WEKO3
アイテム
米国金融市場の展開と貨幣需要関数
http://hdl.handle.net/10649/339
http://hdl.handle.net/10649/3399f48eae1-2679-45de-977a-9bb5cd03fdb4
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
K7_11.pdf (1.1 MB)
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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 | 米国金融市場の展開と貨幣需要関数 | |||||
| 言語 | ||||||
| 言語 | jpn | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | United States | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | financial developments | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | money-demand function | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | definitions of money | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | former peak interest rate | |||||
| 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 | 1223 | |||||
| 姓名 | ヒラタ, ジュンイチ | |||||
| 著者別名 | ||||||
| 識別子Scheme | WEKO | |||||
| 識別子 | 1224 | |||||
| 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 | Now, it is well known that a type of the U.S. money-demand function, which had been originally specified by Goldfeld, have been shifted, since 1974. In our former paper, we have analyzed several fundamental questions on this problem, based on the data set until 1978. In this paper, by utilizing the data set until 1982, we shall analyze the problem in relation to various developments in the U.S. financial market. Needless to say, the behavior on the money demand has a strong relation to the financial market conditions. And the period when we observed the shift in the money-demand function, we also observed various developments in the financial market, and frequent regulatory changes by the FED. This paper is organized as follows: In the section 2, problems of the shift in the money-demand function are stated based on the updated data set. In the section 3, several developments in the U.S. financial market, which had potentially affected the shape of the money-demand function, are explained. In the section 4, several methods to respecify the money-demand function in order to corporate various developments in the financial market, are presented. In the section 5 some respecified money-demand functions, such as including a former peak interest rate of a money-market security as one of the explanatory variables, are presented, and evaluated. In the section 6, several estimates which are based on alternative definitions of money, such as M1+some money-market securities, are presented and evaluated. In the section 7, conclusions are summarized and remaining problems are stated. | |||||
| 書誌情報 |
長岡技術科学大学研究報告 巻 7, p. 77-90, 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 | Developments in the U.S. financial market and the money-demand function | |||||
| 出版者 | ||||||
| 出版者 | 長岡技術科学大学 | |||||
