System Dynamics Modeling of Japanese Macroeconomy

• Project/Area Number: 19530259
• Research Category: Grant-in-Aid for Scientific Research (C)
• Allocation Type: Single-year Grants
• Section: 一般
• Research Field: Economic policy
• Research Institution: Doshisha University
• Principal Investigator: 山口 薫 Doshisha University, 大学院・ビジネス研究科, 教授 (90108415)
• Project Period (FY): 2007 – 2008
• Project Status: Completed (Fiscal Year 2008)
• Budget Amount: ¥2,470,000 (Direct Cost: ¥1,900,000、Indirect Cost: ¥570,000); Fiscal Year 2008: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000); Fiscal Year 2007: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
• Keywords: システムダイナミックス / 会計システムダイナミックス / マクロ経済モデル / オープンマクロ経済 / 2国間閉鎖経済 / 貿易・資本移動 / シミュレーション / MacroDynamics / 信用収縮 / マクロモデリング / 為替レートの決定 / 国際収支 / 国際資本移動

Research Abstract

2007年度は、為替レートの決定や資本移動の動きをシミュレーション出来る基礎的なモデルを完成させ、7月に米国のボストンで開催された第25回SD国際会議で、"Balance of Payments and Foreign Exchange Dynamics--SD Macroeconomic Modeling 4"というテーマで研究報告を行った。
2008年度はこうして完成した基礎的な国際経済モデルをもとに、2つの閉鎖マクロ経済を合体させる作業に取りかかった。変数がいっきに倍増して800個以上に増加し、複雑なモデルを組む作業に追われたが、何とか夏までに概ね完成させ、7月にギリシャのアテネで開催された第26回SD国際会議で、"Open Macroeconomies as A Closed System -SD Macroeconomic Modeling Completed"というテーマで研究報告した。その後、モデルの改良に着手し、現在に至っている。

Research Products

• [Journal Article] Open Macroeconomies as A Closed Economic System-SD Macroeconomic Modeling Completed-in "Proceedings of the 26th International Conference of the System Dynamics Society" (2008)
  • Author(s): K. Yamaguchi
  • Journal Title: Athens, Greece (ISBN 978-1-935056-01-0)
  • URL: http://www.systemdynamics.org/conferences/2008/proceed/index.html
• [Journal Article] Open Macroeconomies as A Closed Economic Systei-SD Macroeconomic Modeling Completed- (2008)
  • Author(s): Kaoru Yamaguchi
  • Journal Title: Online Proceedings of the 26th International Conference of the System Dynamics Society (ISBN 978-1-935056-01-0) (http : //www. systemdynamics. org/conferences/2008/index. html) (Web発表)
  • Peer Reviewed
• [Journal Article] Balance of Payments and Foreign Exchange Dynamics-SD Macroeconomic Modeling (4)-in "Proceedings of the 25th International Conference of the System Dynamics Society" (2007)
  • Author(s): K. Yamaguchi
  • Journal Title: Boston, USA (ISBN 978-0-9745329-8-1)
  • URL: http://www.systemdynamics.org/conferences/2007/proceed/index.htm
• [Journal Article] Balance of Payments and Foreign Exchange Dynamics-SD Macroeconomic Modeling(4) (2007)
  • Author(s): Kaoru Yamaguchi
  • Journal Title: Proceedings of the 25th International Conference of the System Dynamics Society (CD:ISBN 978-0-9745329-8-1) (CD-ROM)
  • Peer Reviewed
• [Presentation] The Global Economic Outlook on Japan : A Roundtable Discussion (2008)
  • Author(s): K. Yamaguchi
  • Organizer: Economics Chapter Annual Meeting, chaired by David Wheat The 26th International Conference of the System Dynamics Society
  • Place of Presentation: Athens, Greece
  • Year and Date: 2008-07-22
• [Presentation] Open Macroeconomies as A Closed Economic System-SD Macroeconomic Modeling Completed- (2008)
  • Author(s): K. Yamaguchi
  • Organizer: The 26th International Conference of the System Dynamics Society
  • Place of Presentation: Athens, Greece
  • Year and Date: 2008-07-21
• [Presentation] Open Macroeconomies as A Closed Economic System-SD Macroeconomic Modeling Completed- (2008)
  • Author(s): Kaoru Yamaguchi
  • Organizer: The System Dynamics Society
  • Place of Presentation: Athens, Greece
  • Year and Date: 2008-07-21
• [Presentation] Balance of Payments and Foreign Exchange Dynamics-SD Macroeconomic Modeling(4) (2007)
  • Author(s): Kaoru Yamaguchi
  • Organizer: The System Dynamics Society
  • Place of Presentation: Boston,USA
  • Year and Date: 2007-07-30
• [Presentation] Is the Land Rehabilitation Project in Australia Using Coal-fired by-products Sustainable and Profitable? -A Feasibility Analysis with System Dynamics- (2007)
  • Author(s): K. Yamaguchi
  • Organizer: The 13th ANZSYS Conference - Systemic Development : Local Solutions in a Global Environment, Auckland
  • Place of Presentation: New Zealand
• [Presentation] Balance of Payments and Foreign Exchange Dynamics-SD Macroeconomic Modeling(4)- (2007)
  • Author(s): K. Yamaguchi
  • Organizer: The 24th International Conference of the System Dynamics Society
  • Place of Presentation: Boston, USA
• [Remarks]
  • URL: http://www.systemdynamics.org/conferences/2008/proceed/papers/YAMAG165.pdf
• [Remarks]
  • URL: http://www.systemdynamics.org/conferences/2007/proceed/papers/YAMAG211.pdf