金融部門の発展と経済成長および経済厚生に関する研究

金融部门发展、经济增长和经济福利研究

• 批准号: 16J02799
• 负责人: 須永 美穂
• 金额: $ 1.22万
• 依托单位: Osaka University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for JSPS Fellows
• 财政年份: 2016
• 资助国家: 日本
• 起止时间: 2016-04-22 至 2018-03-31
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-16J02799/
• 关键词: 金融市場の発展; 金融機関; 経済成長; 経済変動; 経済厚生

2017年度の研究成果は、以下の3点にまとめることができる。1.論文"A Schumpeterian Growth Model with Financial Intermediaries"が、国際学術誌Macroeconomic Dynamicsに採択され、掲載された。この論文では、起業家（借手）の監査を行う金融機関を経済成長モデルに明示的に導入し、その監査活動が、経済成長及び経済厚生に与える影響について分析を行った。監査活動にかかる費用が十分に高いとき、その監査活動は借手と貸手の間のモラルハザードの問題を解決するが、経済成長の促進を阻害し、経済厚生も下げることを理論的に明らかにした。2.論文"Endogenous Growth Cycles with Financial Intermediaries and　Entrepreneurial Innovation"が、国際学術誌Journal of Macroeconomicsに採択され、掲載された。この論文では、金融部門のイノベーション活動を経済成長モデルに明示的に導入し、そのイノベーション活動が僅かに進んだ経済は、より不安定になることを理論的に明らかにした。3.金融部門の自己資本比率規制を導入した経済成長モデル（前年度に構築）を用いた研究を行った。規制当局は金融市場の発達度合に応じて最低自己資本比率水準を設定すべきであるという示唆を得ることができた。特に、自己資本比率規制の強化は、金融市場が発達した経済において必ずしも望ましくないことを理論的に明らかにした。この研究に関しては、国内外の学会にて報告を行い、論文"Capital Adequacy Requirements and Financial Frictions in a Neoclassical Growth Model"として取りまとめ，国際学術誌に投稿中である。

In 2017, "Research results", the following three points are listed below. 1. The article "A Schumpeterian Growth Model with Financial Intermediaries", the journal of national studies, the journal of Macroeconomic Dynamics, the journal of national studies, and the journal of national studies. The financial institutions are required to participate in the activities of the financial institutions, and the financial institutions. The activities of supervision and supervision are very important, and the activities of supervision and supervision are very important, and the activities of supervision and supervision are very important, and the activities of supervision and supervision are very important, and the activities of supervision and supervision are very important, and the activities of supervision and supervision are very important, and the supervision and control activities are very important, and the supervision and control activities are very important. two。 The article "Endogenous Growth Cycles with Financial Intermediaries and Entrepreneurial Innovation", the journal of national studies, the journal of Journal of Macroeconomics, the journal of national studies, and the journal of national studies. The financial departments are responsible for the growth of financial activities and the import and export of such activities as indicated by the financial departments and financial departments. 3. The financial department shall regulate its own capital ratio and apply it to the financial growth and growth department (the previous year's financial year) in the use of financial research banks. The regulatory authorities set the minimum level of capital ratio in the financial market in accordance with the financial market volatility level. In particular, the capital-to-capital ratio has been regulated and strengthened, and the financial market has reached the level of the financial market. It is necessary to look forward to the clear theory of the financial market. The research papers were published, the reports of domestic and foreign academic societies were published, the articles "Capital Adequacy Requirements and Financial Frictions ina Neoclassical Growth Model" were selected, and the contributions of the Journal of National Studies were published.

项目成果

A SCHUMPETERIAN GROWTH MODEL WITH FINANCIAL INTERMEDIARIES

具有金融中介机构的熊彼特增长模型

• DOI: 10.1017/s1365100517000426
• 发表时间: 2018
• 期刊: Macroeconomic Dynamics
• 影响因子: 0.9
• 作者: Edzuka Tomoya;Goshima Goshima;江塚智哉;Tomoya Edzuka;江塚智哉;Sunaga Miho
• 通讯作者: Sunaga Miho

Capital Adequacy Requirements and Financial Frictions in a Neoclassical Growth Model

新古典增长模型中的资本充足率要求和金融摩擦

• 发表时间: 2017
• 期刊: Osaka University Discussion Papers in Economics and Business
• 作者: Edzuka Tomoya;Goshima Goshima;江塚智哉;Tomoya Edzuka;江塚智哉;Sunaga Miho;Sunaga Miho;Sunaga Miho
• 通讯作者: Sunaga Miho

Endogenous growth cycles with financial intermediaries and entrepreneurial innovation

• DOI: 10.1016/j.jmacro.2017.07.001
• 发表时间: 2017-09
• 期刊: Journal of Macroeconomics
• 影响因子: 1.4
• 作者: Miho Sunaga