Econometrics for Policy Evaluation and its Application

• Project/Area Number: 15H03334
• Research Category: Grant-in-Aid for Scientific Research (B)
• Allocation Type: Single-year Grants
• Section: 一般
• Research Field: Economic statistics
• Research Institution: Waseda University (2018); National Graduate Institute for Policy Studies (2015-2017)
• Principal Investigator: Arai Yoichi 早稲田大学, 社会科学総合学術院, 准教授 (50376571)
• Co-Investigator(Kenkyū-buntansha): 川口 大司 東京大学, 大学院経済学研究科(経済学部), 教授 (80346139) ; 市村 英彦 東京大学, 経済学研究科(研究院), 教授 (50401196)
• Research Collaborator: Ichimura Hidehiko
• Project Period (FY): 2015-04-01 – 2019-03-31
• Project Status: Completed (Fiscal Year 2018)
• Budget Amount: ¥16,835,000 (Direct Cost: ¥12,950,000、Indirect Cost: ¥3,885,000); Fiscal Year 2018: ¥4,940,000 (Direct Cost: ¥3,800,000、Indirect Cost: ¥1,140,000); Fiscal Year 2017: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000); Fiscal Year 2016: ¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000); Fiscal Year 2015: ¥4,225,000 (Direct Cost: ¥3,250,000、Indirect Cost: ¥975,000)
• Keywords: 政策評価 / 処置効果 / セミパラメトリックモデル / 差の差の推定量 / 部分線形モデル / セミパラメトッリクモデル / 経済統計学 / Difference-in-Difference

Outline of Final Research Achievements

We consider a problem of policy evaluation based on semiparametric difference-in-differences approaches. The semiparametric approaches exploit partially linear models. We discuss the identification conditions of the policy effect and propose two estimators. One estimator is based on the kernel method and the other on the Spline method. The asymptotic properties of the proposed estimators are developed. We also propose procedures for statistical inference based on the asymptotic properties and the bootstrap method. Then we apply the proposed approach to estimate the effect of energy conservation appeal to electricity demand after the earthquake in 2011.

Academic Significance and Societal Importance of the Research Achievements

本研究では、既存の方法では政策効果の測定が難しい状況において用いることができる政策効果の方法を提案した。提案された政策効果の測定の方法は、現実に生じる様々な状況への適用が可能であり、経済分析の可能性を広げるものである。また、提案された推定量に関する識別、推定、統計的推測に関する計量経済学の理論は新たな知見を提供している。また提案された方法を用いて行った2011年の東日本大震災後の節電要請の電力需要へ政策効果の分析は、実験や請求書のデータに基づいて行われていた研究に新たな視点を提供している。

Research Products

• [Int'l Joint Research] University of Arizona(米国)
• [Int'l Joint Research] University of Toronto(カナダ)
• [Int'l Joint Research] University College London(英国)
• [Int'l Joint Research] Academia Sinica(その他の国・地域)
• [Journal Article] Adjustments of regular and non-regular workers to exogenous shocks: Evidence from exchange-rate fluctuation (2019)
  • Author(s): Izumi Yokoyama, Kazuhito Higa, and Daiji Kawaguchi
  • Journal Title: Industrial and Labor Relations Review Volume: 印刷中
  • Peer Reviewed
• [Journal Article] Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator (2018)
  • Author(s): Arai Yoichi、Ichimura Hidehiko
  • Journal Title: Quantitative Economics Volume: 9 Issue: 1 Pages: 441-482
  • DOI: 10.3982/qe590
  • Peer Reviewed / Open Access
• [Journal Article] 生産性分析における労働投入の測定 －派遣労働市場からの知見－ (2018)
  • Author(s): 川口大司
  • Journal Title: 経済研究 Volume: 69 Pages: 328-345
  • Peer Reviewed
• [Journal Article] The Labor Market in Japan, 2000-2016 (2017)
  • Author(s): Daiji Kawaguchi, Hiroaki Mori
  • Journal Title: IZA World of Labor Volume: 385 Pages: 1-11
  • DOI: 10.15185/izawol.385
  • Peer Reviewed / Open Access
• [Journal Article] Does Labor Legislation Benefit Workers? Well-Being after an Hours Reduction (2017)
  • Author(s): Daniel S. Hamermesh, Daiji Kawaguchi, and Jungmin Lee
  • Journal Title: Journal of the Japanese and International Economies Volume: Vol.44 Pages: 1-12
  • DOI: 10.1016/j.jjie.2017.02.003
  • NAID: 210000175935
  • Peer Reviewed / Open Access / Int'l Joint Research
• [Journal Article] Estimating the Residential Land Damage of the Fukushima Accident (2017)
  • Author(s): Daiji Kawaguchi and Norifumi Yukutake
  • Journal Title: Journal of Urban Economics Volume: 99 Pages: 148-160
  • DOI: 10.1016/j.jue.2017.02.005
  • Peer Reviewed / Open Access
• [Journal Article] Brides for Sale: Cross-Border Marriages and Female Immigration (2017)
  • Author(s): Daiji Kawaguchi and Soohyung Lee
  • Journal Title: Economic Inquiry Volume: Vol. 55,No.2 Issue: 2 Pages: 633-654
  • DOI: 10.1111/ecin.12411
  • Peer Reviewed / Int'l Joint Research
• [Journal Article] Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator (2017)
  • Author(s): Yoichi Arai, Hidehiko Ichimura
  • Journal Title: Quantitative Economics Volume: 印刷中
  • Peer Reviewed / Open Access / Acknowledgement Compliant
• [Journal Article] Moment Estimation of the Probit Model with an Endogenous Continuous Regressor (2017)
  • Author(s): Daiji Kawaguchi, Yukitoshi Matsushita and Hisahiro Naito
  • Journal Title: Japanese Economic Review Volume: 68 Issue: 1 Pages: 48-62
  • DOI: 10.1111/jere.12091
  • Peer Reviewed
• [Journal Article] Assessing the Effects of Reducing Standard Hours: Regression Discontinuity Evidence from Japan (2017)
  • Author(s): Daiji Kawaguchi, Hisahiro Naito, and Izumi Yokoyama
  • Journal Title: Journal of the Japanese and International Economies Volume: vol.43 Pages: 59-76
  • DOI: 10.1016/j.jjie.2016.12.002
  • NAID: 210000163342
  • Peer Reviewed
• [Journal Article] Optimal bandwidth selection for the fuzzy regression discontinuity estimator (2016)
  • Author(s): Yoichi Arai, Hidehiko Ichimura
  • Journal Title: Economics Letters Volume: 141 Pages: 103-106
  • Peer Reviewed
• [Journal Article] Testing for linearity in regressions with I(1) processes (2016)
  • Author(s): Yoichi Arai
  • Journal Title: Hitotsubashi Journal of Economics Volume: 57 Pages: 111-138
  • NAID: 120005844445
  • Peer Reviewed / Open Access
• [Journal Article] Researchers' career transitions over the life cycle (2016)
  • Author(s): Daiji Kawaguchi, Ayako Kondo and Keiji Saito
  • Journal Title: Scientometrics Volume: 109 Issue: 3 Pages: 1435-1454
  • DOI: 10.1007/s11192-016-2131-y
  • Peer Reviewed
• [Journal Article] University prestige, performance evaluation, and promotion: Estimating the employer learning model using personnel datasets (2016)
  • Author(s): Shota Araki, Daiji Kawaguchi and Yuki Onozuka
  • Journal Title: Labour Economics Volume: 41 Pages: 135-148
  • DOI: 10.1016/j.labeco.2016.05.024
  • Peer Reviewed
• [Journal Article] Why Has Wage Inequality Evolved so Differently Between Japan and the US? The Role of the Supply of College-educated Workers (2016)
  • Author(s): Daiji Kawaguchi and Yuko Mori
  • Journal Title: Economics of Education Review Volume: Vol.52 Pages: 29-50
  • DOI: 10.1016/j.econedurev.2016.01.002
  • Description: 印刷中 【掲載確定】
  • Peer Reviewed
• [Journal Article] Testing for linearity in regressions with I(1) Processes (2016)
  • Author(s): Yoichi Arai
  • Journal Title: Hitotsubashi Journal of Economics Volume: 印刷中
  • NAID: 120005844445
  • Peer Reviewed
• [Journal Article] Moment Estimation of the Probit Model with an Endogenous Continuous Regressor (2016)
  • Author(s): Daiji Kawaguchi, Yukitoshi Matsushita and Hisahiro Naito
  • Journal Title: Japanese Economic Review Volume: 印刷中
  • Peer Reviewed
• [Journal Article] Fewer School Days, More Inequality (2016)
  • Author(s): Daiji Kawaguchi
  • Journal Title: Journal of the Japanese and International Economies Volume: 39 Pages: 35-52
  • NAID: 210000178954
  • Peer Reviewed
• [Journal Article] The educational upgrading of Japanese youth, 1982-2007 Are all Japanese youth ready for structural reforms? (2015)
  • Author(s): Yoichi Arai, Hidehiko Ichimura, Daiji Kawaguchi
  • Journal Title: Journal of the Japanese and International Economies Volume: in press Pages: 100-126
  • DOI: 10.1016/j.jjie.2015.04.002
  • NAID: 210000187447
  • Peer Reviewed / Acknowledgement Compliant
• [Journal Article] 多重回帰とマッチング推定量 (2015)
  • Author(s): 荒井洋一
  • Journal Title: 日本労働研究雑誌 Volume: 657 Pages: 14-15
• [Presentation] Testing identifying assumptions in fuzzy regression discontinuity designs (2019)
  • Author(s): Yoichi Arai
  • Organizer: Economics seminar at University of Arizona
  • Invited
• [Presentation] It's in Your Genes: How Genes Explain Alcohol Consumption and Labor-Market Outcomes (2019)
  • Author(s): Daiji Kawaguchi
  • Organizer: 4th BELGIAN-JAPANESE Public Finance Workshop
  • Int'l Joint Research
• [Presentation] Testing identifying assumptions in fuzzy regression discontinuity designs (2018)
  • Author(s): Yoichi Arai
  • Organizer: Mini-conference in econometrics
  • Int'l Joint Research
• [Presentation] Testing identifying assumptions in fuzzy regression discontinuity designs (2018)
  • Author(s): Yoichi Arai
  • Organizer: Economics seminar at Tokyo University of Science
  • Invited
• [Presentation] It's in Your Genes: How Genes Explain Alcohol Consumption and Labor-Market Outcomes (2018)
  • Author(s): Daiji Kawaguchi
  • Organizer: Asian and Australasian Society of Labor Economics (AASLE) 2018 Conference
  • Int'l Joint Research
• [Presentation] The power of moral suasion: the case of electricity conservation in post-Fukushima Japan (2018)
  • Author(s): Daiji Kawaguchi
  • Organizer: 3rd Belgian-Japanese Public Finance Workshop
  • Int'l Joint Research
• [Presentation] Gender Difference in Human Capital Accumulation and Utilization: An International Perspective (2017)
  • Author(s): Daiji Kawaguchi
  • Organizer: 2nd Belgian-Japanese Public FinanceWorkshop
  • Place of Presentation: Louvain-la-Neuve(Belgian)
  • Year and Date: 2017-03-03
  • Int'l Joint Research
• [Presentation] Causal inference on regression discontinuity and kink designs by high-dimensional methods (2017)
  • Author(s): Yoichi Arai
  • Organizer: Workshop on Advances in Econometrics
  • Int'l Joint Research
• [Presentation] Family Policies and Female Skill Utilization: Evidence from PIAAC (2017)
  • Author(s): Daiji Kawaguchi
  • Organizer: The Asian and Australasian Society of Labour Economics (AASLE) Inaugural Conference
  • Int'l Joint Research
• [Presentation] Local Violence, Market Transactions and Living Standard: Disruptive Impact of the Mexican Drug War, 2000‐2012 (2017)
  • Author(s): Daiji Kawaguchi
  • Organizer: The Asian and Australasian Society of Labour Economics (AASLE) Inaugural Conference
  • Int'l Joint Research
• [Presentation] Local Violence, Market Transactions and Living Standard: Disruptive Impact of the Mexican Drug War, 2000-2012 (2017)
  • Author(s): Daiji Kawaguchi
  • Organizer: 第20回労働経済学カンファレンス
• [Presentation] Local Violence, Market Transactions and Living Standard: Disruptive Impact of the Mexican Drug War, 2000-2012 (2017)
  • Author(s): Daiji Kawaguchi
  • Organizer: 10th Asian Conference on Applied Microeconomics and Econometrics
  • Int'l Joint Research
• [Presentation] Local Violence, Market Transactions and Living Standard: Disruptive Impact of the Mexican Drug War, 2000-2012 (2017)
  • Author(s): Daiji Kawaguchi
  • Organizer: Kyoto Summer Workshop on Applied Economics 6th Meeting
  • Int'l Joint Research
• [Presentation] Family Policies and Female Skill Utilization: Evidence from PIAAC (2017)
  • Author(s): Daiji Kawaguchi
  • Organizer: 2017 Asian Meeting of the Econometric Society
  • Int'l Joint Research
• [Presentation] Labor Market Challenges in a Rapidly Aging Society (2016)
  • Author(s): Daiji Kawaguchi
  • Organizer: College of social Sience-2016NTU-Utokyo
  • Place of Presentation: Taipei(Taiwan)
  • Year and Date: 2016-11-30
  • Int'l Joint Research
• [Presentation] A specification test in fuzzy regression discontinuity design (2016)
  • Author(s): Yoichi Arai
  • Organizer: Asian Meeting of the Econometric Society
  • Place of Presentation: 同志社大学（京都府・京都市）
  • Year and Date: 2016-08-13
  • Int'l Joint Research
• [Presentation] The Effect of Exchange-Rate Fluctuations on Employment in a Segmented Labor Market (2016)
  • Author(s): Daiji Kawaguchi
  • Organizer: 2016 Asian Meeting of the Econometric Society
  • Place of Presentation: 同志社大学(京都府・京都市）
  • Year and Date: 2016-08-13
  • Int'l Joint Research
• [Presentation] Voluntary contribution to public goods: A non-experimental evidence from electricity usage after the Fukushima nuclear disaster (2016)
  • Author(s): Yoichi Arai
  • Organizer: Western Economic Association International
  • Place of Presentation: ポートランド（アメリカ・オレゴン州）
  • Year and Date: 2016-07-01
  • Int'l Joint Research
• [Presentation] 人的資本の過少利用について (2016)
  • Author(s): 川口大司
  • Organizer: Kyoto Summer Workshop on Applied Economics 5th Meeting
  • Place of Presentation: 京都大学（京都府・京都市）
  • Year and Date: 2016-06-26
• [Presentation] 日本における人的資本の過少利用 (2016)
  • Author(s): 川口大司
  • Organizer: "日本経済学会2016年度春季大会 （日本経済学会・石川賞講演）"
  • Place of Presentation: 名古屋大学(愛知県・名古屋市）
  • Year and Date: 2016-06-19
  • Invited
• [Presentation] ance Evaluation, and Promotion: Estimating the Employer Learning Model using Personnel Datasets (2015)
  • Author(s): Daiji Kawaguchi, Shota Araki and Yuki Onozuka
  • Organizer: The 11th World Congress of The Econometric Society
  • Place of Presentation: モントリオール（カナダ）
  • Year and Date: 2015-08-18
  • Int'l Joint Research
• [Presentation] The Effect of Exchange Rate Fluctuations on Employment -Empirical Analysis Using Firm-level Panel Data (2015)
  • Author(s): Daiji Kawaguchi, Izumi Yokoyama and Kazuhiko Higa
  • Organizer: Hitotsubashi Summer Institute on Labor Economics
  • Place of Presentation: 一橋大学・東京都・国立市
  • Year and Date: 2015-08-01
  • Int'l Joint Research
• [Presentation] University Prestige, Performance Evaluation, and Promotion: Estimating the Employer Learning Model using Personnel Datasets (2015)
  • Author(s): Daiji Kawaguchi, Shota Araki and Yuki Onozuka
  • Organizer: Conference on Tournament/Promotion
  • Place of Presentation: 一橋大学経済研究所・東京都・国立市
  • Year and Date: 2015-07-22
• [Presentation] University Prestige, Performance Evaluation, and Promotion: Estimating the Employer Learning Model using Personnel Datasets (2015)
  • Author(s): Daiji Kawaguchi, Shota Araki and Yuki Onozuka
  • Organizer: SOLE/EALE 4th World Meeting
  • Place of Presentation: モントリオール（カナダ）
  • Year and Date: 2015-06-26
  • Int'l Joint Research
• [Book] 解雇規制を問い直す 金銭解決の制度設計 (2018)
  • Author(s): 大内伸哉・川口大司
  • Total Pages: 326
  • Publisher: 有斐閣
  • ISBN: 9784641165212
• [Book] 労働経済学 -- 理論と実証をつなぐ (2017)
  • Author(s): 川口大司
  • Total Pages: 336
  • Publisher: 有斐閣
  • ISBN: 9784641165076
• [Book] 日本の労働市場 -- 経済学者の視点 (2017)
  • Author(s): 川口大司編
  • Total Pages: 430
  • Publisher: 有斐閣
  • ISBN: 9784641165120
• [Book] 「人手不足と賃金停滞の並存は経済理論で説明できる」『人手不足なのになぜ賃金が上がらないのか』 (2017)
  • Author(s): 川口大司・原ひろみ（玄田有史編）
  • Publisher: 慶応義塾大学出版
  • ISBN: 9784766424072
• [Remarks] cemmap Working Paper, CWP10/19
  • URL: https://www.cemmap.ac.uk/publication/id/13998