Study on macroeconomic policy based on nostationary and nonlinear modelling

基于非平稳非线性模型的宏观经济政策研究

• 批准号: 26380271
• 负责人: Takimoto Taro
• 金额: $ 3万
• 依托单位: Kyushu University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2014
• 资助国家: 日本
• 起止时间: 2014-04-01 至 2019-03-31
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-26380271/
• 关键词: 因果性測度; VARMAモデル; 周波数領域; 因果性; 非線形モデル; 準ニュートン法

项目成果

Nonlinear dynamics in Japan’s financial returns volatility: A Markov-switching GARCH approach

日本金融回报波动的非线性动态：马尔可夫切换 GARCH 方法

• 发表时间: 2015
• 期刊: Studies in Applied Economics（応用経済学研究）
• 作者: Naoya Katayama;Naoya Katayama;片山直也;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Dahiru A. Bala and Taro Takimoto
• 通讯作者: Dahiru A. Bala and Taro Takimoto

Tax, spend, and democracy indices in Japan

日本的税收、支出和民主指数

• 发表时间: 2015
• 期刊: Yamagata University FLSS Discussion Paper No. 2015-E01
• 作者: Naoya Katayama;Naoya Katayama;片山直也;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Dahiru A. Bala and Taro Takimoto;Naoki Sakamoto and Taro Takimoto
• 通讯作者: Naoki Sakamoto and Taro Takimoto

Japan’s revenue-expenditure nexus

日本的收入与支出关系

• 发表时间: 2014
• 期刊: Faculty of Economics Kyushu University Discussion Paper No. 2014-3
• 作者: Naoya Katayama;Naoya Katayama;片山直也;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Dahiru A. Bala and Taro Takimoto;Naoki Sakamoto and Taro Takimoto;Takimoto and Sakamoto
• 通讯作者: Takimoto and Sakamoto

Measures of time-series interdependence

时间序列相互依赖性的测量

• 发表时间: 2018
• 作者: Naoya Katayama;Naoya Katayama;片山直也;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Dahiru A. Bala and Taro Takimoto;Naoki Sakamoto and Taro Takimoto;Takimoto and Sakamoto;坂本直樹，瀧本太郎;瀧本太郎，細谷雄三;Hosoya and Takimoto
• 通讯作者: Hosoya and Takimoto

Tax, spend, and political support rates in Japan

日本的税收、支出和政治支持率

• 发表时间: 2018
• 作者: Naoya Katayama;Naoya Katayama;片山直也;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Naoya Katayama;Dahiru A. Bala and Taro Takimoto;Naoki Sakamoto and Taro Takimoto;Takimoto and Sakamoto;坂本直樹，瀧本太郎
• 通讯作者: 坂本直樹，瀧本太郎