• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to project page

1988 Fiscal Year Final Research Report Summary

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
KeywordsEconometrics / Structural Change / Econometric Theory / Expectation / 日本経済
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.

  • Research Products

    (57 results)

All Other

All Publications (57 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
  • [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
  • [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
  • [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
  • [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
  • [Publications] 国友直人 他: Economic Studies Quarterly. (1988)

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

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

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

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  • [Publications] 林文夫: Unpublished Manuscript.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

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

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

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

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

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

    • Description
      「研究成果報告書概要(欧文)」より
  • [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

URL: 

Published: 1990-03-20   Modified: 2022-01-24  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi