The Great Moderation in the Japanese Economy

• Material Type: 文書・図像類
• Title: The Great Moderation in the Japanese Economy
• Author/Editor: Ko, Jun-Hyung; Murase, Koichi
• Author Heading: Ko, Jun-Hyung; Murase, Koichi
• Publication, Distribution, etc.: Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University
• Publication Date: 2010-07
• Publication Date (W3CDTF): 2010-07
• Contributor: 日本経済の物価変動ダイナミクスの解明 = Understanding Inflation Dynamics of the Japanese Economy
• Text Language Code: eng
• Subject Heading: Japanese economy; Great moderation; time varying coefficients; stochastic volatility; technology shocks
• Target Audience: 一般
• Note (General): This research is a part of the project entitled: Understanding Inflation Dynamics of the Japanese Economy, funded by JSPS Grant-in-Aid for Creative Scientific Research (18GS0101); 学術創成研究費 = Grant-in-Aid for Creative Scientific Research
• Related Material (URI): URI; http://www.ier.hit-u.ac.jp/~ifd/
• Periodical Title: Working Paper Series ; No. 60
• Continues (URI): HDL; http://hdl.handle.net/10086/23057
• 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): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources

• Summary, etc.: Output volatility and labor input behavior of the postwar Japanese economy are modeled as a time-varying VAR with drifting coefficients and stochastic...