Quantification of norm in household behavior by state space model and factor analysis by event study
| Project/Area Number |
24653049
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| Research Category |
Grant-in-Aid for Challenging Exploratory Research
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| Allocation Type | Multi-year Fund |
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| Research Field |
Economic theory
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| Research Institution | Meiji University |
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Principal Investigator |
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| Project Period (FY) |
2012-04-01 – 2015-03-31
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| Project Status |
Completed (Fiscal Year 2014)
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| Budget Amount *help |
¥2,210,000 (Direct Cost: ¥1,700,000、Indirect Cost: ¥510,000)
Fiscal Year 2014: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2013: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2012: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
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| Keywords | 状態空間モデル / 規範 / イベントスタディ / ディープ・パラメター / 時変推定 / イベント・スタディ |
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| Outline of Final Research Achievements |
The present study assumes the presumption of the latent variable in which the preference of the household economy is shown by using the state space model, and the attempt of the examination and the regional comparison analysis of the historical change to be a plan. Such an analysis is to clarify the difference of the formation of expectation concerning the public debt burden by the region. Especially, the change of the time series of the deep parameter of the household economy action can be caught by the state space model's application, and the influence that the economic policy of the change and the government of the economic environment in the region is a formation of expectation of the household economy and exerts on the ideal way of preference can be understood to the target at the time of passing. The measurement result of the deep parameter was also roughly excellent, and it was possible to report on the result in some theses.
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Report
(4 results)
Research Products
(4 results)
