| Project/Area Number |
24653050
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| Research Category |
Grant-in-Aid for Challenging Exploratory Research
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| Allocation Type | Single-year Grants |
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| Research Field |
Economic theory
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| Research Institution | Rissho University |
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Principal Investigator |
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| Co-Investigator(Kenkyū-buntansha) |
SAIKI Yoshitaka 一橋大学大学院, 商学研究科, 准教授 (20433740)
ISHIYAMA Kenichi 国士舘大学, 政経学部, 准教授 (30610133)
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| Co-Investigator(Renkei-kenkyūsha) |
YANAGITA Tatsuo 大阪電気通信大学, 工学部, 教授 (80242262)
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| Project Period (FY) |
2012-04-01 – 2014-03-31
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| Project Status |
Completed (Fiscal Year 2013)
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| Budget Amount *help |
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2013: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2012: ¥2,340,000 (Direct Cost: ¥1,800,000、Indirect Cost: ¥540,000)
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| Keywords | 景気循環 / 同期現象 / 鉱工業生産指数 / ウェーブレット解析 / 結合振動子系 / 大域結合写像モデル / カオス的遍歴 / マクロ経済学 / ウェーブレット / 非線形振動子 |
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| Research Abstract |
By applying wavelet analysis to Japan's industrial production indices, for all pairs of prefectures, we obtained a matrix of 'distance' to express whether the degree of business-cycle-synchronization was high or low. In addition, by considering a set of prefectures with high synchronization level at each time point as a cluster, and checking the time change of its number, it was observed that the synchronization level became higher in the economic recession period, especially after a bubble burst, than in the upbeat period. This kind of phenomenon that the synchronization level varies with time is robustly observed as 'chaotic itinerancy' in a model of regional business cycles where all regions are homogeneous and connected with each other through producers' expectations. Chaotic itinerancy is complex behavior in high-dimensional dynamical systems, where chaotic trajectories exhibit itinerant motion among many different ordered states.
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