財政赤字の経済分析:中長期的視点からの考察
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- なごみ あいしま
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15 s E[ ρ ( g (/ θ y Ω ] ( y ln Y s (/ g (( / b ( i i ( ( Campbell(987 s g y VAR s g y p VAR C(L - u (s g y C(L C0 CL C -L - (L u Z (s s -P g g -P y y -P (
16 Z AZ - U E(Z A i Z ( λ Z ( h ( / θ k ρ A Z (3 l h k p p p (3 λ ( h (/ θ k ρ A ( h (/ θ k ρa( I ρa λ ( λ h ( / θ k ρ A (4 - s g ( / θ y (/ ρ s v (5 v E(v 0 4 s g y (5 (5 s g y (5 4 (5
17 s ( / (/ 0 s-i g -i g θ y ρ s a a i a i a3 i y-i a i a i a 3 i 0 p i i 5 p i p i ( (6 (T (G (B GDP ( (Y GDP( Schwarz Bayes ( p p p 3
18 s y (7 Wald Wald p ( s Wald p (993 ( Wald p ( (3 s (993 7 s (3 4 7 ( Hall(978
19 s λ Z ( λ h ( / θ k ρ AZ (8 ( (L (8 s s s ( T T Texp( (S -S T G (T -G (T-G
20 (9 ( T Y r C ω GDP r n 00 r n 9 GDP 30 3 (3 ( ( / T T T T C C (3 ( T Y C ω (30 ( T Y C ω
21 s b g s / (( / ( θ θ θ b g s / (( / ( θ θ θ ( s s θ [ ] ( ( [ ] ( ( s s Y Y ln ln ln ln ln ln ln θ ( [ ] (33 exp s s θ (33 (3
22 T C / C exp [ θ ( s s ] (34 T 34 s s C /C ( C/C C/C C/C C/C C/C S
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24 970 Alesina and Tabellini(990 Alesina and Tabellini(
25 Alesina, Albero and Guildo Tabellini (990 "A Posiive Theory of Fiscal Deficis and Governmen Deb", Review of Economic Sudies 57, pp Barro, Rober (979 "On he Deerminaion of he Public Deb", Journal of Poliical Economy 87, pp Barro, Rober (98 "On he Predicabiliy of Tax-Rae Changes", NBER Working Paper, #636. Campbell, John (987 "Does Saving Anicipae Declining Labor Income? An Alernaive Tes of he Permanen Income Hypohesis", Economerica 55, pp Campbell, John and Gregory Mankiw (989 "Consumpion, Income and Ineres Raes: Reinerpreing he Time Series Evidence", in Oliver Blanchard and Sanley Fischer eds. NBER Macroeconomics Annual, MIT Press. Ghosh, Aish (995 "Ineremporal Tax-Smoohing and he Governmen Budge Surplus: Canada and he Unied Saes", Journal of Money, Credi, and Banking 7(4, pp Hall, Rober (978 "Sochasic Implicaions of he Life Cycle-Permanen Income Hypohesis: Theory and Evidence", Journal of Poliical Economy 86, pp Huang, Chao-Hsi and Kenneh Lin (993 "Deficis, Governmen Expendiures, and Tax Smoohing in he Unied Saes: ", Journal of Moneary Economics 3(3, pp Mankiw, Gregory (987 "The Opimal Collecion of Seigniorage: Theory and Evidence", Journal of Moneary Economics 0(, pp Poerba, James and Julio Roemberg (990 "Inflaion and Taxaion wih Opimizing Governmens", Journal of Money, Credi, and Banking (, pp-8.
26 Sahasakul, Chaipa (986 "The U.S. Evidence on Opimal Taxaion over Time" Journal of Moneary Economics 8(3, pp5-75. Trehan, Bhara and Carl Walsh (988 "Common Trends, he Governmen's Budge Consrain, and Revenue Smoohing", Journal of Economic Dynamics and Conrol (/3, pp Trehan, Bhara and Carl Walsh (990 "Seigniorage and Tax Smoohing in he Unied Saes ", Journal of Moneary Economics 5(, pp97-. ( ,. (993 3,. (99, pp66-73,.
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