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Theory of Structural Change and Japanese Economy

Research Project

Project/Area Number 62301071
Research Category

Grant-in-Aid for Co-operative Research (A)

Allocation TypeSingle-year Grants
Research Field 統計学
Research InstitutionUniversity of Tsukuba (1988)
Yokohama National University (1987)

Principal Investigator

YAMAMOTO Taku  Institute of Socio-Economic Planning, University of Tsukuba, 社会工学系, 教授 (50104716)

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)
Project Period (FY) 1987 – 1988
Project Status Completed (Fiscal Year 1988)
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)
KeywordsEconometrics / Structural Change / Econometric Theory / Expectation / 日本経済 / 計量モデル / 時系列モデル / 期待
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.

Report

(3 results)
  • 1988 Annual Research Report   Final Research Report Summary
  • 1987 Annual Research Report
  • Research Products

    (93 results)

All Other

All Publications (93 results)

  • [Publications] 山本拓: 経済研究. 38. 97-109 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 山本拓、国友直人(共著): Economic Studies Quarterly. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 国友直人: Annals of Institute of Statistical Mathematics. Vol.39. 575-591 (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 国友直人: Econometric Theory. Vol.4. 248-274 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 国友直人: 経済学論集. 54. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 国友直人 他: Economic Studies Quarterly. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 森棟公夫: Econometric Theory. Vol.4. 275-290 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 森棟公夫: Discussion Paper No.255,Kyoto Institute of Economic Research,Kyoto University. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 佃良彦: Economic Studies Quarterly. (1989)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 佃良彦 他: Econometric Theory. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 佃良彦: Discussion Paper No.80,Facilty of Ecpmics,Tohoku University. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 佃良彦: Discussion Paper No.81,Faculty of Economics,Tohoku University. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 林文夫: Journal of Japanese and International Economies 2. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 林文夫 他: Economic Studies Quarterly. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 林文夫: Unpublished Manuscript. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 和合肇: Probability and Bayesian Statistics. (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 和合肇: Discussion Paper No.333.Institute of Socio-Economic Planning,University of Tsukuba. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 斯波恒正: 富山大学経済学論集. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 斯波恒正 他: International Economic Review. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 斯波恒正: Weltwietschaftliches Archiv,. (1989)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 斯波恒正 他: 富山大学経済学論集. (1989)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 斯波恒正 他: Working Paper No.96,Faculty of Economics,Toyama University. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 程島次郎: Econometric Theory. Vol.4. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 程島次郎: Journal of Statistical Planning and Inference. Vol.18. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 程島次郎: Journal of American Statistical Association. Vol.83. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 程島次郎: 南山経営研究. 第3巻. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 程島次郎: Working Paper,南山大学・経済学部. (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 山本拓: "経済の時系列分析" 創文社, (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 和合肇: "TSPによる経済データの分析" 東京大学出版会, (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Taku Yamamoto.: "Gaikoku-kawase-sijo ni okeru kouritsu-sei ni tsuite : Jikeiretsu-bunseki ni yoru approach" Keizai-Kenkyu. 38. 97-109 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Taku Yamamoto et al.: "Conditions of Consistency for Testing Rational Expectation Hypotheses by Vector Autoregressive Models" Economic Studies Quarterly. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Naoto Kunitomo.: "A Third Order Optimum Property of the ML Estimator in a Linear Function Relationship Model and Simultaneous Equation System in Econometrics." Annals of Institute of Statistical Mathematics. 39. 575-591 (1987)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Naoto Kunitomo.: "Approximate Distributions and Power of Test Statistics for Overidentifying Restictions in a System of Simultaneous Equations" Econometric Theory. 4. 248-274 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Naoto Kunitomo.: "Yosou to Jikeiretsu (1), (2)" Keizaigaku-ronshu. 54. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Kimio Morimune.: "Higher Order Approximation to the Null Distributions of Test Statistics for Non-Linear Restrictions on Regression Coefficients" Econometric Theory. 4. 275-290 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Kimio Morimune.: "Modified Three Stage and Two Stage Least Squares Estimators Which Are the Third Order Efficient" Discussion Paper No. 255, Kyoto Institute of Economic Research, Kyoto University. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Yoshihiko Tsukuda.: "Comparison of single equation methods of prediction in a simultaneous equation system" Economic Studies Quarterly. (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Yoshihiko Tsukuda.: "Ancillarity and the limited information maximum likelihood estimation in a simultaneous equation system" Econometric Theory. (1987)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Yoshihiko Tsukuda.: "The conditional asymptotic information loss of the limited information maximum likelihood estimator in a simultaneous equation system" Discussion Paper No. 80, Faculty of Economics, Tohoku University. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Yoshihiko Tsukuda.: "The effects of conditioning by an ancillary statistic on single equation estimators in a simultaneous equation system" Discussion Paper No. 81, Faculty of Economics, Tohoku University. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Fumio Hayashi.: "Housing Finance Imperfections and National Saving : A Comparative Simulation Analysis of the U.S. and Japan" Journal of Japanese and International Economies 2. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Fumio Hayashi, et al.: "An Econometric Analysis of a Capital Gains Tax on Land" Economic Studies Quarterly. (1987)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Fumio Hayashi.: "Testing the Q Theory of Investment Against Credit Constrains : Evidence from Micro Data on Japanese Firms" (1987)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Hajime Wago.: "A Predictive Density Criterion for Selecting Non-Nested Linear Models and Comparison with Other Criteria" Probability and Bayesian Statistics. (1987)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Hajime Wago.: "Mean Squared Errors of Forecast for Selecting Non-Nested Linear Models and Comparison with Other Criteria" Discussion Paper No. 333, Institute of Socio-Economic Planning, University of Tsukuba. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Tsunemasa Shiba.: Nihon no kahei-juyo-kansu no toukeiteki-suisoku. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Tsunemasa Shiba, et al.: "Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regression" International Economic Review. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Tsunemasa Shiba.: "Price Smcothing and Demand Noise : On Business Behavior and Macromodels" Weltwietschaftliches Archiv.(1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Tsunemasa Shiba, et al.: "Statistical Inference of the Japanese Money Demand Functions" Working Paper No.96, Faculty of Economics, Toyama University. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Tsunemasa Shiba, et al.: "Comparing Deimenshonality Statistics for the VAR method" Toyama university, Keizaigaku-ronshu. (1989)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Jiro Hodoshima.: "Estimation of a single structural equation with structural change" Econometric Theory. 4. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Jiro Hodoshima.: "Locally most powerful rank tests for regression under truncation" Journal of Statistical Planning and Inference. 18. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Jiro Hodoshima.: "The effect of truncation on the identifiability of regression" Journal of American Statistical Association.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Jiro Hodoshima.: "Senkei-kaiki model no Robust suitei" Nanzan keiei kenkyu. 3. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Jiro Hodoshima.: "Finite sample properties of the single equation estimators under structural change" Working Paper, Faculty of Economics, Nonzan University. (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Taku Yamamoto.: Keizai no Jikeiretsu-bunseki. Sobunsha, (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] Hajime Wago.: TSP ni yoru keizai data no bunseki. Tokyodaigaku-shuppankai, (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 山本拓: 経済研究. 38. 97-109 (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] 山本拓、国友直人: Economic Studies Quarterly. (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] 国友直人: Annals of Institute of Statistical Mathematics. Vol.39. 575-591 (1987)

    • Related Report
      1988 Annual Research Report
  • [Publications] 国友直人: Econometric Theory. Vol.4. 248-274 (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] 国友直人: 経済学論集. 54. (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] 国友直人、山本拓(共著): Economic Studies Quarterly. (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] 山本拓: "「経済の時系列分析」" 創文社, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 和合肇: "「TSPによる経済データの分析」" 東京大学出版会, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 森棟公夫: "Econometric Theory" Higher Order Approximation to the Null Distributions of Test Statistics for Non-Linear Restrictions on Regression Coefficients, 1988 (Vol.4)

    • Related Report
      1988 Annual Research Report
  • [Publications] 森棟公夫: "Discussion Paper No.255,Kyoto Institute of Economic Research,Kyoto University" Modified Three Stage and Two Stage Least Squares Estimators Which Are the Third Order Efficient, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 佃良彦: "Economic Studies Quarterly" Comparison of single equation methods of prediction in a simultaneous equation system, 1989

    • Related Report
      1988 Annual Research Report
  • [Publications] 佃良彦 他: "Econometric Theory" Ancillarity and the limited information maximum likelihood estimation in a simultaneous equation system, 1987

    • Related Report
      1988 Annual Research Report
  • [Publications] 佃良彦: "Discussion Paper No.80,Faculty of Economics,Tohoku University" The conditional asymptotic information loss of the limited information maximum likelihood estimator in a simultaneous equation system, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 佃良彦: "Discussion Paper No.81,Faculty of Economics,Tohoku University" The effects of Conditioning by an ancillary statistic on single equation estimators in a simultaneous equationsystem, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 林文夫: "Journal of Japanese and International Economies 2" Housing Finance Imperfections and National Saving : A Comparative Simulation Analysis of the U.S. and Japan, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 林文夫 他: "Economic Studies Quarterly" An Econometric Analysis of a Capital Gains Tax on Land, 1987

    • Related Report
      1988 Annual Research Report
  • [Publications] 林文夫: "Unpublished Manuscript" Testing the Q Theory of Investment Against Credit Constaints : Evidence from Micro Data on Japanese Firms, 1987

    • Related Report
      1988 Annual Research Report
  • [Publications] 和合肇: "Probability and Bayesian Statistics" A Predictive Density Criterion for Selecting Non-Nested Linear Models and Comparison with Other Criteria, 1987

    • Related Report
      1988 Annual Research Report
  • [Publications] 和合肇: "Discussion Paper No.333,Institute of Socio-Economic Planning,University of Tsukuba" Mean Squared Errors of Forecast for Selecting Non-Nested Linear Models and Comparison with Other Criteria, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 斯波恒正: "富山大学経済学論集" 日本の貨幣需要関係の統計的推測, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 斯波恒正: "International Economic Review" Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regression, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 斯波恒正: "Weltwietschaftliches Archiv." Price Smoothing and Demand Noise : On Business Behavior and Macromodels, 1989

    • Related Report
      1988 Annual Research Report
  • [Publications] 斯波恒正: "富山大学経済学論集" Comparing Deimensionality Statistics for the VAR method, 1989

    • Related Report
      1988 Annual Research Report
  • [Publications] 斯波恒正: "Working Paper No.96,Faculty of Economics,Toyama University" Statistical Inference of the Japanese Money Demand Functions, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 程島次郎: "Econometric Theory" Estimation of a single structuras equation with structural change, 1988 (Vol.4)

    • Related Report
      1988 Annual Research Report
  • [Publications] 程島次郎: "Journal of Statistical Planning and Inference" Locally most powerful rank tests for regression under truncation, 1988 (Vol.18)

    • Related Report
      1988 Annual Research Report
  • [Publications] 程島次郎: "Journal of American Statistical Association" The effect of trancation on the identifiability of regression coefficients, 1988 (Vol.83)

    • Related Report
      1988 Annual Research Report
  • [Publications] 程島次郎: "南山経営研究" 線形回帰モデルのロバスト推定, 1988 ( 3)

    • Related Report
      1988 Annual Research Report
  • [Publications] 程島次郎: "Working Paper,南山大学経済学部" Finite sample properties of the single equation estimators under structural change, 1988

    • Related Report
      1988 Annual Research Report
  • [Publications] 国友直人: Annals of Institute of Statistical Mathematics. 39. 575-591 (1987)

    • Related Report
      1987 Annual Research Report
  • [Publications] 国友直人: 経済学論集. (1988)

    • Related Report
      1987 Annual Research Report
  • [Publications] 斯波恒正;霍見浩喜: International Economic Review. (1988)

    • Related Report
      1987 Annual Research Report
  • [Publications] 山本拓;竹内恵行: 経済研究. 38. 97-109 (1987)

    • Related Report
      1987 Annual Research Report
  • [Publications] 和合肇: Probability and Baysian Statistics,edited by R.VIERTL. 477-486 (1987)

    • Related Report
      1987 Annual Research Report
  • [Publications] 佃良彦: Economic Studies Quarterly. (1988)

    • Related Report
      1987 Annual Research Report
  • [Publications] 山本拓: "経済の時系列分析" 創文社, 352 (1988)

    • Related Report
      1987 Annual Research Report

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Published: 1987-04-01   Modified: 2022-01-24  

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