| アイテムタイプ |
デフォルトアイテムタイプ（フル）その２(1) |
| 公開日 |
2017-05-20 |
| タイトル |
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|
タイトル |
The Intranational Business Cycle: Evidence from Japan |
|
言語 |
en |
| 作成者 |
Artis, Michael
大久保, 敏弘
| en |
Okubo, Toshihiro
Manchester University
|
| ja |
大久保, 敏弘
|
| ja-Kana |
オオクボ, トシヒロ
|
Search repository
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| 寄与者 |
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寄与者タイプ |
Editor |
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|
姓名 |
社会科学における統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences |
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言語 |
en |
| アクセス権 |
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|
アクセス権 |
open access |
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アクセス権URI |
http://purl.org/coar/access_right/c_abf2 |
| 主題 |
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|
主題Scheme |
Other |
|
主題 |
Intranational business cycle |
| 主題 |
|
|
主題Scheme |
Other |
|
主題 |
Hodrick-Prescott filter |
| 主題 |
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主題Scheme |
Other |
|
主題 |
Optimal Currency Area |
| 主題 |
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主題Scheme |
Other |
|
主題 |
Gravity Model |
| 主題 |
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|
主題Scheme |
Other |
|
主題 |
Market potential |
| 主題 |
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|
主題Scheme |
Other |
|
主題 |
Heckscher Ohlin theorem |
| 内容記述 |
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|
内容記述タイプ |
Abstract |
|
内容記述 |
This paper studies the intranational business cycle -- that is the set of regional (prefecture) business cycles -- in Japan. One reason for choosing to examine the Japanese case is that long time series and relatively detailed data are available. A Hodrick-Prescott filter is applied to identify the cycles in annual data from 1955 to 1995 and bilateral cross-correlation coefficients are calculated for all the pairs of prefectures. Comparisons are made with similar sets of bilateral cross correlation coefficients calculated for the States of the US and for the member countries of a “synthetic Euro Area”. The paper then turns to an econometric explanation of the cross-correlation coefficients (using Fisher's z-transform), in a panel data GMM estimation framework. An augmented gravity model provides the basic model for the investigation, whilst the richness of the data base also allows for additional models to be represented. |
|
言語 |
en |
| 出版者 |
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|
出版者 |
Institute of Economic Research, Hitotsubashi University |
| 日付 |
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|
日付 |
2008-01 |
|
日付タイプ |
Issued |
| 言語 |
|
|
言語 |
eng |
| 資源タイプ |
|
|
資源タイプ識別子 |
http://purl.org/coar/resource_type/c_18gh |
|
資源タイプ |
technical report |
| 出版タイプ |
|
|
出版タイプ |
VoR |
|
出版タイプResource |
http://purl.org/coar/version/c_970fb48d4fbd8a85 |
| 関連情報 |
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|
関連タイプ |
isPartOf |
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関連名称 |
Hi-Stat Discussion paper series, No. 234 |
| 関連情報 |
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|
識別子タイプ |
URI |
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|
関連識別子 |
http://21coe.ier.hit-u.ac.jp/english/index.html |
| Sponsorship |
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|
値 |
21世紀COEプログラム = 21st-Century COE Program |
| JEL |
|
|
値 |
E32 |
| JEL |
|
|
値 |
F41 |
| JEL |
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|
値 |
R11 |
D07-234.pdf (663241 bytes)
