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日本経済におけるOkun法則 : 四半期データによる分析
http://hdl.handle.net/10649/345
http://hdl.handle.net/10649/3451477291e-e0b2-43b0-a6de-0cacd99de3bc
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
K7_10.pdf (858.1 kB)
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| アイテムタイプ | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2011-02-15 | |||||
| タイトル | ||||||
| タイトル | 日本経済におけるOkun法則 : 四半期データによる分析 | |||||
| 言語 | ||||||
| 言語 | jpn | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Okun’s law | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Japanese economy | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | quarterly model | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | GLS estimation | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | potential GNP | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| 著者 |
平田, 純一
× 平田, 純一 |
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| 著者別名 | ||||||
| 識別子Scheme | WEKO | |||||
| 識別子 | 1220 | |||||
| 姓名 | ヒラタ, ジュンイチ | |||||
| 著者別名 | ||||||
| 識別子Scheme | WEKO | |||||
| 識別子 | 1221 | |||||
| 姓名 | Hirata, Junichi | |||||
| 著者所属 | ||||||
| 値 | 長岡技術科学大学計画・経営系 | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | In the U.S. economy, it is strongly believed that the Okun’s law has remained reliable up till now. In spite of this fact various macro-economic relationships, such as the Phillips curve, the money-demand function, etc., have collapsed during the 1970’s. On the other hand, we did not have much work on the Okun’s law for the Japanese economy until recently. Since, in the Japanese economy, even during the Oil Crises, the unemployment rate never reached 3% which is very low compared to researchers’ interest. But, Kurosaka and Hamada, in their recent study, have established the Okun’s law in the Japanese economy utilizing an annual model. Although this is an important fact finding, an annual model has a restricted use as an econometric model. So, in this study we would like to extend the Okun’s law in the Japanese economy for a quarterly base.This paper is organized as follows: After a brief introduction in the section 1, we shall show that the Okun’s law could be established by a quarterly model with quarterly dummy variables, in the section 2. However, our quarterly model contains the serial correlation in the error terms, we shall review the GLS estimation techniques when the error terms follow serial correlations, in the section 3. In the section, we shall also present an efficient algorithm to apply the GLS estimations. Then, in the section 4, we shall present various analyses, such as how stable the Okun coefficient is in the Japanese economy, how the first Oil Crisis affected the Okun relation, and so on, by our quarterly model estimated by the GLS. Finally, in the section 5, we shall summarize main conclusions, and review remaining problems. | |||||
| 書誌情報 |
長岡技術科学大学研究報告 巻 7, p. 63-75, 発行日 1985-09-20 |
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| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 0388-5631 | |||||
| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AN00177120 | |||||
| 著者版フラグ | ||||||
| 出版タイプ | VoR | |||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
| その他のタイトル | ||||||
| その他のタイトル | The Okun's law in the Japanese economy : a quarterly analysis | |||||
| 出版者 | ||||||
| 出版者 | 長岡技術科学大学 | |||||
