Recently, two excellent books on macroeconometric model have been published in Japan, naturallly both in Japanese.
1. Kato & Iizuka, Economic Forecasting and Simulation using Eviews, NihonHyoronSha, 2006.
This book also includes small Japanese macroeconometric model for educational purpose. The model is provided in Eviews format as ka_ii.wf1 for convenience. Note the model in this file is not exatclty same as the textbook because obvious typos are corrected and reestimated. This book is very useful if students have access to Eviews.
2. Shintani & Yamada, Econometrics, KeisoShobo, 2007.
The model in this book is provided in Eviews format as shin_ya.wf1 for convenience. Note the model in this file does not include any dummy variables which they created carefully. A notable point of this book is that Excel Macro Addin for econometric estimation and model simulation called Mtsp/EM is provided in CD-ROM, which is very useful teaching econometrics in spreadsheet environment. As everyone knows, despite their drawbacks, spreadsheets become the computing infrastructure.
Following information is old but discusses more sophisticated models.
3 KKRI Model: Providing Japanese Macroeconometric Model in publid domain:
Kokumin Keizai Kenkyu Kyokai(KKRI) had been providing free macroeconometric model of Japan. Unfortunately, KKRI, one of the oldest independent research institute of Japan, has closed its door in 2004, just before its 60th anniversary. Although the institute ceased to exist, I evacuated a part of the model to this homepage, because I was responsible for the model when it was developed initially.
Lots of files are lost due to the closure of KKRI, therefore the files in this hompage require further refinements. Please consider the current situation is temporary, I am trying to find time and money. Until then, the model is provided as is.
A short description of the model can be downloaded in pdf format:
The quarterly model can be downloaded in Eviews format: "freejpnmodbeta".
The variable list can be downloaded in pdf format: "varlist"
Current model is AAMACROMODEL. AAMACROMODEL is not easy to read because the model descriptions are made compatible to FairPark program. The model named A01MODBETA will be easier to handle and essentially has same structure.
The annual model of general government can be downloaded in Eviews format:
Note the model is based on former SNA and variable list is not available.