The Great Moderation in the Japanese Economy

Publisher: Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University

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Note (General)：: 出版タイプ： VoRThis version: May 25, 2012学術創成研究費 = Grant-in-Aid for Creative Scientific Research

Related materials as well as pre- and post-revision versions

This is a revised version of http://hdl.handle.net/10086/18639

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Summary, etc.：: This paper investigates the contribution of technology and nontechnology shocks to the changing volatility of output and labor growth in the postwar J...

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Material Type: 規格・テクニカルリポート類
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: 2012-05
Publication Date (W3CDTF): 2012
Subject Heading: Japanese economy
Great Moderation
Time-varying parameter VAR
Stochastic volatility
Technology shocks
Target Audience: 一般
Note (General): 出版タイプ： VoR
This version: May 25, 2012
学術創成研究費 = Grant-in-Aid for Creative Scientific Research
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/23057/IFD_WP60.pdf
Access Restrictions: インターネット公開
Related Material: This is a revised version of http://hdl.handle.net/10086/18639
Related Material (URI): URI
http://www.ier.hit-u.ac.jp/~ifd/
Periodical Title: Working Paper Series ; No. 60
Replaces (URI): HDL
http://hdl.handle.net/10086/18639
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