橡rsk991d.PDF
|
|
|
- ゆみか のえ
- 5 years ago
- Views:
Transcription
1 -- * $ # * ( ) $ Institute of Economic Research, Hitotsubashi University, 2-1 Naka, Kunitachi, Tokyo JAPAN. Phone: ; Fax: ; . # Department of Economics, Stanford University, Stanford CA 94305, USA. Phone: ; Fax: ; . 1
2 -- 1. (Walker and Jodha, 1986) 1 (Besley, 1995; Deaton, 1997; Fafchamps, 1992; Morduch, 1995; Townsend, 1994; 1995a; 1995b) 2 (Deaton, 1997; 1995; Udry, 1997) 3 1 "idiosyncratic": 2 (International Crop Research Institute for the Semi-Arid Tropics; ICRISAT) Village Level Studies (VLS) Living Standard Measurement Surveys (LSMS) (1998) 3 consumption smoothing (1996) 2
3 A (Binswanger, 1980) (interlinked contracts) (Besley, 1995; Rosenzweig, 1988) Morduch (1994) (chronic poverty) (transient 4 ( 2 ) (risk management) Morduch (1995) (income smoothing) 4 (stochastic poverty) 3
4 Rosenzweig and Binswanger (1993) ICRISAT Kurosaki (1998; Chapter 6) Kurosaki and Fafchamps (1998) (loss management) 5 Paxson (1992) 2 Park (1996) 16 Rozenweig and Wolpin (1993) ICRISAT ICRISAT Townsend (1995a) Fachamps, Udry, and Czukas (1998) ICRISAT 5 (risk coping) 6 (Leland, 1968) 4
5 20-30 Walker and Ryan (1990; pp.87-88) Kochar (1995) ICRISAT 7 Jacoby and Skoufias (1997) Sawada (1998) (self-insurance) Besley (1995) Eswaran and Kotwal (1989) McKinnon (1973) (financial repression) Stiglitz and Weiss (1981) Carter (1988) (Carroll, 1997; Deaton, 1992) (Deaton, 1991) 8 7 (Employment Guarantee Scheme: EGS) (Cain, 1981) 8 Rosenzweig (1988) ICRISAT 5
6 (mutual insurance) A B (state) 50 state A B S1 3 S S1 A B S1 S2 A B S1 2 S2 1.5 (Kimball, 1988; Coate and Ravallion, 1993) S2 (1.5) 6
7 S1 (2) (Townsend, 1993; 1994; Udry, 1994) Townsend (1994) 9 Townsend (1994) 3 ICRISAT Morduch (1991) Townsend (1994) ICRISAT Udry (1994) Udry (1994) (state-contingent loan) Townsend (1995b) Townsend (1995a) Townsend (1995a) LSMS 9 Townsend (1994) 1998 Frisch Medal 7
8 (Deaton, 1997, Chap. 6) Ravallion and Dearden (1988) Platteau and Abraham (1987) (reciprocal credit) Lund and Fafchamps (1997) Fafchamps (1992) Caldwell, Reddy, and Caldwell (1986) 9 Lucas and Stark (1985) 10 8
9 ICRISAT Rosenzweig and Stark (1989) (Morduch, 1995, p.103) Cochrane (1991) Mace (1991) Hayashi (1996) Udry (1994) Townsend (1994) 11 N y it = y(ε it, η t ) ε it η t B Negishi (1960) e t = {ε 1t, ε 2t,, ε it,,ε Nt, η t } s t st (Negishi, 1960) ω i 11 Townsend (1993) Fafchamps (1997 9
10 (2-1) Max s. t. i= 1 N N i= 1 c ω i it t= 1 N i= 1 s y( ε t ρ π it, η st t u ( c ) it ) Y( η t ), ( s, t), ρ Y λ t ω u' ( c ) ( ), ( i, s, t), (2-2) i ρ st it = λ ηt η t (2-2) (CARA) u(c) = (-1/α)exp(-αc u (c) = exp(-αc (2-2) (2-3) c it c it-1 = α -1 [ln ln(λ(η t )/ s,t ) + ln(λ(η t-1 )/ s,t-1 )] = c * t c * t-1 c * t t (2-3) CARA (2-3) R (CRRA) u(c) = c (1-R) /(1-R) u (c) = c -R 10
11 (2-4) lnc it ln c it-1 = R -1 [ln ln(λ(η t )/ s,t ) + ln(λ(η t-1 )/ s,t-1 )] = lnc * t lnc * t-1 lnc * t t CRRA (2-4) 2.3. A Townsend (1994) 10 ICRISAT 12 (2-5) c it = a 0 + a 1 c * t + ζ Y it + u it a 0 a 1 ζ Y it u it CARA c CRRA CARA CRRA Y it (2-5) c * t H 0 : ζ = 0 c * t 12 11
12 [Townsend (1994), Mace (1991)] (2-3) (2-2) a 1 Townsend (1994) (2-6) c it c * t = a 0 + ζ Y it + u it 2-2 CARA Ravallion and Chaudhuri (1997) 3 Townsend (1994) ζ 2-2 ζ (2-5) (2-7) c it = Σ t δ t D t + ζ Y it + u it D t δ t ζ 12
13 (2-5) c * t Y it ζ ζ Cochrane (1991) (2-7) 3 4 (2-7) ICRISAT (RHS) Jalan and Ravallion (1996) (International Food Policy Research Institute; IFPRI) Gillani (1996) 2-2 ζ ICRISAT ICRISAT RHS 4 ζ (2-7) ζ ζ B ζ=0 ( B) (2-7) 13
14 3. (1) 3.1 PERI (Sheikhupura District) (Farooqabad) (Rice-Wheat Zone) Kharif Rabi / /91 (Punjab Economic Research Institute: PERI) (Kurosaki, 1998, Chap.2) / x Kurosaki (1998) 14
15 3.2 Ravallion and Chaudhuri (1997) (2-7) 5 (2-7) ζ ζ ζ (Kurosaki, 1998, Chap.2, Chap. 3) ζ PERI C 3 (2-7) c CARA CRRA CARA Y CRRA CARA CRRA CARA 3.3 Ravallion and Chaudhuri (1997) 15
16 OLS 13 (Kurosaki, 1998) CARA CRRA (balanced) 59 x3 ( 2)=118 (unbalanced) 152 A A % 3 4 ζ CARA 10% Huber-White 14 Kurosaki (1998), p.28 16
17 4 CRRA 10% CARA CRRA % 5% / %(Pakistan, Govt. of, 1993) PERI 72.3% CARA-CRRA t
18 3-4 Y k it k CARA (3-1) c it = Σ t δ t D t + Σ k ζ k Y k it + u it, CRRA /91 48% 33% 19% l c n % CARA CRRA 1% 0.30% 3-3 ( B, 1994 ) 15 CRRA
19 ( 2 ) (Kurosaki, 1998, Chap.7) 3.5 ( 3-5)
20 (2-7) (2-5) CRRA ICRISAT Ravallion and Chaudhuri (1997) (2-7) (2-2) (fixed effects) (random effects) ( 3-5) CARA CRRA 3.6 PERI 20
21 Udry (1994) PERI (Kurosaki, 1998, Chap.6; Kurosaki and Fafchamps, 1998) (Kurosaki and Fafchamps, 1998) (, 1994) (Kurosaki, 1998, Chap.4) Kurosaki and Fafchamps (1998) IFPRI IFPRI IFRPI 21
22 4. (2) 4.1 IFPRI International Food Policy Research Institute; IFPRI (Pakistan Food Security Management Project) (Alderman and Garcia, 1993; Adams and He, 1995) / / Pasha and Hasan (1982) 3 ( (Attock) (Badin) (Dir)) (Faisalabad) (Alderman, 1996) (stratified random sampling) (mandi) (Alderman and Garcia, 1993)
23 6 IFPRI Adams and He (1995) Alderman and Garcia (1993) Behrman, Foster, and Rosenzweig (1997) Alderman, Behrman, Ross and Sabot (1996a) Alderman, Behrman, Ross and Sabot (1996b) Alderman and Gertlar (1997) Fafchamps and Quisumbing (1998) Gillani (1994, 1996) Sawada (1998) Alderman (1996) IFPRI Alderman (1996) 5 IFPRI (2-2) Gillani (1996) IFPRI Ravallion and Chaudhuri (1997) (2-7) 17 A 17 Huber-White 23
24 PERI IFPRI CARA CRRA H 0 : ζ = 0 6 (Alderman and Garcia, 1993; Adams and He, 1995) ζ IFPRI CARA 3 CRRA CRRA ζ CARA ζ 24
25 ζ PERI (2-7) d (4-1) c idt = Σ t δ dt D t + ζ Y idt + u idt (4-2) ln c idt = Σ t δ dt D t + ζ ln Y idt + u idt C D ζ H 0 : ζ = 0 25
26 (4-1) (4-2) (inter-district) E D E 4-4 D CARA E ζ (3-1) CARA (4-3) c idt = Σ t δ dt D t + Σ k ζ k Y k idt + u idt (Kurosaki, 1998, Chap.4) 26
27 CARA ( 4-1) CARA CRRA E IFPRI PERI 18 (1994) 27
28 ζ CARA CRRA ζ IFPRI Gillani (1994) Alderman (1996) B 28
29 2 Udry (1994) Alderman (1996) Adams and He (1995) 1986/ Adams and He (1995) 75% ζ ζ
30 ζ 4-6 (1997) ζ Amemiya (1985) I CARA 4-7 CRRA ζ ζ (Gillani, 1994; Alderman, 1996) 30
31 (kammi) 4-7 (Kurosaki, 1998, Chap.5) 20 31
32 (EGS) (1977) 32
33 A Panel Study of Income Dynamics (PSID) Altonji, Hayashi, and Kotlikoff (1992), Cochrane (1991), Hayashi, Altonji, and Kotlikoff (1996) Consumer Expenditure Survey (CES) Mace (1991), Nelson (1994) [ (1996) ] Altonji, Hayashi, and Kotlikoff (1992) Mace (1991) Nelson (1994) Mace (1991) Cochrane (1991) Altug and Miller (1990) Hayashi, Altonji, and Kotlikoff (1996) Altug and Miller (1990) Ohtake and Saito (1998) (Saito, 1998) Van Wincoop (1994) Tesar (1993) Obstfeld (1993) Canova and Ravn (1996) OECD Lewis (1996) Tesar (1995) 33
34 B π π ε η η π π π ε η η ε η η ε η η ε η η π π π ε η η ε η η ε η η ε η η ζ π π π ε η η η η ε η η η η 34
35 η η ζ π π π ε η η η ε η η ζ ζ ε η η η η π π π ε η η ε η η ε η η 35
36 π π π η η η η η η π π π η η η ζ ζ ζ ζ ζ ζ 36
37 References Adams, R. H. Jr. and Jane J. He (1995), Sources of Income Inequality and Poverty in Rural Pakistan, IFPRI Research Report 102. Alderman, H. (1996), Saving and Economic Shocks in Rural Pakistan, Journal of Development Economics 51, Alderman, H. and P. Gertler (1997), Family Resources and Gender Difference in Human Capital Investments: The Demand for Children's Medical Care in Pakistan, in L. Haddad, J. Hoddinott, and H. Alderman eds., Intrahousehold Resource Allocation in Developing Countries: Models, Methods, and Policy, Johns Hopkis University Press. Alderman, H., J. Behrman, D. Ross and R. Sabot (1996a), The returns to Endogenous Human Capital in Pakistan's Rural Wage Labour Market, Oxford Bulletin of Economics and Statistics 58, Alderman, H., J. Behrman, D. Ross and R. Sabot (1996b), Decomposing the Gender Gap in Cognitive Skills in a Poor Rural Economy, Journal of Human Resources, 31, Alderman, Harold and Marito Garcia (1993), Poverty, Household Food Security, and Nutrition in Rural Pakistan, IFPRI Research Report 96. Altonji, j., F. Hayashi, and L. Kotlikoff (1992), Is the Extended Family Altruistically Linked? Direct Tests Using Micor Data, American Economic Review 82, Altug, S. and R. Miller (1990), Household Choices in Equilibrium, Econometrica 58, Amemiya, Takeshi (1985), Advanced Econometrics, Harvard University Press. Behrman, J., A. D. Foster, and M. R. Rosenzweig (1997), Dynamics of Agricultural Production and the Calorie-income Relationship: Evidence from Pakistan, Journal of Econometrics 77, Besley, T. (1995), Nonmarket Institutions for Credit and Risk Sharing in Low-Income Countries, Journal of Economic Perspectives 9, Binswanger, H. P. (1980), Attitude toward Risk: Experimental Measurement in Rural India, American Journal of Agricultural Economics 62, Cain, M. (1981), Risk and Insurance: Perspectives on Fertility and Agrarian Change in India and Bangladesh, Population and Development Review 7, Caldwell, J. C., P. H. Reddy, and P. Caldwell (1986), Periodic High Risk as a Cause of Fertility Decline in a Changing Rural Environment: Survival Strategies in the South Indian Drought, Economic Development and Cultural Change 34, Canova, F. and M. O. Ravn (1996), International Consumption Risk Sharing, International Economic Review 37, Carroll, D. (1997), Buffer Stock Saving and the Permanent Income Hypothesis, Quarterly Journal of Economics 112, Carter, Michael R. (1988), Equilibrium Credit Rationing of Small Farm Agriculture, Journal 37
38 of Development Economics 28, Coate, S. and M. Ravallion (1993), Reciprocity Without Commitment: Characterization and Performance of Informal Insurance Arrangements, Journal of Development Economics 40, Cochrane, J. H. (1991), A Simple Test of Consumption Insurance, Journal of Political Economy 99, Deaton, A. (1990), Saving in Developing Countries: Theory and Review, World Bank Economic Review, Special Issue, Proceedings of the Annual World Bank Conference on Development Economics. Deaton, A. (1991), Saving and Liquidity Constraints, Econometrica 69, Deaton, A. (1992), Understanding Consumption, Oxford University Press. Deaton, A. (1995), Data and Econometric Tools for Development Analysis, in J. Behrman and T.N. Srinivasan, eds., Handbook of Development Economics, Vol. 3A, North-Holland, Deaton, A. (1997), The Analysis of Household Surveys: A Microeconometric Approach to Development Policy, Johns Hopkins University Press. Eswaran, M. and A. Kotwal (1989), Credit as Insurance in Agrarian Economies, Journal of Development Economics 31, Fafchamps, M. (1992), Solidarity Network in Pre-Industrial Societies: Rational Peasants with a Moral Economy, Economic Development and Cultural Change 41, Fafchamps, M. (1997), Rural Poverty, Risk, and Development, mimeo, Stanford University. Dec Fafchamps, Marcel and Agnes R. Quisumbing (1998), Human Capital, Productivity, and Labor Allocation in Rural Pakistan, forthcoming, Journal of Human Resources. Fafchamps, Marcel, Christopher Udry, and Katherine Czukas (1998), Drought and Saving in West Africa: Are Livestock a Buffer Stock?, Journal of Development Economics 55, Gillani, Syeda Fizza (1994), Evidence of Risk Sharing and the Role of Transfers and Loans: The Case of Rural Pakistan, unpublished Ph.D. dissertation, Department of Economics, Boston University. Gillani, Syeda Fizza (1996), Risk-sharing in Rural Pakistan, Pakistan Development Review 35(1): Hayashi, F. (1996), Analysis of Household Saving: Past, Present, and Future, Japanese Economic Review 47, (1996) 1996 : Hayashi, F., J. Altonji, and L. Kotlikoff (1996), Risk-Shraing between and within Families, Econometrica 64,
39 (1977) 18(6&7), Jacoby, H. and E. Skoufias (1997), Risk, Financial Markets and Human Capital in a Developing Countries, Review of Economic Studies 64, Jalan, Jyotsna, and M. Ravallion (1996), Consumption Insurance and Savings Behavior in Rural China, mimeo, World Bank. Kimball, Miles S. (1988), Farmers' Cooperatives as Behavior Toward Risk, American Economic Review 78, Kochar, A. (1995), Explaining Household Vulnerability to Idiosyncratic Income Shocks, AEA Papers and Proceedings 85, (1994) : (1998) : Kurosaki, Takashi (1998), Risk and Household Behavior in Pakistan s Agriculture, Institute of Developing Economies. Kurosaki, Takashi and Marcel Fafchamps (1998), Insurance Market Efficiency and Crop Choice in Pakistan, Discussion Paper Series A No.358, November 1998, Institute of Economic Research, Hitotsubashi University. Leland, H. E. (1968), Saving and Uncertainty: The Precautionary Demand for Saving, Quarterly Journal of Economics 82, Lewis, Karen K. (1996), What Can Explain the Apparent Lack of International Consumption Risk Sharing?., Journal of Political Economy 104, Lucas, R. E. B. and O. Stark (1985), Motivations to Remit: Evidence from Botswana, Journal of Political Economy 97, Lund, S. and M. Fafchamps (1997), Risk-Sharing Networks in Rural Philippines, mimeo, Stanford University. Mace, B. (1991), Full Insurance in the Presence of Aggregate Uncertainty, Journal of Political Economy 99. McKinnon, R. I. (1973), Money and Capital in Economic Development, The Brookings Institution, Washington D.C.. Morduch, J. (1991), Consumption Smoothing across Space: Test for Village-Level Response to Risk, mimeo, Harvard University. Morduch, J. (1994), Poverty and Vulnerability, AEA Papers and Proceedings 84, Morduch, J. (1995), Income Smoothing and Consumption Smoothing, Journal of Economic Perspectives 9,
40 Nag-Chowdhury, Dipa (1991), Pakistan Rural Household Survey: Documentation of Primary Files, mimeo, International Food Policy Research Institue. Negishi, T. (1960), Welfare Economics and Existence of an Equilibrium for a Competitive Economy, Metroeconomica 12, Nelson, J. (1994), On Testing for Full Insurance Using Consumer Expenditure Survey Data, Journal of Political Economy 102, Obstfeld, M. (1993), Are Industrial-Country Consumption Risks Globally Diversified?, NBER Working Paper No Ohtake, F. and M. Saito (1998), A Test of Full Insurance: The Case of Japan, mimeo. Pakistan, Government of (1993), Household Integrated Economic Survey (HIES) , Karachi: Federal Bureau of Statistics. Park, A. F. (1996), Household Grain Management under Uncertainty in China s Poor Areas, unpublished Ph.D. Dissertation, Food Research Institute, Stanford University. Pasha, H. and T. Hasan (1982), Development Ranking of Districts in Pakistan, Pakistan Journal of Applied Economics 1, Paxson, C. H. (1992), Using Weather Variability to Estimate the Response of Savings to Transitory Income in Thailand, American Economic Review 82, Platteau, J.-P. and A. Abraham (1987), An Inquiry into Quasi-Credit Constraints: The Role of Reciprocal Credit and Interlinked Deals in Small-scale Fishing Communities, Journal of Development Studies 23, Ravallion, Martin and Shubham Chaudhuri (1997), Risk and Insurance in Village India: Comment, Econometrica 65(1): Ravallion, M. and L. Dearden (1988), Social Security in a "Moral Economy": An Empirical Analysis for Java, Review of Economics and Statistics 70, Rosenzweig, M. R. (1988), Risk, Implicit Contracts and the Family in Rural Areas of Low- Income Countries, Economic Journal 98, Rosenzweig, M. R. and H. P. Binswanger (1993), Wealth, Weather Risk and the Composition and Profitability of Agricultural Investments, Economic Journal 103, Rosenzweig, M. R. and O. Stark (1989), Consumption Smoothing, Migration, and Marriage: Evidence from Rural India, Journal of Political Economy 97, Rosenzweig, M. R. and K. I. Wolpin (1993), Credit Constraints, Consumption Smoothing, and the Accumulation of Durable Production Assets in Low-Income Countries: Investments in Bullocks in India, Journal of Political Economy 101, Rosenzweig, M. R. and O. Stark (1989), Consumption Smoothing, Migration, and Marriage: Evidence from Rural India, Journal of Political Economy 97, (1996). Saito, Makoto (1998), Dynamic Allocation and Pricing in Incomplete Markets, Institute for 40
41 Monetary and Economic Studies Discusstion Paper N. 98-E-12, Bank of Japan. Sawada, Y (1998), Human Capital Investment in Pakistan: Implications of Micro-Evidence from Rural Villages, forthcoming, Pakistan Development Review Papers and Proceedings. Stiglitz, J. E. and A. Weiss (1981), Credit Rationing in Markets with Imperfect Information, American Economic Review 71, Tesar, L. L. (1993), International Risk-Sharing and Non-Traded Goods, Journal of International Economics 35, Tesar, L. L. (1995), Evaluating the Gains from International Risksharing, Carnegie- Rochester Conference Series on Public Policy 42, Townsend, R. M. (1993), Financial Systems in Northern Thai Villages, mimeo, University of Chicago. Townsend, R. M. (1994), Risk and Insurance in Village India, Econometrica 62, Townsend, R. M. (1995a), Consumption Insurance: An Evaluation of Risk-Bearing Systems in Low-Income Economies, Journal of Economic Perspectives 9, Townsend, R. M. (1995b), Financial Systems in Northern Thai Villages, Quarterly Journal of Economics, November, Udry, C. (1994), Risk and Insurance in a Rural Credit Market: An Empirical Investigation in Northern Nigeria, Review of Economic Studies 61, Udry, C. (1997), Recent Advances in Empirical Microeconomic Research in Poor Countries: An Annotated Bibliography, Journal of Economic Education 28, Van Wincoop, E. (1994), Welfare Gains from International Risksharing, Journal of International Economics 34, Walker, T. S. and N. S. Jodha (1986), "How Small Farm Households Adapt to Risk," in P. Hazell et. al. eds., Crop Insurance for Agricultural Development: Issues and Experience, Johns Hopkins University Press. Walker, T. S. and J. G. Ryan (1990), Village and Household Economies in India's Semi-Arid Tropics, the Johns Hopkins University Press. 41
42
43 3-1: A CARA CRRA $ (0.540) (0.446) (1.468) (1.283) (0.432) (0.178) (0.424) (0.117) *** *** *** *** (8.112) (8.269) (7.599) (8.641) ** ** (1.475) (2.013) (1.509) (2.155) *** *** *** *** (3.641) (4.285) (3.674) (4.408) (0.995) (0.643) (0.842) (0.837) *** *** *** *** (3.663) (8.405) (4.668) (8.706) ** ** ** (2.006) (1.530) (2.001) (2.053) *** *** *** *** (7.683) (9.186) (7.498) (8.415) * ** (1.230) (1.981) (1.523) (2.294) (0.777) (0.769) (1.083) (1.043) (0.287) (0.461) (0.038) (1.219) ** ** * * (2.183) (2.058) (1.769) (1.740) (0.758) (0.354) (0.512) (0.696) (0.677) (1.578) (0.855) (1.478) R R F *** *** *** ***. 1) CARA CRRA. 2) OLS. 3) Huber-White t. * 10%, ** 5%, *** 1% ( t ). F.* 10%, ** 5%, *** 1%. 4)
44 3-2: CARA CRRA Model A: _ (0.777) (0.769) (1.083) (1.043) _ (0.287) (0.461) (0.038) (1.219) _ ** ** * * (2.183) (2.058) (1.769) (1.740) _ (0.758) (0.354) (0.512) (0.696) _ (0.677) (1.578) (0.855) (1.478) Model B: (0.589) (0.867) (0.787) (0.848) Model C: (0.490) (0.823) (0.712) (0.922) 2 B vs. A (df=4) * 8.00 * C vs. A (df=12) * * ** ** C vs. B (df=8) *. 1) CARA CRRA. 2). 3) OLS. 4) Huber-White t * 10%, ** 5%, *** 1% ( t ) 43
45 3-3: CARA CRRA Model A: _ (0.932) (0.885) (1.391) (0.763) _ * (0.525) (0.905) (1.341) (1.831) _ (0.233) (0.375) (0.529) (1.050) _ * (0.253) (1.685) (0.528) (1.164) _ (0.444) (0.948) (0.261) (0.727) Model B: (0.414) (0.318) (0.180) (0.328) Model C: (0.279) (0.257) (0.123) (0.430) 2 B vs. A (df=4) * C vs. A (df=12) C vs. B (df=8) ) CARA CRRA. 2)-4). 44
46 3-4: CARA CRRA (0.403) (0.191) (0.654) (0.836) (0.456) (0.203) (0.903) (0.968) ** * ** (2.061) (1.730) (2.349) (1.065) (0.996) (0.337) (0.315) (1.322) (0.768) (1.008) (0.570) (0.552) (0.605) (0.378) (0.464) (0.247). 1) ( B). 2)-4). 45
47 3-5: CARA CRRA A (0.487) (0.013) (0.352) (0.331) B (0.449) (0.708) (0.700) (0.188) C. C * * (1.895) (1.915) (1.110) (1.121) F ** 1.86 *** *** C (0.057) (0.264) (0.797) (0.154) *** *. 1) ( B). 2)-4). 5) F- F(59,48) F(92,49). 6) 2 (11) 7) t CARA 10% 46
48 4-1 %, ( ) IFPRI 47
49 4-2. ( A) CARA CRRA t t t t D1/ (2.396)** (2.405)** (4.043)*** (4.223)*** (1.874)* (2.019)* (1.484) (1.316) (2.765)*** (1.937)* (4.575)*** (1.225) (3.841)*** (4.327)*** (1.547) (1.284) (0.306) (0.324) (1.336) (1.611) (2.574)** (1.843)* (2.530)** (2.058)** D2/ (2.564)** (1.502) (3.573)*** (2.064)** (2.337)** (1.529) (3.259)*** (2.413)** (0.638) (0.980) (2.228)** (1.637) (1.165) (1.010) (0.010) (0.553) (1.195) (0.915) (1.662)* (1.579) (0.557) (0.126) (0.524) (0.550) (2.830)*** (2.020)* (2.739)*** (3.114)*** (1.295) (0.026) (2.099)* (2.047)** D3/ (1.368) (0.754) (1.791)* (1.116) (2.504)** (2.255)** (1.970)* (1.754)** (1.341) (1.229) (2.295)** (1.733)** (1.343) (0.022) (1.507) (0.693) (0.824) (1.810)* (1.057) (1.376) (4.951)*** (1.975)* (3.099)*** (2.810)*** (1.393) (0.794) (0.594) (1.000) (0.886) (0.762) (1.264) (0.336) (1.684)* (0.020) (2.847)*** (0.021) (1.176) (0.981) (1.201) (0.764) (0.936) (1.049) (1.118) (0.841) (3.247)*** (1.460) (1.236) (0.099) (4.709)*** (1.726) (1.804)* (0.074) (1.188) (1.214) (1.648) (1.145) (1.810)* (1.593) (2.615)** (2.547)** (2.980)*** (2.641)** (3.585)*** (3.319)*** (0.353) (0.228) (2.801)*** (1.723)* (2.956)*** (3.658)*** (3.731)*** (4.324)*** (1.247) (2.166)** (1.576) (1.998)**
50 4-2 ( ). ( A) CARA CRRA t t t t D4/ (3.246)*** (2.797)*** (3.375)*** (3.184)*** (0.468) (0.503) (2.107)** (0.038) (3.459)*** (1.561) (2.010)* (1.578) (0.100) (0.162) (1.844)* (2.007)* (1.603) (1.369) (2.230)** (1.856)* (2.043)* (0.509) (2.302)** (1.382) (0.390) (0.449) (0.790) (1.074) (1.502) (1.771)* (0.275) (0.321) (0.794) (0.774) (1.154) (0.569) (6.645)*** (4.504)*** (2.272)** (1.920)* (0.511) (2.188)** (1.320) (2.108)**
51 4-3 (%) CARA CRRA ( )
52 4-4 ( D E) CARA CRRA t t t t D (2.296)** (2.601)*** (6.527)*** (5.411)*** (0.861) (0.134) (3.779)*** (3.791)*** (6.100)*** (3.411)*** (7.247)*** (4.629)*** (2.149)** (2.081)** (4.371)*** (4.525)*** E (3.381)*** (9.896)*** (2.940)*** (9.771)*** 1) CARA CRRA 2) ( ) t 3) * 10 * 5 *** 1 51
53 4-5. ( D E) CARA CRRA t t t t D (1.834)* (2.623)*** (3.742)*** (3.660)*** (0.163) (0.735) (1.066) (0.809) (0.371) (0.239) (0.355) (1.323) (0.595) (1.839)* (0.881) (0.418) (1.263) (0.635) (1.066) (0.011) (1.479) (1.490) (0.355) (0.736) (1.007) (1.549) (0.285) (0.929) (0.629) (1.304) (2.796)*** (0.993) (0.489) (0.171) (1.329) (0.828) (0.866) (0.568) (0.056) (0.529) (0.834) (1.401) (3.726)*** (4.374)*** (0.174) (0.979) (0.307) (0.762) E (2.347)** (4.841)*** (0.510) (1.376) (0.603) (0.006) (3.249)*** (3.330)*** (1.353) (0.183) (0.195) (3.042)*** 1) CARA CRRA 2) 3 ( ) t 3) * 10 * 5 *** 1 52
54 L S L M XL S L M S L XL M XL S L M XL S M L XL S L M S XL M L L S L M M S L M XL S M L L S M XL S L XL M M S XL L S L S M M S M L M S M L L S L M L S L M M L M S M S M L L S L M M L M S L M L S M S M L S M S L M S M L L M L S M S M M M S M L M S M L M S M L XL S L M XL S L M M L XL S S L M XL L S XL M M S M L S L XL M L S L M M L XL S M L XL S L S M L XL S M L S M L S ) S M L XL 53
55 z z cv (1.602) density (0.711) social (0.844) lando (2.230)** cons (2.222)** (1.941)* (1.147) (0.943) (1.321) (1.546) ) t * 10 ** 5 54
118
Abstract 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 Alderman, H. and M. Garcia1993Poverty, Households Food Security and Nutrition in Rural Pakistan, Research Report 96, International
COE-RES Discussion Paper Series Center of Excellence Project The Normative Evaluation and Social Choice of Contemporary Economic Systems Graduate Scho
COE-RES Discussion Paper Series Center of Excellence Project The Normative Evaluation and Social Choice of Contemporary Economic Systems Graduate School of Economics and Institute of Economic Research
ミクロ・データによる家計行動分析： 将来不安と予備的貯蓄
subjective measures E-mailkeiko.murata@mfs.cao.go.jp subjective subjective measures Dardanoni Leland waiting option Browning and LusardiEngen and Gruber Carroll and Samwick PSIDPanel Study of Income Dynamics
,.,,.,. NIRA,.,.,,, GDP.,., 1%, 2.0% 3).,,.,,., 1, 4).,,.,, GDP,.,,.,,,.,,., 2002.,,., 3), Q&A Q16 (http://www.stat.go.jp/data/kakei/qa-1.ht
1, 1, 2011 4 3-28,,.,,.,.,,.,,.,,.,.,. 1., 1), 1946.,, GDP,.,,,.,,., (2008) ( NIRA ), 23,.,,, 2).,,,.,,.,,., 657-8501 2-1, E-mail: unayama@person.kobe-u.ac.jp 1) 1. 2), 1990 2 21, 1993 6 12. 3 1 1 2011
Microsoft Word - Šv”|“Å‘I.DOC
90 ª ª * E-mailshinobu.nakagawa@boj.or.jp i ii iii iv SNA 1 70 80 2 80 90 80 80 90 1 80 90 98 6 1 1 SNA 2 1 SNA 80 1SNA 1 19931998 1 2-190 1,2 2 2-2 2-3,4 3 2-5 4 2030 2-3 3 2-15 97 20 90 2-15 9198 1.
(1) (Karlan, 2004) (1) (1973) (1978) (1991) (1991) 1
2004 1 8 2005 12 17 1 (1) (Karlan, 2004) 2 3 4 5 E-mail: aa37065@mail.ecc.u-tokyo.ac.jp (1) (1973) (1978) (1991) (1991) 1 2 2 2.1 (, 1978, 7 ) (2) (1988) 38 2 (3) (4) (2) (1986) 91 (1996) 2 1 (1993) 1
JSPS Grants-in-Aid for Creative Scientific Research Understanding Inflation Dynamics of the Japanese Economy Working Paper Series No.7 日本家計の消費 貯蓄 労働プロ
Title 日本家計の消費 貯蓄 労働プロファイル Author(s) 阿部, 修人 ; 稲倉, 典子 Citation Issue 2007-02-14 Date Type Technical Report Text Version publisher URL http://hdl.handle.net/10086/13627 Right Hitotsubashi University Repository
untitled
2 book conference 1990 2003 14 Repeated Cross-Section Data 1 M1,M2 M1 Sekine(1998) Repeated Cross-Section Data 1 1. (1989), Yoshida and Rasche(1990), Rasche(1990), 19921997, Fujiki and Mulligan(1996),
2) 3) 2) Ohkusa, 1996 ; 1999 ; Ohtake and Ohkusa, 1994 ; La Croix and A. Kawamura, Reject American Economic Review, Journal of Political Econom
1) IOC Major League Baseball s MLB Blue Ribbon Panel Levin et al. 1) Yamamura and Shin, 2005 a ; 2005 b ; 2005 c communication 2) 3) 2) Ohkusa, 1996 ; 1999 ; Ohtake and Ohkusa, 1994 ; La Croix and A. Kawamura,
46−ª3�=4�“ƒ‚S“·‚Ö‡¦
463420101 1. 1989, Yoshida and Rasche1990, Rasche1990, 19921997, Fujiki and Mulligan1996, 1996, Sekine1998, 2001, Fujiki2002, 2003, 2004 Bahmani-Oskooee and Shabsigh1996, Amano and Wirjanto2000, Bahmani-Oskooee
Autumn II III Zon and Muysken 2005 Zon and Muysken 2005 IV II 障害者への所得移転の経済効果 分析に用いるデータ
212 Vol. 44 No. 2 I はじめに 2008 1 2 Autumn 08 213 II III Zon and Muysken 2005 Zon and Muysken 2005 IV II 障害者への所得移転の経済効果 17 18 1 分析に用いるデータ 1 2005 10 12 200 2 2006 9 12 1 1 2 129 35 113 3 1 2 6 1 2 3 4 4 1
日本の高齢者世帯の貯蓄行動に関する実証分析
196 2017 * ** ** 1 2 3 JEL Classification Codes D14, D15, E21 Keywords * 28 Hyun- Hoon Lee Robert Owen Kwanho Shin ** 29 196 An Empirical Analysis of the Saving Behavior of Elderly Households in Japan
untitled
[ 研究ノート ] 4% 19 19 20 1997a 20 Mitchell, 2002: 123 208 1997b; 2008 2 1960 1980 Abdel-Fadil, 1975; Hansen, 1969; Radwan & Lee, 1986 Abdel-Fadil, 1980; 85 Assaad, 1997 2 Hopkins Hopkins & Westergaard, 1998:
庄司匡宏１１５‐１４６／１１５‐１４６
(B) (International Food Policy Research Institute: IFPRI) Email: shoji@seijo.ac.jp, (Collins 2009; Stromberg 2007; World Bank 2005) HP (Horwich 2000; Viscusi 2006) Raddatz (2007) GDP (Kahn 2005, Kellenberg
448 Vol. 44 No 図
Spring 09 447 概要 2004 1 2 I はじめに 19 2007 1. 34 2006 1. 32 90 1 90 Galor and Weil 1996 1996 1999 90 Sleebos 2003 Apps and Rees 2004 Martínez and Iza 2004 448 Vol. 44 No. 4 2. 20 2. 00 1. 80 1. 60 1. 40
物価変動の決定要因について ― 需給ギャップと物価変動の関係の国際比較を中心に―
NAIRU NAIRU NAIRU GDPGDP NAIRUNon- Accelerating Inflation Rate of Unemployment GDP GDP NAIRU Lown and RichFisher, Mahadeva and Whitley raw materials G NAIRUTurnerFai WatanabeNAIRU Watanabe nested NAIRU
Title Author(s) Kobe University Repository : Kernel ラオスの地方社会における基礎教育開発への障害 (Obstacles to Basic Educational Development in Lao Rural Society) 駿河, 輝和 / オンパンダラ, パンパキット Citation 国民経済雑誌,202(3):69-86 Issue date
1990年代以降の日本の経済変動
1990 * kenichi.sakura@boj.or.jp ** hitoshi.sasaki@boj.or.jp *** masahiro.higo@boj.or.jp No.05-J-10 2005 12 103-8660 30 * ** *** 1990 2005 12 1990 1990 1990 2005 11 2425 BIS E-mail: kenichi.sakura@boj.or.jp
1: 合計特殊出生率 出生率の推移 暦年 アメリカドイツフランス スウェーデン日本 Apps and Re
1 1 Galor and Weil (1996) (Sleebos, 2003) 2-1, E-mail: koba@econ.kobe-u.ac.jp 1 1: 合計特殊出生率 2.20 2.00 1.80 1.60 1.40 1.20 1.00 出生率の推移 1985 1987 1989 1991 1993 1995 暦年 アメリカドイツフランス スウェーデン日本 1997 1999 2001
........,.,.,..,.,.,.,.,.,.,.,., International Capital Market Litan et al a b c d M&A a a b E- e- Litan et al. : Table Levine World Bank Levine Greenwald et al. B R F R r R R r B R r B R r B R R Stiglitz
財政赤字の経済分析：中長期的視点からの考察
1998 1999 1998 1999 10 10 1999 30 (1982, 1996) (1997) (1977) (1990) (1996) (1997) (1996) Ihori, Doi, and Kondo (1999) (1982) (1984) (1987) (1993) (1997) (1998) CAPM 1980 (time inconsistency) Persson, Persson
表紙＿目次.PDF
JIL 2 1980 vol.3 15 3 1 3 15 18 IT 26 28 33 20 OECD 80 90 (1998) (2000) 2 Aghion et al. (1999) OECD 1970 1 2 70 1980 90 1.1 Kuznets U inverted U-shaped hypothesis GNP U 1 18901940 6 3 Kuznets(1955) (1963)
保障領域のニーズシフトに関する研究
SSJDA25 June 2003 1 5 12 35 60 68 2001 2001 40 51-1 - ( - 2 - 63 12 63 12 3 12 12 Deaton and Paxon(1993,1994),Deaton(1997) - 3 - - 4 - ( ) (0,1) (1) Crosby(1987), (Own Egent) 1 1. 1.1 1.2 63 12 2. 2.1
[17]Holmström and Tirole (2000) (1) (2) (1) (2) 1 1 2
![[17]Holmström and Tirole (2000) (1) (2) (1) (2) 1 1 2](/thumbs/91/105001680.jpg "[17]Holmström and Tirole (2000) (1) (2) (1) (2) 1 1 2")
2002 4 1 1990 1 525-8577 1-1-1. Tel.: 077-561-4855. Fax.: 077-561-3964. E-mail: khori@ec.ritsumei.ac.jp 1 [17]Holmström and Tirole (2000) (1) (2) (1) (2) 1 1 2 MM MM MM MM CP 0 3 1 1990 1970 2 2 1 1 17%
わが国企業による資金調達方法の選択問題
* takeshi.shimatani@boj.or.jp ** kawai@ml.me.titech.ac.jp *** naohiko.baba@boj.or.jp No.05-J-3 2005 3 103-8660 30 No.05-J-3 2005 3 1990 * E-mailtakeshi.shimatani@boj.or.jp ** E-mailkawai@ml.me.titech.ac.jp
Journal of Economic Behavior & Organization Quarterly Journal of Economics Review of Economics and Statistics Internal Labor Markets and Manpower Analysis Economics of Education Review Journal of Political
日本における財政政策のインパクトー1990年代のイベント・スタディー
FTPL FTPL sustainability FTPL fiscal theory of the price level FTPL Fukuda and Teruyama Giavazzi and Pagan Giavazzi and Pagano Alesina and PerottiSutherlandPerottiGiavazzi, Jappelli and Pagano FTPL LeeperSimsWoodford
ボーナス制度と家計貯蓄率－サーベイ・データによる再検証－
ESRI Discussion Paper Series No.139 by May 2005 Economic and Social Research Instute Cabinet Office Tokyo, Japan * 400 : JEL classification: D12, E21 * 186-8603 2-1 042-580-8369 FAX 042-580-8333 1 Abstract
untitled
Trade and Trade Finance in the 200809 Financial Crisis, IMF Working Paper WP/11/16., Understanding the Great Trade Collapse of 200809 and the Subsequent Trade Recovery, Economic Perspectives, 2Q/2011.
Auerbach and Kotlikoff(1987) (1987) (1988) 4 (2004) 5 Diamond(1965) Auerbach and Kotlikoff(1987) 1 ( ) ,
,, 2010 8 24 2010 9 14 A B C A (B Negishi(1960) (C) ( 22 3 27 ) E-mail:fujii@econ.kobe-u.ac.jp E-mail:082e527e@stu.kobe-u.ac.jp E-mail:iritani@econ.kobe-u.ac.jp 1 1 1 2 3 Auerbach and Kotlikoff(1987) (1987)
SNAと家計調査における貯蓄率の乖離－日本の貯蓄率低下の要因－
RIETI Discussion Paper Series 10-J-003 RIETI Discussion Paper Series 10-J-003 2009 年 12 月 SNA と家計調査における貯蓄率の乖離 - 日本の貯蓄率低下の要因 - 宇南山卓 ( 神戸大学大学院経済学研究科 ) 要 旨 SNA と家計調査から計算される家計貯蓄率の乖離の原因を明らかにし 日本の貯蓄率の低下の原因を考察した
税制改正にともなう家計の所得弾性値 : 高齢者パネルデータによる実証分析
Kwansei Gakuin University Rep Title Author(s) 税制改正にともなう家計の所得弾性値 : 高齢者パネルデータによる実証分析 Uemura, Toshiyuki, 上村, 敏之 ; Kitamura Takayuki, 金田, 陸幸 Citation 経済学論究, 69(4): 1-16 Issue Date 2016-3-20 URL http://hdl.handle.net/10236/14671
ＧＤＰギャップと潜在成長率
2003 output gap 80 1 20 90 20 70 2 1 2 output gap potential output 1 2 (2001) 3 potential rate of growth 2000 Meyer (2000) European Central Bank: (1999b) 2002 10 4 3 (2000) 4 4 () 5 5 5 6 () () 7 Total
BB 報告書完成版_修正版）040415.doc
3 4 5 8 KW Q = AK α W β q = a + α k + βw q = log Q, k = log K, w = logw i P ij v ij P ij = exp( vij ), J exp( v ) k= 1 ik v i j = X β αp + γnu j j j j X j j p j j NU j j NU j (
高齢化とマクロ投資比率―国際パネルデータを用いた分析―
196 2017 * ** ** ** ** 160 2 2 JEL Classification Codes E21, E22, J11 Keywords * ESRI 28 ESRI 29 3 17 ESRI ** 115 196 Population Aging and Domestic Investment An Analysis Using International Panel Data
SFCJ5-渡部
Change of Resource Management in the Northeast Thai Villages Atsushi Watabe / Researcher, Department of International Studies, Graduate School of Frontier Sciences, The University of Tokyo Due to economic
p *2 DSGEDynamic Stochastic General Equilibrium New Keynesian *2 2
2013 1 nabe@ier.hit-u.ac.jp 2013 4 11 Jorgenson Tobin q : Hayashi s Theorem : Jordan : 1 investment 1 2 3 4 5 6 7 8 *1 *1 93SNA 1 p.180 1936 100 1970 *2 DSGEDynamic Stochastic General Equilibrium New Keynesian
デフレ不況下の金融政策をめぐる政治過程
1991 2003 GDP....................................... http://www.stat.go.jp/ http://www.boj.or.jp/ GDP http://www.esri.cao.go.jp/ GDP - - - inflation targeting Krugman a IS-LM liquidity trap Krugman b Krugman
1 1 1 [2000]
![1 1 1 [2000]](/thumbs/88/114894310.jpg "1 1 1 [2000]")
* 2000 7 26 1 1 1 [2000] 1 2 1 2 2 1 B to C 250000 億円 200000 日本米国 213,200 150000 100000 50000 0 153,600 106,900 71,100 66,620 42,700 43,860 22,500 26,940 15,340 645 3,360 7,730 1998 年 1999 年 2000 年 2001
60 Vol. 44 No. 1 2 準市場 化の制度的枠組み: 英国 教育改革法 1988 の例 Education Reform Act a School Performance Tables LEA 4 LEA LEA 3
Summer 08 59 I はじめに quasi market II III IV V 1 II 教育サービスにおける 準市場 1 教育サービスにおける 準市場 の意義 Education Reform Act 1988 1980 Local Education Authorities LEA Le Grand 1991 Glennerster 1991 3 1 2 3 2 60 Vol. 44
- March
Grzegorz W. Ko odko TIGER - March - March - March - March - March - March - March - March - March Economist - March - March Economist - March PlanEcon - March - March - March - March - March
Winter 図 1 図 OECD OECD OECD OECD 2003
266 Vol. 44 No. 3 I 序論 Mirrlees 1971 Diamond 1998 Saez 2002 Kaplow 2008 1 700 900 1, 300 1, 700 II III IV V II わが国の再分配の状況と国際比較 OECD Forster and Mira d Ercole 2005 2006 2001 Winter 08 267 図 1 図 2 2000 2
橡同居選択における所得の影響（DP原稿）.PDF
** *** * 2000 13 ** *** (1) (2) (1986) - 1 - - 2 - (1986) Ohtake (1991) (1993) (1994) (1996) (1997) (1997) Hayashi (1997) (1999) 60 Ohtake (1991) 86 (1996) 89 (1997) 92 (1999) 95 (1993) 86 89 74 79 (1986)
橡motonishi.PDF
2000 3 ITME Discussion Paper No.26 850-8506 4-2-1 moto@net.nagasaki-u.ac.jp 1 1 MRF 1 (2000) 2 MRF 2 Schreft (1997) 3 2 Tobin (1985) Friedman (1992) 3 3 4 5 3 4 5 2 White (1984) 1 4 (1996) (1999) (1999)
1 CAPM: I-,,, I- ( ) 1 I- I- I- ( CAPM) I- CAPM I- 1 I- Jensen Fama-French 3 I- Fama-French 3 I- Fama-MacBeth I- SMB-FL, HML-FL Fama-MacBeth 1 Fama-Fr
1 CAPM: I-,,, I- ( ) 1 I- I- I- ( CAPM) I- CAPM I- 1 I- Jensen Fama-French 3 I- Fama-French 3 I- Fama-MacBeth I- SMB-FL, HML-FL Fama-MacBeth 1 Fama-French (FF) 3 [5] (Capital Asset Pricing Model; CAPM
28 Vol. 43 No. 1 2 Burchardt, Le Grand & Piachaud 1999 Bradshaw et al Gordon et al.2000 Whelan et al.2002 poverty de
27 2002 1998 1999 EC2000 National Action Plans for Social Inclusion 1 1 2 3 4 16 18 1 2 2 1 28 Vol. 43 No. 1 2 Burchardt, Le Grand & Piachaud 1999 Bradshaw et al. 2000 Gordon et al.2000 Whelan et al.2002
untitled
2 21 1984 50 3500 4200 1 3 1 1985 1984 1 2 1984 50 3 2 3 4 1 1989 35 3 4 5 22 3 1 19811984 19841987 1989 1981 1985 13 1984 1984 1986 1985 20 10 1987 10 2 36 1989 65 1989 1953 1985 60 1933 6.71% 43 3.15%53
和RIMNo.22高安氏.indd
NIEsGDP 1990 200436.1 22.365.1 80 GDP 4 RIM 2006 Vol.6 No.22 RIM 2006 Vol.6 No.22 5 NIEs GDP GDP GDP GDP 90 GDP 1951 80 81 90 90 90 2001 2003 GDP 80 90 2001 2002 GDP 87GDP 80 GDP GDP 6 RIM 2006 Vol.6 No.22
Discussion Paper #
Title 年金制度と生活保護制度 Author(s) 山重, 慎二 ; 高畑, 純一郎 Citation Issue 2009-06 Date Type Technical Report Text Version publisher URL http://hdl.handle.net/10086/17428 Right Hitotsubashi University Repository Discussion
【表紙】経済学論叢＿１８号／表１・３・背
Blanchard Solow Solow Galor and Tsiddon ,, , ,, ,,,,,, a if b c if if CES CES,,,,,,. Bowles Ciccone and Peri, .,, Bowles Hamermesh Antras Ciccone and Peri CES CES Krusell et al. Duffy et al. Hornstein
Title 最適年金の理論 Author(s) 藤井, 隆雄 ; 林, 史明 ; 入谷, 純 ; 小黒, 一正 Citation Issue Date Type Technical Report Text Version publisher URL
Title 最適年金の理論 Author(s) 藤井, 隆雄 ; 林, 史明 ; 入谷, 純 ; 小黒, 一正 Citation Issue 2012-06 Date Type Technical Report Text Version publisher URL http://hdl.handle.net/10086/23085 Right Hitotsubashi University Repository
And Business
Discussion Papers In Economics And Business Discussion Paper 03-06 Graduate School of Economics and Osaka School of International Public Policy (OSIPP) Osaka University, Toyonaka, Osaka 560-0043, JAPAN
160_cov.indd
3 1 2 3 1. 2. 2.1 7 3 1996 welfare to work 2. 1 195 196 197 198 99 Autumn 7 No. 16 4. 3.5 3. 2.5 2. 1.5 1..5. 195 1952 1954 1956 1958 196 1962 1964 1966 1968 197 1972 1974 1976 1978 198 1982 1984 1986
untitled
2009 5 Financial Inclusion Reserve Bank of IndiaRBI Kempson Beck et al. Sarma and Pais 97 RaoRBI Sen ibid. Imperial Bank of India State Bank of India SBI SBI 98 Rao RBI RBI Panagariya ibid. Joshi RBI SBI
Jorgenson F, L : L: Inada lim F =, lim F L = k L lim F =, lim F L = 2 L F >, F L > 3 F <, F LL < 4 λ >, λf, L = F λ, λl 5 Y = Const a L a < α < CES? C
27 nabe@ier.hit-u.ac.jp 27 4 3 Jorgenson Tobin q : Hayashi s Theorem Jordan Saddle Path. GDP % GDP 2. 3. 4.. Tobin q 2 2. Jorgenson F, L : L: Inada lim F =, lim F L = k L lim F =, lim F L = 2 L F >, F
e? e? h? h? h? h? h? h? e??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee?? e??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??ee??
日本の世帯属性別貯蓄率の動向について：アップデートと考察
RIETI Discussion Paper Series 18-J-024 RIETI Discussion Paper Series 18-J-024 2018 年 8 日本の世帯属性別貯蓄率の動向について : アップデートと考察 1 宇南 卓 ( 経済産業研究所 ) 野太郎 ( 信州 学 ) 要 旨 全国消費実態調査 家計調査 家計消費状況調査を補完的に利用することでマクロ統計と整合的な貯蓄率のデータを構築した宇南山
DP
KEIO UNIVERSITY MARKET QUALITY RESEARCH PROJECT (A 21 st Century Center of Excellence Project) DP2004-13 * ** * ** Graduate School of Economics and Graduate School of Business and Commerce, Keio University
<96D889BA904D2E696E6464>
615 379 1 1995 10 OECD 1995 380 616 57 3 1993 4 3071 2003 1 3247 10 10 4 1 1990 2000 2003 10 617 381 2002 2 3 4 5 2 1 1990 1995 1995 12 1995 IPP Independent Power Producer 1 2004a, b 2005a, b 382 618 57
遺産相続、学歴及び退職金の決定要因に関する実証分析 『家族関係、就労、退職金及び教育・資産の世代間移転に関する世帯アンケート調査』
2-1. (2-1 ) (2-2 ) (2-3 ) (Hayashi [1986]Dekle [1989]Barthold and Ito [1992] [1996]Campbell [1997] [1998]Shimono and Ishikawa [2002]Shimono and Otsuki [2006] [2008]Horioka [2009]) 1 2-1-1 2-1-1-1 8 (1.
Hi-Stat Discussion Paper Series No.248 東京圏における 1990 年代以降の住み替え行動 住宅需要実態調査 を用いた Mixed Logit 分析 小林庸平行武憲史 March 2008 Hitotsubashi University Research Unit
Hi-Stat Discussion Paper Series No.248 東京圏における 1990 年代以降の住み替え行動 住宅需要実態調査 を用いた Logit 分析 小林庸平行武憲史 March 2008 Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences A 21st-Century
†sŸ_Ł¶†t„µŠlŁª(P2†`P24)/‘ã−C”s‡É‡¨‡¯‡éfiñ‘dŸJfiŁ”s‘ê‡Ì”À‘Ø„¤‰ƒ
primary sector secondary sector b 2 XLIX b Xin Meng Meng a c discriminationsegmentation Meng Wang and Zou Maurer Fazio and Dinh Knight and Li Durger et al. Meng a Meng a 3 a c primary sector secondary
日本の教育経済学：実証分析の展望と課題.pdf
ESRI Discussion Paper Series No69 by October 2003 Economic and Social Research Institute Cabinet Office Tokyo, Japan 2 3 1 2 3 4 5 6 6 4 1 2 3 4 * 2003 8 7 B603 4 1 Schultz 1963 Becker 1964 human capital
1997 2005 2009 22.9 32.0 25.6 22.4 36.0 29.2 23.9 22.0 15.7 HPI-1(%) 20.4 30.7 27.7 12.4 8.5 40 2005-2010 15 (%) 1999-2007 (%) 2006 (%) 2000-2006 19.1 13.1 18.5 5.8 11.3 10.1 27.3 23.7 9.7 5.9 20 40 35
LA-VAR Toda- Yamamoto(1995) VAR (Lag Augmented vector autoregressive model LA-VAR ) 2 2 Nordhaus(1975) 3 1 (D2)
LA-VAR 1 1 1973 4 2000 4 Toda- Yamamoto(1995) VAR (Lag Augmented vector autoregressive model LA-VAR ) 2 2 Nordhaus(1975) 3 1 (D2) E-mail b1215@yamaguchi-u.ac.jp 2 Toda, Hiro Y. and Yamamoto,T.(1995) 3
02.„o“φiflì„㙃fic†j
X-12-ARIMA Band-PassDECOMP HP X-12-ARIMADECOMP HPBeveridge and Nelson DECOMP X-12-ARIMA Band-PassHodrick and PrescottHP DECOMPBeveridge and Nelson M CD X ARIMA DECOMP HP Band-PassDECOMP Kiyotaki and Moore
Public Pension and Immigration The Effects of Immigration on Welfare Inequality The immigration of unskilled workers has been analyzed by a considerab
Public Pension and Immigration The Effects of Immigration on Welfare Inequality The immigration of unskilled workers has been analyzed by a considerable amount of research, which has noted an ability distribution.
自殺の経済社会的要因に関する調査研究報告書
17 1 2 3 4 5 11 16 30,247 17 18 21,024 +2.0 6 12 13 WHO 100 14 7 15 2 5 8 16 9 10 17 11 12 13 14 15 16 17 II I 18 Durkheim(1897) Hamermesh&Soss(1974)Dixit&Pindyck(1994) Becker&Posner(2004) Rosenthal(1993)
,,,
法定割増賃金率の引き上げが時間外労働時間 * および有給休暇の付与 取得に与える影響 深堀遼太郎萩原里紗 Keio Household Panel Survey: KHPS Difference in Differences DD ,,, Hamermesh, Trejo, Keio Household Panel Survey: KHPS KHPS URL http://www.mhlw.go.jp/topics/
I- Fama-French 3, Idiosyncratic (I- ) I- ( ) 1 I- I- I- 1 I- I- Jensen Fama-French 3 SMB-FL, HML-FL I- Fama-French 3 I- Fama-MacBeth Fama-MacBeth I- S
I- Fama-French 3, Idiosyncratic (I- ) I- ( ) 1 I- I- I- 1 I- I- Jensen Fama-French 3 SMB-FL, HML-FL I- Fama-French 3 I- Fama-MacBeth Fama-MacBeth I- SMB-FL, HML-FL Fama-MacBeth 2, 3, 5 I- HML-FL 1 Fama-French
s Government of India, Ministry of Labour d Weiner 16
a Singh Government of India, Ministry of Labour 15 s Government of India, Ministry of Labour d Weiner 16 Chakrobarty, et al. Lin and Paul f Ghosh g Singh h Chakrobarty, et al. Samaddar Samaddar - j = 17
UCHIKAWA Shuji, Indian Textile Industries: State Policy, Liberalisation and Growth New Delhi: Manohar Publishers and Distributors, 1998, 197pp. Rs. 400. Introduction 1. India's Export Performance in Textiles
Becker 1965 Gronau a a a
1 1 1 1 1 3.3 6 0.43 0.45 2 2002 Becker1965 Gronau1977 1 a 3.3 3.6 6.0 4.9 4.8 3.6 a 7.4 8.4 8.1 7.6 7.5 6.5 0.45 0.43 0.74 0.64 0.64 0.55 1995 a Vol. 42 No. 2 II III IV V VI VII 1 1998Nishioka 199820022002
アジアの資本移動の変化に関するクラスター分析 アジア域内の証券投資活性化に向けて
* ** 199 1 1996-97 relation * ** Seoul conference China and Emerging Asia: Reorganizing the Global Economy? held by KIEP and Seoul National University 26 5 11-12 Hugh Patrick Yung-Chul Park 26 9 9-1 East
2015 : (heterogenous) Heterogeneous homogeneous Heterogenous agent model Bewley 1 (The Overlapping-Generations Models:OLG) OLG OLG Allais (1
2015 : 27 6 13 1 (heterogenous) Heterogeneous homogeneous Heterogenous agent model Bewley 1 (The Overlapping-Generations Models:OLG) OLG OLG Allais (1947) 2 Samuelson(1958) 3 OLG Solow Ramsey Samuelson
Title 資本のヴィンテージ 研究開発と生産性 Author(s) 徳井, 丞次 ; 乾, 友彦 ; 落合, 勝昭 Citation Issue Date Type Technical Report Text Version publisher URL
Title 資本のヴィンテージ 研究開発と生産性 Author(s) 徳井, 丞次 ; 乾, 友彦 ; 落合, 勝昭 Citation Issue 2007-04 Date Type Technical Report Text Version publisher URL http://hdl.handle.net/10086/13513 Right Hitotsubashi University Repository
No.9 3 4 4 5 6 9 9 13 15 15 17 21 23 27 31 2 1990 95 3 1 1 65 1 50 50 1 (2000) 4 1989 2 20% 26% 90 1 2 89 12 5 95 3 94 96 98 99 5 4 50 4 1 3 5 700 1,200 40 1,000 2 87 70% 15 60% 12 89 50% 5 3 95 1 4 90
Ishi
Ishi HPhttp: // www.mof.go.jp / jouhou / syuzei / siryou /.htm.. or ERTA, TRA ERTA Economic Recovery Tax Act TRA Tax Reform Act Mroz Triest Lindsey Burtless Navrati Lindsey Burtless Navrati CPS Current
産業・企業レベルデータで見た日本の経済成長.pdf
2003 11 10 IT IT JIP JCER ) 2003 CD-ROM http://www.esri.go.jp/jp/archive/bun/bun170/170index. html 1 JIP Jorgenson, Mun, andstiroh (2002) GDP 2 3 1951 1954 1957 1960 1963 1966 1969 1972 1975 1978 1981
03.Œk’ì
HRS KG NG-HRS NG-KG AIC Fama 1965 Mandelbrot Blattberg Gonedes t t Kariya, et. al. Nagahara ARCH EngleGARCH Bollerslev EGARCH Nelson GARCH Heynen, et. al. r n r n =σ n w n logσ n =α +βlogσ n 1 + v n w
OECD Benartzi and Thaler Brown et al. Mottla and Utkus Rooiji et al. Atkinson et al. MacFarland et al. Elton et al. Tang et al. Benartzi and Thaler Br
IFRS. OECD Benartzi and Thaler Brown et al. Mottla and Utkus Rooiji et al. Atkinson et al. MacFarland et al. Elton et al. Tang et al. Benartzi and Thaler Brown et al. /n Benartzi and Thaler n /n Benartzi
物価指数の計測誤差と品質調整手法：わが国CPIからの教訓
CPICPI CPI CPI CPI CPI Economic Perspective Shiratsukaa Consumer Price IndexCPI CPI CPI CPI CPI Advisory Commission to Study the Consumer Price Index 1996Shiratsuka 1999bHoffmann 1998Cunningham 1996 Crawford
1 1. Essays on the Risk Premium in the U.S. Financial Markets, 1992 6 2 1. 2015 10 2. 290 2015 5 3. 358 2014 8 4. 299 2012 3 5. 286 2011 10 6. 233 201
186-0004 1. 2. 2 3. 33 4. 17 5. 48 6. 2 7. 16 8. 3 NIRA 9. 44 1 1. Essays on the Risk Premium in the U.S. Financial Markets, 1992 6 2 1. 2015 10 2. 290 2015 5 3. 358 2014 8 4. 299 2012 3 5. 286 2011 10
日本の出生率低下の要因分析：実証研究のサーベイと政策的含意の検討
ESRI Discussion Paper Series No.94 by April 2004 Economic and Social Research Institute Cabinet Office Tokyo, Japan 1 2 3 1 2 240 0061 3051 045-337-2998, E-mail: yusuke_date@ hotmail.com 3 2002 1.32 70
C. R. McKenzie 2003 3 2004 ( 38 ) 2 2004 2005 (Keio Household Panel Survey) control group treatment group 1
KEIO UNIVERSITY MARKET QUALITY RESEARCH PROJECT (A 21 st Century Center of Excellence Project) DP2005-020 * C. R. McKenzie** 2003 3 2004 ( 38 ) 2 2004 2005 (Keio Household Panel Survey) control group treatment
The Institute for Economic Studies Seijo University 6 1 20, Seijo, Setagaya Tokyo 157-8511, Japan The Institute for Economic Studies Green Paper No. 59 Consumers Decision on the Choice of Small Payment
2 / 24
2017 11 9 1 / 24 2 / 24 Solow, 1957 total factor productivity; TFP 5% 経済成長率の要因分解 4% 3% 2.68% 2.51% 2% 1% 0% 1.63% 1.50% 0.34% 0.42% 0.55% 0.97% 1.14% 0.86% 0.13% -0.59% -0.59% -0.09% 0.01% -1% 1970-80
DP doc
Doshisha University Life Risk Research Center Discussion Paper Series No. 2009-02 *1 *2 2009 3 ( ) CVM Festival owns various kinds of effects on the development of local community, such as aspiring people,
時間割引：双曲割引と弱加法性
Discussion aper No. 666 June 2006 The Institute of Social and Economic Research Osaka University 6-1 Mihogaoka, Ibaraki, Osaka 567-0047, Japan Time Discounting: Declining Impatience and Interval Effect
Attendance Demand for J-League õ Shinsuke KAWAI* and Takeo HIRATA* Abstract The purpose of this study was to clarify the variables determining the attendance in J-league matches, using the 2,699 J-league
An Empirical Study of the Securities Firms' Dilemma on Financial Innovation through Diffusion of Internet Deals Yasugi Satoshi Bower, J. L., 1999, Disruptive technologies: Catching the wave,
Title ベンチャー企業の研究開発支出の決定要因 日本と台湾の事例を中心に Author(s) 蘇, 顯揚 Citation 經濟論叢 (1996), 158(1): Issue Date URL Right
Title ベンチャー企業の研究開発支出の決定要因 日本と台湾の事例を中心に Author(s) 蘇, 顯揚 Citation 經濟論叢 (1996), 158(1): 54-76 Issue Date 1996-07 URL https://doi.org/10.14989/45083 Right Type Departmental Bulletin Paper Textversion publisher
商学 ６３‐３☆／６．山本
193 W. A. 1 2 3 1 2 WTO FTA TPP D. P. P. W. A. 194 2 3 Lewis 1954 1982, 1987 1999 1 1 2 2 2 1 2 A B 1987 119 1985 Krugman and Obstfeld 2009 19742006 3 W. A. 195 2 1 2 1 1 1 2 1 A a1 a2 * * i ai i 1, 2
RIETI Highlight VOL.25
RIETI Highlight 2009 SUMMER 25 VOL. Research Digest RIETI 2009 SUMMER VOL. 25 Highlight 1 2 3 5 8 10 12 13 14 19 ResearchDigest 20 24 28 32 36 38 40 41 42 44 45 RIETI Topics 01 CONTENTS 02 RIETI Highlight
J. JILA 64 (5), 2001
Comparison of the Value of Outdoor Recreation: A Case Study Applying Travel Cost Method and Contingent Valuation Method Yasushi SHOJI J. JILA 64 (5), 2001 J. JILA 64 (5), 2001 2) Trice, A. H. and Wood,
Keynes 1936 Tobin 1 Hicks 1937 Keynes IS LM 2 IS LM 3 IS LM Keynes Keynes animal spirits
43 2000 17 28 Masahiro NAKANO 2.1 Keynes 2.2 3.1 3.2 43 2000 Keynes 1936 Tobin 1 Hicks 1937 Keynes IS LM 2 IS LM 3 IS LM Keynes Keynes animal spirits Keynes IS LM 1990 Keynes 1980 90 2 1 43 2000 Keynes
Kobe University Repository : Kernel タイトル Title 著者 Author(s) 掲載誌 巻号 ページ Citation 刊行日 Issue date 資源タイプ Resource Type 版区分 Resource Version 権利 Rights DOI ごみ有料化は自治体の財政負担をどれだけ軽減するのか?(Does Unitbased Pricing of
SUSENAS Kor Modul (2) (3) (4)
(1) Survei Sosial Economi NasionalNational Socio-economic Survey SUSENAS Kor Modul (2) (3) (4) SUSENAS SUSENAS SUSENAS / (5) t p t p SUSENAS t SUSENAS SUSENAS t p ( ( t p SUSENAS t SUSENAS (6) Oey-Gardiner
, FAD FAD FED FAO FAO WFP 1999 NGO ) 1. FAD FAD 1999 Lee, FAD % national coping s
20 30 280 350 1995 Devereux, 1988: 270 282 Food Availability Decline: FAD Food Entitlement Decline: FED FAD FAD FED 2000, 2002 FAD FAD FAD FED FAD Lee, 2003 FED 1999 59 2000 2000, 2001 2002 FAD FAD FED