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マクロ経済モデルでみる日本経済(1985-2014年)-バブル経済以降の日本経済構造の比較分析-


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Title: マクロ経済モデルでみる日本経済(1985-2014年)-バブル経済以降の日本経済構造の比較分析-
Other Titles: Japanese Economy (1985-2014) Estimated by the Macro-econometric Model: Comparison Analysis of the Japanese Economic Structure after the Bubble Economy
Authors: 片山, 朗
Authors (alternative): Katayama, Akira
Issue Date: 25-Dec-2016
Publisher: 長崎大学経済学会 / Economics Society of Nagasaki University
Citation: 経営と経済, 96(3), pp.1-56; 2016
Abstract: In the first half, concerning the macro-econometric model that has been developed as the teaching tools of the university lecture "Japanese economy", the summary of system and the result of some impact simulation are introduced. In the latter half, the comparison analysis of the Japanese economic structure that removed the disturbance factor by newly building two models(as for the period by estimate 1985-2000 and 1995-2014)designed by the same system is attempted. According to the result, some parameters in the estimated equations of such as a price, a wage, an interest rate and a foreign exchange rate become small significantly. And however the fiscal multiplier in the first year does not change so much, the fiscal multiplier after the second year changes so as not to damp in the transient response characteristics.
Keywords: macro-econometric model / teaching tools / Japanese economy / structural change
URI: http://hdl.handle.net/10069/36956
ISSN: 02869101
Type: Departmental Bulletin Paper
Text Version: publisher
Appears in Collections:Volume 96 No. 3

Citable URI : http://hdl.handle.net/10069/36956

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