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マクロ経済学における異質性と相互作用:ベキ乗則とネットワーク理論の視角

Research Project

Project/Area Number 18H00831
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Review Section Basic Section 07010:Economic theory-related
Research InstitutionThe University of Tokyo

Principal Investigator

楡井 誠  東京大学, 大学院経済学研究科(経済学部), 教授 (60530079)

Co-Investigator(Kenkyū-buntansha) 青木 周平  信州大学, 学術研究院社会科学系, 准教授 (00584070)
赤池 伸一  文部科学省科学技術・学術政策研究所, その他部局等, 上席フェロー (50611612)
渡辺 努  東京大学, 大学院経済学研究科(経済学部), 教授 (90313444)
平野 智裕  東京大学, 大学院経済学研究科(経済学部), 講師 (60609064) [Withdrawn]
Project Period (FY) 2018-04-01 – 2023-03-31
Project Status Granted (Fiscal Year 2020)
Budget Amount *help
¥16,900,000 (Direct Cost: ¥13,000,000、Indirect Cost: ¥3,900,000)
Fiscal Year 2020: ¥3,120,000 (Direct Cost: ¥2,400,000、Indirect Cost: ¥720,000)
Fiscal Year 2019: ¥3,120,000 (Direct Cost: ¥2,400,000、Indirect Cost: ¥720,000)
Fiscal Year 2018: ¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Keywords景気循環 / ベキ乗則 / ネットワーク / 異質的意思決定主体
Outline of Annual Research Achievements

本研究では、マクロ経済理論分野において近年進展の著しい、異質性と相互作用の役割に焦点を合わせ、ベキ乗則とネットワーク理論を分析の 切り口としてマクロ経済振動・成長論に新規な貢献をなすことを目的としている。2019年度はセントルイスのワシントン大学におけるSED 2019 Annual Meeting(6月29日)や、ホテル コンチネンタル イスキアで開催されたThe 19th Annual SAET Conference(7月3日)において報告し、参加者から貴重なコメントをいただくことができた。
一方、本研究プロジェクトで 推進している研究の包括的な内容について、マクロ研究会(6月13日、早稲田大学)、国際研究集会「京都大学経済学部創立百周年記念国際研究集会」(8月24日、京都大学)、Policy Modeling Workshop(9月28日、政策研究大学院大学)にて紹介する機会を得た。また、コロンビア大学にて共同研究者とともにファカルティ・ランチ・セミナーにおいて報告し、有力な研究者から詳細なコメントをもらうことができた(9月12日)。さらに、神戸大学大学院経済学研究科における2019 International Conference on Trade, Financial Integration and Macroeconomic Dynamics & IEFS Japan 2019 Annual Meeting(11月15日)、ランチセミナー(2月5日、カールトン大学・2月6日、Bank of Canada)において研究報告を行い、他の研究者から貴重なコメントをいただいた。

Current Status of Research Progress
Current Status of Research Progress

2: Research has progressed on the whole more than it was originally planned.

Reason

理論を十分に精緻化することができた。その成果をいくつかの研究会や学会の第一人者に 報告し、好意的な評価を得た。また、コンファレンス報告を数多く達成することができた

Strategy for Future Research Activity

東日本大震災におけるサプライチェーンの途絶の影響の推定に関して、研究協力者と協同して論文として完成させ 出版する。 また、状態依存価格付けモデル(S,sモデル)を用いて、インフレーション率の水準と分散が相関する実証事実を説明し、今年度中に改訂を終え、学術誌への投稿を目指す。 さらに、異質的マクロ経済理論の偏微分方程式体系を用いた数理的統合。研究分担者らとともに過去の研究成果を発展させ、アメリカ経済のデータ分析に取り組む。 また、中国ベンチャーキャピタルのネットワーク形成過程を分析し、共著者と協同して論文をJapanese Economic Reviewに 出版する。

Report

(2 results)
  • 2019 Annual Research Report
  • 2018 Annual Research Report

Research Products

(44 results)

All 2020 2019 2018 Other

All Int'l Joint Research Journal Article Presentation Book Remarks

  • [Int'l Joint Research] Columbia University/Massachusetts Institute of Technology/Northwestern University(米国)

    • Related Report
      2019 Annual Research Report
  • [Int'l Joint Research] Bureau of Economic Analysis/Columbia University/Northwestern University(米国)

    • Related Report
      2018 Annual Research Report
  • [Int'l Joint Research] Australian National University(オーストラリア)

    • Related Report
      2018 Annual Research Report
  • [Int'l Joint Research] University of Cambridge(英国)

    • Related Report
      2018 Annual Research Report
  • [Journal Article] Trade Clustering and Power Laws in Financial Markets2020

    • Author(s)
      Makoto Nirei, Tsutomu Watanabe, John Stachurski
    • Journal Title

      Theoretical Economics

      Volume: 掲載確定

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] The Responses of Consumption and Prices in Japan to the COVID-19 Crisis and the Tohoku Earthquake2020

    • Author(s)
      Tsutomu Watanabe
    • Journal Title

      CJEB Working Papers- Columbia Business School

      Volume: 373 Pages: 1-16

    • Related Report
      2019 Annual Research Report
    • Open Access
  • [Journal Article] The Formation of Consumer Inflation Expectations: New Evidence from Japan's Deflation Experience2020

    • Author(s)
      Tsutomu Watanabe, Jess Diamond, Kota Watanabe
    • Journal Title

      International Economic Review

      Volume: 61 Pages: 241-281

    • DOI

      10.1111/iere.12423

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo2020

    • Author(s)
      Tsutomu Watanabe, Takaaki Ohnishi, Takayuki Mizuno
    • Journal Title

      Japanese Economic Review, forthcoming. First Online: 10 December 19

      Volume: 71

    • DOI

      10.1007/s42973-019-00019-6

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Recurrent Bubbles and Economic Growth2019

    • Author(s)
      Tomohiro Hirano,Pablo A. Guerron-Quintana,Ryo Jinnai
    • Journal Title

      Center For Macroeconomics, submitted

      Volume: - Pages: 1-58

    • Related Report
      2019 Annual Research Report
    • Open Access / Int'l Joint Research
  • [Journal Article] Detecting stock market bubbles based on the cross-sectional dispersion of stock prices2019

    • Author(s)
      Tsutomu Watanabe, Takayuki Mizuno, Takaaki Ohnishi
    • Journal Title

      Proceedings in Adaptation, Learning and Optimization, Springer, Cham. First Online: 05 December 2019

      Volume: - Pages: 194-202

    • DOI

      10.1007/978-3-030-37442-6_18

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] How Large is the Demand for Money at the ZLB? Evidence from Japan2019

    • Author(s)
      Tsutomu Watanabe, Tomoyoshi Yabu
    • Journal Title

      CARF Working Paper Series

      Volume: CARF-F-465 Pages: 1-40

    • Related Report
      2019 Annual Research Report
    • Open Access
  • [Journal Article] Self-Organization of Inflation Volatility2019

    • Author(s)
      Makoto Nirei, Jose A. Scheinkman
    • Journal Title

      IMES Discussion Paper

      Volume: 2019-E-11 Pages: 1-55

    • Related Report
      2019 Annual Research Report
    • Open Access / Int'l Joint Research
  • [Journal Article] Product Turnover and the Cost of Living Index: Quality vs. Fashion Effects2019

    • Author(s)
      Tsutomu Watanabe, Kozo Ueda, Kota Watanabe
    • Journal Title

      American Economic Journal: Macroeconomics

      Volume: 11 Pages: 310-347

    • DOI

      10.1257/mac.20160403

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Value of Data: There's No Such Thing as a Free Lunch in the Digital Economy2019

    • Author(s)
      Makoto Nirei,Wendy Li ,Kazufumi Yamana
    • Journal Title

      RIETI Discussion Paper Series

      Volume: 19-E-022 Pages: 1-42

    • Related Report
      2018 Annual Research Report
    • Open Access / Int'l Joint Research
  • [Journal Article] Trade Clustering and Power Laws in Financial Markets2018

    • Author(s)
      Makoto Nirei, Tsutomu Watanabe,John Stachurski
    • Journal Title

      CARF Working Paper Series

      Volume: CARF-F-450 Pages: 1-15

    • Related Report
      2018 Annual Research Report
    • Open Access / Int'l Joint Research
  • [Journal Article] The Demand for Money at the Zero Interest Rate Bound2018

    • Author(s)
      Tsutomu Watanabe, Tomoyoshi Yabu
    • Journal Title

      CARF Working Paper Series

      Volume: CARF-F-444 Pages: 1-31

    • Related Report
      2018 Annual Research Report
    • Open Access
  • [Journal Article] The Formation of Consumer Inflation Expectations: New Evidence from Japan's Deflation Experience2018

    • Author(s)
      Tsutomu Watanabe, Jess Diamond, Kota Watanabe
    • Journal Title

      CARF Working Paper Series

      Volume: CARF-F-442 Pages: 1-56

    • Related Report
      2018 Annual Research Report
    • Open Access
  • [Journal Article] Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades2018

    • Author(s)
      Tsutomu Watanabe, Kota Watanabe, Kozo Ueda, Nao Sudo
    • Journal Title

      Journal of Money, Credit and Banking

      Volume: Vol. 50 Issue 2-3 Pages: 449-478

    • DOI

      10.1111/jmcb.12467

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Presentation] Menu Costs and the Volatility of Inflation2020

    • Author(s)
      Makoto Nirei
    • Organizer
      Presented at the Bank of Canada lunch seminar
    • Related Report
      2019 Annual Research Report
    • Invited
  • [Presentation] Menu Costs and the Volatility of Inflation2020

    • Author(s)
      Makoto Nirei
    • Organizer
      Presented at the lunch seminar of Carleton University
    • Related Report
      2019 Annual Research Report
    • Invited
  • [Presentation] Menu Costs and the Volatility of Inflation2019

    • Author(s)
      Makoto Nirei
    • Organizer
      2019 International Conference on Trade, Financial Integration and Macroeconomic Dynamics & IEFS Japan 2019 Annual Meeting,Kobe University
    • Related Report
      2019 Annual Research Report
    • Invited
  • [Presentation] Self-Organization of Inflation Volatility2019

    • Author(s)
      Makoto Nirei
    • Organizer
      Policy Modeling Workshop,GRIPS
    • Related Report
      2019 Annual Research Report
    • Invited
  • [Presentation] Self-Organization of Inflation Volatility2019

    • Author(s)
      Jose A. Scheinkman , Makoto Nirei
    • Organizer
      Faculty Lunch seminar,Columbia University
    • Related Report
      2019 Annual Research Report
  • [Presentation] Pareto Distribution of income in Neoclassical Growth Models2019

    • Author(s)
      Makoto Nirei
    • Organizer
      京都大学経済学部創立百周年記念国際研究集会
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Online and Offline Prices in Korea2019

    • Author(s)
      Tsutomu Watanabe
    • Organizer
      Presented at the Bank of Korea seminar, Seoul, 8 July 2019. Seoul, Korea
    • Related Report
      2019 Annual Research Report
    • Invited
  • [Presentation] Self-Organization of Inflation Volatility2019

    • Author(s)
      Makoto Nirei, Jose A. Scheinkman
    • Organizer
      19th Annual SAET Conference 2019 - Society for the Advancement of Economic Theory,Ischia
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Self-Organization of Inflation Volatility2019

    • Author(s)
      Makoto Nirei, Jose A. Scheinkman
    • Organizer
      Society for Economic Dynamics 2019 Annual Meeting, Washington University in St. Louis.
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Menu Costs and the Volatility of Inflation2019

    • Author(s)
      Makoto Nirei
    • Organizer
      マクロ研究会,早稲田大学
    • Related Report
      2019 Annual Research Report
    • Invited
  • [Presentation] Stockpiling and Price Index for Storable Goods2019

    • Author(s)
      Tsutomu Watanabe, Kozo Ueda, Kota Watanabe
    • Organizer
      Presentation at the 16th Meeting of the Ottawa Group, 8 May 2019, FGV Headquarters Rio de Janeiro, Brazil
    • Related Report
      2019 Annual Research Report
    • Invited
  • [Presentation] Self-Organization of Inflation Volatility2018

    • Author(s)
      Makoto Nirei
    • Organizer
      一橋大学マクロ・金融ワークショップ
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] Trade Clustering and Power Laws in Financial Markets2018

    • Author(s)
      Makoto Nirei
    • Organizer
      Seoul National-U Tokyo Joint Conference
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Inflation level and volatility revisited2018

    • Author(s)
      Makoto Nirei
    • Organizer
      日本銀行金融研究所セミナー
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] 科学技術イノベーショ ンの基本政策の歴史と 今後の課題2018

    • Author(s)
      赤池伸一
    • Organizer
      研究・イノベーション学会第33回年次学術大会
    • Related Report
      2018 Annual Research Report
  • [Presentation] Herding and Power Laws in Financial Markets2018

    • Author(s)
      Makoto Nirei
    • Organizer
      Summer Workshop on Economic Theory, Hokkaido University
    • Related Report
      2018 Annual Research Report
  • [Presentation] Creative Destruction in Organizational Capital: Evidence from the Online Platform Economy in Japan and the United States2018

    • Author(s)
      Makoto Nirei,Wendy Li ,Kazufumi Yamana
    • Organizer
      Presented at 35th IARIW General Conference
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Inflation level and volatility revisited2018

    • Author(s)
      Makoto Nirei
    • Organizer
      Sapporo Summer Workshop on Monetary and Financial Economic
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] The Wobbly Economy2018

    • Author(s)
      平野智裕
    • Organizer
      Presented at INET Workshop of Columbia University
    • Related Report
      2018 Annual Research Report
  • [Presentation] Product Turnover and the Cost of Living Index2018

    • Author(s)
      Tsutomu Watanabe
    • Organizer
      Society for Economic Measurement 5th Annual Symposium,Xiamen University
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Beauty contests and fat tails in financial markets2018

    • Author(s)
      Makoto Nirei
    • Organizer
      青山学院大学経済学部経済研究所ワークショップ
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] Household Inventory and Chain Drifts2018

    • Author(s)
      Tsutomu Watanabe
    • Organizer
      Meeting of the Group of Experts on Consumer Price Indices,Palais des Nations, Geneva. Switzerland
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Book] Property Price Index: Theory and Practice2020

    • Author(s)
      Tsutomu Watanabe, W. Erwin Diewert, Kiyohiko G. Nishimura, Chihiro Shimizu
    • Total Pages
      360
    • Publisher
      Advances in Japanese Business and Economics, Vol. 11, Springer,
    • ISBN
      9784431559429
    • Related Report
      2019 Annual Research Report
  • [Book] Property Price Index -Theory and Practice2019

    • Author(s)
      Watanabe, T.,Diewert, W.E., Nishimura, K.G., Shimizu, C.
    • Total Pages
      360
    • Publisher
      Springer
    • ISBN
      9784431559405
    • Related Report
      2018 Annual Research Report
  • [Remarks] Makoto Nirei’s webpage

    • URL

      https://sites.google.com/site/makotonirei

    • Related Report
      2019 Annual Research Report
  • [Remarks] Makoto Nirei's webpage

    • URL

      https://sites.google.com/site/makotonirei

    • Related Report
      2018 Annual Research Report

URL: 

Published: 2018-04-23   Modified: 2021-01-27  

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