~6 年の日本と韓国の金融政策と実体経済 - Title アベノミクス が韓国に与えた影響についての実証分 析 - Author(s) 内藤, 友紀 Citation 政策創造研究, : 77 Issue Date 7-3-3 URL http://hdl.handle.net//993 Rights Type Departmental Bulletin Paper Textversion publisher Kansai University http://kuir.jm.kansai-u.ac.jp/dspace/

4,,.36 3,5,.3 3,,.8,5,.4,,,5,.,,.6 5, I II III IV I II III IV I II III IV I II III IV I II III IV I II. I II III IV I II III IV I II III IV I II III IV I II III IV I II 3 4 5 6 3 4 5 6 JBM KBR 4 9 96 8 7 9 6 88 5 4 84 I II III IV I II III IV I II III IV I II III IV I II III IV I II 3 I II III IV I II III IV I II III IV I II III IV I II III IV I II 3 4 5 6 3 4 5 6 JIIP KIIP

KP t a a a a a KP t e t JP t a a a a a JP t e t KIIP t a a a a a KIIP t e t JIIP t a a a a a JIIP t e t

Accumulated Response to Cholesky One S.D. Innov ations ± S.E. AccumulatedResponse ofkp to KP Accumulated Response of KP to JP Accumulated Response of KP to KI Accumulated Response of KP to JI.6.6.6.6.....8.8.8.8.4.4.4.4.... -.4 -.4 -.4 -.4 -.8 -.8 -.8 -.8 -. 3 4 5 6 7 8 9 -. 3 4 5 6 7 8 9 -. 3 4 5 6 7 8 9 -. 3 4 5 6 7 8 9 Accumulated Response of JP to KP Accumulated Response of JP to JP AccumulatedResponseofJPtoKI Accumulated Response of JP to JI 8 8 8 8 6 6 6 6 4 4 4 4 - - - - -4 3 4 5 6 7 8 9-4 3 4 5 6 7 8 9-4 3 4 5 6 7 8 9-4 3 4 5 6 7 8 9 AccumulatedResponseofKItoKP AccumulatedResponseofKItoJP Accumulated Response of KI to KI Accumulated Response of KI to JI 3 4 5 6 7 8 9 3 4 5 6 7 8 9 3 4 5 6 7 8 9 3 4 5 6 7 8 9 AccumulatedResponseofJItoKP Accumulated Response of JI to JP Accumulated Response of JI to KI Accumulated Response of JI to JI 3 3 3 3-3 4 5 6 7 8 9-3 4 5 6 7 8 9-3 4 5 6 7 8 9-3 4 5 6 7 8 9

Accumulated Response to Cholesky One S.D. Innov ations ± S.E. Accumulated Response ofkbr to KBR Accumulated Response of KBR to JMP AccumulatedResponseofKBRtoKE Accumulated Response of KBR to JE.....8.8.8.8.4.4.4.4.... -.4 -.4 -.4 -.4 -.8 3 4 5 6 7 8 9 -.8 3 4 5 6 7 8 9 -.8 3 4 5 6 7 8 9 -.8 3 4 5 6 7 8 9 Accumulated Response of JMP to KBR Accumulated Response of JMP to JMP Accumulated Response of JMP to KE Accumulated Response of JMP to JE 4 4 4 4 - - - - -4 3 4 5 6 7 8 9-4 3 4 5 6 7 8 9-4 3 4 5 6 7 8 9-4 3 4 5 6 7 8 9 Accumulated Response of KE to KBR Accumulated Response of KE to JMP AccumulatedResponseofKEtoKE Accumulated Response of KE to JE 4 4 4 4 - - - - -4 3 4 5 6 7 8 9-4 3 4 5 6 7 8 9-4 3 4 5 6 7 8 9-4 3 4 5 6 7 8 9 Accumulated Response ofje to KBR AccumulatedResponseofJEtoJMP Accumulated Response of JE to KE AccumulatedResponseofJEtoJE 5 5 5 5-5 3 4 5 6 7 8 9-5 3 4 5 6 7 8 9-5 3 4 5 6 7 8 9-5 3 4 5 6 7 8 9

Accumulated Response to Cholesky One S.D. Innov ations ± S.E. AccumulatedResponse ofkp to KP Accumulated Response of KP to JP Accumulated Response of KP to KI Accumulated Response of KP to JI.6.6.6.6.....8.8.8.8.4.4.4.4.... -.4 -.4 -.4 -.4 -.8 3 4 5 6 7 8 9 -.8 3 4 5 6 7 8 9 -.8 3 4 5 6 7 8 9 -.8 3 4 5 6 7 8 9 Accumulated Response of JP to KP Accumulated Response of JP to JP AccumulatedResponseofJPtoKI Accumulated Response of JP to JI 4 4 4 4 3 3 3 3 3 4 5 6 7 8 9 3 4 5 6 7 8 9 3 4 5 6 7 8 9 3 4 5 6 7 8 9 AccumulatedResponseofKItoKP AccumulatedResponseofKItoJP Accumulated Response of KI to KI Accumulated Response of KI to JI 3 4 5 6 7 8 9 3 4 5 6 7 8 9 3 4 5 6 7 8 9 3 4 5 6 7 8 9 AccumulatedResponseofJItoKP Accumulated Response of JI to JP Accumulated Response of JI to KI Accumulated Response of JI to JI 3 4 5 6 7 8 9 3 4 5 6 7 8 9 3 4 5 6 7 8 9 3 4 5 6 7 8 9

Accelerating Japan s Economic Growth Estimation and Inference in Econometrics, Critical Values for Cointegration Tests LongRun Economic Relationships: Readings in Cointegration,