA\_PCPAT*(1+JA\_RTCI*JA\_PRTCPCP)

64）民間住宅投資デフレータ

JA\_PIHP = JA\_PIHPAT*(1+JA\_RTCI*JA\_PRTCIH)

65) 民間企業設備投資デフレータ

JA_IFPP = JA_PIFPAT*(1+JA_RTCI*JA_PRTCPIF)

66) 民間企業在庫投資デフレータ

JA_PINP = JA_PINPAT*(1+JA_RTCI*JA_PRTCPIN)

67) 政府最終消費支出デフレータ

JA_PCG = JA_PCGAT*(1+JA_RTCI*JA_PRTCCPG)

68）公的固定資本形成デフレータ

JA_PIG = JA_PIGAT*(1+JA_RTCI*JA_PRTCPIG)

69) 財貨・サービスの輸入デフレータ

JA PMGS = JA MGSV / JA MGS

70) 財貨・サービスの輸入デフレータ(消費税除く)

JA_PMGSAT = JA_PMGS/(1+JA_RTCI*JA_PRTC)
71）鉱物性燃料除〈財貨・サービスの輸入デフレータ

JA_PNFMGS = JA_PNFMGSAT*(1+JA_RTCI*JA_PRTC)

72）鉱物性燃料輸入のデフレータ

JA_PFUEL = JA_PFUELAT*(1+JA_RTCI*JA_PRTC)

73) 民間最終消費支出デフレータ (消費税除く) [TWO-STAGE LEAST SQUARES RAN = 1985Q1-2002Q3]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_PCPAT})) = 0.000304 $$

$$ (0.943104) + 0.169778 \times \text{LOG}((\text{JA\_PGDPAT}(-1)^{**}(1-0.033017)*\text{JA\_PMGSAT}(-1)^{**}0.033017) $$

$$ (2.277073) $$

$$ *\text{EXP}(-0.044837+\text{JA\_TIME}(-1)^{*}0.00063))/\text{JA\_PCPAT}(-1)) $$

$$ + 0.542866 \times \text{DEL}(1:\text{LOG}(\text{JA\_PGDPAT})) $$

$$ (4.670335) $$

$$ + 0.252196 \times \text{DEL}(1:\text{LOG}(\text{JA\_PGDPAT}(-1))) $$

$$ (2.128887) $$

$$ -0.040261 \times \text{DEL}(1:\text{LOG}(\text{JA\_PNFMGSAT})) $$

$$ (-1.536766) $$

$$ -0.008577 \times \text{DEL}(1:\text{LOG}(\text{JA\_PNFMGSAT}(-1))) $$

$$ (-0.678567) $$

$$ + 0.023936 \times \text{DEL}(1:\text{LOG}(\text{JA\_PFUELAT})) $$

$$ (1.913913) $$

$$ + 0.00297 \times \text{DEL}(1:\text{LOG}(\text{JA\_PFUELAT}(-1))) $$

$$ (0.703883) $$

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

[RSQ : 0.573209, SER : 0.00246, DW : 2.195227]

74) 賃金・俸給

JA\_WI = JA\_YWIV / JA\_LW

75) GDP デフレータ対前期差

JA\_PGDPD = (JA\_PGDP - JA\_PGDP(-1)) / JA\_PGDP(-1) * 400

76) 個人企業所得 [ORDINARY LEAST SQUARES RAN = 1985Q1-2002Q1]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_YICV})) = -0.115591 \times \text{LOG}(\text{JA\_YICV}(-1)/(\text{JA\_YWV}(-1))^{*} \times 0.856411 \times \text{EXP}(-0.061218 \times \text{JA\_RCD}(-1))) $$

$$ (-2.370235) $$

$$ -0.328989 \times \text{DEL}(1:\text{LOG}(\text{JA\_YICV}(-1))) $$

$$ (-2.827988) $$

$$ -0.02141 \times \text{DEL}(1:\text{JA\_RCD}) $$

$$ (-1.201822) $$

$$ + 1.473186 \times \text{DEL}(1:\text{LOG}(\text{JA\_YWV}(-1))) $$

$$ (1.672044) $$

$$ + 1.46255 \times \text{DEL}(1:\text{LOG}(\text{JA\_YWV}(-2))) $$

$$ (1.537639) $$

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

[RSQ : 0.259295, SER : 0.06489, DW : 1.935534]
77) 家計財産所得 [TWO-STAGE LEAST SQUARES RAN = 1985Q1-2002Q1]

JA_YIEV/(JA_NWCV(-1)) = -0.010256

$$

\begin{aligned}

& \quad (-5.941157) \\

& + 0.094966 * JA_NIV / (JA_NWCV(-1)) \\

& \quad (8.959661) \\

& + 0.0000296564051 * (JA_PSHARE-JA_PSHARE(-4)) / JA_PSHARE(-4) * 100 \\

& \quad (4.373563) \\

& - 0.000097998233 * JA_RCD \\

& \quad (-0.169026) \\

& + 0.000844 * JA_RCD(-1) \\

& \quad (1.395692) \\

& + 0.000445 * JA_RGB(-1) \\

& \quad (1.192855) \\

& + 0.0009 * JA_RGB(-2) \\

& \quad (2.636655) \\

& + 0.000689 * JA_RGB(-4) \\

& \quad (2.536422) \\

& + CERR * ERTS_YIEV

\end{aligned}

$$

[ RSQ : 0.964989 , SER : 0.001185 , DW : 1.254034 ]

## 78 ) 法人企業所得

JA_YCV = JA_NIV-JA_YWV(JA_YIV+JA_YICV)

## 79 ) 法人企業所得 (税引後)

JA_YCVAT = SUM(i=-3 TO 0 : JA_YCV(i))/4*(1-JA_ETT)

80）社会保障雇主负担 [ORDINARY LEAST SQUARES RAN = 1985Q1 - 2002Q1]

$$ \text{DEL}(1:\text{LOG(JA\_YOLIV)}) = -0.987476 * \log(\text{JA\_YOLIV}(-1)/(\exp(7.34347)*\text{JA\_CSSV}(-1)**0.302569)) $$

$$ (-7.959381) $$

$$ +0.197756 * \text{DEL}(1:\text{LOG(JA\_CSSV)}) $$

$$ (1.536285) $$

$$ +0.02566 * \text{DEL}(1:\text{LOG(JA\_CSSV}(-1))) $$

$$ (0.212086) $$

$$ +0.078225 * \text{DEL}(1:\text{LOG(JA\_CSSV}(-2))) $$

$$ (0.753809) $$

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

[ RSQ : 0.475386 , SER : 0.048145 , DW : 2.012589 ]

81）固定資本減耗 [ORDINARY LEAST SQUARES RAN = 1985Q1 - 2002Q1]

$ \log(JA\_CCAV) = 0.982374 * \log(JA\_RFPV + JA\_RHPV + JA\_RKGV) $

$ (1109.450742) $

+ CERR * ERTS\_CCAV

[ RSQ : 0.999945 , SER : 0.084134 , DW : 0.324104 ]

82) 民間企業在庫品評価調整額 [ORDINARY LEAST SQUARES RAN = 1985Q1 - 2002Q3 ]

JA_INPVA = 1.001261 * DEL(1:JA_PINP) * JA_KNP(-1) * 4

(2883.08871)

+ CERR * ERTS_INPVA

[ RSQ : 0.999992 , SER : 12.301415 , DW : 1.428846 ]
## 83 ) 個人可処分所得

JA YDV = JA YWV + JA BSSV + JA YIEV + JA YICV + JA OTYDV - JA TYPV - JA CSSV

## 84 ) 労働所得(名目)

JA_YLV = JA_YDV - JA_YIEV - JA_OTYDV

## 85 )労働所得(実質)

JA_YL = JA_YLV / JA_PGDP

## 86 )人的資本

$$ \begin{aligned}JA\_{H}K=&\quad((1+(SUM(i=-16TO3:JA\_{R}GB(i))/20)/100)*(1-(1+(SUM(i=-16TO3:((JA\_{Y}LV(i)-JA\_{Y}LV(i-4))/JA\_{Y}LV(i-4))/20))\\&/(1+(SUM(i=-16TO3:JA\_{R}GB(i))/20)/100))**40)/({(SUM(i=-16TO3:JA\_{R}GB(i))/20)/100-(SUM(i=-16TO3:\\&((JA\_{Y}LV(i)-JA\_{Y}LV(i-4))/JA\_{Y}LV(i-4))/20))*SUM(i=-3TO0:JA\_{Y}LV(i))/4+JA\_{N}WCV(-1))/JA\_{P}CP\end{aligned} $$

## 87 ）雇用者所得 [TWO-STAGE LEAST SQUARES RAN = 1985Q1-2002Q1]

[TWO-STAGE LEAS1 3QUARLES KAN - 1983Q1-2002Q1]

DEL(1:LOG((JA_YWV+JA_YICV)/(JA_NIV+JA_CCAV))) =

0.202677 * LOG(((1-DELTA)*(JA_GDP(-1))/(GAM*EXP(RAM*JA_TIME(-1))* (JA_LE(-1)*JA_LH(-1)))

(2.627924))

**(89/911))/(JA_YWV(-1)+JA_YICV(-1))/(JA_NIV(-1)+JA_CCAV(-1))))

-0.429495 * DEL(1:LOG((JA_YWV(-1)+JA_YICV(-1))/(JA_NIV(-1)+JA_CCAV(-1))))

(-3.412148)

-0.360869 * DEL(1:LOG((JA_YWV(-2)+JA_YICV(-2))/(JA_NIV(-2)+JA_CCAV(-2))))

(-2.830281)

-0.2146 * DEL(1:LOG((JA_YWV(-3)+JA_YICV(-3))/(JA_NIV(-3)+JA_CCAV(-3))))

(-1.822468)

-0.08784 * LOG(JA_CU/100)

(-2.835937)

-0.008218 * DEL(1:JA_RCD)

(-1.789262)

+0.004924 * DEL(1:JA_RCD(-1))

(0.979342)

-0.006883 * DEL(1:JA_RCD(-2))

(-1.493948)

+ CERR * ERTS_YWV

[ RSQ : 0.332264 , SER : 0.014424 , DW : 1.990491 ]

## 88 ) 賃金・俸給総額

JA_YWIV = JA_YWV - JA_YOLIV

89) 一人当たり雇用者所得

JA_W = JA_YWV / JA_LW

## 90 ) 労働時間当たり雇用者所得(一人当たり)

JA_WPH = JA_W / JA_LH

## 91 ）要素価格表示国民所得

JA_NIV = JA_GDPV - JA_CCAV - JA_ITAXV + JA_SUBV - (JA_RTRIV - JA_PTRIV) - JA_SDV
92）財産所得

$$ JA\_{Y}IV\ =\ JA\_{Y}IEV+JA\_{Y}IGV $$

93) 金融純資產

JA_FNWV = JA_SBGV + JA_SBCV

94）民間企業粗資本ストック(名目）

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

95) 民間住宅ストック(名目)

JA_KHPV = JA_KHPV(-1)*(JA_PIHP/JA_PIHP(-1)) + JA_IHPV/4 - (JA_RHPV/4)*(JA_PIHP/JA_PIHP(-1))

96) 民間企業在庫ストック(名目)

$$ JA\_{K}NPV\ =\ JA\_{K}NPV(-1)^{*}(JA\_{P}INP/JA\_{P}INP(-1))+JA\_{I}NPV/4\ -(JA\_{R}NPV/4)^{*}(JA\_{P}INP/JA\_{P}INP(-1)) $$

97) 民間総資本ストック(名目)

JA_KPV = JA_KFPV + JA_KHPV + JA_KNPV

98）公的固定資本ストック名目）

$$ JA\_{K}GV\quad=\quad JA\_{K}GV(-1)^{*}(JA\_{P}IG/JA\_{P}IG(-1))+JA\_{I}GV/4-(JA\_{R}KGV/4)^{*}(JA\_{P}IG/JA\_{P}IG(-1)) $$

99) 純資産

$$ JA\_{N}WV\ =\ JA\_{F}NWV+JA\_{K}PV $$

100)株式総額

JA\_SHARETV = JA\_PSHARE*JA\_RSHARET

101)純資産 (家計保有分)

$$ \begin{array}{r l}{\mathrm{J A\_{N} W C V}}&{=\mathrm{J A\_{F} N W V}+\mathrm{J A\_{L} A N D V}+\mathrm{J A\_{S} H A R E V}+\mathrm{J A\_{K} H P V}}\end{array} $$

102) 純資産 (総額)

$$ JA\_{N}WTV\ =JA\_{F}NWV+JA\_{L}ANDT+JA\_{S}HARETV+JA\_{K}HPV $$

103)株式総額 (家計保有分)

JA_SHAREV = JA_PSHARE*JA_RSHARE

104）土地総額 (家計保有分）

JA_LANDV = JA_PLAND*JA_RLAND

105) 土地総額 (家計保有分)

JA_LANDV = JA_PLAND*JA_RLAND
106) 個人税及び罰金、手数料 [TWO-STAGE LEAST SQUARES RAN = 1985Q1-2002Q1]

DEL(1:LOG(JA_TYPV+JA_TPSV)) = 0.006071

(0.716814)

+ 0.108342 * LOG((EXP(-5.016509)*(JA_YWIV(-1)+JA_YICV(-1))**1.150294*JA_YIEV(-1))

(1.228297)

*0.129983/(JA_TYPV(-1)+JA_TPSV(-1)))

+ 0.541683 * DEL(1:SUM(i=-1 TO 0 :LOG(JA_YWIV(i)+JA_YICV(i))))

(1.643238)

- 0.113581 * DEL(1:LOG(JA_YIEV(-1)))

(-1.131281)

- 0.45866 * DEL(1:LOG(JA_TYPV(-1)+JA_TPSV(-1)))

(-3.842176)

+ CERR * ERTS_TYPV

[RSQ : 0.24868, SER : 0.055955, DW : 2.065385]

107) 民間法人企業税及び罰金

JA_TYCV = JA_ETT * SUM(i=-3 TO 0 : JA_YCV(i))/4

108) モデル上の法人実効税率 [ORDINARY LEAST SQUARES RAN = 1985Q1-2002Q1]

$ \log((1.5*\mathrm{JA\_TT}-\mathrm{JA\_ETT})/(\mathrm{JA\_ETT}-0.5*\mathrm{JA\_TT})) = 2.13973 $

(1.135797)

- 0.021697 * JA_CU

(-1.174403)

- 0.308577 * DEL(4: $ \log(\mathrm{JA\_PGDPAT}) $ )*100

(-3.375011)

+ CERR * ERTS_ETT

[RSQ: 0.320169, SER: 0.784998, DW: 1.10942]

109) 消費税 [ORDINARY LEAST SQUARES RAN = 1989Q2 - 2002Q1]

$ \log(JA\_TCIV) = $

0.944399 * $ \log(JA\_RTCI/(1+JA\_RTCI*PRTCPCP)*JA\_CPV+JA\_RTCI/(1+JA\_RTCI*PRTCPIH)*JA\_IHPV $

(786.819347)

+JA\_RTCI/(1+JA\_RTCI*PRTCPCG)*JA\_CGV+JA\_RTCI/(1+JA\_RTCI*PRTCPIG)*JA\_IGV)

- 0.026819 * $ JA\_DTCIC1*LOG(JA\_RTCI/(1+JA\_RTCI*PRTCPCP)*JA\_CPV+JA\_RTCI/(1+JA\_RTCI*PRTCPIH) $

(-7.759893)

*JA\_IHPV+JA\_RTCI/(1+JA\_RTCI*PRTCPCG)*JA\_CGV+JA\_RTCI/(1+JA\_RTCI*PRTCPIG)*JA\_IGV)

- 0.007385 * $ JA\_DTCIC2*LOG(JA\_RTCI/(1+JA\_RTCI*PRTCPCP)*JA\_CPV+JA\_RTCI/(1+JA\_RTCI*PRTCPIH) $

(-2.207843)

*JA\_IHPV+JA\_RTCI/(1+JA\_RTCI*PRTCPCG)*JA\_CGV+JA\_RTCI/(1+JA\_RTCI*PRTCPIG)*JA\_IGV)

- 0.163847 * $ JA\_D972C $

(-8.595692)

+ CERR * ERTS\_TCIV

[ RSQ : 0.999957 , SER : 0.059475 , DW : 2.13023 ]
110) その他関税 [TWO-STAGE LEAST SQUARES RAN = 1990Q1-2002Q1]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_OITAXV})) = -3.058563 $$

$$ \quad (-7.746665) $$

$$ \quad +1.08984 \times \text{LOG}((\text{JA\_GDPV}(-1)+\text{JA\_MFUELV}(-1))/\text{JA\_OITAXV}(-1)) $$

$$ \quad (7.753895) $$

$$ \quad +0.194319 \times \text{DEL}(1:\text{LOG}(\text{JA\_MFUELV})) $$

$$ \quad (2.796294) $$

$$ \quad + \text{CERR} \times \text{ERTS\_OITAXV} $$

[ RSQ : 0.537397 , SER : 0.049734 , DW : 2.099076 ]

## 111 ）間接税

JA_ITAXV = JA_TCIV + JA_TCSTV + JA_OITAXV

112) 一般政府財産所得 [ORDINARY LEAST SQUARES RAN = 1985Q1 - 2002Q1]

JA_YIGV/(1*JA_SBGV(-1)) = 0.001057

(1.632532)

+ 0.001146 * JA_RGB

(2.477745)

- 0.000754 * JA_RGB(-1)

(-1.578828)

+ 0.835644 * JA_YIGV(-1)/(1*JA_SBGV(-2))

(18.022926)

- 0.003264 * JA_D941

(-1.714089)

- 0.011649 * JA_D894

(-6.084544)

+ CERR * ERTS_YIGV

[ RSQ : 0.90972, SER : 0.90972, DW : 0.90972 ]

113) 社会保障給付 [ORDINARY LEAST SQUARES RAN = 1985Q1-2002Q1]

$ \log(JA\_BSSV) = 3.343604 $

$ (13.262346) $

$ + 0.464133 * \log(JA\_SB*JA\_WIPH*JA\_POP65) $

$ (18.864555) $

$ + 0.199532 * \log(JA\_WIPH*JA\_UR*JA\_LF/100) $

$ (8.95964) $

$ + CERR * ERTS\_BSSV $

[ RSQ : 0.980651 , SER : 0.980651 , DW : 1.471218 ]

114) 社会保障负担 [ORDINARY LEAST SQUARES RAN = 1985Q1 - 2002Q1]

$$ \text{DEL}(1:\text{LOG}(\text{JA\_CSSV})) = -1.204068 \times \text{LOG}(\text{JA\_CSSV}(-1)/(\text{EXP}(2.188306)*(JA\_SR(-1)*JA\_YWIV(-1))**0.81835)) $$

$$ (-10.750102) + 0.706852 \times \text{DEL}(1:\text{LOG}(\text{JA\_SR*JA\_YWIV})) $$

$$ (5.44993) - 0.191664 \times \text{DEL}(1:\text{LOG}(\text{JA\_CSSV}(-2))) $$

$$ (-3.215361) + \text{CERR} \times \text{ERTS\_CSSV} $$

[ RSQ : 0.629833 , SER : 0.033228 , DW : 1.754086 ]