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2 (TFP) TFP(FTFP) TFP(PTFP) TFP(NTFP) FTFP PTFP ( ) FTFP 0.56% PTFP,1:93% NTFP 1:38%

4 1 ( ) ( ) OA (TFP) (1994) (1) (2) (3) 1 2 (1994) (1994)(1995) (1998) (1998a) (1998) (1998a) (p.23) 2 (1995) 7 ( ) (1995) 1 7 1

5 Abe and Kurosawa(1993) (1995) (1996) (1996) ( 24 ) 1 (80 ) Abe and Kurosawa(1993) (1967,1989) (KIS) (Non-KIS) Non-KIS KIS KIS ( ) ( ) ( ) TFP TFP TFP TFP TFP 3 4 TFP 5 2

6 2 (production sector) (non-production sector) 3 (1) M = F p (X p ) M ( ) X p (2) V = F n (X n ) V ( ) X n Y M V = 4 (3) Y = AM V 1, Q p Q n (3) (4) d ln Y = d ln Q p + d ln T p +(1, ) d ln Q n +(1, ) d ln T n T TFP TFP(T o ) (5) d ln T o = d ln T p +(1, ) d ln T n non-production sector TFP(T n ) (5) d ln T o = d ln T p = d ln T n = T o T p ( ) X o (6) X o = X p + X n 3 4 = (Theil,Tronqvist) 3

7 X o X X Q o d ln Q o d ln X oi d ln X pi (7) = S oi = (S pi W p + S ni W n ) W pi i X S pi = P pix pi ; C p = C p X P pi X pi i S ni = P nix ni ; C n = P ni X ni C n i i d ln X ni + W ni W pi = W ni = W p = W n = P pi X pi P pi X pi + P ni X ni P ni X ni P pi X pi + P ni X ni C p C p + C n C n C p + C n P X (4) (5) Q o X d ln Q p +(1, ) d ln Q n d ln X pi d ln X ni (8) = S pi +(1, )S ni i [ 1] (7) (8) = W p 2 [ 2] F p (X p ) F n (X n ) = W p 1 2 = W p 5 3 ( ) ( ) ( ) ( )

8 ( ) T o T p T o T p T n 2 2 TFP

9 ( 3 ) Y M Theil,Tornqvist % 15% (5 ) 11 ( ) (5) TFP (3) V (3) 1 2 F p F n W p 2 (3) = W p TFP 6

10 (3) 2 W p (Diewert(1976)) (5) (9) ln T (t +1) o T (t) o = 1 2 [W (t +1) p + W (t) p ]ln T (t +1) p T (t) p [W (t +1) n + W (t) n ]ln T (t +1) n T (t) n W p (C p ) (C p + C n ) W p C p =(C p + C n ) ( ) 2 W p Y M ((4) 1 2 ) V ( 3 4 ) 55 3 ( 1985, 88 88, 91 91, 93)

11 4.3 TFP (9) TFP(T o ) TFP(T p ) TFP(T n ) TFP TFP 4 ( 1985, 88 88, 91 91, 93) TFP 6 TFP(FTFP) 3 TFP(PTFP) FTFP TFP(NTFP) FTFP NTFP PTFP FTFP PTFP PTFP NTFP 6 FTFP NTFP PTFP FTFP NTFP PTFP FTFP 6 PTFP NTFP TFP FTFP PTFP NTFP TFP 2 13 TFP Caves, Christensen and Tretheway(1983) Good, Nadiri, Roeller and Sickles(1993) 8

12 5 5.1 TFP TFP PTFP NTFP TFP 14 (10) ln C = +lnp + ln Z; Z = M or V P ln P +lnz (11), ln T = +(, 1) ln Z () (12), ln T (t) = D +( D)t +( D, 1) ln Z(t) D t +1 t (13) ln T (t +1) T (t) = D +( D)ln Z(t +1) Z(t) + e t;t+1 2 FGLS(Feasible Generalized Least Squares) { TFP 4% { PTFP { TFP 6 14 PTFP NTFP 15 FGLS Greene(1997) pp.511 9

13 { TFP { NTFP 5.2 PTFP NTFP 2 2 Basu(1996) Park and Kwon(1995) TFP 5 Basu(1996) 16 (13) (14) ( D)ln Mat(t +1)=Q(t +1) Mat(t)=Q(t) Mat Q 17 (14) TFP 18 (14) 19 TFP (13) 7 1% Mat=Q M 0:84 10

14 TFP 6 (1994) ( ) ( ) ( ) ( ) ( (1998b)) (TFP) TFP TFP TFP,0:56%,1:93% 1:38% % TFP TFP (1985,93) (,4%) TFP TFP 11

15 Yoshioka, Nakajima and Nakamura(1994) TFP 10% TFP 5% TFP TFP 2 TFP TFP TFP TFP TFP TFP TFP TFP 12

16 1 (7) (8) (15) (16) (S pi W p + S ni W n )W pi = S pi (S pi W p + S ni W n )W ni = (1, )S ni i 2 S pi S ni (17) (18) (, W p W pi )S pi, W n W pi S ni = 0 W p W ni S pi, (1,, W n W ni )S ni = 0 2 i (19) (, W p W pi )S pi = W n W pi S ni ; 8i (20) W n W pi, W p W pi = 1,, W nw ni W p W ni ; 8i 2 (21) = W p (22) (, W p )(, W pi )=0 = W pi i = W p (23) = W p 2 (1) (2) (3) (24) Y =[F p (X p )] [F n (X n )] 1, Y P T X p + P T X n (25) (26) P i = [F p (X p )],1 [F n (X n )] pi P i = (1, )[F p (X p )] [F n (X n ni 13

17 (25) (26) X pi X ni i summation (27) C p = C n 1, p=@x pi X pi =M n=@x ni X ni =V F p F n (28) C p = C n 1, 14

18 [1] (1994) [2] (1995) [3] (1995) [4] (1998) 10 [5] (1998a) [6] (1998b) 4 14 [7] (1995) [8] (1996) 579 [9] (1995) [10] (1994) Vol.47 No.11 P22-32 [11] Abe,K. and K.Kurosawa(1993), \Contribution of Knowledge Intensive Sta Members (KIS) to Reduction of the Unit Labor Requirement Japanese and U.S.Manufacturing Industries Productivity & Quality Management Frontiers-IV Vol.1 pp.187{196 [12] Basu, Susanto(1996), \Procyclical Productivity: Increasing Returns or Cyclical Utilization?" The Quarterly Journal of Economics, August 719{751. [13] Caves, D., L. Christensen and M. Tretheway(1983), \Productivity Performance of U.S. Trunk and Local Service Airlines in the Era of Deregulation," Economic Journal, 92: 73{96. [14] Diewert, W.E.(1976), \Exact and Superlative Index Numbers," Journal of Econometrics, 4 115,-145. [15] Good,D., I. Nadiri, L. H. Roeller and R.C. Sickles(1993), \Eciency and Productivity Growth comparisons of European and U.S/ Air Carriers: A First Look at the Data," Journal of Productivity Analysis 4, special issue, J.Mairesse and Z. Griliches, eds, 115{125. [16] Greene, W.H.(1997), Econometric Analysis, Third Edition, Prentice Hall. [17] Seung,Rok Park and Jene K. Kwon(1995), \Rapid Economic Growth with Increasing Returns to Scale and Little or No Productivity Growth," The Review of Economics and Statistics, Vol.LXXVII No.2, May 332{

19 [18] Yoshioka, K., T. Nakajima, and M. Nakamura(1994), Sources of Total Factor Productivity for Japanese Manufacturing Industries, 1964{1988: Issues in Scale Economies, Technical Progress, Industrial Policies and Measurement Methodologies, Keio Economic Observatory Research Monograph Series, Keio University, Tokyo. 16

20 1: Â2êÀ$ xâ OXª $µâ Â ób2óƒ òpâ õé2óƒ ERX À ª W ªX$ ÂäKÂW2êÀ$ Þ Êó Ê4äKÂ X Þ ³Â Úfª DX Þ Z2óƒ XO) žäkx$ )K2óƒ CªÂ2óƒ»*ÂX$.5X+- ZÂ Â &3 ÃôäKÂ $EN2óƒ Â žáª $µª Ø 0&X mc P<ª Þ $µä ${3 æ`û ðªx$ XXª ÊX Þ ª :/( -X { N Þ H< ZC P Â "ªX$ {Â É ÞÊtÚ z 2:

21 3: 2êw+ Ê a2êw+ Ó À$7ê Ö 2êw+ Ê a2êw+ Ó Â7ê ÂW ÂUäK ÂW Â Ú 6z œ49z ÙÕ (%) Ò(%point)

22 4: TFP 2êw+ (PTFP) a2êw+ ËÑÃÍ À$7ê ÃÑÃÍ 2êw+ ÍÑÃÍ a2êw+ ËÑÃÍ Â7ê ÂW ÂUäK ÂW Â Ú 6z œ49z ÙÕ (%) Ò(%point)

23 5: TFP : (13) ÅN: PTFPs¹ >ZÅN (1) (2) (3) (4) (5) (6) þn a a a a a a ( ) (-6.337) ( ) ( ) (-9.240) ( ) %D a b (2.783) (2.399) ÂäK%D (-0.443) (-0.637) Ú 6z%D c c (-1.755) (-1.692) MsW* a a a a a a (36.050) (14.588) (34.579) (41.383) (16.043) (39.724) %D a a (-3.834) (-4.447) ÂäK%D a b (-3.189) (-2.556) Ú 6z%D (0.564) (1.134) Log likelihood Estimation Method FGLS FGLS FGLS FGLS FGLS FGLS AR(1) coefficient common common common firm firm firm specific specific specific No. of observations No. of firms No. of time periods ) Ž piikt \ ü 2) `þƒtfgls(feasible Generalized Least Squares) 3) 0NsÍMÉabctb c t ±$1%5%10% Ü\kI ƒd( )Ttt 4) AR(1) coefficientqcommonmtfglss»f@»fèìq7ksà$p@ä\ki Xm o\ki ùƒfirm specificmtfglss»f@»fèìq/à$lxo Xm o\ki 20

24 6: TFP : (13) ÅN: NTFPs¹ >ZÅN (1) (2) (3) (4) (5) (6) þn c c b b (-0.549) (-1.758) (-1.782) (-0.976) (-2.399) (-1.998) %D c b (1.723) (2.532) ÂäK%D b (1.544) (2.087) Ú 6z%D a a (3.761) (4.070) VsW* a b b a a (1.427) (3.354) (2.000) (2.363) (4.724) (2.997) %D a a (-5.491) (-6.929) ÂäK%D b a (-2.223) (-2.939) Ú 6z%D a a (-3.032) (-3.491) Log likelihood Estimation Method FGLS FGLS FGLS FGLS FGLS FGLS AR(1) coefficient common common common firm firm firm specific specific specific No. of observations No. of firms No. of time periods ) Ž piikt \ ü 2) `þƒtfgls(feasible Generalized Least Squares) 3) 0NsÍMÉabctb c t ±$1%5%10% Ü\kI ƒd( )Ttt 4) AR(1) coefficientqcommonmtfglss»f@»fèìq7ksà$p@ä\ki Xm o\ki ùƒfirm specificmtfglss»f@»fèìq/à$lxo Xm o\ki 21

25 7: TFP : (14) ln M ÅN: PTFPs¹ >ZÅN (1) (2) (3) (4) (5) (6) þn a a a a (-9.383) (-1.036) (-7.604) (-9.062) (-1.500) (-7.914) %D (0.520) (0.250) ÂäK%D (-1.623) (-1.445) Ú 6z%D (-0.984) (-1.140) Û a a a a a a (25.731) (5.947) (25.013) (26.885) (6.029) (26.086) %D (-0.969) (-0.648) ÂäK%D c (-1.894) (-1.431) Ú 6z%D b b (2.403) (2.373) Log likelihood Estimation Method FGLS FGLS FGLS FGLS FGLS FGLS AR(1) coefficient common common common firm firm firm specific specific specific No. of observations No. of firms No. of time periods ) Ž piikt \ ü 2) `þƒtfgls(feasible Generalized Least Squares) 3) 0NsÍMÉabctb c t ±$1%5%10% Ü\kI ƒd( )Ttt 4) AR(1) coefficientqcommonmtfglss»f@»fèìq7ksà$p@ä\ki Xm o\ki ùƒfirm specificmtfglss»f@»fèìq/à$lxo Xm o\ki 22

26 1: TFP 6% PTFP (1-)NTFP FTFP 4% 2% 0% -2% -4% -6% -8% : TFP 10% PTFP (1-)NTFP FTFP 8% 6% 4% 2% 0% -2% -4% -6% -8% -10%

27 3: TFP 6% PTFP (1-)NTFP FTFP 4% 2% 0% -2% -4% -6% -8% : TFP 30% PTFP (1-)NTFP FTFP 20% 10% 0% -10% -20% -30% -40%

28 5: TFP 6 12% PTFP (1-)NTFP FTFP 10% 8% 6% 4% 2% 0% -2% -4% -6% -8% : TFP 49 8% PTFP (1-)NTFP FTFP 6% 4% 2% 0% -2% -4% -6% -8%

.w..01 (1-14)

.w..01 (1-14) ISSN 0386-7617 Annual Research Reports No.33, 2009 THE FOUNDATION FOR GROWTH SCIENCE ön é