%0 Journal Article
%T A Forecasting Model for Japan's Unemployment Rate
%A Takamitsu KURITA
%J Eurasian Journal of Business and Economics
%D 2010
%I International Ataturk Alatoo University
%X This note aims to achieve a parsimonious fractionally-integrated autoregressive and moving average (ARFIMA) model for recent time series data of Japan's unemployment rate. A brief review of the ARFIMA model is provided, leading to econometric modeling of the data in the ARFIMA framework. It is demonstrated that the preferred ARFIMA model is a satisfactory representation of the data and is useful as a forecasting device.
%K Unemployment Rate
%K Hysteresis
%K ARFIMA Model
%K Forecasting.
%U http://ejbe.org/EJBE2010Vol03No05p127KURITA.pdf