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1 Ih CU TI = CV CV CU dummies R =.99646,.E. =.795, D.W. = I 198 IV (4) PBR T = GDPV GDP T R =.9981,.E. = 13.3, D.W. = II 1983 I GDP TR 6 = GDPV + a i CU i GDP 375 R =.97,.E. = , D.W. = II 1983 I PBR PBR = CgV +IgV +TR T (5) τ VA (6) GDP log TD = a log i ( GDPV T CCA) I R =.9418,.E. =.7, D.W. = I 1981IV 73 TI = AAA R =.96714,.E. = 19.8, D.W. = I 1981 IV i
2 log IC = (5.59) + 4 ai ( GDPV TI CCA) i R =.9958,.E. =.53438, D.W. = I 1981 IV TR B B=B 1+A(Cg+Ig)+TR TD TI IC 3TB ( ) ( L ) IP G ( ) = ai rl B 1 i b + 3 i ( r B ) i + 1 dummies R =.99639,.E. = 533.4, D.W. = 1.56 ( 197I 1981 IV) TR IPG = GDPV GDP 9.31CU +dummy R =.99468,.E. = , D.W. = IV 1981IV (7) V LM M = L( i, Y ) ( ) (+) M L i Y ) ) )
3 ) ) 1 1 ) ) ) )
4 FNW IV FNW = C P +D+B P + eb P* L B FNW FNW = NGP+ B B +B P +NFA + eb* = B+ NFA+ eb* B F FNW F FNW = B + NFA + ( eb * B ) NFA (B F eb*) e BPC BPC F e BPC + ( B eb *) = NFA FNW= B+e BPC FNW NW M C P D MB P M = C +D C P h P C =hm D =(1 h)m
5 q R r =qd P r MB = C + R + R = hm + q 1 f + R f ( h) M MB R M = h + q( 1 h) R f MB { h + q(1 h )} 1 money market aroach R f =MB C P R r M3 bond market aroach olicy reaction aroach VI. 1. f (1) )NOW 8 4 1NOW M1 M (i) M1 M 1 3 C P c C r
6 .85 C log P c = ai log C i b, + 6 i r i.8463 R =.9765,.E. =.39589, D.W. = IV 1981 IV ρ =.7511 DDCB OCD NOW a1 a DDCB Y = N dd a r N a1 OCD Y a = N ( ) ocd b r rnow N Y r r NOW NOW N N dd N ocd N = N dd + N ocd a 1 a NOW NOW OCD OCD 1 NOW ALPHA = N ocd / N DDCB OCD = 5 a1 a ( 1 a ) ( 1 ALPHA) a Y r N 1 = ALPHAb Y a1 a ( 1 a ) ( r r ) N 1 NOW ALPHA) NOWAVAI L) NOW.4 )NOW.6 ALPHA =.4.6 AVAIL GNP P GNP 3 r GNP Missing Money GNP N ALPHA1 DDCB log = log 1 ALPHA.585t 1.414(. r +.4 r, 1+.3 r, +.1 r, (.4 loggnp +.3 loggnp 1 +. loggnp +.1 loggnp dummy OCD log = log ALPHA.585t 1.414{. r r NOW +.4 r r NOW r r NOW +.1 r r NOW 3}
7 +.9531(.4 loggnp +.3 loggnp 1 +. loggnp +.1 loggnp 3) ρ = URE seemingly Unrelated RegressionZellner Zellner URE N (1 i, j N ) cov u it, u js σ ij t = s = t s URE 1. OL û it. σ ˆ ij = { 1 ( T k ) } Σ u ˆ it uˆ jt σ ij T k 3. N β i β GL (ii) M M 1 M small time and saving deositsmoney market mutual fundmhh M RP MHH MHH GNPV = f, R NW NW NW GNPV GNP GNPV R f NW a ( a 1) GNPV GNPV f, R = g( R) NW NW f a N W MHH MHH = g R a 1 a GNPV NW )GNPV NW a.5 ) TB r r CBTD r LTD r CBP r MAX ) ( ) ( ) MHH logmhh = (3.646) MMMF 7 + ai i (.87983) GNP b + 3 i (.9594) (43.95) log MHH 1 R =.9998,.E.=.5949, D.W.= (1968I 1981IV) (iii) ) R f = MB C P R r a log NW + log GNPV ( 1.1r r ) MAX i
8 MB NFANGP C P (i) R r DDMRE DDM DDM OCDM PHAEM DDMRE =(1 PHAEM )*DDM +PHAEM (DDM +OCDM ) =DDM +PHAEM *OCDM RRDD RRDD *DDMRE OCDM DTM 3.5 DNPTM DTMRE =(1 PHAEM )*DTM +PHAEM *DNPTM RRDT RRDT *DTMRE DDCB DDM +OCD OCDM RRDDPHAENM PHAENM*RRDD * (DDCB DDM +OCD OCDM ) R r 3 R r = a 1 *(RRDD *DDMRE ) + a *(RRDT *DTMRE ) + a 3 *PHAENM *RRDD *(DDCB DDM +OCD OCDM ) a 1 a a 3 1 R r =1.99PHAENM RRDDNEW (18.4) (DDCB DDM +OCD OCDM ) RRDDNEW DDMRE (14.93) RRDTNEW DTMRE (58.361) R =.99986,.E.=.31134, D.W.=.1155 (1967I 1981IV) ρ =.395 ) R fd Modigliani Rasche & Cooer 1.1 r r D
9 MB C P LB 1984 r D TB DD DDM +dummy(ddcb DDM +OCD ) 84 R fd DD =.973E.4 (.11).1188(1.1 r r D ) (3.4337) +.46 (5.186) P ( MB C ) ( RRDDNEW ) 1 DD LB RRDDNEW (4.6851) DD.5431 (4.54) RRDDNEW DDMRE 1 + DD RRDTNEW DTMRE 1 fd R (1.344) DD R =.8588,.E.=.19367, D.W.=1.654 (1966II 1981IV) (iv) CD DEBT LB r LB TB r LB = a + a1 ( r rlb ) + at DEBT t DEBT LB = a DEBT + a1 ( r rlb ) DEBT + a1 ( r rlb ) DEBT + a DEBT Yc CCAc Tc YDIV I f V I i V DEBT GNP DEBT
10 r r LB r 1.1 LB = (.37) (3.759) I f V (5.619).1943(Yc+CCAc Tc YDIV ) (4.96) + 4 bi 1. 1r rlb GNPV (.18484) R =.54647,.E.=3.169, D.W.=1.568 (1967I 1981IV) V I f V CD CDCB CORE- DCB CD CD CD I i I i ( ) ( + 4 ai 1.1r rlb i I iv + I f V (3.68) (Yc+CCAc Tc YDIV )) i ( ) V COREDCB = DDCB+ DTCB + RPON + RPTRMCB RP RP +OCD CDCB COREDCB CD = t (4.785) (.4493) (7.7567) LB COREDCB +dummy R =.68543,.E.=.8931, D.W.=1.56 (1967I 1981IV) ρ = CD CD 1 () (i) M
11 M C P DDDT CD FNW C P = FNW (1.684) FNW AV a i r, i = (99.94) FNW i (.19986) +dummies R =.99967,.E.=.537, D.W.=1.3 (1967I 198I) DD = FNW (9.519) FNW AV a i r, i (48.65) FNW (.4467) +dummy R =.9981,.E.=.4411, D.W.= (1967I 198I) DT FNW = (11.36) (66.569) GNP + 3 a irt, i + birec, i (49.847) ( ) dummies GNPV FNW + 3 c ir + LB, i ( 47.88) R =.9977,.E.=.4438, D.W.= (1966IV 198I) 3 (ii) EC FNW B =.8581 (.8498) (3.77) a GNP + 3 i EC c i (1.37) +dummies R =.96954,.E.=.17761, D.W.= (1973I 198I) (3) M M3 C P DD DT D M =C P +DD +DT M3 =C P +DD +DT +D =M +D M M D D M +D M M +D M 3 ( r ˆ ) M M GNPV FNW B M =C P DD +.144DT +.81D
「産業上利用することができる発明」の審査の運用指針（案）
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第１部 一般的コメント
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量子力学 問題
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第１章 国民年金における無年金
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平成１７年度 マスターセンター補助事業
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