WEKO3
アイテム
Asympotic Evaluation of Monetary Transmission Mechanism
https://kyotogakuen.repo.nii.ac.jp/records/851
https://kyotogakuen.repo.nii.ac.jp/records/8519085062f-0301-4b5a-b827-141fb38b945f
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
14-1-morita (122.6 kB)
|
.png)
|
| Item type | [ELS]紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2016-08-09 | |||||
| タイトル | ||||||
| タイトル | Asympotic Evaluation of Monetary Transmission Mechanism | |||||
| 言語 | en | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | monetary transmission | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | impulse response | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | unit root | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| 雑誌書誌ID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AN10373395 | |||||
| 論文名よみ | ||||||
| タイトル | Asympotic Evaluation of Monetary Transmission Mechanism | |||||
| 著者 |
森田, 洋二
× 森田, 洋二× 宮川 重義× Morita, Yoji× Miyagawa Shigeyoshi |
|||||
| 著者所属(日) | ||||||
| 京都学園大学経済学部 | ||||||
| 著者所属(日) | ||||||
| 京都学園大学経済学部 | ||||||
| 著者所属(英) | ||||||
| en | ||||||
| Kyoto Gakuen University, Department of Economics | ||||||
| 著者所属(英) | ||||||
| en | ||||||
| Kyoto Gakuen University, Department of Economics | ||||||
| 記事種別(日) | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | 論文 | |||||
| 記事種別(英) | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | Article | |||||
| 抄録(英) | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | Monetary transmission mechanism in Japan is investigated in two kinds of time intervals [1977,1989] and [1977,1998] associated with the burst of the bubble economy in the end of 1989. The VEC model is constructed for nonstationary I(1) variables (gdp, money supply, bank loans, price) combined with stationary interest rate r(t). The principal line of attack is to use impulse responses in the growth rate model and accumulate them to obtain impulse responses of level variables. This accumulation gives us convergence property of level variables to non-zero asymptotic states. We can calculate contributions to the asymptotic gdp from asymptotic money supply, bank loans and price in cointegrated and/or non-cointegrated systems. We show that the money channel has a stronger influence to gdp in [1977,1989] compared with credit one, while in [1977,1998] containing the period ”after the bubble” the importance of credit channel increases dramatically. | |||||
| 書誌情報 | 巻 14, 号 1, p. 1-18, 発行日 2004-07-01 | |||||
| 表示順 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | 1 | |||||
| アクセション番号 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | KJ00002452433 | |||||
