ワールド・ワイド　１０‐２（Ｐ）／３．中尾

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3 t π macro

4 31 t- π macro t R DW1.03 JB LM RESET JB P - JBLM RESET 2DW- 1 π macro t t R DW1.60 π micro π micro t R DW0.93 JB LM RESET DW- 1 π micro t t R DW t-

5 GNP CUSUM CUSUM Chow p- 1 Chow CUSUM

6 33 3 CUSUM CHOW P DW

7 t- t- t- t- R 2 DW R 2 DW P - P - P - P - JB LM RESET JB LM RESET R 2 DW t- t P - P - JB LM RESET p

8 π meta

9 π meta t R DW1.00 JB LM RESET CUSUM

10 37 5 CUSUM 5 1 Chow π meta t R DW π meta t R DW

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13 Learning by doing 27 GNP

14 41 28 NEEDS-CDROM 6 GNP GNP GNP GNP 68 SNA 29 GNP 68 SNA GNP 3 GNP GNP

15 P - Dickey-Fuller Phillips-Perron Dickey-Fuller Phillips-Perron GNP 6 p- p- r0 r1 r2 r r 3 31 DI

16 43 π meta GR 0.05 i 3.60 D R GR GNP i D t- t t- π meta GR i RES R DW1.52 LM JB RESET CHOW RES π meta GR 0.05 i 0.88 DI35.25 KB R DI KB t- t-

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18 45 B Duménil, G., M. Glick, and J. Rangel1987The Rate of Profit in the United StatesCambridge Journal of Economics, Volume 11, pp Duménil, G., and D, Lévy1990Post Depression Trends in the Economic Rate of Return for U. S. ManufacturingReview of Economics and Statistics, Vol. 72, pp Duménil, G., and D. Lévy2002The Profit Rate : Where and How Much Did It Fall? Did It Recover?USA Review of Radical Political Economics, Vol. 34, pp Feldstein, M., and L. Summers1977Is the Rate of Profit Falling?Brookings Papers on Economic Activity, Vol. 1977, pp Glen, J., K. Lee and A. Singh2003Corporate Profitability and the Dynamics of Competition in Emerging Markets : a Time Series AnalysisThe Economic Journal, Vol. 113, pp. F 465 F 484. Goddard, J., and J. O. S. Wilson1999The Persistence of Profit : a New Empirical InterpretationInternational Journal of Industrial Organization, Vol. 17, pp Goddard, J., D. McMillan, and J. Wilson2006Do Firm Sizes and Profit Rates Converge? Evidence on Gibrat s Law and the Persistence of Profits in the Long RunApplied Economics, Vol. 38, pp Izquierdo, S. C.,2007The Dynamics of the Profit Rate in Spain Review of Radical Political Economics, Vol. 39, pp Mueller, D. C.,1990The Dynamics of Company Profits : An International Comparison, Cambridge : Cambridge University Press. Nakao, T.,1978Application of Duesenberry s Model to the Growth in Stocks of Consumer Durable Goods in JapanReview of Economics and Statistics, Vol. 90, pp Nakao, T.,1980Demand Growth, Profitability, and EntryQuarterly Journal of Economics, Vol. 94, pp Nakao, T.,1986Industrial Organization in International Frameworkin de Jong, H., et al., Main Stream in Industrial Organization, Leiden : Martinus Nijhoff, pp Odagiri, H., and H. Yamawaki1986A Study of Company Profit-Rate Time Series : Japan and the United StatesInternational Journal of Industrial Organization, Vol. 4, pp Wolff, E. N.,2001The Recent Rise of Profits in the United StatesReview of Radical Political Economics, Vol. 33, pp pp

19 pp Vol. 21, pp Duménil, Glick and Rangel1987Duménil and Lévy Izquierdo2007 Feldstein and Summers1977 Wolff SNA Odagiri and Yamawaki 1986 Mueller1990 Goddard and Wilson1999Glen, Lee and Singh2003Goddard, McMillan, and Wilson2006 1,000 NEEDS CD ROM NEEDS CD ROM 647 NEEDS CD ROM 68 SNA Chow t , t , t , t Nakao1978

20 DW Nakao1980 Nakao SNA 1960 GNP GNP 2 DW

z.prn(Gray)

z.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]

ワールド・ワイド １０‐２（Ｐ）／３．中尾

ワールド・ワイド　１０‐２（Ｐ）／３．中尾