Project/Area Number |
18K01545
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Multi-year Fund |
Section | 一般 |
Review Section |
Basic Section 07030:Economic statistics-related
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Research Institution | Osaka University |
Principal Investigator |
Yamagata Takashi 大阪大学, 社会経済研究所, 特任教授(常勤) (20813231)
|
Project Period (FY) |
2018-04-01 – 2022-03-31
|
Project Status |
Completed (Fiscal Year 2021)
|
Budget Amount *help |
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2020: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2019: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2018: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
|
Keywords | panel data / factor model / co2 emission / climate change / energy consumption / panel data econometrics / environment |
Outline of Final Research Achievements |
First, an estimation and inferential method for dynamic panel models with cross-sectional dependence using large panel data was developed (Norkute et al., 2021). The approach was extended to a static panel model and compared its asymptotic properties with those of existing representative estimators (Cui et al., 2021). In addition, estimation and inferential methods for weak factor models were developed (Uematsu and Yamagata.,2021,2022). Finally, the impact of the COVID-19 pandemic on global fossil fuel consumption and CO2 emissions over the two-year period 2020Q1-2021Q4 was assessed using quarterly panel data for 32 countries in a global dynamic panel model (Smith, Tarui and Yamagata, 2021).
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Academic Significance and Societal Importance of the Research Achievements |
各国・地域経済の時空間相互依存の複雑化が増々深化した今日、ビッグデータを使用した国・地域の時空間相互依存分析に適した新たなモデルおよびその統計的推定・検定法の開発が待ち望まれている。本研究で開発した統計手法は経済・金融を含めた様々な分野において応用が期待される。さらに本研究では32国の四半期化石燃料消費データを使用し、COVID-19パンデミックが化石燃料消費と炭素排出に与える影響をグローバル動学パネルモデルを使い予測評価した。その結果によれば、2021年中に世界炭素排出量は危機前の水準に戻ると予測され、パンデミックは各国に気候変動緩和の取り組みを遅らせる強い理由にはならないと結論・提言した。
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