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Analyzing the water environment and social-economic effects for integrated water resource management

Analyzing the water environment and social-economic effects for integrated water resource management
Digital博士論文障害者向け資料あり
孙, 萌璐2022-09-26
National Diet Library
  • Subject HeadingWater resources vulnerability indicator Vector autoregression models Spatial agglomerations
  • Note (General)... were studied. Vector autoregression models were used for analyzin...

Estimation of High Dimensional Vector Autoregression via Sparse Precision Matrix

Estimation of High Dimensional Vector Autoregression via Sparse Precision Matrix
Paper文書・図像類
Poignard, Benjamin, Asai, ManabuGraduate School of Economics, Osaka University2021-04Discussion Papers In Economics And Business21-03p.1-66
Other Libraries in Japan
  • Subject Headingsparse structural vector autoregression statistical consistency suppo...
  • Note (General)...rse structural vector autoregression (SVAR) processes via penalize...

Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances

Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances
Digital文書・図像類
山本, 庸平Hitotsubashi Institute for Advanced Study, Hitotsubashi University2018-08
Available onlineOther Libraries in Japan
  • Summary, etc....ctor-augmented vector autoregression models based o......the structural vector autoregression system and it allows the cont...
  • Subject Heading...ctor-augmented vector autoregression identification through hetero...

Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions

Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions
Digital文書・図像類
山本, 庸平Hitotsubashi Institute for Advanced Study, Hitotsubashi University2016-05-28
Available onlineOther Libraries in Japan
  • Summary, etc....ctor-augmented vector autoregressions. In particular, we compare t...
  • Subject Headingfactor-augmented vector autoregression structural identiOcation cove...

THE EFFECTIVENESS OF NONTRADITIONAL MONETARY POLICY : THE CASE OF JAPAN

THE EFFECTIVENESS OF NONTRADITIONAL MONETARY POLICY : THE CASE OF JAPAN
Paper文書・図像類
Honda, YuzoGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2013-09Discussion Papers In Economics And Business13-25p.1-39
Other Libraries in Japan
  • Subject HeadingQuantitative Easing Vector Autoregressions Stocks Tobin’s q, Asset

THREE ALTERNATIVE HYPOTHESES ON THE YEN-DOLLAR EXCHANGE RATE OVER THE LAST 30 YEARS

THREE ALTERNATIVE HYPOTHESES ON THE YEN-DOLLAR EXCHANGE RATE OVER THE LAST 30 YEARS
Paper文書・図像類
Inoue, Hitoshi, Honda, YuzoGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2015-06Discussion Papers In Economics And Business15-15p.1-33
Other Libraries in Japan
  • Subject Heading...onetary Policy Vector Autoregression

Tobin's q as a transmission channel for nontraditional monetary policy : The case of Japan

Tobin's q as a transmission channel for nontraditional monetary policy : The case of Japan
Paper文書・図像類
Honda, Yuzo, Tachibana, MinoruGraduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University2012-09Discussion Papers In Economics And Business12-16
Other Libraries in Japan
  • Subject HeadingQuantitative easing Stock prices Newly issued stocks Investment Vector autoregression

Effects of Mineral-Commodity Price Shocks on Monetary Policy in Developed Countries

Effects of Mineral-Commodity Price Shocks on Monetary Policy in Developed Countries
Digital文書・図像類
Sekine, AtsushiInstitute of Economic Research, Kyoto University2014-04KIER Discussion Paper895
Available onlineOther Libraries in Japan
  • Subject Heading...icy Structural vector autoregressions Impulse responses Response d...

Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity

Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity
Paper文書・図像類
Sato, Kiyotaka, Zhang, Zhaoyong, McAleer, Michael日本経済国際共同センター2009-12Discussion paper series. CIRJE-FCIRJE-F-694
Other Libraries in Japan
  • Subject HeadingStructural vector autoregression Block exogeneity Monetary uni...

制度情報を用いた財政乗数の計測

制度情報を用いた財政乗数の計測
Digital文書・図像類
渡辺, 努, 藪, 友良, 伊藤, 新Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University2008-10-17
Available onlineOther Libraries in Japan
  • Subject Heading財政政策 構造VAR (structural vector autoregression) 制度情報 財政乗数

The Granger Non-Causality Test in Cointegrated Vector Autoregressions

The Granger Non-Causality Test in Cointegrated Vector Autoregressions
Digital文書・図像類
千木良, 弘朗, 山本, 拓Institute of Economic Research, Hitotsubashi University2003-12
Available onlineOther Libraries in Japan
  • Subject HeadingVector autoregression Cointegration Granger causali...

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
Digital文書・図像類
中島, 上智, 粕谷, 宗久, 渡部, 敏明Institute of Economic Research, Hitotsubashi University2009-05
Available onlineOther Libraries in Japan

The Granger Non-Causality Test in Cointegrated Vector Autoregressions

The Granger Non-Causality Test in Cointegrated Vector Autoregressions
Digital文書・図像類
千木良, 弘明, 山本, 拓Graduate School of Economics, Hitotsubashi University2003-07
Available onlineOther Libraries in Japan
  • Subject HeadingVector autoregression Cointegration Granger causali...

The Effect of Cost Containment on the Outpatient in Japan: A VAR Approach

The Effect of Cost Containment on the Outpatient in Japan: A VAR Approach
Digital文書・図像類
熊谷, 成将Institute of Economic Research, Hitotsubashi University2008-02
Available onlineOther Libraries in Japan

Tests for Long-Run Granger Non-Causality in Cointegrated Systems

Tests for Long-Run Granger Non-Causality in Cointegrated Systems
Digital文書・図像類
山本, 拓, 黒住, 英司Institute of Economic Research, Hitotsubashi University2003-12
Available onlineOther Libraries in Japan
  • Subject HeadingVector autoregression Cointegration Long-run causal...

Tests for Long-Run Granger Non-Causality in Cointegrated Systems

Tests for Long-Run Granger Non-Causality in Cointegrated Systems
Digital文書・図像類
山本, 拓, 黒住, 英司Graduate School of Economics, Hitotsubashi University2003-06
Available onlineOther Libraries in Japan
  • Subject HeadingVector autoregression Cointegration Long-run causal...

Asian Monetary Integration : A Structural VAR Approach

Asian Monetary Integration : A Structural VAR Approach
Paper文書・図像類
Zhang, Zhaoyong, Sato, Kiyotaka, Michael, McAleer日本経済国際共同センター2003-03Discussion paper series. CIRJE-F2003-CF-212
Other Libraries in Japan
  • Subject HeadingOptimum currency area Vector autoregressions Exchange rate East Asian reg...

How much depreciation of the US dollar for sustainability of the current accounts?

How much depreciation of the US dollar for sustainability of the current accounts?
Digital文書・図像類
小川, 英治, 工藤, 健Institute of Economic Research, Hitotsubashi University2004-11
Available onlineOther Libraries in Japan
  • Subject Heading...al trade flows Vector Autoregression (VAR)

Exchange Rate Changes and Inflation in Post-Crisis Asian Economies : VAR Analysis of the Exchange Rate Pass-Through

Exchange Rate Changes and Inflation in Post-Crisis Asian Economies : VAR Analysis of the Exchange Rate Pass-Through
Paper文書・図像類
Ito, Takatoshi, Sato, Kiyotaka日本経済国際共同センター2006-03Discussion paper series. CIRJE-FCIRJE-F-406
Other Libraries in Japan
  • Subject Heading...uctural shocks vector autoregression East Asia JEL Classificaion N...

Is South Sulawesi a Center of Growth in Eastern Indonesia? : Japanese ODA Strategy Revisited

Is South Sulawesi a Center of Growth in Eastern Indonesia? : Japanese ODA Strategy Revisited
Digital文書・図像類
Takahashi, KazushiInstitute of Developing Economies　(IDE-JETRO)2009-03IDE Discussion Paper186
Other Libraries in Japan
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