Compilation and application of asset-liability matrices : a flow-of-funds analysis of the japanese economy 1954-1999

Material type: 文書・図像類

Author: 辻村, 和佑ほか

Publisher: Keio Economic Observatory

Publication date: 2004-11

Material Format: Digital

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Note (General)：: type:textIn this paper, we will discuss the details of the compilation process of asset-liabilitymatrix from flow-of-funds account (financial balance ...

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Material Type: 文書・図像類
Title: Compilation and application of asset-liability matrices : a flow-of-funds analysis of the japanese economy 1954-1999
Author/Editor: 辻村, 和佑
Mizoshita, Masako
Author Heading: 辻村, 和佑
Mizoshita, Masako
Publication, Distribution, etc.: Keio Economic Observatory
Publication Date: 2004-11
Publication Date (W3CDTF): 2004-11
Periodical title: KEO discussion paper
No. or year of volume/issue: 93
Volume: 93
Text Language Code: eng
Subject Heading: Asset-liability matrix,Flow-of-funds analysis,Dispersion index,Financial bubbles,Japanese ecnomoy
Target Audience: 一般
Note (General): type:text
In this paper, we will discuss the details of the compilation process of asset-liabilitymatrix from flow-of-funds account (financial balance sheets) taking the example ofJapan 1954-1999. Asset-liability matrix is a sector-by-sector square matrix, so theadvantage is that we can apply the tremendous asset that the input-output analysis hasaccumulated since the early days of its development. However, input-output andasset-liability matrices are not necessarily identical twins. One of the leadingpeculiarities of the asset-liability matrix is that two distinct sector-by-sector matricesare derived from a set of balance sheets. The first one describes the propagation processof fund-raising while the other one depicts that of fund-employment. When there arediscrepancies in the valuation of assets and liabilities, the magnitude of the dispersioncould be different in one system from another. This will give us a clue to the generationmechanism of financial bubbles.
DOI: 10.14991/004.00000093-0001
Access Restrictions: 限定公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 慶應義塾大学 : 慶應義塾大学学術情報リポジトリ