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2010 Fiscal Year Final Research Report

Synthetic Studies on Business Cycle and Economic Growth-Construction of Business Cycle Models and Empirical Analysis of Japanese Economy

Research Project

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Project/Area Number 18103001
Research Category

Grant-in-Aid for Scientific Research (S)

Allocation TypeSingle-year Grants
Research Field Economic theory
Research InstitutionHitotsubashi University

Principal Investigator

ASAKO Kazumi  一橋大学, 経済研究所, 教授 (60134194)

Co-Investigator(Kenkyū-buntansha) ITOH Hideshi  一橋大学, 大学院・商学研究科, 教授 (80203165)
ITOH Takatoshi  東京大学, 大学院・公共政策学連携研究部, 教授 (30203144)
KANOH Satoru  一橋大学, 経済研究所, 教授 (50114971)
MIYAGAWA Tsutomu  学習院大学, 経済学部, 教授 (30272777)
WATANABE Toshiaki  一橋大学, 経済研究所, 教授 (90254135)
Project Period (FY) 2006 – 2010
Keywordsマクロ経済学 / 景気循環 / 景気伝播 / 景気基準日付 / 景気予測 / 景気判断モデル / 経済制度
Research Abstract

We attempted to establish a system with which we monitor the real time Japanese economy both quickly and precisely and utilize it for an appropriate policy management. More concretely we conducted positive analyses of the Japanese economy from the view point of business cycle phase judgment and, based on the historical path of economic institutions, we also studied a possibility of medium-to long-term improvement of economic performances by activating technological innovations and altering the industry structure. We also pursued theoretical investigations of the business cycle mechanism and developed new statistical and econometrical models.

  • Research Products

    (32 results)

All 2012 2011 2010 2009 2008 2007 2006 Other

All Journal Article (20 results) (of which Peer Reviewed: 9 results) Presentation (1 results) Book (10 results) Remarks (1 results)

  • [Journal Article] A Dis-equilibrium Analysis of the Japanese Loan Market : Were the Post-Bubble Periods in Disequilibrium2011

    • Author(s)
      Liu Zhentao and Kazumi Asako
    • Journal Title

      Hitotsu-bashi Journal of Economics

      Volume: Vol.52 No.1 Pages: 87-111

    • URL

      http://hdl.handle.net/10086/19218

  • [Journal Article] マクロ動学一般均衡モデル-サーベイと日本のマクロデータへの応用2011

    • Author(s)
      藤原一平・渡部敏明
    • Journal Title

      経済研究

      Volume: 62 Pages: 66-93

    • URL

      http://hdl.handle.net/10086/22309

    • Peer Reviewed
  • [Journal Article] 資本ストックの異質性とMultiple q2010

    • Author(s)
      浅子和美・外木好美
    • Journal Title

      経済研究

      Volume: 第61巻第4号 Pages: 325-341

    • URL

      http://hdl.handle.net/10086/19635

    • Peer Reviewed
  • [Journal Article] Macro-economic Adjustment to the Lehman Shock in Japan2010

    • Author(s)
      Asako, K. and Katsuaki Ochiai
    • Journal Title

      Journal of East Asian Economic Integration

      Volume: Vol.14 No.1 Pages: 3-46

  • [Journal Article] Marginal Productivity Principle and Measurement Biases in TFP : Evidence from International Productivity Database2010

    • Author(s)
      Asako, K. and Miho Takizawa
    • Journal Title

      Public Policy Review

      Volume: Vol.6 No.2 Pages: 261-286

  • [Journal Article] Business Cycles in Japan and in Asian Countries : Tests of Comovements between CI and Trade Statistics2010

    • Author(s)
      Tonogi, Konomi, Katsuaki Ochiai, and K. Asako
    • Journal Title

      Public Policy Review

      Volume: Vol.6 No.2 Pages: 237-260

  • [Journal Article] Trans-figuration of the Foreign Exchange Market since the Euro Introduc-tion2009

    • Author(s)
      Liu, Zhentao and K. Asako
    • Journal Title

      Applied Financial Economics

      Volume: Vol.19 Issue. 22 Pages: 1803-1812

  • [Journal Article] Intangible Investment in Japan : Measurement and Contribution to Economic Growth2009

    • Author(s)
      T. Miyagawa, K. Fukao, K. Mukai, Y. Shinoda and K. Tonogi
    • Journal Title

      Review of Income and Wealth

      Volume: Vol.55 Pages: 717-736

  • [Journal Article] 都道府県別景気指標による景気分析-CPBIの予測力2009

    • Author(s)
      浅子和美・小野寺敬
    • Journal Title

      経済研究

      Volume: 第60巻第3号 Pages: 266-285

    • URL

      http://hdl.handle.net/10086/19549

    • Peer Reviewed
  • [Journal Article] マルコフ・スイッチング・モデルを用いた日本の景気循環の計量分析2009

    • Author(s)
      渡部敏明
    • Journal Title

      経済研究

      Volume: 第60巻第3号 Pages: 253-265

    • URL

      http://hdl.handle.net/10086/19547

    • Peer Reviewed
  • [Journal Article] Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously2009

    • Author(s)
      Takahashi, M., Y. Omori, and T. Watanabe
    • Journal Title

      Computational Statistics and Data Analysis

      Volume: Vol.53(6) Pages: 2404-2426

  • [Journal Article] Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic volatility Models2008

    • Author(s)
      Omori, Y. and T. Watanabe
    • Journal Title

      Computational Statistics & Data Analysis

      Volume: Vol.52(6) Pages: 2892-2910

    • URL

      http://hdl.handle.net/10086/14587

  • [Journal Article] Complementarities among Authority, Accountability, and Monitoring : Evidence from Japanese Business Groups2008

    • Author(s)
      Itoh, H., T. Kikutani and O. Hayashida
    • Journal Title

      Journal of the Japanese and International Economies

      Volume: Vol.22 Pages: 207-228

    • URL

      http://hdl.handle.net/10086/15813

  • [Journal Article] Organizational Innovation and Corporate Performance2008

    • Author(s)
      Baker, G., T. Hoshi, and H. Itoh
    • Journal Title

      Journal of the Japanese and International Economies

      Volume: Vol.22 Pages: 143-145

  • [Journal Article] 契約理論-ミクロ経済学第3の理論への道程2007

    • Author(s)
      伊藤秀史
    • Journal Title

      経済学史研究

      Volume: 第49巻 Pages: 52-62

    • Peer Reviewed
  • [Journal Article] Realized Volatility-サーベイと日本の株式市場への応用2007

    • Author(s)
      渡部敏明
    • Journal Title

      経済研究

      Volume: 第58巻第4号 Pages: 352-373

    • URL

      http://hdl.handle.net/10086/20318

    • Peer Reviewed
  • [Journal Article] 外国為替サーベイ・データの比較分析-JCIFとWEIS2007

    • Author(s)
      浅子和美・小巻泰之・竹田陽介・地主敏樹・林康史
    • Journal Title

      経済研究

      Volume: 第58巻第2号 Pages: 163-186

    • URL

      http://hdl.handle.net/10086/19790

    • Peer Reviewed
  • [Journal Article] The Impact of Technology Shocks on the Japanese Business Cycle-An Empirical Analysis Based on Japanese Industry Data2006

    • Author(s)
      Miyagawa, T., Y. Sakuragawa and M. Takizawa
    • Journal Title

      Japan and the World Economy

      Volume: Vol.18 Pages: 401-417

  • [Journal Article] ARCH型モデルと"Realized Volatility"によるボラティリティ予測とバリュー・アット・リスク2006

    • Author(s)
      渡部敏明
    • Journal Title

      金融研究

      Volume: 第25巻別冊第2号 Pages: 39-74

    • Peer Reviewed
  • [Journal Article] 金利派生商品の効率的な価格付け:確率密度関数の近似を用いて2006

    • Author(s)
      渡部敏明
    • Journal Title

      金融研究

      Volume: 第25巻別冊第2号 Pages: 1-38

    • Peer Reviewed
  • [Presentation] A New Method for the Evaluation of Dynamic Stochastic General Equilibrium Models2010

    • Author(s)
      Watanabe, T
    • Organizer
      4^<th> CSDA International Conference on Computational and Financial Econometrics, at University of London
    • Place of Presentation
      University of London, U. K.
    • Year and Date
      2010-12-11
  • [Book] 効率と公正の経済分析-企業・開発・環境2012

    • Author(s)
      青木玲子・浅子和美
    • Total Pages
      334
    • Publisher
      ミネルヴァ書房
  • [Book] Studies on the Japanese Business Cycle, Maruzen Publishing Co2012

    • Author(s)
      Kazumi Asako
    • Total Pages
      411
    • Publisher
      Ltd., 13 chapters
  • [Book] ファイナンス・景気循環の計量分析2011

    • Author(s)
      浅子和美・渡部敏明
    • Total Pages
      338
    • Publisher
      ミネルヴァ書房
  • [Book] 入門・経済のための統計学(第3版)2011

    • Author(s)
      加納悟・浅子和美・竹内明香
    • Total Pages
      362
    • Publisher
      日本評論社
  • [Book] 入門・日本経済(第4版)2011

    • Author(s)
      浅子和美・篠原総一
    • Total Pages
      518
    • Publisher
      有斐閣
  • [Book] 世界同時不況と景気循環分析2011

    • Author(s)
      浅子和美・飯塚信夫・宮川努
    • Total Pages
      363
    • Publisher
      東京大学出版会
  • [Book] マクロ経済学(第2版)2009

    • Author(s)
      浅子和美・加納悟・倉澤資成
    • Total Pages
      461
    • Publisher
      新世社
  • [Book] 生産性と日本の経済成長-JIPデータベースによる産業・企業レベルの実証分析2008

    • Author(s)
      深尾京司・宮川努
    • Total Pages
      347
    • Publisher
      東京大学出版会
  • [Book] 日本経済の構造変化と景気循環2007

    • Author(s)
      浅子和美・宮川努
    • Total Pages
      319
    • Publisher
      東京大学出版会
  • [Book] グラフィック経済学2007

    • Author(s)
      浅子和美・石黒順子
    • Total Pages
      357
    • Publisher
      新世社
  • [Remarks]

    • URL

      http://www.ier.hit-u.ac.jp/Japanese/faculty/asako.html

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Published: 2013-07-31  

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