WEKO3
アイテム
日本の4半期マクロ計量経済モデル
http://hdl.handle.net/10649/357
http://hdl.handle.net/10649/3577433b85b-b93c-4971-abcb-a540cfe7998b
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
K8_34.pdf (1.0 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 | 日本の4半期マクロ計量経済モデル | |||||
| 言語 | ||||||
| 言語 | jpn | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | macro-econometric model | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | Japanese economy | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | functional specification | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | estimation | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | final test | |||||
| 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× 太田, 恵子 |
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| 著者別名 | ||||||
| 識別子Scheme | WEKO | |||||
| 識別子 | 1482 | |||||
| 姓名 | ヒラタ, ジュンイチ | |||||
| 著者別名 | ||||||
| 識別子Scheme | WEKO | |||||
| 識別子 | 1483 | |||||
| 姓名 | オオタ, ケイコ | |||||
| 著者別名 | ||||||
| 識別子Scheme | WEKO | |||||
| 識別子 | 1484 | |||||
| 姓名 | Hirata, Junichi | |||||
| 著者別名 | ||||||
| 識別子Scheme | WEKO | |||||
| 識別子 | 1485 | |||||
| 姓名 | Oota, Keiko | |||||
| 著者所属 | ||||||
| 値 | 長岡技術科学大学計画・経営系 | |||||
| 著者所属 | ||||||
| 値 | 長岡短期大学 | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | Although the development of Macro-Econometric Model in Japan had started in the late 1950s under the leadership of university economists, the recent tendency shows that Macro-Econometric Models seem not to have been so attractive for economists in universities any longer. The change over time has mainly caused by increase in cost as well as labor for model building as a result of increased model size. But we believe that Macro-Econometric Models are effective tools for analyzing structural changes in economy, evaluating relative effectiveness of monetary and fiscal policies. For these purposes, Macro-Econometric Models should not be so large in scale, but medium size models like 70-100 endogenous variables are sufficient as long as models are built on sound economic theories. Our model relying on the Keynesian macro-theory consist of 3 main sectors, the output sector, the labor sector, and the monetary sector. The model is not a complete presentation of Japanese economy, but we believe that this is a good starting point for future extensions. This paper is organized as follows : After a brief introduction in the section 1, we explain structural features of the model in section 2. In section 3, we introduce the data set used in the estimation of the model with main focus on the processed data set. In section 4, we state the specification of each equation, and give some evaluations on our estimated results. In section 5, we provide the result of final test over the period of 1970-1983. Finally in section 6, we shall outline the main conclusions and discuss future extensions of our model. | |||||
| 書誌情報 |
長岡技術科学大学研究報告 巻 8, p. 281-295, 発行日 1986-10-01 |
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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 | A quarterly macro-econometric model of Japan | |||||
| 出版者 | ||||||
| 出版者 | 長岡技術科学大学 | |||||
