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Theoretical and Empirical Research on Business Cycles and Construction of Business Judgment Models

Research Project

Project/Area Number 14203001
Research Category

Grant-in-Aid for Scientific Research (A)

Allocation TypeSingle-year Grants
Section一般
Research Field 経済理論
Research InstitutionHitotsubashi University

Principal Investigator

ASAKO Kazumi  Hitotsubashi University, Institute of Economic Research, Professor, 経済研究所, 教授 (60134194)

Co-Investigator(Kenkyū-buntansha) KANOH Satoru  Hitotsubashi University, Institute of Economic Research, Professor, 経済研究所, 教授 (50114971)
KOMAKI Yasuyuki  Nihon University, College of Economics, Professor, 経済学部, 教授 (80339225)
HONDA Yuzo  Osaka University, Graduate School of Economics, Professor, 大学院・経済学研究科, 教授 (80137249)
MIIYAGAWA Tsutomu  Gakushuin University, Faculty of Economics, Professor, 経済学部, 教授 (30272777)
WAKITA Shigeru  Tokyo Metropolitan University, Faculty of Urban Liberal Arts, Professor, 都市教養学部, 教授 (60242046)
Project Period (FY) 2002 – 2005
Project Status Completed (Fiscal Year 2005)
Budget Amount *help
¥43,810,000 (Direct Cost: ¥33,700,000、Indirect Cost: ¥10,110,000)
Fiscal Year 2005: ¥9,360,000 (Direct Cost: ¥7,200,000、Indirect Cost: ¥2,160,000)
Fiscal Year 2004: ¥10,920,000 (Direct Cost: ¥8,400,000、Indirect Cost: ¥2,520,000)
Fiscal Year 2003: ¥11,960,000 (Direct Cost: ¥9,200,000、Indirect Cost: ¥2,760,000)
Fiscal Year 2002: ¥11,570,000 (Direct Cost: ¥8,900,000、Indirect Cost: ¥2,670,000)
KeywordsBusiness Cycle / Business Cycle Dating / Diffusion Index / Business Survey / Business Forecast / Stock-Watson Model / Dynamic Factor Model / Regime Switching / ダイナミックスファクターモデル / レジーム・スウィッチ / 一致指数 / 先行指数 / ダイナミック・ファクター・モデル
Research Abstract

This research project has been aiming at the business cycle judgment centering especially on the forecast of the turning points of business cycles. Since the start of the project, three subgroups have been organized, which include (A) theoretical analyses of business cycles, (B) data analyses of the Japanese economy, and (C) construction of business indicators, and each investigator decides to which of them he or she belongs. Each subgroup has frequently held research meetings till bigger inter-subgroup meetings are held once in a few months. The biggest meetings of all investigators are held at least twice in a year.
Besides each investigator's individual research outputs, this research project as a whole has produced the following joint publications :
1.ASAKO, K. and S.FUKUDA eds., Business Cycles and Business Forecast, University of Tokyo Press, July 2003.
2.ASAKO, K. ed., "Micro Heterogeneity and Japanese Macroeconomy," Financial Review, Ministry of Finance, Special Issue No.78, August 2005.
3.Series : Talking of Business Cycles, Monthly Japan Research Review, 20 issues since December 2004.
4.ASAKO, K. and T.MIYAGAWA eds., Modern Business Cycles : Theory and Evidence, University of Tokyo Press, forthcoming.
Book 1. consists of 13 articles by 19 investigators and it represents the main research outputs in the first half of the project term. Special Issue 2. includes 6 articles by 12 investigators concerning the heterogeneity of economic agents or of local economies that is becoming apparent lately underneath the macroeconomic performance of the Japanese macroeconomy. Series 3. consists of 20 short essays, each being easy explanation of each investigator's research output on business cycles. Book 4. is a forthcoming publication of the main research outputs in the second half of the project term and it contains 13 articles and 6 comments by 26 investigators in total.

Report

(5 results)
  • 2005 Annual Research Report   Final Research Report Summary
  • 2004 Annual Research Report
  • 2003 Annual Research Report
  • 2002 Annual Research Report
  • Research Products

    (126 results)

All 2006 2005 2004 2003 Other

All Journal Article (71 results) Book (16 results) Publications (39 results)

  • [Journal Article] The Index of Agency Cost and the Financial Accelerator : The Case of Japan2006

    • Author(s)
      Hirokuni Uchiyama
    • Journal Title

      Japan and the World Economy 18

      Pages: 22-48

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A Note on the Robustness of the Tobin Effect in Incomplete Market2006

    • Author(s)
      Makoto Saito, Yosuke Takeda
    • Journal Title

      Macroeconomic Dynamics 10

      Pages: 131-143

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A Note on the Robustness of the Tobin Effect in Incomplete Market2006

    • Author(s)
      M.Saito, Y.Takeda
    • Journal Title

      Macroeconomic Dynamics Vol.10

      Pages: 131-143

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] The Index of Agency Cost and the Financial Accelerator : The Case of Japan2006

    • Author(s)
      H.Uchiyama
    • Journal Title

      Japan and the World Economy Vol.18

      Pages: 22-48

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A Note on the Robustness of the Tobin Effect in Incomplete Markets2006

    • Author(s)
      Saito, M., Y.Takeda
    • Journal Title

      Macroeconomic Dynamics 10

      Pages: 131-143

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 月次GDPの考え方2006

    • Author(s)
      村澤康友
    • Journal Title

      日経研月報 2月

      Pages: 26-31

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Financial and Capital Markets' Response to Changes in the Central Bank's Target Interest Rate : The Case of Japan2006

    • Author(s)
      Honda, Y., Kuroki, Y.
    • Journal Title

      The Economic Journal (forthcoming)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 1996年のFOMC-物価安定への対応-2006

    • Author(s)
      地主敏樹
    • Journal Title

      国民経済雑誌 193・3(近刊)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 企業の景気判断と経営・財務状況2005

    • Author(s)
      浅子和美, 安藤浩一, 松本和幸
    • Journal Title

      フィナンシャル・レビュー 78

      Pages: 85-103

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] 予測機関の予測形成様式2005

    • Author(s)
      浅子和美, 山澤成康
    • Journal Title

      経済研究 56・3

      Pages: 218-233

    • NAID

      120004791500

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] 家計消費と家族属性-「消費生活に関するパネル調査」個票データによるミクロ分析-2005

    • Author(s)
      上田貴子, 佐々木明果
    • Journal Title

      フィナンシャル・レビュー 78

      Pages: 34-50

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 計量モデリングと意識調査-ヒューマンフィルターリング2005

    • Author(s)
      加納悟
    • Journal Title

      経済研究 56・2

      Pages: 123-131

    • NAID

      40006737224

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] GDP速報値における予測誤差と計測誤差2005

    • Author(s)
      小巻泰之
    • Journal Title

      国民経済雑誌 191・1

      Pages: 1-15

    • NAID

      110001044016

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 空間的相互作用を考慮した地域別景気の動向2005

    • Author(s)
      和合肇, 各務和彦
    • Journal Title

      フィナンシャル・レビュー 78

      Pages: 71-84

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] The Last Decade in the Japanese Labor Market; Labor' s Share and Okun's Law2005

    • Author(s)
      Shigeru Wakita
    • Journal Title

      Public Policy Review 2

      Pages: 77-96

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Do Stock Prices Contain Predictive Information on Business Turning Points? A Wavelet Analysis2005

    • Author(s)
      Hiroshi Yamada, Yuzo Honda
    • Journal Title

      Applied Financial Economics Letters 1

      Pages: 19-23

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Campanies' Economic Forecasts and their Management and Financial States (in Japanese)2005

    • Author(s)
      K.Asako, K.Andou, K.Matsumoto
    • Journal Title

      Financial Review Vol.78

      Pages: 85-103

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] On Economic Forecasts by Forecas ting Institutions (in Japanese)2005

    • Author(s)
      K.Asako, N.Yamasawa
    • Journal Title

      The Economic Review Vol.56, No.3

      Pages: 218-233

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Household Consumption and Family Characteristics -Miceeconomic Analysis using individual data (in Japanese)2005

    • Author(s)
      A.Ueda, S.Sasaki
    • Journal Title

      Financial Review Vol.78

      Pages: 34-50

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Use of Opinion Survey Data in Econometric Modeling--Human Filtering-- (in Japanese)2005

    • Author(s)
      S.Kanoh
    • Journal Title

      The Economic Review Vol.56, 2

      Pages: 123-131

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Forecasts Errors and Measurement Errors in Preliminary GDP Estimates (in Japanese)2005

    • Author(s)
      Y.Komaki
    • Journal Title

      The Kokumin-Keizai Zasshi Vol.191, 1

      Pages: 1-15

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Do Stock Prices Contain Predictive Information on Business Turning Points? A Wavelet Analysis2005

    • Author(s)
      H.Yamada, Y.Honda
    • Journal Title

      Applied Financial Economics Letters Vol.1

      Pages: 19-23

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Regional Economic Conditions from the View of Spatial Interactions (in Japanese)2005

    • Author(s)
      H.Wago, K.Kakamu
    • Journal Title

      Financial Review Vol.78

      Pages: 71-84

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] The Last Decade in the Japanese Labor Market ; Labor's Share and Okun's Law2005

    • Author(s)
      Shigeru Wakita
    • Journal Title

      Public Policy Review No.2

      Pages: 77-96

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 生産に対してよりも消費に一開放経済の最適環境税のあり方2005

    • Author(s)
      浅子和美
    • Journal Title

      市場競争と市場価格(倉澤資成(編))

      Pages: 201-220

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 景気指標とサーベイデータ2005

    • Author(s)
      加納悟
    • Journal Title

      日経研月報 11月

      Pages: 18-24

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 同種の経済統計の多様性とマクロ経済〜産業統計にみられる企業の多角化の影響〜2005

    • Author(s)
      小巻泰之
    • Journal Title

      フィナンシャルレビュー 78

      Pages: 104-129

    • Related Report
      2005 Annual Research Report
  • [Journal Article] マクロ経済危機のもとでの日本的労働慣行の再検討2005

    • Author(s)
      脇田成
    • Journal Title

      ESP 5月

      Pages: 37-41

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 労働分配率をどうとらえるか2005

    • Author(s)
      脇田成
    • Journal Title

      日経研月報 6月

      Pages: 36-42

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 労働市場の失われた10年:労働分配率とオークン法則2005

    • Author(s)
      脇田成
    • Journal Title

      フィナンシャルレビュー 78

      Pages: 51-70

    • Related Report
      2005 Annual Research Report
  • [Journal Article] The Lost Decade in the Japanese Labor Market : Labor's Share and Okun's Law2005

    • Author(s)
      Wakita, S.
    • Journal Title

      Public Policy Review No.2

      Pages: 77-95

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Do Stock Prices Have the Predictive Information of the Business Turning Points? A Wavelet Analysis2005

    • Author(s)
      Yamada, H., Honda, Y.
    • Journal Title

      Applied Financial Economics Letters 1

      Pages: 19-23

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 過剰設備の要因と設備投資行動2005

    • Author(s)
      宮川努, 落合勝昭, 滝澤美帆
    • Journal Title

      フィナンシャルレビュー 78

      Pages: 5-33

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 家計消費と家族属性2005

    • Author(s)
      上田貴子, 佐々木明香
    • Journal Title

      フィナンシャルレビュー 78

      Pages: 34-50

    • Related Report
      2005 Annual Research Report
  • [Journal Article] ベイズ統計学による分析2005

    • Author(s)
      和合肇
    • Journal Title

      経済・経営のための統計学(牧厚志・和合肇他(編))

      Pages: 243-284

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 空間的相互利用を考慮した地域別景気の動向2005

    • Author(s)
      和合肇, 各務和彦
    • Journal Title

      フィナンシャルレビュー 78

      Pages: 71-84

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 地域的依存関係を考慮した新しい景気分析の方法2005

    • Author(s)
      和合肇
    • Journal Title

      日経研月報 10月

      Pages: 10-23

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 計量モデリングと意識調査-ヒューマン・フィルターリング-2005

    • Author(s)
      加納 悟
    • Journal Title

      経済研究 56・2(forthcoming)

    • NAID

      40006737224

    • Related Report
      2004 Annual Research Report
  • [Journal Article] わが国のオプション市場における価格付け誤差分析2005

    • Author(s)
      加納悟, 竹内明香
    • Journal Title

      市場競争と市揚価格(倉澤資成(編))(日本評論社) (近刊)

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Do Stock Prices Have the Predictive Information on the Business Turning Points?2005

    • Author(s)
      Hiroshi, Yamada, Yuzo, Honda
    • Journal Title

      Applied Financial Economics Letters 1

      Pages: 19-23

    • Related Report
      2004 Annual Research Report
  • [Journal Article] GDP速報値における予測誤差と計測誤差2005

    • Author(s)
      小巻泰之
    • Journal Title

      国民経済雑誌(神戸大学経済学部) 191・1

      Pages: 1-5

    • NAID

      110001044016

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 設備投資と不確実性:上場企業の財務データと利益予測データに基づく実証研究2005

    • Author(s)
      竹田洋介, 矢嶋康次
    • Journal Title

      所報(ニッセイ基礎研) 36

      Pages: 15-60

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 景況感とアンケート調査 -変化方向と水準は異曲同工か?-2004

    • Author(s)
      浅子和美, 原田信行
    • Journal Title

      経済研究 55・2

      Pages: 171-184

    • NAID

      120004791502

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 金融危機下の金融緩和:1991年のFOMC2004

    • Author(s)
      地主敏樹, 岡本光技, 高橋豊治
    • Journal Title

      国民経済雑誌 189・5

      Pages: 47-64

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Extraneous Shock and International Linkage of Business Cycle in a Two-Country Monetary Model2004

    • Author(s)
      Shin-ichi Fukuda
    • Journal Title

      Journal of Economic Behavior and Organization 54

      Pages: 389-409

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 過剰設備と長期停滞2004

    • Author(s)
      宮川努, 落合勝昭
    • Journal Title

      フィナンシャル・レビュー 73

      Pages: 5-26

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] わが国のIT投資の活性化要因 -JIPデータベースを利用した国際比較と実証分析-2004

    • Author(s)
      宮川努, 浜潟純大
    • Journal Title

      経済研究 55・3

      Pages: 245-260

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Business Sentiment and Business Surveys --Are Questions Based on Levels and on Changes Answered Consistently? (in Japanese)2004

    • Author(s)
      K.Asako, N.Harada
    • Journal Title

      The Economic Review Vol.55, No.2

      Pages: 171-184

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Monetary Policy in the Financial Difficulty ; FOMC in 1991 (in Japanese)2004

    • Author(s)
      T.Jinushi, M.Okamoto, T.Takahashi
    • Journal Title

      The Kokumin-Keizai Zasshi Vol.189, 5

      Pages: 47-64

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Extraneous Shock and International Linkage of Business Cycle in a Two-Country Monetary Model2004

    • Author(s)
      S.Fukuda
    • Journal Title

      Journal of Economic Behavior and Organization Vol.54

      Pages: 389-409

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Excess Capacity and Secular Stagnation (in Japanese)2004

    • Author(s)
      T.Miyagawa, K.Ochiai
    • Journal Title

      Financial Review Vol.73

      Pages: 5-26

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Which Factor Stimulates IT Investment in Japan? --International Comparison and Empirical Analysis with JIP Database - (in Japanese)2004

    • Author(s)
      T.Miyagawa, S.Hamagata
    • Journal Title

      The Economic Review Vol.55, 3

      Pages: 245-260

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 技術進歩と社会資本2004

    • Author(s)
      浅子和美, 落合勝昭
    • Journal Title

      平成15年度国土交通省道路局委託調査報告書『社会資本の技術開発および生産効果に関する調査研究』(財政経済協会)

      Pages: 5-16

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 景況感とアンケート調査-変化方向と水準は異曲同工か?2004

    • Author(s)
      浅子和美, 原田信行
    • Journal Title

      経済研究 55・2

      Pages: 171-184

    • NAID

      120004791502

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Japan2004

    • Author(s)
      Kazumi Asako, Hitoshi Suzuki, Masao Tsuri
    • Journal Title

      Akira Kohsaka ed, Fiscal Deficits in the Pacific Region

      Pages: 168-207

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Bank Capital Regulations and the Transmission Mechanism2004

    • Author(s)
      Yuzo, Honda
    • Journal Title

      Journal of Policy Modeling 26・6

      Pages: 675-688

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 金融政策における情報伝播2004

    • Author(s)
      小巻泰之
    • Journal Title

      経済集志(日本大学経済学部) 74・3

      Pages: 137-146

    • NAID

      40006536008

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 過剰設備と長期停滞2004

    • Author(s)
      宮川努, 落合勝昭
    • Journal Title

      フィナンシャルレビュー 73

      Pages: 5-26

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 潜在成長力、GDPギャップと資本ストックの計測2004

    • Author(s)
      宮川努, 真木和彦
    • Journal Title

      日本経済の構造変化と経済予測-経済変動のダイナミズムを読む-(福田慎一, 粕谷宗久(編))

      Pages: 187-228

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 日本経済の長期停滞と供給サイド2004

    • Author(s)
      宮川努
    • Journal Title

      論争 日本の経済危機:長期停滞の真因を解明する(浜田宏一, 堀内昭義, 内閣府経済社会総合研究所(編))

      Pages: 3-27

    • Related Report
      2004 Annual Research Report
  • [Journal Article] 近世大坂堂島米市場の非定常時系列分析2004

    • Author(s)
      脇田成
    • Journal Title

      先物取引研究(日本商品取引員協会) 9・1No13

      Pages: 195-215

    • NAID

      40006345252

    • Related Report
      2004 Annual Research Report
  • [Journal Article] A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series2003

    • Author(s)
      Nurasawa.Y, R.S.Mariano
    • Journal Title

      Journal of Applied Econometrics 18

      Pages: 427-443

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 持家系住宅着工に影響を与える要因分析と予測2003

    • Author(s)
      川崎一泰
    • Journal Title

      計画行政 26-1

      Pages: 84-91

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Measuring Business Cycle Turning Points in Japan with a Dynamic Markov Switching Factor Model2003

    • Author(s)
      Toshiaki Watanabe
    • Journal Title

      Monetary and Economic Studies 21・1

      Pages: 35-68

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series2003

    • Author(s)
      Murasawa., Y, R.S.Mariano
    • Journal Title

      Journal of Applied Economics Vol.18

      Pages: 427-443

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] The factor analysis and forecasting of the constructions to the housing ownership (in Japanese)2003

    • Author(s)
      K.Kawasaki
    • Journal Title

      Planning Administration Vol.26.1

      Pages: 84-91

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Measuring Business Cycle Turning Points in Japan with a Dynamic Markov Switching Factor Model2003

    • Author(s)
      Toshiaki Watanabe
    • Journal Title

      Monetary and Economic Studies Vol.21, No.1

      Pages: 35-68

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] 景気指数の統計的基礎

    • Author(s)
      村澤康友
    • Journal Title

      現代の景気循環:理論と実証(浅子和美・宮川努(編)) (近刊)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 在庫循環図の理論と計量分析

    • Author(s)
      脇田成
    • Journal Title

      現代の景気環境:理論と実証(浅子和美・宮川努(編)) (近刊)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] The Impact of Technology Shocks on the Japanese Business Cycle -An Empirical Analysis Based on Japanese Industry Data-

    • Author(s)
      T, Miyagawa., Sakuragawa, Y., Takizawa, M.
    • Journal Title

      Japan and the World Economy (forthcoming)

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Productivity and the Business Cycle in Japan : Evidence from Japanese Industry Data

    • Author(s)
      T, Miyagawa, Sakuragawa, Y., Takizawa, M.
    • Journal Title

      The Japanese Economic Review (forthcoming)

    • Related Report
      2005 Annual Research Report
  • [Book] マクロ経済分析とサーベイデータ2006

    • Author(s)
      加納悟
    • Total Pages
      238
    • Publisher
      岩波書店
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Makuro Keizaibunseki to Survey Data (in Japanese)2006

    • Author(s)
      S.Kanoh
    • Total Pages
      238
    • Publisher
      Iwanami Shoten
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] マクロ経済分析とサーベイデータ2006

    • Author(s)
      加納 悟
    • Total Pages
      272
    • Publisher
      岩波書店
    • Related Report
      2005 Annual Research Report
  • [Book] エコナビ 経済学入門2006

    • Author(s)
      脇田成
    • Total Pages
      222
    • Publisher
      日本評論社
    • Related Report
      2005 Annual Research Report
  • [Book] 期待形成の異質性とマクロ経済政策 経済主体はどこまで合理的か2005

    • Author(s)
      竹田陽介, 小巻泰之, 矢嶋康次
    • Total Pages
      344
    • Publisher
      東洋経済新報社
    • Related Report
      2005 Annual Research Report
  • [Book] 長期停滞の経済学2005

    • Author(s)
      宮川努
    • Total Pages
      345
    • Publisher
      東京大学出版会
    • Related Report
      2005 Annual Research Report
  • [Book] 日本経済の生産性革新2005

    • Author(s)
      宮川努
    • Total Pages
      244
    • Publisher
      日本経済新聞社
    • Related Report
      2005 Annual Research Report
  • [Book] ベイズ計量経済分析:マルコフ連鎖モンテカルロ法とその応用2005

    • Author(s)
      和合肇(編)
    • Total Pages
      382
    • Publisher
      東洋経済新報社
    • Related Report
      2005 Annual Research Report
  • [Book] 経済学とファイナンス(第2版)2004

    • Author(s)
      浅子和美, 大村敬一, 池尾和人, 須田美矢子
    • Total Pages
      604
    • Publisher
      東洋経済新報社
    • Related Report
      2004 Annual Research Report
  • [Book] 現代経済学の潮流20042004

    • Author(s)
      岩田規久男, 岩本康志, 本多佑三, 松井彰彦(共編)
    • Total Pages
      210
    • Publisher
      東洋経済新報社
    • Related Report
      2004 Annual Research Report
  • [Book] マクロ経済学のナビゲーター(第2版)2004

    • Author(s)
      脇田成
    • Total Pages
      321
    • Publisher
      日本評論社
    • Related Report
      2004 Annual Research Report
  • [Book] 景気循環と景気予測2003

    • Author(s)
      浅子和美, 福田慎一(編)
    • Total Pages
      374
    • Publisher
      東京大学出版会
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Keikijunkan to Keikiyosoku (in Japanese)2003

    • Author(s)
      K.Asako, S.Fukuda ed.
    • Total Pages
      374
    • Publisher
      University of Tokyo Press
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] 現代の景気循環:理論と実証

    • Author(s)
      浅子和美, 宮川努(編)
    • Publisher
      東京大学出版会 (近刊)
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] Gendai no Keikijunkan : Riron to Jisshou (in Japanese)

    • Author(s)
      K.Asako, T.Miyagawa ed.
    • Publisher
      University of Tokyo Press(forthcoming)
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] 現代の景気環境:理論と実証

    • Author(s)
      浅子和美, 宮川努(編)
    • Publisher
      東京大学出版会(近刊)
    • Related Report
      2005 Annual Research Report
  • [Publications] 飯塚信夫, 浅子和美: "日本の景気循環-1990年代に何が起きたか"浅子和美・福田慎一(編)『景気循環と景気予測』. 13-42 (2003)

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      2003 Annual Research Report
  • [Publications] 浅子和美, 上田貴子, 加納悟: "政策と景気局面"浅子和美・福田慎一(編)『景気循環と景気予測』. 157-177 (2003)

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      2003 Annual Research Report
  • [Publications] 浅子和美: ""非伝統的"な金融政策の意義と評価"経済セミナー. 581号. 28-32 (2003)

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      2003 Annual Research Report
  • [Publications] 宮川努, 山澤成康: "景気判断とGDP統計"浅子和美・福田慎一(編)『景気循環と景気予測』. 337-370 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 宮川努, 今村有里子: "景気循環の国際的波及-アジア・太平洋諸国における実証分析-"浅子和美・福田慎一(編)『景気循環と景気予測』. 277-309 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 地主敏樹, 岡本光技, 高橋豊治: "金融危機下の金融緩和:1991年のFOMC"国民経済雑誌. 189巻第5号. 1-18 (2004)

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      2003 Annual Research Report
  • [Publications] Wago.H: "Bayesian estimation of smooth transition GARCH model using Gibbs sampling"Mathemitics and Computers in Simulation, Elsevier. 64. 63-78 (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] Murasawa.Y(with R.S.Mariano): "A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series"Journal of Applied Econometrics. 18. 427-443 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 加納悟, 小巻泰之: "景気動向のモデル分析"浅子和美・福田慎一(編)『景気循環と景気予測』. 75-102 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 小巻泰之: "景気指標の不確実性"浅子和美・福田慎一(編)『景気循環と景気予測』. 311-335 (2003)

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      2003 Annual Research Report
  • [Publications] Honda.Y: "Bank Capital Regulations and the Transmission Mechanism"Journal of Policy Modeling. (forthcoming).

    • Related Report
      2003 Annual Research Report
  • [Publications] 黒木祥弘, 本多佑三: "金融-食融制度と金融政策"橘木俊詔(編)『戦後日本経済を検証する』. 227-352 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 鈴木和志, 本多佑三: "いくつかの名目GDPの先行指標"浅子和美・福田慎一(編)『景気循環と景気予測』. 179-200 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 脇田成: "景気循環 予測と理論の間"浅子和美・福田慎一(編)『景気循環と景気予測』. 103-134 (2003)

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      2003 Annual Research Report
  • [Publications] 脇田成: "マクロ経済学の新展開と金融政政策"金融. 681. 2-11 (2003)

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      2003 Annual Research Report
  • [Publications] 浅子和美, 福田慎一(編): "景気循環と景気予測"東京大学出版会. 374 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 岩田規久男, 宮川努(編): "失われた10年の真因は何か"東洋経済新報社「エコノミックス」シリーズ. 271 (2003)

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      2003 Annual Research Report
  • [Publications] 小野善康, 中山幹夫, 福田慎一, 本多佑三(編): "現代経済学の潮流2003"東洋経済新報社. 296 (2003)

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  • [Publications] 和合肇(編): "マルコフ連鎖モンテカルロ法による応用計量分析"東洋経済新報社. 391 (2004)

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  • [Publications] 脇田成: "日本の労働経済システム:成功から閉塞へ"東洋経済新報社. 384 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 飯塚信夫, 浅子和美: "日本の景気循環-90年代に何が起きたか"浅子・福田(編)『景気循環と景気予測』の所収予定. (未定). (2003)

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      2002 Annual Research Report
  • [Publications] 浅子和美・上田貴子・加納悟: "政策効果と景気予測"浅子・福田(編)『景気循環と景気予測』の所収予定. (未定). (2003)

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  • [Publications] 加納 悟: "景気動向のモデル分析-そのフロンティア"経済研究. 53巻2号. 173-187 (2002)

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  • [Publications] 磯貝明文, 加納悟, 徳永俊史: "日本の株式市場におけるブル・ベア局面分析"MTECジャーナル. 第15号. 67-84 (2003)

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  • [Publications] 加納悟, 小巻泰之: "景気動向モデルの展望"浅子・福田(編)『景気循環と景気予測』の所収予定. (未定). (2003)

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  • [Publications] 小巻泰之: "Reliability of the Quarterly Estimates of GDP in Japan"日本経済研究センター研究報告書96「四半期GDP新推計方式の課題と展望」. 34-48 (2002)

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  • [Publications] Y.Murasawa, R.S.Mariano: "A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series"Journal of Applied Econometrics. forthcoming(未定). (2003)

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  • [Publications] 脇田 成: "景気循環:予測と理論の間"浅子・福田(編)『景気循環と景気予測』所収予定. (未定). (2003)

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      2002 Annual Research Report
  • [Publications] H.Wago: "Using the Durbin-Watson Ratio to Detect a Spurious Regressions : Can We Make a Rule of Thumb?"Proceedings of International Environmental Modeling and Software Society. 592-596 (2002)

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  • [Publications] H.Wago: "Bayesian Estimation of Smooth transition GARCH model using Gibbs Sampling"Mathematics and Computers in Education. Forthcoming(未定). (2003)

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  • [Publications] K.G.Nishimura, M.Shirai: "Can Information and Communication Technology Solve Japan's Productivity-Slowdown Problem?"Asian Economic Papers. 2巻1号. 85-126 (2003)

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  • [Publications] Yuzo Honda: "The Effects of the Basle Accord on Bank Credit : The Case of Japan"Applied Economics. 34,July. 1233-1239 (2002)

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  • [Publications] Yuzo Honda, K.Suzuki: "Estimation of the Investment Thresholds"A. Tavidze ed. Progress in Economics Research. Vol.3. 91-100 (2002)

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      2002 Annual Research Report
  • [Publications] 本多佑三, 鈴木和志: "いくつかの名目GDPの先行指標"浅子・福田(編)『景気循環と景気予測』所収予定. (未定). (2003)

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  • [Publications] 本多佑三, 黒木祥弘: "金融-金融制度と金融政策"橘木(編) 戦後日本経済を検証する. 227-252 (2003)

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      2002 Annual Research Report
  • [Publications] 宮川努, 今村有里子: "景気循環の国際的波及-アジア太平洋諸国における実証分析"浅子・福田(編)『景気循環と景気予測』所収予定. (未定). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] 浅子和美, 福田慎一(編): "景気循環と景気予測"東京大学出版会(近刊). (2003)

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  • [Publications] 宮川努, 日本経済研究センター(共編): "2025年の日本経済"日本経済新聞社. 215 (2002)

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  • [Publications] 脇田 成: "日本の労働経済システム:成功から閉塞へ"東洋経済新聞社(近刊). (2003)

    • Related Report
      2002 Annual Research Report

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Published: 2002-04-01   Modified: 2016-04-21  

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