| Project/Area Number |
62301071
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| Research Category |
Grant-in-Aid for Co-operative Research (A)
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| Allocation Type | Single-year Grants |
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| Research Field |
統計学
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| Research Institution | University of Tsukuba (1988)
Yokohama National University (1987) |
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Principal Investigator |
YAMAMOTO Taku Institute of Socio-Economic Planning, University of Tsukuba, 社会工学系, 教授 (50104716)
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| Co-Investigator(Kenkyū-buntansha) |
TSUKUDA Yoshihiko Tohoku University, Faculty of Economics, ASSOCIATE (10091836)
WAGO Hajime University of Tsukuba, Institute of Socio-Economic Planning, LECTURER (00091934)
SHIBA Tsunemasa Toyama University, Faculty of Economics, ASSOCIATE (90187386)
MORIMUNE Kimio Kyoto University, Kyoto Institute of Economic Reseatch, PROFESSOR (20109078)
KUNITOMO Naoto University of Tokyo, Faculty of Economics, ASSOCIATE (10153313)
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| Project Period (FY) |
1987 – 1988
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| Project Status |
Completed (Fiscal Year 1988)
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| Budget Amount *help |
¥5,500,000 (Direct Cost: ¥5,500,000)
Fiscal Year 1988: ¥2,000,000 (Direct Cost: ¥2,000,000)
Fiscal Year 1987: ¥3,500,000 (Direct Cost: ¥3,500,000)
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| Keywords | Econometrics / Structural Change / Econometric Theory / Expectation / 日本経済 / 計量モデル / 時系列モデル / 期待 |
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| Research Abstract |
The main purpose of this project is to examine the current econometric methods for analyzing structural changes in economy and develop some new econometric estimation and testing methods. The second objective is to apply the econometric mothods structural change for analyzing several aspects of the Japanese economy. We have developped the limited information estimation methods with structural changes. We also have investigated were some major structural changes in the money demand function, the consumption function, and the foreign exchange rate market.
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