External Shocks and Japanese Business Cycles: Evidence from a Sign-Restricted VAR

• Material Type: 文書・図像類
• Title: External Shocks and Japanese Business Cycles: Evidence from a Sign-Restricted VAR
• Author/Editor: Morita, Hiroshi
• Author Heading: Morita, Hiroshi
• Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
• Publication Date: 2013-01
• Publication Date (W3CDTF): 2013-01
• Contributor: 社会科学の高度統計・実証分析拠点構築 = Research Unit for Statistical and Empirical Analysis in Social Sciences
• Text Language Code: eng
• Subject Heading: External shock; DSGE model; sign-restricted VAR
• Target Audience: 一般
• Note (General): January 2013; グローバルCOEプログラム = Global COE Program
• Format (IMT): application/pdf
• Source: comment：fulltext; https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/25458/gd12-277.pdf
• Access Restrictions: インターネット公開
• Related Material (URI): URI; http://gcoe.ier.hit-u.ac.jp/english/index.html
• Periodical Title: Global COE Hi-Stat Discussion Paper Series ; No. 277
• 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.: This paper investigates the sources of Japanese business fluctuations since the 1990s taking into account both external shocks (e.g., risk premium and...