untitled

Size: px
Start display at page:

Download "untitled"

Transcription

1

2

3 Horioka

4

5

6

7

8

9

10

11

12

13 Nakagawa and Oshima u ( c ) t+ 1 E β (1 + r ) 1 = t i+ 1 u ( c ) t 0 β c t y t uc ( t ) E () t r t c E β t ct γ ( + r ) 1 0 t+ 1 1 = t+ 1 ξ ct + β ct γ c t r ) E β t + 1 t ct (1 + r 1 ( t+ 1 t+ 1 γ )

14 c t + 1 log( β) γe log [ log( )] ( ξ ) ( ξ ) + E + r + E t t 1 t 1 t t 1 Et t+ 1 ct E ( ξ t t 1) = σ + t ε t+ 1 c 1 1 t 1 2 log + log( β ) + log(1 + r ) + σ ε t t t c γ γ γ t 1 σ t 2 log(c t / C t-1 ) = a 1 + a 2 r t-1 + a 3 RISK t-1 + a 4 log(y t / y t-1 ) + v t RISK y

15 C Y R RISK1 RISK2 RISK3 R t-1 RISK1 t-1 RISK2 t-1risk3 t-1 log(x t / X t-1 )log(g t / G t-1 )X G log(c t / C t-1 ) = log(y t / Y t-1 ) R t RISK1 t RISK RISK3 (2.94 *** ) (3.69 *** ) (1.88 * ) (3.45 *** ) (0.34) (2.37 ** ) Adjusted R 2 = S.E.= DW =1.95 ****** 10 SG1 SG2

16 WH YD SH CS SH = f(sg1, SG2, CS, WH, YD) SG2(-48)

17 z t = µ + k i= 1 A i z t-i ε t µ A i ε t k z t = µ + Π z t-1 1 i= 1 Γ i z t-i ε t Π z t-1 Π αβ α β β β β z t-1 βz t-1 = 0 Case 1 Case 2 SH, SG1, SG2, WH, YD SH, SG2, WH, YD

18 Trend stationary linear quadratic cointegration Π cointegration cointegration

19 β β SH = trend SG SG WH YD SH = trend SG SG WH YD

20

21

22 Carlson, J. A. and M. Parkin(1975), Inflation Expectation, Economica 42. Horioka, Charles Yuji (1990) Why is Japan's Household Saving Rates So High? A Literature Survey, Journal of the Japanese and International Economics, Vol.4, No.1 (March 1990) (1989), Why Is Japan's Private Saving Rate So High? in R. Sato and T. Negishi, eds., Developments in Japanese Economics (Tokyo: Academic Press), pp

23

24

25

26

27

28

29 Std. Coef. z P> z Err. SH SH SH SG SG WH YD constant SG1 SG SH SG SG WH YD constant SG2 SG SH SG SG WH YD constant WH WH SH SG SG WH YD constant YD SH SG SG WH YD constant beta Coef. Std. Err. z P> z SH 1 SG SG WH YD trend const

30 SH SH -1 SH SG1 SG2 WH YD const SG1 SG1-1 SH SG1 SG2 WH YD const SG2 SG2-1 SH SG1 SG2 WH YD const WH WH -1 SH SG1 SG2 WH YD const YD -1 SH SG1 SG2 WH YD const

Microsoft Word - Šv”|“Å‘I.DOC

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.

More information

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』

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.

More information

研修コーナー

研修コーナー l l l l l l l l l l l α α β l µ l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l l

More information

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-

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

More information

O1-1 O1-2 O1-3 O1-4 O1-5 O1-6

O1-1 O1-2 O1-3 O1-4 O1-5 O1-6 O1-1 O1-2 O1-3 O1-4 O1-5 O1-6 O1-7 O1-8 O1-9 O1-10 O1-11 O1-12 O1-13 O1-14 O1-15 O1-16 O1-17 O1-18 O1-19 O1-20 O1-21 O1-22 O1-23 O1-24 O1-25 O1-26 O1-27 O1-28 O1-29 O1-30 O1-31 O1-32 O1-33 O1-34 O1-35

More information

第86回日本感染症学会総会学術集会後抄録(I)

第86回日本感染症学会総会学術集会後抄録(I) κ κ κ κ κ κ μ μ β β β γ α α β β γ α β α α α γ α β β γ μ β β μ μ α ββ β β β β β β β β β β β β β β β β β β γ β μ μ μ μμ μ μ μ μ β β μ μ μ μ μ μ μ μ μ μ μ μ μ μ β

More information

Vol. 42 No pp Headcount ratio p p A B pp.29

Vol. 42 No pp Headcount ratio p p A B pp.29 1990 2003 2005 2000 1998 2004 2001 2 2000 2001 2000 1 Vol. 42 No. 2 2005 pp.21-22 25 25-29 30-34 1999 1 Headcount ratio 2 1995 20-25 25-30 2005 p.25 2005 2000 2 15 34 2003 p.3 15 34 A B 3 4 3 3 2003 pp.29-332001

More information

1 911 9001030 9:00 A B C D E F G H I J K L M 1A0900 1B0900 1C0900 1D0900 1E0900 1F0900 1G0900 1H0900 1I0900 1J0900 1K0900 1L0900 1M0900 9:15 1A0915 1B0915 1C0915 1D0915 1E0915 1F0915 1G0915 1H0915 1I0915

More information

y = x x R = 0. 9, R = σ $ = y x w = x y x x w = x y α ε = + β + x x x y α ε = + β + γ x + x x x x' = / x y' = y/ x y' =

y = x x R = 0. 9, R = σ $ = y x w = x y x x w = x y α ε = + β + x x x y α ε = + β + γ x + x x x x' = / x y' = y/ x y' = y x = α + β + ε =,, ε V( ε) = E( ε ) = σ α $ $ β w ( 0) σ = w σ σ y α x ε = + β + w w w w ε / w ( w y x α β ) = α$ $ W = yw βwxw $β = W ( W) ( W)( W) w x x w x x y y = = x W y W x y x y xw = y W = w w

More information

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-

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

More information

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―

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

More information

(Compton Scattering) Beaming 1 exp [i (k x ωt)] k λ k = 2π/λ ω = 2πν k = ω/c k x ωt ( ω ) k α c, k k x ωt η αβ k α x β diag( + ++) x β = (ct, x) O O x

(Compton Scattering) Beaming 1 exp [i (k x ωt)] k λ k = 2π/λ ω = 2πν k = ω/c k x ωt ( ω ) k α c, k k x ωt η αβ k α x β diag( + ++) x β = (ct, x) O O x Compton Scattering Beaming exp [i k x ωt] k λ k π/λ ω πν k ω/c k x ωt ω k α c, k k x ωt η αβ k α x β diag + ++ x β ct, x O O x O O v k α k α β, γ k γ k βk, k γ k + βk k γ k k, k γ k + βk 3 k k 4 k 3 k

More information

第11回:線形回帰モデルのOLS推定

第11回:線形回帰モデルのOLS推定 11 OLS 2018 7 13 1 / 45 1. 2. 3. 2 / 45 n 2 ((y 1, x 1 ), (y 2, x 2 ),, (y n, x n )) linear regression model y i = β 0 + β 1 x i + u i, E(u i x i ) = 0, E(u i u j x i ) = 0 (i j), V(u i x i ) = σ 2, i

More information

φ 4 Minimal subtraction scheme 2-loop ε 2008 (University of Tokyo) (Atsuo Kuniba) version 21/Apr/ Formulas Γ( n + ɛ) = ( 1)n (1 n! ɛ + ψ(n + 1)

φ 4 Minimal subtraction scheme 2-loop ε 2008 (University of Tokyo) (Atsuo Kuniba) version 21/Apr/ Formulas Γ( n + ɛ) = ( 1)n (1 n! ɛ + ψ(n + 1) φ 4 Minimal subtraction scheme 2-loop ε 28 University of Tokyo Atsuo Kuniba version 2/Apr/28 Formulas Γ n + ɛ = n n! ɛ + ψn + + Oɛ n =,, 2, ψn + = + 2 + + γ, 2 n ψ = γ =.5772... Euler const, log + ax x

More information

untitled

untitled IV 1 IV 2 (i) 2 0.13 0.23 1 (i) 3 ( 0.11 0.19 0.5% 2 (ii) 1% (ii) 1,000, 1,000 (1 Q) G A 0.02 {e i ) 1} Q (e 5 1) 0.02 β Ρ (iii) 1 1 QG {e ig ( i G ) 1} QG (e 5 1) Ρ e in e i G n Q e in 1 e i G n 1 1 1

More information

nsg04-28/ky208684356100043077

nsg04-28/ky208684356100043077 δ!!! μ μ μ γ UBE3A Ube3a Ube3a δ !!!! α α α α α α α α α α μ μ α β α β β !!!!!!!! μ! Suncus murinus μ Ω! π μ Ω in vivo! μ μ μ!!! ! in situ! in vivo δ δ !!!!!!!!!! ! in vivo Orexin-Arch Orexin-Arch !!

More information

s = 1.15 (s = 1.07), R = 0.786, R = 0.679, DW =.03 5 Y = 0.3 (0.095) (.708) X, R = 0.786, R = 0.679, s = 1.07, DW =.03, t û Y = 0.3 (3.163) + 0

s = 1.15 (s = 1.07), R = 0.786, R = 0.679, DW =.03 5 Y = 0.3 (0.095) (.708) X, R = 0.786, R = 0.679, s = 1.07, DW =.03, t û Y = 0.3 (3.163) + 0 7 DW 7.1 DW u 1, u,, u (DW ) u u 1 = u 1, u,, u + + + - - - - + + - - - + + u 1, u,, u + - + - + - + - + u 1, u,, u u 1, u,, u u +1 = u 1, u,, u Y = α + βx + u, u = ρu 1 + ɛ, H 0 : ρ = 0, H 1 : ρ 0 ɛ 1,

More information

日本の高齢者世帯の貯蓄行動に関する実証分析

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

More information

DP

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

More information

ohpmain.dvi

ohpmain.dvi fujisawa@ism.ac.jp 1 Contents 1. 2. 3. 4. γ- 2 1. 3 10 5.6, 5.7, 5.4, 5.5, 5.8, 5.5, 5.3, 5.6, 5.4, 5.2. 5.5 5.6 +5.7 +5.4 +5.5 +5.8 +5.5 +5.3 +5.6 +5.4 +5.2 =5.5. 10 outlier 5 5.6, 5.7, 5.4, 5.5, 5.8,

More information

1 1.1 ( ). z = a + bi, a, b R 0 a, b 0 a 2 + b 2 0 z = a + bi = ( ) a 2 + b 2 a a 2 + b + b 2 a 2 + b i 2 r = a 2 + b 2 θ cos θ = a a 2 + b 2, sin θ =

1 1.1 ( ). z = a + bi, a, b R 0 a, b 0 a 2 + b 2 0 z = a + bi = ( ) a 2 + b 2 a a 2 + b + b 2 a 2 + b i 2 r = a 2 + b 2 θ cos θ = a a 2 + b 2, sin θ = 1 1.1 ( ). z = + bi,, b R 0, b 0 2 + b 2 0 z = + bi = ( ) 2 + b 2 2 + b + b 2 2 + b i 2 r = 2 + b 2 θ cos θ = 2 + b 2, sin θ = b 2 + b 2 2π z = r(cos θ + i sin θ) 1.2 (, ). 1. < 2. > 3. ±,, 1.3 ( ). A

More information

自由集会時系列part2web.key

自由集会時系列part2web.key spurious correlation spurious regression xt=xt-1+n(0,σ^2) yt=yt-1+n(0,σ^2) n=20 type1error(5%)=0.4703 no trend 0 1000 2000 3000 4000 p for r xt=xt-1+n(0,σ^2) random walk random walk variable -5 0 5 variable

More information

nm (T = K, p = kP a (1atm( )), 1bar = 10 5 P a = atm) 1 ( ) m / m

nm (T = K, p = kP a (1atm( )), 1bar = 10 5 P a = atm) 1 ( ) m / m .1 1nm (T = 73.15K, p = 101.35kP a (1atm( )), 1bar = 10 5 P a = 0.9863atm) 1 ( ).413968 10 3 m 3 1 37. 1/3 3.34.414 10 3 m 3 6.0 10 3 = 3.7 (109 ) 3 (nm) 3 10 6 = 3.7 10 1 (nm) 3 = (3.34nm) 3 ( P = nrt,

More information

医系の統計入門第 2 版 サンプルページ この本の定価 判型などは, 以下の URL からご覧いただけます. このサンプルページの内容は, 第 2 版 1 刷発行時のものです.

医系の統計入門第 2 版 サンプルページ この本の定価 判型などは, 以下の URL からご覧いただけます.   このサンプルページの内容は, 第 2 版 1 刷発行時のものです. 医系の統計入門第 2 版 サンプルページ この本の定価 判型などは, 以下の URL からご覧いただけます. http://www.morikita.co.jp/books/mid/009192 このサンプルページの内容は, 第 2 版 1 刷発行時のものです. i 2 t 1. 2. 3 2 3. 6 4. 7 5. n 2 ν 6. 2 7. 2003 ii 2 2013 10 iii 1987

More information

総合薬学講座 生物統計の基礎

総合薬学講座 生物統計の基礎 2013 10 22 ( ) 2013 10 22 1 / 40 p.682 1. 2. 3 2 t Mann Whitney U ). 4 χ 2. 5. 6 Dunnett Tukey. 7. 8 Kaplan Meier.. U. ( ) 2013 10 22 2 / 40 1 93 ( 20 ) 230. a t b c χ 2 d 1.0 +1.0 e, b ( ) e ( ) ( ) 2013

More information

財政赤字の経済分析:中長期的視点からの考察

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

More information

,398 4% 017,

,398 4% 017, 6 3 JEL Classification: D4; K39; L86,,., JSPS 34304, 47301.. 1 01301 79 1 7,398 4% 017,390 01 013 1 1 01 011 514 8 1 Novos and Waldman (1984) Johnson (1985) Chen and Png (003) Arai (011) 3 1 4 3 4 5 0

More information

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 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

More information

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

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

More information

1).1-5) - 9 -

1).1-5) - 9 - - 8 - 1).1-5) - 9 - ε = ε xx 0 0 0 ε xx 0 0 0 ε xx (.1 ) z z 1 z ε = ε xx ε x y 0 - ε x y ε xx 0 0 0 ε zz (. ) 3 xy ) ε xx, ε zz» ε x y (.3 ) ε ij = ε ij ^ (.4 ) 6) xx, xy ε xx = ε xx + i ε xx ε xy = ε

More information

01.Œk’ì/“²fi¡*

01.Œk’ì/“²fi¡* AIC AIC y n r n = logy n = logy n logy n ARCHEngle r n = σ n w n logσ n 2 = α + β w n 2 () r n = σ n w n logσ n 2 = α + β logσ n 2 + v n (2) w n r n logr n 2 = logσ n 2 + logw n 2 logσ n 2 = α +β logσ

More information

H 0 H = H 0 + V (t), V (t) = gµ B S α qb e e iωt i t Ψ(t) = [H 0 + V (t)]ψ(t) Φ(t) Ψ(t) = e ih0t Φ(t) H 0 e ih0t Φ(t) + ie ih0t t Φ(t) = [

H 0 H = H 0 + V (t), V (t) = gµ B S α qb e e iωt i t Ψ(t) = [H 0 + V (t)]ψ(t) Φ(t) Ψ(t) = e ih0t Φ(t) H 0 e ih0t Φ(t) + ie ih0t t Φ(t) = [ 3 3. 3.. H H = H + V (t), V (t) = gµ B α B e e iωt i t Ψ(t) = [H + V (t)]ψ(t) Φ(t) Ψ(t) = e iht Φ(t) H e iht Φ(t) + ie iht t Φ(t) = [H + V (t)]e iht Φ(t) Φ(t) i t Φ(t) = V H(t)Φ(t), V H (t) = e iht V (t)e

More information

s s U s L e A = P A l l + dl dε = dl l l

s s U s L e A = P A l l + dl dε = dl l l P (ε) A o B s= P A s B o Y l o s Y l e = l l 0.% o 0. s e s B 1 s (e) s Y s s U s L e A = P A l l + dl dε = dl l l ε = dε = l dl o + l lo l = log l o + l =log(1+ e) l o Β F Α E YA C Ο D ε YF B YA A YA

More information

Auerbach and Kotlikoff(1987) (1987) (1988) 4 (2004) 5 Diamond(1965) Auerbach and Kotlikoff(1987) 1 ( ) ,

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)

More information

微分積分 サンプルページ この本の定価 判型などは, 以下の URL からご覧いただけます. このサンプルページの内容は, 初版 1 刷発行時のものです.

微分積分 サンプルページ この本の定価 判型などは, 以下の URL からご覧いただけます.   このサンプルページの内容は, 初版 1 刷発行時のものです. 微分積分 サンプルページ この本の定価 判型などは, 以下の URL からご覧いただけます. ttp://www.morikita.co.jp/books/mid/00571 このサンプルページの内容は, 初版 1 刷発行時のものです. i ii 014 10 iii [note] 1 3 iv 4 5 3 6 4 x 0 sin x x 1 5 6 z = f(x, y) 1 y = f(x)

More information

3/4/8:9 { } { } β β β α β α β β

3/4/8:9 { } { } β β β α β α β β α β : α β β α β α, [ ] [ ] V, [ ] α α β [ ] β 3/4/8:9 3/4/8:9 { } { } β β β α β α β β [] β [] β β β β α ( ( ( ( ( ( [ ] [ ] [ β ] [ α β β ] [ α ( β β ] [ α] [ ( β β ] [] α [ β β ] ( / α α [ β β ] [ ] 3

More information

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 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

More information

D = [a, b] [c, d] D ij P ij (ξ ij, η ij ) f S(f,, {P ij }) S(f,, {P ij }) = = k m i=1 j=1 m n f(ξ ij, η ij )(x i x i 1 )(y j y j 1 ) = i=1 j

D = [a, b] [c, d] D ij P ij (ξ ij, η ij ) f S(f,, {P ij }) S(f,, {P ij }) = = k m i=1 j=1 m n f(ξ ij, η ij )(x i x i 1 )(y j y j 1 ) = i=1 j 6 6.. [, b] [, d] ij P ij ξ ij, η ij f Sf,, {P ij } Sf,, {P ij } k m i j m fξ ij, η ij i i j j i j i m i j k i i j j m i i j j k i i j j kb d {P ij } lim Sf,, {P ij} kb d f, k [, b] [, d] f, d kb d 6..

More information

N cos s s cos ψ e e e e 3 3 e e 3 e 3 e

N cos s s cos ψ e e e e 3 3 e e 3 e 3 e 3 3 5 5 5 3 3 7 5 33 5 33 9 5 8 > e > f U f U u u > u ue u e u ue u ue u e u e u u e u u e u N cos s s cos ψ e e e e 3 3 e e 3 e 3 e 3 > A A > A E A f A A f A [ ] f A A e > > A e[ ] > f A E A < < f ; >

More information

基礎数学I

基礎数学I I & II ii ii........... 22................. 25 12............... 28.................. 28.................... 31............. 32.................. 34 3 1 9.................... 1....................... 1............

More information

* n x 11,, x 1n N(µ 1, σ 2 ) x 21,, x 2n N(µ 2, σ 2 ) H 0 µ 1 = µ 2 (= µ ) H 1 µ 1 µ 2 H 0, H 1 *2 σ 2 σ 2 0, σ 2 1 *1 *2 H 0 H

* n x 11,, x 1n N(µ 1, σ 2 ) x 21,, x 2n N(µ 2, σ 2 ) H 0 µ 1 = µ 2 (= µ ) H 1 µ 1 µ 2 H 0, H 1 *2 σ 2 σ 2 0, σ 2 1 *1 *2 H 0 H 1 1 1.1 *1 1. 1.3.1 n x 11,, x 1n Nµ 1, σ x 1,, x n Nµ, σ H 0 µ 1 = µ = µ H 1 µ 1 µ H 0, H 1 * σ σ 0, σ 1 *1 * H 0 H 0, H 1 H 1 1 H 0 µ, σ 0 H 1 µ 1, µ, σ 1 L 0 µ, σ x L 1 µ 1, µ, σ x x H 0 L 0 µ, σ 0

More information

202

202 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 DS =+α log (Spread )+ β DSRate +γlend +δ DEx DS t Spread t 1 DSRate t Lend t DEx DS DEx Spread DS

More information

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

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

More information

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―

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

More information

タイトル

タイトル Flud Flow Smulton wth Cellulr Automt 00N2100008J 2002 225 1. cellulr utomton n t+ 1 t t = f( r, L, + r (1 t t+ 1 f t r t +1 Prllel Vrtul Mchne Messge-Pssng Interfce 1 2. 2. 1 t t 0 t = 1 = 1 = t = 2 2

More information

II III II 1 III ( ) [2] [3] [1] 1 1:

II III II 1 III ( ) [2] [3] [1] 1 1: 2015 4 16 1. II III II 1 III () [2] [3] 2013 11 18 [1] 1 1: [5] [6] () [7] [1] [1] 1998 4 2008 8 2014 8 6 [1] [1] 2 3 4 5 2. 2.1. t Dt L DF t A t (2.1) A t = Dt L + Dt F (2.1) 3 2 1 2008 9 2008 8 2008

More information

L Y L( ) Y0.15Y 0.03L 0.01L 6% L=(10.15)Y 108.5Y 6%1 Y y p L ( 19 ) [1990] [1988] 1

L Y L( ) Y0.15Y 0.03L 0.01L 6% L=(10.15)Y 108.5Y 6%1 Y y p L ( 19 ) [1990] [1988] 1 1. 1-1 00 001 9 J-REIT 1- MM CAPM 1-3 [001] [1997] [003] [001] [1999] [003] 1-4 0 . -1 18 1-1873 6 1896 L Y L( ) Y0.15Y 0.03L 0.01L 6% L=(10.15)Y 108.5Y 6%1 Y y p L 6 1986 ( 19 ) -3 17 3 18 44 1 [1990]

More information

,,,17,,, ( ),, E Q [S T F t ] < S t, t [, T ],,,,,,,,

,,,17,,, ( ),, E Q [S T F t ] < S t, t [, T ],,,,,,,, 14 5 1 ,,,17,,,194 1 4 ( ),, E Q [S T F t ] < S t, t [, T ],,,,,,,, 1 4 1.1........................................ 4 5.1........................................ 5.........................................

More information

1 Nelson-Siegel Nelson and Siegel(1987) 3 Nelson-Siegel 3 Nelson-Siegel 2 3 Nelson-Siegel 2 Nelson-Siegel Litterman and Scheinkman(199

1 Nelson-Siegel Nelson and Siegel(1987) 3 Nelson-Siegel 3 Nelson-Siegel 2 3 Nelson-Siegel 2 Nelson-Siegel Litterman and Scheinkman(199 Nelson-Siegel Nelson-Siegel 1992 2007 15 1 Nelson and Siegel(1987) 2 FF VAR 1996 FF B) 1 Nelson-Siegel 15 90 1 Nelson and Siegel(1987) 3 Nelson-Siegel 3 Nelson-Siegel 2 3 Nelson-Siegel 2 Nelson-Siegel

More information

chap9.dvi

chap9.dvi 9 AR (i) (ii) MA (iii) (iv) (v) 9.1 2 1 AR 1 9.1.1 S S y j = (α i + β i j) D ij + η j, η j = ρ S η j S + ε j (j =1,,T) (1) i=1 {ε j } i.i.d(,σ 2 ) η j (j ) D ij j i S 1 S =1 D ij =1 S>1 S =4 (1) y j =

More information

KEIRIN

KEIRIN KEIRIN KEIRIN PCOSS CIO PC PC OSS OSS 2003 CIO 2003 IT IT 2006 2006 IT IT IT IT 2008 2008 IT IT 2001 2001 5IT IT 5IT IT IT IT (NGN) Web2.0 (NGN) Web2.0 2005 IT CIO 2005 2005 IT CIO 2006 CIOIT IT SE 2006

More information

スケーリング理論とはなにか? - --尺度を変えて見えること--

スケーリング理論とはなにか?  - --尺度を変えて見えること-- ? URL: http://maildbs.c.u-tokyo.ac.jp/ fukushima mailto:hukusima@phys.c.u-tokyo.ac.jp DEX-SMI @ 2006 12 17 ( ) What is scaling theory? DEX-SMI 1 / 40 Outline Outline 1 2 3 4 ( ) What is scaling theory?

More information

( )

( ) ) ( ( ) 3 15m t / 1.9 3 m t / 0.64 3 m ( ) ( ) 3 15m 3 1.9m / t 0.64m 3 / t ) ( β1 β 2 β 3 y ( ) = αx1 X 2 X 3 ( ) ) ( ( ) 3 15m t / 1.9 3 m 3 90m t / 0.64 3 m ( ) : r : ) 30 ( 10 0.0164

More information

朕醩佑宖醸æ−žã†®ã†�ã‡†ã†®æ··å’‹æŁ´æŁ°è¨‹çfl»ã…¢ã…⁄ã…«

朕醩佑宖醸æ−žã†®ã†�ã‡†ã†®æ··å’‹æŁ´æŁ°è¨‹çfl»ã…¢ã…⁄ã…« 1 / 34 Li-Yao,, Li-Yao The Life-Cycle Effects of House Price Changes (Li-Yao ),,,, ( ) 1 ω ( ) ω 1 γ Ct Ht t T βt U(C t, H t, N t) = N t N t t T βt N t 1 γ H t : t C t : t β : ω : γ : W. Li, R. Yao, The

More information

untitled

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),

More information

アジ研教科書「マクロ安定化」.PDF

アジ研教科書「マクロ安定化」.PDF 1 2 3 4 5 6 7 8 9 Corbo, V., and S. Fischer, Structural Adjustment, Stabilization and Policy Reform: Domestic and International Finance, in J. Behrman and T. N. Srinivasan, eds., Handbook of Development

More information

23 1 Section ( ) ( ) ( 46 ) , 238( 235,238 U) 232( 232 Th) 40( 40 K, % ) (Rn) (Ra). 7( 7 Be) 14( 14 C) 22( 22 Na) (1 ) (2 ) 1 µ 2 4

23 1 Section ( ) ( ) ( 46 ) , 238( 235,238 U) 232( 232 Th) 40( 40 K, % ) (Rn) (Ra). 7( 7 Be) 14( 14 C) 22( 22 Na) (1 ) (2 ) 1 µ 2 4 23 1 Section 1.1 1 ( ) ( ) ( 46 ) 2 3 235, 238( 235,238 U) 232( 232 Th) 40( 40 K, 0.0118% ) (Rn) (Ra). 7( 7 Be) 14( 14 C) 22( 22 Na) (1 ) (2 ) 1 µ 2 4 2 ( )2 4( 4 He) 12 3 16 12 56( 56 Fe) 4 56( 56 Ni)

More information

1 Tokyo Daily Rainfall (mm) Days (mm)

1 Tokyo Daily Rainfall (mm) Days (mm) ( ) r-taka@maritime.kobe-u.ac.jp 1 Tokyo Daily Rainfall (mm) 0 100 200 300 0 10000 20000 30000 40000 50000 Days (mm) 1876 1 1 2013 12 31 Tokyo, 1876 Daily Rainfall (mm) 0 50 100 150 0 100 200 300 Tokyo,

More information

newmain.dvi

newmain.dvi 数論 サンプルページ この本の定価 判型などは, 以下の URL からご覧いただけます. http://www.morikita.co.jp/books/mid/008142 このサンプルページの内容は, 第 2 版 1 刷発行当時のものです. Daniel DUVERNEY: THÉORIE DES NOMBRES c Dunod, Paris, 1998, This book is published

More information

02.„o“φiflì„㙃fic†j

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

More information

1 (1) () (3) I 0 3 I I d θ = L () dt θ L L θ I d θ = L = κθ (3) dt κ T I T = π κ (4) T I κ κ κ L l a θ L r δr δl L θ ϕ ϕ = rθ (5) l

1 (1) () (3) I 0 3 I I d θ = L () dt θ L L θ I d θ = L = κθ (3) dt κ T I T = π κ (4) T I κ κ κ L l a θ L r δr δl L θ ϕ ϕ = rθ (5) l 1 1 ϕ ϕ ϕ S F F = ϕ (1) S 1: F 1 1 (1) () (3) I 0 3 I I d θ = L () dt θ L L θ I d θ = L = κθ (3) dt κ T I T = π κ (4) T I κ κ κ L l a θ L r δr δl L θ ϕ ϕ = rθ (5) l : l r δr θ πrδr δf (1) (5) δf = ϕ πrδr

More information

global imbalances ) * 1

global imbalances ) * 1 global imbalances 2 3 45 6 1) * 1 68 53 Denison 1958 2 Denison 1958 Feldstein and Fane 1973 1946 1968 Feldstein 19731978 David and Scadding 1974Furstenberg 1981Pitelis 1987 Poterba 1986 1948 1986 Bhatia

More information

2.2 h h l L h L = l cot h (1) (1) L l L l l = L tan h (2) (2) L l 2 l 3 h 2.3 a h a h (a, h)

2.2 h h l L h L = l cot h (1) (1) L l L l l = L tan h (2) (2) L l 2 l 3 h 2.3 a h a h (a, h) 1 16 10 5 1 2 2.1 a a a 1 1 1 2.2 h h l L h L = l cot h (1) (1) L l L l l = L tan h (2) (2) L l 2 l 3 h 2.3 a h a h (a, h) 4 2 3 4 2 5 2.4 x y (x,y) l a x = l cot h cos a, (3) y = l cot h sin a (4) h a

More information

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

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

More information

Twist knot orbifold Chern-Simons

Twist knot orbifold Chern-Simons Twist knot orbifold Chern-Simons 1 3 M π F : F (M) M ω = {ω ij }, Ω = {Ω ij }, cs := 1 4π 2 (ω 12 ω 13 ω 23 + ω 12 Ω 12 + ω 13 Ω 13 + ω 23 Ω 23 ) M Chern-Simons., S. Chern J. Simons, F (M) Pontrjagin 2.,

More information

杏香は2000年5月16日午前5時15分に横浜市立市民病院で生まれた

杏香は2000年5月16日午前5時15分に横浜市立市民病院で生まれた 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 http://opac.ndl.go.jp/process NDL-OPAC2009 2 11 P12 19 2000 10 P19 2008 10 9 2008 3 PP14 17 20 2001 PP470 473 2007 PP81 176 1972 P86 2002 PP346 348 1982 P162

More information