Econometrics Theory of Program or Policy Evaluation using Time Series Data with Continuous Policy Variables and its Applications
| Project/Area Number |
20730145
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Economic statistics
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| Research Institution | The University of Tokyo |
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Principal Investigator |
ARAI Yoichi The University of Tokyo, 政策研究科, 助教授 (50376571)
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| Project Period (FY) |
2008 – 2010
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| Project Status |
Completed (Fiscal Year 2010)
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| 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)
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| 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 |
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| 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.
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Report
(4 results)
Research Products
(3 results)
