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A stochastic distribution of a business cycle

Research Project

Project/Area Number 17540134
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionChuo University

Principal Investigator

NISHIOKA Kunio  Chuo University, 商学部, 教授 (60101078)

Co-Investigator(Kenkyū-buntansha) AOKI Nobuo  中央大学, 商学部, 教授 (60087020)
SATO Sadao  東京電機大学, 理工学部, 教授 (10170747)
SUMI Naoya  東京工業大学, 大学院理工学研究科, 准教授 (50301411)
Project Period (FY) 2005 – 2008
Project Status Completed (Fiscal Year 2008)
Budget Amount *help
¥3,810,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥510,000)
Fiscal Year 2008: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2007: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2006: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 2005: ¥900,000 (Direct Cost: ¥900,000)
Keywords経済成長方程式 / 確率摂動 / 漸近挙動 / 定常状態 / 景気循環 / 境界条件を持つ拡散過程 / Inada条件 / 確率経済成長方程式 / 2次元拡散過程 / 労働人口の確率過程 / 技術的進歩の確率過程 / 拡散過程の境界条件 / 負の経済成長 / 極限の分類 / 新古典派経済成長理論 / Per-capita capital stock / 成長率 / The stochastic Solow equation / 境界を持つ確率過程 / Jump項を含むSDE / Jump過程の漸近挙動 / 境界を持つ拡散過程 / 自然境界 / Inada条件をみたす生産関数 / Inada条件をみたさない生産関数
Research Abstract

景気循環を駆動する「経済成長モデル」として,"労働人口の変動","技術革新の度合い"の2項が確率摂動をうける確率モデルを構築した.さらにそれらの平均値と分散を含む幾つかの経済指標により,経済成長の漸近挙動を完全に分類した.

Report

(5 results)
  • 2008 Annual Research Report   Final Research Report ( PDF )
  • 2007 Annual Research Report
  • 2006 Annual Research Report
  • 2005 Annual Research Report
  • Research Products

    (19 results)

All 2009 2008 2007 2006 2005

All Journal Article (10 results) (of which Peer Reviewed: 5 results) Presentation (7 results) Book (2 results)

  • [Journal Article] Economic growth under two stochastic perturbations2009

    • Author(s)
      K. Nishioka
    • Journal Title

      京大 数理研講究録 1620

      Pages: 53-66

    • Related Report
      2008 Final Research Report
  • [Journal Article] Economic growth under two stochastic perturbations2009

    • Author(s)
      西岡 國雄
    • Journal Title

      京大, 数理研講究録 1620

      Pages: 53-66

    • Related Report
      2008 Annual Research Report
  • [Journal Article] Two dimensional linear dynamical systems with small random terms2007

    • Author(s)
      K. Nishioka
    • Journal Title

      Stochastic Economic Dynamics

      Pages: 101-132

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Stochastic growth models of an isolated economy2007

    • Author(s)
      K. Nishioka
    • Journal Title

      Stochastic Processes and Applications to Mathematical Finance

      Pages: 259-274

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Absolutely continuous invariant measures for expansive diffeomorphisms of the 2-torus2007

    • Author(s)
      M. Hirayama and N. Sumi
    • Journal Title

      Hiroshima Math. J. 37

      Pages: 491-517

    • NAID

      110006455964

    • Related Report
      2008 Final Research Report
    • Peer Reviewed
  • [Journal Article] Stochastic growth models of an isolated economy2007

    • Author(s)
      K.Nishioka
    • Journal Title

      Stochastic Processes and Applications to Mathema tical Finance, Ed.J.Akahori, et. al., World Scientific

      Pages: 259-274

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Two dimensional linear dynamical systems with small random terms2007

    • Author(s)
      K.Nishioka
    • Journal Title

      Stochasti Economic Dynamics.Ed.B.S.Jensen and T.Palokangas

      Pages: 101-132

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Stochastic growth models of an isolated economy2007

    • Author(s)
      K.Nishioka
    • Journal Title

      Proc. of the 6-th Ritsumeikan International Symposium, Ed. J. Akahori, S. Ogawa, and S. Watanabe, World Scientific (印刷中)

    • Related Report
      2006 Annual Research Report
  • [Journal Article] 確率項を含む経済成長方程式2006

    • Author(s)
      西岡 國雄
    • Journal Title

      京大 数理研講究録 1462

      Pages: 178-186

    • Related Report
      2008 Final Research Report
  • [Journal Article] 確率摂動を含む経済成長方程式2006

    • Author(s)
      西岡 國雄
    • Journal Title

      京都大学 数理解析研究所講究録,数値解析に於ける諸問題 VII 1462

      Pages: 171-185

    • Related Report
      2005 Annual Research Report
  • [Presentation] 2つの確率項を含む経済成長方程式2008

    • Author(s)
      西岡 國雄
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      東京工業大学
    • Year and Date
      2008-12-17
    • Related Report
      2008 Final Research Report
  • [Presentation] 2っの確率項を含む経済成長方程式2008

    • Author(s)
      西岡 國雄
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      東京工業大学
    • Year and Date
      2008-12-17
    • Related Report
      2008 Annual Research Report
  • [Presentation] Economic growth with stochastic perturbations2008

    • Author(s)
      K. Nishoka
    • Organizer
      確率解析に於ける諸問題 VIII
    • Place of Presentation
      京都大学数理解析研
    • Year and Date
      2008-07-09
    • Related Report
      2008 Final Research Report
  • [Presentation] Economic growth under two stochastic perturbations2008

    • Author(s)
      西岡國雄
    • Organizer
      京大数理研, 短期共同研究, 確率解析に於ける諸問題
    • Place of Presentation
      京大, 数理解析研
    • Year and Date
      2008-07-09
    • Related Report
      2008 Annual Research Report
  • [Presentation] Stochastic growth models of an isolated economy2006

    • Author(s)
      K. Nishioka
    • Organizer
      Stochastic processes and applications to mathematical finance 2006
    • Place of Presentation
      立命館大学
    • Year and Date
      2006-03-07
    • Related Report
      2008 Final Research Report
  • [Presentation] 確率摂動を含む経済成長2006

    • Author(s)
      西岡 國雄
    • Organizer
      数理ファイナンスとその周辺
    • Place of Presentation
      一橋大学
    • Year and Date
      2006-01-26
    • Related Report
      2008 Final Research Report
  • [Presentation] 確率摂動を含む経済成長方程式2005

    • Author(s)
      西岡 國雄
    • Organizer
      確率過程とその周辺
    • Place of Presentation
      京都大学
    • Year and Date
      2005-12-22
    • Related Report
      2008 Final Research Report
  • [Book] 解析的視点からの力学系2008

    • Author(s)
      青木 統夫
    • Total Pages
      241
    • Publisher
      培風館
    • Related Report
      2008 Final Research Report
  • [Book] 数理ファイナンスの基礎2005

    • Author(s)
      西岡 國雄
    • Total Pages
      116
    • Publisher
      東京都立大学出版会
    • Related Report
      2008 Final Research Report

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Published: 2005-04-01   Modified: 2016-04-21  

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