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Analyzing the effects of exogenous large shocks to the economy, which hits the zero lower bounds

Research Project

Project/Area Number 24530316
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Economic policy
Research InstitutionKomazawa University

Principal Investigator

Koiti Yano  駒澤大学, 経済学部, 准教授 (50584497)

Co-Investigator(Kenkyū-buntansha) IIDA Yasuyuki  明治大学, 政治経済学部, 准教授 (80365535)
Project Period (FY) 2012-04-01 – 2016-03-31
Project Status Completed (Fiscal Year 2015)
Budget Amount *help
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2013: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2012: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Keywords動学的マクロ経済学 / 内生的経済成長モデル / 自然選択 / 外生的大規模ショック / シュンペーター型内生的経済成長 / 企業の参入・退出 / 動学的確率的一般均衡 / ゼロ金利制約 / デフレーション / レジーム・チェンジ / インフレ期待 / 経済政策 / 非伝統的金融政策
Outline of Final Research Achievements

We analyze the effects of exogenous large shocks to the economy using dynamic macroeconomics and Bayesian statistics. Our research reveals the shocks cause the economic slowdown. The economic performance of the low firm-diversity countries is poorer than that of the high firm-diversity countries. We conclude that the significance of firm diversity in each country should not be ignored.

Report

(5 results)
  • 2015 Annual Research Report   Final Research Report ( PDF )
  • 2014 Research-status Report
  • 2013 Research-status Report
  • 2012 Research-status Report

Research Products

(19 results)

All 2016 2015 2014 2013 2012

All Journal Article Presentation Book

  • [Journal Article] Why Have the Recoveries in the Euro Countries Been so Different?2016

    • Author(s)
      Tae Okada and Koiti Yano
    • Journal Title

      SSRN

      Volume: 2780197 Pages: 1-30

    • Related Report
      2015 Annual Research Report
    • Open Access / Acknowledgement Compliant
  • [Journal Article] A Tutorial on Particle Filters: Filters, Smoothing, and Parameter Estimation2015

    • Author(s)
      矢野浩一
    • Journal Title

      Journal of the Japan Statistical Society

      Volume: 44 Issue: 1 Pages: 189-216

    • DOI

      10.11329/jjssj.44.189

    • NAID

      110009864642

    • ISSN
      0389-5602, 2189-1478
    • Year and Date
      2015-04-30
    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Darwin Meets Schumpeter: Natural Selection Types and Environmental Changes in an Endogenous Growth Model2014

    • Author(s)
      Tae Okada, Koiti Yano
    • Journal Title

      Social Science Research Network

      Volume: No. 2514968 Pages: 1-30

    • Related Report
      2014 Research-status Report
    • Open Access / Acknowledgement Compliant
  • [Journal Article] The End of One Long Deflation: An Empirical Investigation2014

    • Author(s)
      Koiti Yano, Yasuyuki Iida, Goushi Kataoka, Tae Okada, Yasushi Okada
    • Journal Title

      Social Science Research Network

      Volume: No. 2461720 Pages: 1-32

    • Related Report
      2014 Research-status Report
    • Open Access / Acknowledgement Compliant
  • [Journal Article] Natural Selection Types and Firm Diversity: An Evolutionary Extension of Endogenous Growth Theory2014

    • Author(s)
      Tae Okada, Koiti Yano
    • Journal Title

      Social Science Research Network

      Volume: No. 2496413 Pages: 1-18

    • Related Report
      2014 Research-status Report
    • Open Access
  • [Journal Article] 4~6月期減速は想定以上 下期も公共投資に懸念あり2014

    • Author(s)
      矢野浩一・岡田多恵
    • Journal Title

      週刊エコノミスト

      Volume: 92 Pages: 11-12

    • Related Report
      2014 Research-status Report
  • [Journal Article] ゼロ金利下での消費増税は延期を2014

    • Author(s)
      矢野浩一
    • Journal Title

      週刊エコノミスト

      Volume: 第91巻 第30号 Pages: 46-47

    • Related Report
      2013 Research-status Report
  • [Journal Article] ニュー・ケインジアンモデルで進む金融政策の分析2013

    • Author(s)
      矢野浩一
    • Journal Title

      経済セミナー

      Volume: 675 Pages: 45-52

    • Related Report
      2013 Research-status Report
  • [Journal Article] 異次元緩和で予想実質金利は低下2013

    • Author(s)
      矢野浩一
    • Journal Title

      週刊エコノミスト

      Volume: 第91巻 第41号 Pages: 46-47

    • Related Report
      2013 Research-status Report
  • [Journal Article] インフレで経済が活性化する理由2013

    • Author(s)
      飯田泰之
    • Journal Title

      Voice

      Volume: 2013年4月号 Pages: 34-35

    • Related Report
      2013 Research-status Report
  • [Journal Article] 「リフレは不自然」論の裏にあるもの2013

    • Author(s)
      飯田泰之
    • Journal Title

      Voice

      Volume: 2013年6月号 Pages: 32-33

    • Related Report
      2013 Research-status Report
  • [Journal Article] 「デフレ脱却」の定義を決めよう2013

    • Author(s)
      飯田泰之
    • Journal Title

      Voice

      Volume: 2013年10月号 Pages: 30-31

    • Related Report
      2013 Research-status Report
  • [Journal Article] Time-varying Analysis of Dynamic Stochastic General Equilibrium Models Based on Sequential Monte Carlo Methods2012

    • Author(s)
      Koiti Yano
    • Journal Title

      Proceedings of 20th International Conference on COMPUTATIONAL STATISTICS (COMPSTAT 2012)

      Volume: 1 Pages: 867-878

    • Related Report
      2012 Research-status Report
  • [Presentation] Natural Selection Types and Firm Diversity: An Evolutionary Extension of Endogenous Growth Theory2014

    • Author(s)
      Koiti Yano
    • Organizer
      European Economic Association & Econometric Society 2014 Parallel Meetings, 25 - 29 August 2014
    • Place of Presentation
      Toulouse, France
    • Year and Date
      2014-08-25 – 2014-08-29
    • Related Report
      2014 Research-status Report
  • [Presentation] The End of One Long Deflation: An Empirical Investigation2014

    • Author(s)
      矢野浩一・飯田泰之・片岡剛士・岡田多恵・岡田靖
    • Organizer
      早稲田大学高等研究所研究会
    • Place of Presentation
      早稲田大学高等研究所
    • Year and Date
      2014-06-24
    • Related Report
      2014 Research-status Report
  • [Presentation] Zero Lower Bounds and a Stackelberg Problem: Stochastic Analysis of Unconventional Monetary Policy2013

    • Author(s)
      矢野浩一
    • Organizer
      Macroeconomics & Finance Conference
    • Place of Presentation
      プラハ(チェコ)
    • Related Report
      2013 Research-status Report
  • [Presentation] Time-varying Analysis of Dynamic Stochastic General Equilibrium Models Based on Sequential Monte Carlo Methods2012

    • Author(s)
      Koiti Yano
    • Organizer
      20th International Conference on COMPUTATIONAL STATISTICS (COMPSTAT 2012)
    • Place of Presentation
      キプロス共和国リマソール
    • Related Report
      2012 Research-status Report
  • [Book] リフレが日本経済を復活させる(第3章「貨幣がなぜ実質変数を動かすのか」)2013

    • Author(s)
      矢野浩一
    • Publisher
      中央経済社
    • Related Report
      2012 Research-status Report
  • [Book] リフレが日本経済を復活させる(第6章「財政政策は有効か」)2013

    • Author(s)
      飯田泰之
    • Publisher
      中央経済社
    • Related Report
      2012 Research-status Report

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Published: 2013-05-31   Modified: 2019-07-29  

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