Econometrics Theory of Program or Policy Evaluation using Time Series Data with Continuous Policy Variables and its Applications

Research Project

Project/Area Number	20730145
Research Category	Grant-in-Aid for Young Scientists (B)
Allocation Type	Single-year Grants
Research Field	Economic statistics
Research Institution	The University of Tokyo
Principal Investigator	ARAI Yoichi The University of Tokyo, 政策研究科, 助教授 (50376571)
Project Period (FY)	2008 – 2010
Project Status	Completed (Fiscal Year 2010)
Budget Amount *help	¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000) Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000) Fiscal Year 2009: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000) Fiscal Year 2008: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Keywords	政策評価 / ノンパラメトリック分析 / 時系列データ / 為替介入 / ノンパラメトリック / 局所線形回帰
Research Abstract	In this project, we developed econometric methods for policy evaluation when a policy variable is continuous. The proposed methods enable us to analyze problems using time series data as well as cross-sectional data. We applied the proposed methods to evaluate the effect of the foreign exchange market intervention.

Report

(4 results)