14 IT
IT 1. 1 2. 12 3. 15 1. 19 2. 19 3. 27 1. 29 2. 31 3. 32 4. 33 5. 42 6. TFP GDP 46 1. 49 2. 50 3. 54 4. 55 5. 69
1. toc 81 2. tob 82
1
1 IT 1. 1.1. 1.2. 1 vintage model Perpetual inventory method 3 K i t = I i t +(1 d i i 1 )I t 1 +(1 d i i 2 )I t 2 +...+(1 d i i si )I t si i i K j1.2.. I 1.3. 1.3.1. 1
1 NIPA:National Income Product Accounting.3.2. NIPA NIPA 1 3 BEABureau of Economic 2 1
Analysis computers an d peripheral equipment software communications equipment scientific instruments photographic and photo processing equipment 1987 U.S.SIC Census Bureau 1999Statistical Abstract of the United States:1999 917 918 2 IT Information TechnologiesIndustries y NIPA 93SNA BEA Robert Parker Recognition of Business and Government Expenditures for Software as Investment: Methodology and Quantitative Impact,1959-98( 1959-98) 3 Prepackaged software ( ) Custom software Own-account software( ) BEA SNA 1998 26 1992-98 6.8 2 2002 1096,1097 3
4
1.3.3. NAICS(North ation System) American Industry Classific 5
Computer Terminals POS ATM POS ATM 6.9 NAICS I T 1997NAICS 334511Search, Detection, Navigation, Guidance, Aeronautical, and Nautical Systems and Instrument Manufacturing 1987SIC 1997NAICS NAICS 33421 Telephone Apparatus Manufacturing SIC 3661 Telephone and Telegraph Apparatus 334418 Printed Circuit Assembly (Electronic Assembly) Manufacturing NAICS 6
7
1998 0.8 305 3 SNA 1.4. 1.4.1. Commodity flow method + 2 2,143 1.4.2. 8
1990 1985 1980 GDP 1980 GDP 1995 1998 1999 1998 PPI prepackaged applications software PPI 9
1-6 NIPA 1.5. 1.5.1. 1995 net stock 1.5.2. 1.2 PI perpetual inventory method K i t = I i t +(1 d i i 1 )I t 1 +(1 d i i 2 )I t 2 i i K j1.2.. I +...+(1 d i i si )I t si K t = i Σ m K t i =1 1.5.3. service time and depreciation rate 5 15 3 31.2 4 5 3 BEA 10
6 11
2. IT 2.1. IT 2001 IT 29.4 25.0 1995 10.5 7.8 6.8 IT 80 90 2000 1999 2 2001 29.4 3 3 2000 2001 IT 10.9 3.6 4.2 1999 2000 34.2 IT 12
13
2.2. IT 2001 IT 5,549 IT 1999 2000 29.0 18.7 2001 6.1 19.9 IT 14
2.3. IT 2001 IT 1995 25.0 5549 2001 121.6 / 66.9 2.7 13.9 6.1 2 3. 3.1. 2001 52.7 1995 5.1 90 IT 90 2 2000 17.4 2001 14.9 2 IT 3 15
16 16
17 3.2. 90 1990 90 20.9 90 10 5 2001 IT 7.9 9 10
3.3. 90 1990 2000 10 2.2 5.4 2 2 IT 2001 1995 102.66 / 116 88 120 / 7 74.0 23 2002 18
2 1. 2. 2.1. (Cobb-Douglas Production Function) Y a β gt = A e 0 KLK 1 2 α + β+ γ 1 γ logy = a 0 +λt+ αlogk 1 + βlogl +(1 α β)logk 2 log Y Y Y Y K = 2 K 2 =. =1 α β log K 2 K 2 K2 Y 19
dy = Y dk 1 Y K Y + Y L dl Y + Y dk 2 + λ 1 K2 Y =α dk 1 + β K dl 1 L +(1 α β)dk 2 + λ K 2 dy = Y dk 1 Y K 1 Y + Y L dl Y + K Y dk 2 2 Y + λ 1 1+ K = K + K 1 2 1 2 K = (1 + η) K + (1 + δ) K 1 2 = K + ηk + δk 1 2 K1 K2 = K(1 + η + δ ) K K = K(1 + η(1 Z) + δz ) K = K(1 + η+ ( δ η) Z) K K : : Z : 20
7 Y = A e K L λt α 1 α 0 7 6 In( y/ L) = λt+ αin( K/L) = λt+ αin( K (1 + η+ ( δ η) )/L) = λt+ αin( K/L) + αin(1 + η+ ( δ η) ) λt+ αin( K/L) + α( δ η) + αη λt+ αin( K/L) + θ+ c 8 d(in( y/ L) αin( K/L)) dz = λ+ θ dt dt TFP [a,b] TFP Ua,b TFP 9 U ab, = b a θ dz = θ a b 21
In( y / L ) = αin( K /L ) + (1 α β)in( K /L ) + c+ u, u IN(0, σ ) it, it, 1, it, it, 2, it, it, it, it, i i: i In( y / L ) = λt+ αin( K /L ) + θz + c+ u, u IN(0, σ ) it, it, it, it, it, it, it, i i: i 22
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AR(1) first-order autoregressive processes Beach and Mackinnon 2-2 24
25
26
3. 3.1. X = I (1 M)A 1 (I M)F d X : A : M : F d : 3.2. 2-5 2-6 27
1.7 7.6 0.4 9.0 0.5 1.5 0.9 4.5 95 1.7 0.5 0.1 2001 25.0 95 40.7 63 15 2000 6.6 19.8 60 12 11 3.2 2001 159.4 14.8 28
1. 1 y= ( K, L, t) t α β = AK L, α + β = 1 y : K : L : t :IT 1 1+ 2 K = K + K 1 2 K = (1 + η) K + ( 1 + δ) K 1 2 = K + ηk + δk 1 2 K1 K2 = K(1 + η + δ ) K K = K(1 + η(1 Z) + δz) K = K(1 + η+ ( δ η) Z) K K 1 2 : : Z : 1 2 29
3 In( y/ L) = λt+ αin( K/L) = λt+ αin( K (1 + η+ ( δ η) )/L) = λt+ αin( K/L) + αin(1 + η+ ( δ η) ) λt+ αin( K/L) + α( δ η)+ αη λt+ αin( K/L) + θ+ c 3 4 d(in( y/ L) αin( K/L)) dz = λ+ θ dt dt 5 In( yit, / Lit, ) = λt+ αin( K it, /Lit, ) + θzit, + c+ uit,, uit, IN(0, σi) i: i 5 30
TFP TFP [a,b] TFP Ua,b TFP 6 U ab, b = θ dz a = θ a b 2. 1 / / / / GDP 31
3. SNA SNA 32
4. 4.1. 4.2. 4.2.1. 1.7 (1.1) it, i, jt, j= 1 : n = Q Q i, j, t i t / / 33
4.2.2. 1 () 5 1980 2000 20 1980 1985 1990 1995 4. 63 62 D0, D1, D2... Dt 6 34
Dt = δit + δ(1 δ) It + δ(1 δ)... (1 ) (1 ) 1 2 4 5 It 2 + + δ δ It 5 + δ δ It 6 2 4 5 Dt 1 = δit 1+ δ(1 δ) It 2 + δ(1 δ) It 3 +... + δ(1 δ) It 6 + δ(1 δ) It 7 1 δ 6 Dt = δ( It + Dt 1 (1 δ) It 7) δ 1 δ δ ( It + Dt 1) δ (1.2) 1 It = ( Dt (1 δ ) Dt 1) δ 4 3 3 (1.2) 1 20 35
(1.2) i r + s r, r, r, r... r i,1 i,2 i,3 i,4 i, t s, s, s, s... s... i,1 i,2 i, 3 i,4 i, t it, jt, (1.3) x = Iin, (1 + r + p ) (1 + r + p ) (1 + r + p ) I I it, it, it, it, 1 it, 1 i,1 i,1 n n i, n α I α I I I x x in, in, + 5 in, + 5 in, in, in, + 5 it, i it, = +. αit,, αit, = αin, αin, + 5 αin, αin, + 5 σ x i, t, i t t t + 5, n {1980,1985,1990,1995}, x = I σ x xx i, t 1.8 80 85 85 90 i in, 36
(1.4) I I 5 in, + 5 in, Iit, = Iin, + n t I i, t ( ) t < t < t, n n n+ 5 {1980,1985,1990,1995} r, r, r, r... r i,1 i,2 i,3 i,4 i, t 1.9 1997 1989 1985 1984 60 NHK 37
i x, x, x... x..., x, x i,80 i,81 i,82 i, t i,99 i,00 ' ' ' ' I i,80, I i,85, I i,90, I i,95 80 t < 85 t z it, ' I i,85 ' ' I i,80 + I i,85 xit, = 2 ( xi,80 + xi,85) /2 z ' it, I i,80 Iit, = Ii,.. t 1 z z it, 1 i,85 zi,80 0.2 85,90 ',80,85 i ' i ' ' I + I xi,85 I i,85 + I i,90 xi,85 zi,85 = ( + )/2 2 ( x + x )/2 2 ( x + x )/2 i,80 i,85 i,85 i,90 r t = n I it, i= 1 SNA t I I, I, I... I..., I, I i,80 i,81 i,82 i, t i,99 i,00 zi,80, z i,81, zi,82... zi, t..., zi,99, zi,00 1 () / / 38
() 2 1 vintage model K = I + (1 δ) I + (1 δ) I + (1 δ) I K 2-1 it, it, it, 1 it, 2 it, +1 it, 39
40
41
5. 5.1. 4 1995 2000 95 2.5 2000 5.0 15.1 95 6.6 2000 12.3 13.3 2000 95 0.5 2000 0.8 10.8 95 1.7 2000 3.9 17.3 99 2000 24.9 46.1 9597 98 992000 2 236 97 20.9 99 30 2000 2 1.7 96 4 6 3 99 2000 2.7 4 42
43
5.2. 1995 2000 5 6 95 10.3 47 99 12.8 2000 20.1 15.4 95 24.1 10.1 2000 40.0 2000 5 95 2.3 2000 3.1 6.1 95 7.1 98 5 99 2000 9.3 24.311.2 95 0.8 5.4 2000 1.1 6 95 3.2 8. 4 2000 4.8 999 18.7 8.0 2000 95 476.8 95 5.3 96 3.1 96 6.9 99 982000 2 1.5 2000 8.5 5 6 44
45
6. GDP log (Y i, t / L i, t)=λt + α log (K i, t / L i, t)+θz i, t + c, ( 1) α + β =1 log (Y i, t / L i, t)=α log (K 1 i, t / L i, t)+γ log (K 2 i, t / L i, t)+c (2) α + β + γ =1 6.2. 46
6.3. TFP TFP 19851990 0.5 2.7 2.2 1990 1995 TFP 0.6 0.1 19952000 1.3 1.5 TFP 0.2 2000 3.70 TFP 19851995 0.2 19901995 0.5 19952000 1.0 TFP 19851995 0.9 1990 1995 0.3 19952000 0.6 47
6.4. GDP GDP 19851990 5.5 4.4 8 GDP 19901995 GDP 0.8 0.4 19952000 GDP 0.8 1.3 GDP GDP 19851990 5.0 19901995 3.3 1995 2000 1.9 1.5 0.7 0.6 GDP 48
49
19952001 1995 7 7 962001 4-2 4-3 GDP 19952001 96 2001 SNA 24 19952001 1995 19962000 4-4 13 14 50
1996 2001 GDP 51
1996 2001 52
53
8 SIC 4-5 1 1996 1995 54
2001 123.1 7.0 123.1 0.9 1.9 19952001 1995 1995 1997 1998 1999 20002001 2000 2001 2001 1995 1995 19952001 7.6 8.4 952001 13.2 11.2 4.1 1.8 11.0 6.2 20002001 18.3 +24.6 952001 20002001 55
56
57
58
GDP 2001 GDP 64.3 GDP 21.5 GDP 19.7 1995 2001 GDP1995 1995 9899 2000 2001 GDP 95 2001 952000 9.3 7.8 1.5 20002001 +21.5 3 +12.8 952001 9596 8.2 2000 2001 35.4 2000 GDP 59
GDP GDP 60
GDP GDP 61
GDP GDP 62
GDP 63
2001 378.5 5.8 45.6 0.7 1995 2001 1995 2000 2001 1998 2000 2 2001 379 848 1995 0.5 3.7 952001 952001 6 3 2000 20002001 0.1 64
65
66
2001 8.7 22.5 19.8 10.5 1995 2001 GDP 1995 19952001 8.7 4.0 +0.5 +3.7 3.6 67
68
69 GDP 13 13 SNA SNA SNA GDP Web 95 2001
2001 12.6 1995 79 2001 123 1995 2001 1995 1995 88 79 2001 123 78 12.6 19952001 7.6 2.5 0.9 20002001 +7.0 13.1 3 1995 2001 0.9 87.9 9 70
71
GDP GDP 9.3 2001 GDP 64 12.0 19952001 GDP 9.3 19952001 GDP1995 1995 GDP 47 40 38 2001 64 46 19952001 9.3 4.1 1.7 2.3 2.1 0.3 0.2 2.2 1995 2000 1.2 71.0 GDP 72
GDP GDP GDP 73
368 7.1 2001 368 19952001 1995 571 539 396 368 1999 393 2001 379 19952001 0.5 3 1.8 0.5 62.3 10.3 74
75
8.7 19952001 GDP 19952000 GDP 1995 1649 / 1178 / 1027 / 2001 1256 / 1699 / 2 19952000 8.7 20002001 15.8 952001 GDP 76
77
1995 2000 2 X = f (L, K, Z, T) X : L : K : Z : T : df X = f L dl + f dk f + dz f + X K X Z X T dt X df X = L f dl X L L + K f X K dk K +Z f X Z dz Z +T f X T dt T ( L L 1 =1,etc.) θ X = Tf(θ L, θ K, θ Z ) L f X L + K f X K + X Z f Z =1 dt = dx T X αdl L β dk K γ dz Z =(α +β + γ ) dx X αdl L β d K K γ dz Z = α ( dx X dl L )+β (dx X dk )+γ (dx X dz Z ) K = α d (log X L )+β d (log X ) K +γ d (log X Z ) ( α +β + γ =1) 78
3.6 1995 2001 1.1 0.2 13.6 3.6 47.5 1.7 79.1 0.2 17.9 1.2 192.2 2.8741.4 7.6 3.343.5 0.11.7 0.67.3 3.6 47.5 79
19952001 19952001 80
BtoC 14 1 BtoC 1 14 13 14 X X = BtoC j i i, j i, j i, j i, j BtoC P u r C j {1, 2}, i {1, 2,...9} : P : u : r C: j i 15 ( ) 14 BtoB 1 5,870 286 3,007 0.55 81
BtoB X w c b BtoB( C ) : = X BtoC w w w b c 14 73.4 26.6 82
5-2 14 13 X = X ia i X : i i : i a i ( ) 5,751 59 4,222 BtoB 59 9,973 5-3BtoB 83
5-4 BtoB 84