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Development of Methods for Analyzing the Factors in Economic Growth via Bayesian Statistical Models and Applications

Research Project

Project/Area Number 21530193
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Economic statistics
Research InstitutionObihiro University of Agriculture and Veterinary Medicine

Principal Investigator

KYO Koki  帯広畜産大学, 畜産学部, 教授 (70254662)

Co-Investigator(Kenkyū-buntansha) 野田 英雄  山形大学, 人文学部, 准教授 (90347724)
Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2011: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2009: ¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Keywordsベイズモデル / 平滑化事前分布 / 経済時系列分析 / 経済成長 / 動的生産関数 / ベイズ統計モデル解析 / 経済時系列解析 / 構造変化 / 失業の構造分析 / 全要素生産性 / ベイズ的統計モデル解析 / ベイズ型モデル平均化 / 経済時系列
Research Abstract

We constructed production function models with time-varying structure and developed methods for parameter estimation based on a Bayesian smoothness priors approach. The Bayesian models are applied to data for Japan, US, China, South Korea and Taiwan. Our proposed methods can be applied widely as a promising approach for empirical analyses of economic growth. The main feature is that time-varying total factor productivity (TFP) and time-varying elasticities of output with respect to factors of production can be estimated accurately.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (49 results)

All 2012 2011 2010 2009

All Journal Article (23 results) (of which Peer Reviewed: 23 results) Presentation (24 results) Book (2 results)

  • [Journal Article] 時変効率パラメータを持つCES生産関数のベイズ推定,『応用経済学:成長と政策』(坂上智哉他編)所収2012

    • Author(s)
      野田英雄・姜興起
    • Journal Title

      勁草書房

      Pages: 167-185

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian Estimation of Dynamic Matching Function for U-V Analysis in Japan2012

    • Author(s)
      姜興起・野田英雄
    • Journal Title

      Bayesian Inference and Maximum Entropy Methods in Scientific and Engineering, P.Goyal, et al.Eds., American Institute of Physics, New York

      Volume: AIP Conference Proceedings No.1443 Pages: 354-361

    • DOI

      10.1063/1.3703654

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 時変効率パラメータを持つCES生産関数のベイズ推定2012

    • Author(s)
      野田英雄・姜興起
    • Journal Title

      応用経済:成長と政策(坂上智哉他編)(勁草書房)

      Volume: 単行本 Pages: 167-185

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian estimation of dynamic matching function for U-V analysis in Japan, in Bayesian Inference and Maximum Entropy Methods in Science and Engineering2011

    • Author(s)
      Kyo, K., H. Noda, and G. Kitagawa
    • Journal Title

      American Institute of Physics

      Volume: 1443 Pages: 354-361

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Smoothness prior approach to capturing rapid changes in time-varying TFP and application to the Chinese economy2011

    • Author(s)
      Noda, H. and K, Kyo
    • Journal Title

      Journal of Economic Research

      Volume: Vol.16 Pages: 127-146

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] A batch sequential approach to state space modeling for trend estimation2011

    • Author(s)
      Kyo, K. H. Noda, and G. Kitagawa
    • Journal Title

      ICIC Express Letters : An International Journal of Research and Surveys

      Volume: Vol.5 Pages: 2479-2489

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] A new algorithm for estimating the parameters in seasonal adjustment models with a cyclical component2011

    • Author(s)
      Kyo, K. and H. Noda
    • Journal Title

      ICIC Express Letters : An International Journal of Research and Surveys

      Volume: Vol.5 Pages: 1731-1737

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] AR 成分付き季節調整モデルの推定に関する新しい試み2011

    • Author(s)
      姜興起・野田英雄
    • Journal Title

      Information

      Volume: Vol.14 Pages: 29-49

    • NAID

      120006390598

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Smoothness Prior Approach to Capturing Rapid Changes in Time-varying TFP and Application to the Chinese Economy2011

    • Author(s)
      野田英雄・姜興起
    • Journal Title

      Journal of Economic Research

      Volume: 16 Pages: 127-146

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Batch Sequential Approach to State Space Modeling for Trend Estimation2011

    • Author(s)
      姜興起・野田英雄・北川源四郎
    • Journal Title

      ICIC Express Letters : An International Journal of Research and Surveys

      Volume: 8(A) Pages: 2479-2489

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A New Algorithm for Estimating the Parameters in Seasonal Adjustment Models with a Cyclical Component2011

    • Author(s)
      姜興起・野田英雄
    • Journal Title

      ICIC Express Letters : An International Journal of Research and Surveys

      Volume: 5 Pages: 1731-1737

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] AR成分付き季節調整モデルの推定に関する新しい試み2011

    • Author(s)
      姜興起・野田英雄
    • Journal Title

      Information

      Volume: 14 Pages: 29-49

    • NAID

      120006390598

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian analysis of the technical change in Japan2010

    • Author(s)
      Noda, H. and K. Kyo
    • Journal Title

      Journal of Economic Policy Studies

      Volume: Vol.7 Pages: 2-5

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Statistical analysis of the dynamic structure of China's economic sectors based on Bayesian modeling2010

    • Author(s)
      Noda, H. and K. Kyo
    • Journal Title

      Information

      Volume: Vol.13 Pages: 923-939

    • NAID

      120006390512

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Regional analysis of the Japanese economy based on Bayesian modeling, Transactions of the Institute of Systems2010

    • Author(s)
      Noda, H. and K. Kyo
    • Journal Title

      Control and Information Engineers

      Volume: Vol.23 Pages: 19-28

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian Analysis of the Technical Change in Japan2010

    • Author(s)
      野田英雄・姜興起
    • Journal Title

      Journal of Economic Policy Studies

      Volume: 7 Pages: 2-5

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Statistical Analysis of the Dynamic Structure of China's Economic Sectors Based on Bayesian Modeling2010

    • Author(s)
      野田英雄・姜興起
    • Journal Title

      Information

      Volume: 13 Pages: 923-939

    • NAID

      120006390512

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Regional Analysis of the Japanese Economy Based on Bayesian Modeling2010

    • Author(s)
      野田英雄・姜興起
    • Journal Title

      システム制御情報学会論文誌 54

      Pages: 19-28

    • NAID

      10026358852

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian estimation of the CES production function with a time-varying efficiency parameter2009

    • Author(s)
      Noda, H. and K. Kyo
    • Journal Title

      The Empirical Economics Letters

      Volume: Vol.8 Pages: 949-960

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian methods for TFP analysis of a multi-region economy with dynamic structure and application to Japan2009

    • Author(s)
      Noda, H. and K. Kyo
    • Journal Title

      Journal of Economic Research

      Volume: Vol.14 Pages: 151-195

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Patent duration, innovative performance, and technology diffusion2009

    • Author(s)
      Noda, H.
    • Journal Title

      Information

      Volume: Vol.12 Pages: 71-86

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian Methods for TFP Analysis of a Multi-Region Economy with Dynamic Structure and Application to Japan2009

    • Author(s)
      野田英雄・姜興起
    • Journal Title

      Journal of Economic Research 14

      Pages: 151-195

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian Estimation of the CES Production Function with a Time-Varying Efficiency Parameter2009

    • Author(s)
      野田英雄・姜興起
    • Journal Title

      The Empirical Economics Letters 8

      Pages: 949-960

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Presentation] Product Development Game in a Quality Ladder Model : Management Strategies and Economic Growth2011

    • Author(s)
      野田英雄・姜興起
    • Organizer
      The 2011 Asian Conference of Management Science and Applications
    • Place of Presentation
      Hainan University Sanya College (Sanya, China)
    • Year and Date
      2011-12-22
    • Related Report
      2011 Annual Research Report
  • [Presentation] Bayesian Analysis of Dynamic Relationship between Oil Price and Industrial Production Performance in Japan2011

    • Author(s)
      姜興起・野田英雄
    • Organizer
      The 2011 Asian Conference of Management Science and Applications
    • Place of Presentation
      Hainan University Sanya College (Sanya, China)
    • Year and Date
      2011-12-21
    • Related Report
      2011 Annual Research Report
  • [Presentation] 動的U-V分析のベイズ的方法とその応用2011

    • Author(s)
      姜興起・野田英雄・北川源四郎
    • Organizer
      2011年度統計関連学会連合大会
    • Place of Presentation
      九州大学,福岡
    • Year and Date
      2011-09-06
    • Related Report
      2011 Final Research Report
  • [Presentation] 動的U-V分析のベイズ的方法とその応用2011

    • Author(s)
      姜興起・野田英雄・北川源四郎
    • Organizer
      2011年度統計関連学会連合大会
    • Place of Presentation
      九州大学(福岡市)
    • Year and Date
      2011-09-06
    • Related Report
      2011 Annual Research Report
  • [Presentation] Bayesian estimation of dynamic matching function for U-V analysis in Japan2011

    • Author(s)
      姜興起・野田英雄・北川源四郎
    • Organizer
      The 31st International workshop on Bayesian Inference and Maximum Entropy Methods in Scientific and Engineering
    • Place of Presentation
      University of Waterloo, Waterloo, Canada
    • Year and Date
      2011-07-12
    • Related Report
      2011 Final Research Report
  • [Presentation] Bayesian Estimation of Dynamic Matching Function for U-V Analysis in Japan2011

    • Author(s)
      姜興起・野田英雄・北川源四郎
    • Organizer
      The 31st International workshop on Bayesian Inference and Maximum Entropy Methods in Scientific and Engineering
    • Place of Presentation
      University of Waterloo (Waterloo, Canada)
    • Year and Date
      2011-07-12
    • Related Report
      2011 Annual Research Report
  • [Presentation] Bayesian estimation of the CES production function with labor-and capitalaugmenting technical change2011

    • Author(s)
      野田英雄・姜興起
    • Organizer
      日本経済政策学会第68回全国大会
    • Place of Presentation
      駒澤大学,東京
    • Year and Date
      2011-05-28
    • Related Report
      2011 Final Research Report
  • [Presentation] Bayesian Estimation of the CES Production Function with Labor- and Capital-Augmenting Technical Change2011

    • Author(s)
      野田英雄・姜興起
    • Organizer
      日本経済政策学会第68回全国大会
    • Place of Presentation
      駒澤大学(東京都)
    • Year and Date
      2011-05-28
    • Related Report
      2011 Annual Research Report
  • [Presentation] A batch sequential approach to state space modeling for trend estimation2011

    • Author(s)
      野田英雄・姜興起・北川源四郎
    • Organizer
      The Fourth International Symposium on Intelligent Information
    • Place of Presentation
      Qingdao University, Qingdao, China
    • Year and Date
      2011-05-02
    • Related Report
      2011 Final Research Report
  • [Presentation] A Batch Sequential Approach to State Space Modeling for Trend Estimation2011

    • Author(s)
      野田英雄・姜興起・北川源四郎
    • Organizer
      The Fourth International Symposium on Intelligent Information
    • Place of Presentation
      Qingdao University (China, Qingdao)
    • Year and Date
      2011-05-02
    • Related Report
      2011 Annual Research Report
  • [Presentation] A new algorithm for estimating the parameters in seasonal adjustment models with a cyclical component2010

    • Author(s)
      姜興起・野田英雄
    • Organizer
      The 5th International Conference on Innovative Computing, Information and Control
    • Place of Presentation
      Xi'an Hotel, Xi'an, China
    • Year and Date
      2010-12-21
    • Related Report
      2011 Final Research Report
  • [Presentation] A New Algorithm for Estimating the Parameters in Seasonal Adjustment Models with a Cyclical Component2010

    • Author(s)
      姜興起・野田英雄
    • Organizer
      The 5th International Conference on Innovative Computing, Information and Control
    • Place of Presentation
      Xi'an Hotel(China, Xi'an)
    • Year and Date
      2010-12-21
    • Related Report
      2010 Annual Research Report
  • [Presentation] Bayesian analysis of the technical change based on CES production functions2010

    • Author(s)
      野田英雄・姜興起
    • Organizer
      The 2nd European Asian Economics, Finance, Econometrics and Accounting Conference
    • Place of Presentation
      Park Plaza Science Beijing Hotel, Beijing, China
    • Year and Date
      2010-09-10
    • Related Report
      2011 Final Research Report
  • [Presentation] Bayesian Analysis of the Technical Change Based on CES Production Functions2010

    • Author(s)
      野田英雄・姜興起
    • Organizer
      The 2nd European Asian Economics, Finance, Econometrics and Accounting Conference
    • Place of Presentation
      Park Plaza Science Beijing Hotel(China, Beijing)
    • Year and Date
      2010-09-10
    • Related Report
      2010 Annual Research Report
  • [Presentation] AR成分付き季節調整モデルのパラメータ推定について2010

    • Author(s)
      姜興起・野田英雄
    • Organizer
      2010年度統計関連学会連合大会
    • Place of Presentation
      早稲田大学,東京
    • Year and Date
      2010-09-06
    • Related Report
      2011 Final Research Report
  • [Presentation] AR成分付き季節調整モデルのパラメータ推定について2010

    • Author(s)
      姜興起・野田英雄
    • Organizer
      2010年度統計関連学会連合大会
    • Place of Presentation
      早稲田大学(東京都)
    • Year and Date
      2010-09-06
    • Related Report
      2010 Annual Research Report
  • [Presentation] 経済時系列における循環変動の推定法の提案2010

    • Author(s)
      野田英雄・姜興起
    • Organizer
      日本応用経済学会2010年度春季大会
    • Place of Presentation
      西南学院大学,福岡
    • Year and Date
      2010-06-19
    • Related Report
      2011 Final Research Report
  • [Presentation] 経済時系列における循環変動の推定法の提案2010

    • Author(s)
      野田英雄・姜興起
    • Organizer
      日本応用経済学会2010年度春季大会
    • Place of Presentation
      西南学院大学(福岡市)
    • Year and Date
      2010-06-19
    • Related Report
      2010 Annual Research Report
  • [Presentation] Bayesian methods for TFP analysis via dynamic production function with applications to China and Taiwan2009

    • Author(s)
      野田英雄・姜興起
    • Organizer
      The 3rd ACE International Conference
    • Place of Presentation
      City University of Hong Kong, Hong Kong, China
    • Year and Date
      2009-12-14
    • Related Report
      2011 Final Research Report
  • [Presentation] Bayesian Methods for TFP Analysis via Dynamic Production Function with Applications to China and Taiwan2009

    • Author(s)
      野田英雄・姜興起
    • Organizer
      The 3rd ACE International Conference
    • Place of Presentation
      City University of Hong Kong
    • Year and Date
      2009-12-14
    • Related Report
      2009 Annual Research Report
  • [Presentation] Bayesian analysis of sources of sectoral growth in post-reform China2009

    • Author(s)
      野田英雄・姜興起
    • Organizer
      The 5th International Conference on Information
    • Place of Presentation
      京都大学,京都
    • Year and Date
      2009-11-08
    • Related Report
      2011 Final Research Report
  • [Presentation] Bayesian Analysis of Sources of Sectoral Growth in Post-Reform China2009

    • Author(s)
      野田英雄・姜興起
    • Organizer
      The 5th International Conference on Information
    • Place of Presentation
      京都大学
    • Year and Date
      2009-11-08
    • Related Report
      2009 Annual Research Report
  • [Presentation] Sources of economic growth in Japan and the United States2009

    • Author(s)
      野田英雄・姜興起
    • Organizer
      日本経済政策学会
    • Place of Presentation
      東北学院大学,仙台
    • Year and Date
      2009-05-30
    • Related Report
      2011 Final Research Report
  • [Presentation] Sources of Economic Growth in Japan and the United States2009

    • Author(s)
      野田英雄・姜興起
    • Organizer
      日本経済政策学会
    • Place of Presentation
      東北学院大学
    • Year and Date
      2009-05-30
    • Related Report
      2009 Annual Research Report
  • [Book] ベイズ統計データ解析2010

    • Author(s)
      姜興起
    • Total Pages
      234
    • Publisher
      共立出版
    • Related Report
      2011 Final Research Report
  • [Book] ベイズ統計データ解析2010

    • Author(s)
      姜興起
    • Total Pages
      234
    • Publisher
      共立出版株式会社
    • Related Report
      2010 Annual Research Report

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Published: 2009-04-01   Modified: 2016-04-21  

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