競売不動産からみた首都圏地価の動向
|
|
- ひろき たつざわ
- 5 years ago
- Views:
Transcription
1 yumi.saita@boj.or.jp
2
3
4
5
6
7 STYLE
8 m m
9
10
11
12
13 LancasterRosen Suzaki and Ohta Nagai, Kondo and Ohta i P i n lnp i = + jln X ij + k D ik + TD i + i. m j =1 k =1 X ij j D ik k TD i i Goodman
14 = 0 = 1 P ( ) i = P i 1, when 0, ln P i, when = 0. BC BC n P ( ) m ( ) 0 = + i j X 1 i j + j = k D i k TDi 1 k = i, n j = 1 0 = + m j j = P ( ) i X i + TD + i. + k D i k i k 1 1 = 1 BC 0 = 1 = 0 0 = 0, 1 = 1 0 = 1 = 1 0 = 0 0 = 1 RESETRESET lnp i (lnp i ) 2 (lnp i ) 3 iii iiitime-varying parameter Sheppard X i = (X i1,, X in ) D i = (D i1,, D im ) M (.)
15 P i = M(X i, D i )+ TD i + i, E ( i X i, D i )= 0. X i D i P i = M(X i, D i )+X i X + D i D + TD i + i, E ( i X i, X i, D i, D i )= 0. X D Anglin and Gencay a b c Stock OLS j k Knight, Dombrow and Sirmans jt kt TD i Munneke and Slade Whang and Andrews specification test prediction intervals out-of-sample mean squared prediction error Basu and ThibodeauCan and MegbolugbeRegional Science and Urban Economics, 22, Issue 3, 1992, pp
16 iii iii iiii i ii iii = = BC BCBC BC 0 BC 0 [ 1= 1 ] [ 0= 1 = 0 ] [ 0= 0, 1 = 1] [ 0 = 0] [ = ] 0 1 = 1 [ 0 = ] 1 0 1
17 HCSE: heteroscedasticity consistent standard errorreset RESET
18 p
19 n j = 1 m ln P = + j ln j = i X i + k D i k k 1 +. j h ln Xi j + + TD +. kh D. ik D i i n l j = 1 h = 1 D i h m l l k = 1 h= 1 ih D ik D ih X ij D ik BC BCBC BC RESET HCSE 0 [ 1= 1 ] [ 0= 1 = 0 ] [ 0= 0, 1 = 1] [ 0 = 0] [ 0= 1 = 1 ] [ 0 = 1]
20
21 = i ii iii A B C A
22
23 C B A = =
24
25 i ii iii iv BC iii iii
26 0 [ 1= 1 ] [ 0= 1 = 0 ] [ 0= 0, 1 = 1] [ 0 = 0] [ 0= 1 = 1 ] [ 0 = 1] 0 [ 1= 1 ] [ 0= 1 = 0 ] [ 0= 0, 1 = 1] [ 0 = 0] [ 0= 1 = 1 ] [ 0 = 1] RESET
27
28
29 RESET
30
31
32 Anselin LM err = 0LM n it = W ij jt +v it. j =1 it i OLSW ij j jt v it ijd ij 1: (1/d ij ) / (1/d ij ) 2: (1/d 2 ij )/(1/d 2 ij ) Anselin LM err = 0LM lag PX n P it = W ij P jt +X it + it. j =1 LM lag LM err LM err A B A W Moran s I test Kelejian-Robinson test Anselin and HudakKelejian and Robinson
33 B LMAB = 0 χ LM p
34 No.
35
36 RCBRCC
37
38
39
40
41
42 Working Paper No. CPI
43 Working Paper Anglin, Paul M., and Ramazan Gencay, Semiparametric Estimation of a Hedonic Price Function, Journal of Applied Econometrics, 11 (6), 1996, pp Anselin, Luc, Lagrange Multiplier Test Diagnostics for Spatial Dependence and Spatial Heterogeneity, Geographical Analysis, 20, 1988, pp , and Sheri Hudak, Spatial Econometrics in Practice, Regional Science and Urban Economics, 22, 1992, pp Basu, Sabyasachi, and Thomas G. Thibodeau, Analysis of Spatial Autocorrelation in House Prices, Journal of Real Estate Finance and Economics, 17 (1), 1998, pp Can, Ayse, and Isaac Megbolugbe, Spatial Dependence and House Price Index Construction, Journal of Real Estate Finance and Economics, 14, 1997, pp Goodman, A. C., Hedonic Prices, Price Indices and Housing Markets, Journal of Urban Economics, 5, 1978, pp Kelejian, Harry H., and Dennis P. Robinson, Spatial Autocorrelation: A New Computationally Simple Test with an Application to Per Capita County Police Expenditures, Regional Science and Urban Economics, 22, 1992, pp Knight, J. R., Jonathan Dombrow, and C. F. Sirmans, A Varying Parameters Approach to Constructing House Price Indexes, Real Estate Economics, 23, 1995, pp Lancaster, Kelvin, Modern Consumer Theory, Edward Elgar Publishing Limited, Munneke, Henry J., and Barrett A. Slade, A Metropolitan Transaction-Based Commercial Price Index: A Time-Varying Parameter Approach, Real Estate Economics, 29, 2001, pp Nagai, Koichi, Yasushi Kondo, and Makoto Ohta, An Hedonic Analysis of the Rental Office Market in the Tokyo Central Business District: Fiscal Years, Japanese Economic Review, 51 (1), 2000, pp Rosen, Sherwin, Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition, Journal of Political Economy, 82 (1), 1974, pp Sheppard, Stephen, Hedonic Analysis of Housing Markets, in Handbook of Regional and Urban Economics ed. by Mills, E. S. and P. Cheshire, 3, Chapter 41, 1999, pp Stock, James H., Nonparametric policy analysis, Journal of the American Statistical Association, 84, 1989, pp
44 , Nonparametric Policy Analysis: An Application to Estimating Hazardous waste Cleanup Benefits, in Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics, ed. by W. Barnett, J. Powell, and G. Tauchen, Cambridge University Press, New York, Suzaki, Kenji, and Makoto Ohta, A Hedonic Analysis of Land Prices and Rents in the Bubble: Kanagawa Prefecture in Japan for , Economic Studies Quarterly, 45 (1), 1994, pp Whang, Yoon-Jae, and D. W. K. Andrews, Tests of Specification for Parametric and Semiparametric Models, Journal of Econometrics, 57, 1993, pp
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
More informationStepwise Chow Test * Chow Test Chow Test Stepwise Chow Test Stepwise Chow Test Stepwise Chow Test Riddell Riddell first step second step sub-step Step
Stepwise Chow Test * Chow Test Chow Test Stepwise Chow Test Stepwise Chow Test Stepwise Chow Test Riddell Riddell first step second step sub-step Stepwise Chow Test a Stepwise Chow Test Takeuchi 1991Nomura
More informationVol.8 No (July 2015) 2/ [3] stratification / *1 2 J-REIT *2 *1 *2 J-REIT % J-REIT J-REIT 6 J-REIT J-REIT 10 J-REIT *3 J-
Vol.8 No.2 1 9 (July 2015) 1,a) 2 3 2012 1 5 2012 3 24, 2013 12 12 2 1 2 A Factor Model for Measuring Market Risk in Real Estate Investment Hiroshi Ishijima 1,a) Akira Maeda 2 Tomohiko Taniyama 3 Received:
More information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
More information1. 2 Blank and Winnick (1953) 1 Smith (1974) Shilling et al. (1987) Shilling et al. (1987) Frew and Jud (1988) James Shilling Voith (1992) (Shilling e
Estimation of the Natural Vacancy Rate and it s Instability: Evidence from the Tokyo Office Market * ** *** Sho Kuroda*, Morito Tsutsumi**, Toyokazu Imazeki*** * ** *** rent adjustment mechanismnatural
More information082_rev2_utf8.pdf
3 1. 2. 3. 4. 5. 1 3 3 3 2008 3 2008 2008 3 2008 2008, 1 5 Lo and MacKinlay (1990a) de Jong and Nijman (1997) Cohen et al. (1983) Lo and MacKinlay (1990a b) Cohen et al. (1983) de Jong and Nijman (1997)
More informationBB 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 (
More informationuntitled
1 3 23 4 ... 1 2... 3 3... 6 4... 10 4.1... 10 4.2... 14 4.2.1... 14 4.2.2... 16 4.2.3... 17 4.2.4 WASEDA / REINS... 19 4.3... 22 5... 25 5.1... 25 5.2... 26 5.3 S&P/... 29 5.4... 32 5.5... 32 5.6... 33
More informationbottleneckjapanese.dvi
1 M&A Keywords:,. Address: 742-1, Higashinakano, Hachioji-shi, Tokyo 192-09,Japan fax:+81 426 74 425 E-mail: yangc@tamacc.chuo-u.ac.jp ; yasuokaw@tamacc.chuo-u.ac.jp 1 Yang and Kawashima(2008) 1 2 ( MVI
More information東アジアへの視点
8 8 1955 1 2 3 1. Sakamoto 2012 2012a b 8 8 2. 2.1 AGI Industrial Structure of the Prefectural Economy in Kyushu Area in Japan: Trend and Future Prediction 56th European Regional Science Association Congress
More informationVol.65 No.2 大阪大学経済学 September 2015 東日本大震災が大阪市の住宅価格に与えた影響について : 中古マンション価格を例にとって 保元大輔 谷﨑久志 要旨 JELR 1. はじめに Stata,, %.,
Title Author(s) 東日本大震災が大阪市の住宅価格に与えた影響について : 中古マンション価格を例にとって 保元, 大輔 ; 谷﨑, 久志 Citation 大阪大学経済学. 65(2) P.39-P.55 Issue Date 2015-09 Text Version publisher URL https://doi.org/10.18910/57097 DOI 10.18910/57097
More informationautocorrelataion cross-autocorrelataion Lo/MacKinlay [1988, 1990] (A)
Discussion Paper Series A No.425 2002 2 186-8603 iwaisako@ier.hit-u.ac.jp 14 1 24 autocorrelataion cross-autocorrelataion Lo/MacKinlay [1988, 1990] 1990 12 13 (A) 12370027 13 1 1980 Lo/MacKinlay [1988]
More informationスプレッド・オプション評価公式を用いた裁定取引の可能性―電力市場のケース― 藤原 浩一,新関 三希代
403 81 1 Black and Scholes 1973 Email:kfujiwar@mail.doshisha.ac.jp 82 404 58 3 1 2 Deng, Johnson and Sogomonian 1999 Margrabe 1978 2 Deng, Johnson and Sogomonian 1999 Margrabe 1978 Black and Scholes 1973
More informationヘドニック法による芸術・文化資本の便益評価
Kwansei Gakuin University Rep Title ヘドニック法による芸術 文化資本の便益評価 Author(s) Hayashi, Yuki, 林, 勇貴 Citation 関西学院経済学研究, 44: 61-80 Issue Date 2013 URL http://hdl.handle.net/10236/12275 Right http://kgur.kawansei.ac.jp/dspace
More informationWinter 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
More informationGDP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
More information( β K ) p β W W p β K K aβ β W W β β K K ) 1/(βW +β K ) 3 ln C =lnα + 1 β W + β K ln Q (3) 1/(β W + β K ) ( β W + β K ) 4 ( ) ( ) (1998 2 1 3 ) ( 1998
3 1 1993-1995 ( Cobb-Douglas ) (1998 2 3 ) ( ) 17 (1998 2 1 ) 1 Christensen, Jorgensonand Lau (1973) 1983 ( ) 2 W = K = β W,β K > 0 Q = aw βw K βk (1) C = αq 1/(βW +βk) (2) 10 ( (A) (A03) ) ( ) ( ) 1 2
More informationカルマンフィルターによるベータ推定( )
β TOPIX 1 22 β β smoothness priors (the Capital Asset Pricing Model, CAPM) CAPM 1 β β β β smoothness priors :,,. E-mail: koiti@ism.ac.jp., 104 1 TOPIX β Z i = β i Z m + α i (1) Z i Z m α i α i β i (the
More informationJournal 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
More informationuntitled
* 2001 (B) ** 113-0033 7-3-1 TEL(03)5841-5641FAX(03)5841-5521iwamoto@e.u-tokyo.ac.jp 1990 1990 1 2 3 1 (2002) 2 social infrastructure social capital Woolcook (1998) 3-1 - - 2 - 1990 Mera (1973) G Cobb-Douglas
More information#10094931_信金7月号.indb
2006. 7 2006 7 2 4 24 41 58 84 85 97 99 2006 7 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55
More information, Exchange & Finamce
10 35 50 10 20 1210 18 15 15, 7.5 10 13 50 10 10 10 10 10 10 1225 7.5 10 1.3 10 6.8 5.5 142 25 Exchange & Finamce 1210 10 2.75 2.5 2.5 1210 10 12 1.5 10 10 1.7 1.5 1.5 1.2 1.5 1.5 10 1.4 1.3 1.3 10 12,900
More informationAnd 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
More information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)
More informationKobe 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
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 平均に対する平滑化ブートストラップ法におけるバンド幅の選択に関する一考察 (A Study about
More informationResearch on interactive development between Liaoning Five Points, One Line coastal economic belt and hinterland CAO, Zhilai It is an important approach to promote harmonious development of Liaoning economy,
More informationアロー『やってみて学習』から学習:経済成長にとっての教訓 Learning from `Learning by Doing': Lessons for Economic Growth
Learning from Learning by Doing : Lessons for Economic Growth M *1 * 2 1997 2004 10 1-2013 12 29 Version1.0 2014 3 2 *1 c 2010 MIT *2 c 2004-2013 i 1993 40 MIT 1991 ii R.M.S. * 1 *1 iii i 1 1 2 15 3 27
More informationBecker 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
More information03.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
More informationIMES DISCUSSION PAPER SERIES Discussion Paper No. 99-J-17 INSTITUTE FOR MONETARY AND ECONOMIC STUDIES BANK OF JAPAN 100-8630 203 IMES Discussion Paper Series 99-J-17 1999 6 * JEL classification E52 E58
More informationGraduate School of Policy and Management, Doshisha University 53 動学的資本税協調と公的資本形成 あらまし Zodrow and Mieszkowski 1986 Wilson 1986 Batina はじめに Zodr
Graduate School of Policy and Management, Doshisha University 53 動学的資本税協調と公的資本形成 あらまし Zodrow and Mieszkowski 1986 Wilson 1986 Batina 2009 1. はじめに Zodrow and Mieszkowski 1986 Wilson 1986 Tax Competition
More information02.„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 information2016 (8) Variety Expansion Effects by Feenstra (1994) 1 Variety Effects Dixit and Stiglitz (1977) CES n n? n t U t = ( nt i=1 σ > 1, a it > 0,
2016 8 29 1 4 Variety Expansion Effects by Feenstra 1994 1 Variety Effects Dix and Stiglz 1977 CES n n? n t U t σ > 1, a > 0, σ a q σ n a 1 σ a p q U t P t E U t, p t U t P t U t V p, I I t a σ p 1 σ a
More informationL 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 information19世紀の物価動向―コンドラチェフによる物価長波の検討を通じて―*
19 GDP 1814 1815 1849 1846 1 2 61 2002 1 1991167 2 334 1 3 4 5 19 13 1823-1851 1884-1896 1884-1896 2 1823-1851 1884-1896 2 1 11 19 12 34 3 4 5 2 1 1789-1814-1849 1849-1873-1896 1896-1920-1940 2 6 Mitchell1998
More informationKobe 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
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 GDP 速報値における予測誤差と計測誤差 (Forecast Errors Measurement Errors
More information60 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
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』
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 informationPublic Investment, the Rate of Return, and Optimal Fiscal Policy Economic Growth Pioneering Economic Theory Mathematical Theories of Economic Growth Review of Economic Studiesvol.27 Econometrica vol.34
More informationHi-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
More information日 本 のFTA 政 策 をめぐる 国 内 政 治 : JSEPA 交 渉 プロセスの Title 分 析 Author(s) 金, ゼンマ Citation 一 橋 法 学, 7(3): 683-719 Issue 2008-11 Date Type Departmental Bulletin Paper Text Version publisher URL http://hdl.handle.net/10086/16369
More informationz.prn(Gray)
1. 90 2 1 1 2 Friedman[1983] Friedman ( ) Dockner[1992] closed-loop Theorem 2 Theorem 4 Dockner ( ) 31 40 2010 Kinoshita, Suzuki and Kaiser [2002] () 1) 2) () VAR 32 () Mueller[1986], Mueller ed. [1990]
More information村本 孜51‐85/51‐85
One for all, all for one. One for all, all for one. ( One for all, all for one. ) One for all, all for one. ( One for all, all for one. ) One for all, all for one. Manes, A. (1877~1963) [2006] p. 37 Raiffisen
More information本邦株式市場の流動性に関する動学的考察―東京証券取引所のティック・データ分析―
tightnessdepth resiliency BIS Market Liquidity: Research Findings and Selected Policy Implications BISWorld Wide Web http://www.bis.org E-mail: jun.muranaga@boj.or.jp Muranaga and Shimizu O Hara Muranaga
More informationLaw and Economics Review vol.4,no.1(february 2009) 1998
Law and Economics Review vol.4,no.1(february 2009) 1998 1 500 No.93 1999114 2 195072119885021 19901991 3 Foreign Investment and National Security Act of 200720071024effective 1986 CFIUS2008831CFIUS web
More informationMicrosoft 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 informationIshi
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
More information12056286_03.indd
: 82 1 2013 7 2010 2011 1 30 2010 30 2011 30 2010 9 10 11 2011 1 2 1 2010 9 UK UK UK UK UK p. 843 45 82 1 1 UK 9 9 2007-08 UK 30% 30 20%30 150 30 32.5% 2030% p. 843 3 2004-05 5% 5% 75% p. 843 2010 11 1963
More informationデフレの定義(最新版).PDF
DP/01-1 Director General for Economic Assessment and Policy Analysis CABINET OFFICE E-mail : naoki.okamoto@mfs.cao.go.jp 1 2 3 i (ii) 4 5 Deflation defined as at least two consecutive years of price decreases.
More information2007 3 1 1 1.1...................................... 1 1.2.................................... 2 1.3...................................... 5 1.4.................................... 8 2 16 2.1......................................
More informationビールと発泡酒の税率と経済厚生
RIETI Discussion Paper Series 12-J-019 RIETI Discussion Paper Series 12-J-019 2012 年 6 月 ビールと 発 泡 酒 の 税 率 と 経 済 厚 生 * 慶 田 昌 之 ( 立 正 大 学 ) 要 旨 本 稿 では, 近 年 ビール 系 飲 料 として 販 売 されている 発 泡 酒 の 登 場 によって 発 生 している
More informationRTM RTM Risk terrain terrain RTM RTM 48
Risk Terrain Model I Risk Terrain Model RTM,,, 47 RTM RTM Risk terrain terrain RTM RTM 48 II, RTM CSV,,, RTM Caplan and Kennedy RTM Risk Terrain Modeling Diagnostics RTMDx RTMDx RTMDx III 49 - SNS 50 0
More informationヒストリカル法によるバリュー・アット・リスクの計測:市場価格変動の非定常性への実務的対応
VaR VaR VaR VaR GARCH E-mail : yoshitaka.andou@boj.or.jp VaR VaR LTCM VaR VaR VaR VaR VaR VaR VaR VaR t P(t) P(= P() P(t)) Pr[ P X] =, X t100 (1 )VaR VaR P100 P X X (1 ) VaR VaR VaR VaR VaR VaR VaR VaR
More informationOSIPP41_p1_2.eps
2007 年 冬 号 No.41 1 2 3 4 Peace Culture Review of Economic Design Journal of Labor Economics Hitotsubashi Journal of Economics Japan and the World Economy Daily Yomiuri Working Paper Series, Center for
More informationTomorrow Next th draft version MEW SWET
Research Center for Price Dynamics A Research Project Concerning Prices and Household Behaviors Based on Micro Transaction Data Working Paper Series No.7 Tomorrow Next を用いた金融政策の分析 青野幸平 June 14, 2012 4th
More informationTitle 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)
More information合理的個人VS
VS - 1 - - 2 - Simon Khaneman,Tversky 2 15 1 3-3 - ...2...5...6...14...16...17...18 SIMON...19 Simon... 28... 37 KHANEMANTVERSKY...44 KhanemanTversky... 50 DE BONDTTHALER...52 SEN...58... 60...63...67...67...69...72
More information,.,.,,. [15],.,.,,., 2003 3 2006 2 3. 2003 3 2004 2 2004 3 2005 2, 1., 2005 3 2006 2, 1., 1,., 1,,., 1. i
200520866 ( ) 19 1 ,.,.,,. [15],.,.,,., 2003 3 2006 2 3. 2003 3 2004 2 2004 3 2005 2, 1., 2005 3 2006 2, 1., 1,., 1,,., 1. i 1 1 1.1..................................... 1 1.2...................................
More information448 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
More information[ 1 ] Barcena-Ruiz, J. C., and M. P. Espinosa, 1996, Long-term or Short-term Managerial Incentive Contracts, Journal of Economics and Management Strategy 5, 343-359. [2] Barros, F., 1995, Incentive Schemes
More informationTitle Author(s) Kobe University Repository : Kernel 世界の雑貨卸売市場 : 中国義烏市の発展のメカニズム (The World Goods Wholesale Market : The Growing Mechanism of Yi-Wu City in China) 伊藤, 宗彦 / 浜口, 伸明 Citation 国民経済雑誌,204(5):15-30
More informationuntitled
2007 2 * (i) (ii) 2006 7 1999 2 2000 8 1 (2003) Oda and Ueda (2005) 2005 Kimura and Small(2006) Iwamura, Shiratsuka and Watanabe (2006) (2006) 3 (i) (ii) (iii) 2 2 3 4 2.1 (2003) (2005) 1) (i) (ii) (i)
More informationTitle 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
More information物流からみた九州地方の地域的都市システムの変容
Working Paper Series Vol. 2009-05 2009 2 Working Paper 14 10 13 18 194-0298 4342 E-mail pakugen69@hosei.ac.jp 1 Pred 1977 1985 1994 2001 Murayama 1982,1984 Friedmann 1986 1994 2001 1 2 1979 1984 1991 2005
More information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
More information個人消費支出からみた戦間期の景気変動:LTES個人消費支出の再推計
LTES LTES LTES 1 GNE GDP GDP 1920 LTES GDP LTES 1931 GDP 76 Hi-Stat E-mail: kiyohito.utsunomiya@boj.or.jp / /2009.3 73 1. Long-Term Economic Statistics LTES 1 1971 LTES 2 LTES LTES System of National Accounts
More information59-1・2 鳥居昭夫・春日教測 .pwd
logit JEL Classifications: D10, M30, L82 Wilbur 2008 Shishikura et al. 2018 and de Gracia 2012 Bayraktaroglu et al. 2018 Carare and Zentner 2012 Carare and Zentner 2012 Train et al. 1987 Hendel 1999 Spence
More informationuntitled
[ 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:
More information橡表紙参照.PDF
CIRJE-J-58 X-12-ARIMA 2000 : 2001 6 How to use X-12-ARIMA2000 when you must: A Case Study of Hojinkigyo-Tokei Naoto Kunitomo Faculty of Economics, The University of Tokyo Abstract: We illustrate how to
More informationフィナンシャルレビュー 第80号
March Eichner et al. Tobit Tobit Buntin and Zaslavsk Duan et al.hay and Olsen Mullahy Tobit ARMA Feenberg and Skinner French and Jones Eichner et al. Eichner et al i t m i,t Em i,t Prm i,t!prm i,t Em i,t
More information1970). Baumol, W. J., Panzar, J. C. and R. D. Willig (1982); Contestable Markets and The Theory of Industry Structure, 1982. Caves, R. and M. E. Porter (1977); From entry barriers to mobility barriers:
More information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
More information1 (1997) (1997) 1974:Q3 1994:Q3 (i) (ii) ( ) ( ) 1 (iii) ( ( 1999 ) ( ) ( ) 1 ( ) ( 1995,pp ) 1
1 (1997) (1997) 1974:Q3 1994:Q3 (i) (ii) ( ) ( ) 1 (iii) ( ( 1999 ) ( ) ( ) 1 ( ) ( 1995,pp.218 223 ) 1 2 ) (i) (ii) / (iii) ( ) (i ii) 1 2 1 ( ) 3 ( ) 2, 3 Dunning(1979) ( ) 1 2 ( ) ( ) ( ) (,p.218) (
More information2
fukui@econ.tohoku.ac.jp http://www.econ.tohoku.ac.jp/~fukui/site.htm 200 7 Cookbook-style . (Inference) (Population) (Sample) f(x = θ = θ ) (up to parameter values) (estimation) 2 3 (multicolinearity)
More informationii
HPSI Hosei University Policy Science Institute i ii iii iv Cool Japan) - 1 - - 2 - - 3 - - 4 - - 5 - - 6 - - 7 - - 8 - CSBS - 9 - - 10-21 - 11 - - 12 - - 13 - - 14 - - 15 - - 16 - - 17 - - 18 - - 19 -
More informationVisit Japan Campaign OD OD 18 UNWTO 19 OD JNTO ODUNWTO 1 1
UNWTO OD 2 FURUYA, Hideki 1 LCC 1 2 OD 1 2 OD 3 4 5 6 7 8 9 10 11 /1 GDP M. H. Mohd Hanafiah and M. F. Mohd Harun 12 GDP 1 13 Vol.15 No.4 2013 Winter 041 3 3.1 6222011 Visit Japan Campaign2003521 10119
More informationDP
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 informationAttendance 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
More informationウェーブレット分数を用いた金融時系列の長期記憶性の分析
TOPIX E-mail: masakazu.inada@boj.or.jp wavelet TOPIX Baillie Gourieroux and Jasiak Elliott and Hoek TOPIX I (0) I (1) I (0) I (1) TOPIX ADFAugmented Dickey-Fuller testppphillips-perron test I (1) I (0)
More information論文08.indd
* 1 はじめに,, TOPIX TOPIX, TOPIX TOPIX Shelor Anderson and Cross C Japan Society of Monetary Economics 図 1 東日本大震災前後の株価 (TOPIX) の推移 1,000 950 900 850 800 750 700 図 2 阪神大震災前後の株価 (TOPIX) の推移 1,650 1,550 1,450
More information2 / 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
More information取引法の観点からみた資金決済に関する諸問題
1 / /2010.1 105 1. 1 1 1 2008 5 2 2008 10 3 1 4 2007 8 1 2008 32 2 2008 5 12 2009 1 2009 2009 3 6 2008 12 2008 3 1842 32 4 2006 10 2009 4 2009 http://www.shojihomu.or.jp/saikenhou/indexja.html 2005 11
More information02古郡氏李氏_a_4.indd
55 2014 e.g2004 2005 2001 1980 101990 1 2 2002 2003 25,000 20038,000 2013 10 2013 1,787 21.623 4,302 1 HUD portal.hud. gov/.../huddoc?id=pih2013 15.pdf... 2 14 105 30,000 25,000 25,296 20,000 15,000 10,000
More information201/扉
Mohammad Reza SARKAR ARANI Associate Professor, Allameh Tabatabai University Visiting Research Scholar, International Research Center for Japanese Studies 200718 Mohammad Reza SARKAR ARANI Visiting Research
More information376-08ooi.indd
統計指標からみたハウジングアフォーダビリティの国際的動向 Ⅰ はじめに United States Census BureauForeclosure Rates... Housing Affordability Affordable Housing United States Census Bureau c, p.. Ⅱ ハウジングアフォーダビリティ統計に関する先行研究 Ernst Engel Engel
More information小塚匡文.indd
流通科学大学論集 - 経済 情報 政策編 - 第 22 巻第 2 号,19-32(2014) Lending Behavior for Small-Medium Business by Shinkin Bank and Other Domestic Bank in Japan: Evidences from Time Series Data Masafumi Kozuka I. 2006 99.7
More information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)
More information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
More informationBrennan, G. and Lomasky, L., Democracy and Decision : The Pure Theory of Electoral Preference, Cambridge: Cambridge U. P., 1993. Campbell, A., Converse, P. E., Miller W. E., and Stokes, D. E., Elections
More informationKobe 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
More information, 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
More information2) 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,
More informationp *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
More information1: 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
More informationFinancial Reporting Standard 17 FRS17 FAS87 87 Financial Accounting Standard 87 FAS87 International Accounting Standard Board IASB 19 Internat
No,25-36(2005) Two Changes in Accounting Principles of Pension Plans British, or Americanthat is the question Masaharu Usuki Nihon University, Graduate School of Social and Cultural School, and NLI Research
More informationLA-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
More information