2011 Fiscal Year Final Research Report
Enhanced uncertainty, financial intermediation and macroeconomics
| Project/Area Number |
21530166
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic theory
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| Research Institution | Hitotsubashi University |
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Principal Investigator |
SHIOJI Etsuro 一橋大学, 大学院・経済学研究科, 教授 (50301180)
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| Project Period (FY) |
2009 – 2011
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| Keywords | 経済理論 / 経済政策 / 計量経済学 / 不確実性 / マクロ経済学 / 経済成長 |
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| Research Abstract |
An increase in uncertainty is an important source of instability to a nation economy. In this project, I have worked on some theoretical studies to investigate how uncertainty affects macroeconomic variables such as GDP. For example, in one paper, I discuss how an enhanced uncertainty affects the economy through reduced financial intermediation. I have also worked on some empirical studies. They clarify how external sources of uncertainty, such as the so-called "Lehman crisis" and fluctuations in the exchange rate, affect the Japanese economy.
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[Remarks] 塩路悦朗、内野泰助、新興国企業の台頭と為替パススルー:双方寡占モデルによる考察と時系列データによる検証、2011(11-J-6)。
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[Remarks] 塩路悦朗、内野泰助、外的ショックと日本の景気変動:自動車産業における"GreatTrade Collapse"の実証分析、2011(11-J-1)。
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[Remarks] 塩路悦朗、部門間資源配分と「生産性基準」: 4つの留意点、2010(10-J-4)。
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[Remarks] また、公益財団法人東京経済研究センター(TCER)の東日本大震災関連緊急プロジェクトのまとめ役として日本経済新聞「ゼミナール」連載等に貢献した。
