Art

J-GLOBAL ID：201102214177995967   Reference number：11A1087410

Money Demand Function of Monetary Base at Zero Interest Rates through Analyzing Cointegration and the Liquidity Trap

共統合と流動性の落とし穴の分析を通した零利率における財政ベースの資金需要関数

Author (2)： MORITA Yoji (Kyoto Gakuen Univ., Kyoto, JPN) ,  MIYAGAWA Shigeyoshi (Kyoto Gakuen Univ., Kyoto, JPN)
Material： Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications (CD-ROM)  (Proc ISCIE Int Symp Stoch Syst Theory Appl (CD-ROM))
Volume： 42nd  Page： 148-153  Publication year： 2011 
JST Material Number： X0317B  ISSN： 2188-4749  Document type： Proceedings
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： demand ,  finance (management) ,  Policy ,  Japan ,  *economic analysis ,  autoregressive model ,  maximum likelihood method ,  economic policy
Semi thesaurus term： maximum likelihood estimation

JST classification (1)： Industrial economy  (KA02000Y)

Reference (10)：

• [1] P. Krugman: It's baaack:Japan's slump and the return of the liquidity trap, Brookings Papers on Economic Activity, No.2, pp.137-205, 1998.
• [2] P. Krugman: Thinking about the Liquidity Trap, Journal of the Japanese and International Economies, Vol.4, No.4, pp.221-237, 1999.
• [3] Bank of Japan: The Role of the Money Stock in Conducting Monetary Policy, Bank of Japan Research Papers, Policy Planning Office, 2003.
• [4] R. Miyao: Use of the Money Supply in the conduct of Japan 's Monetary Policy: Re-Examining the Time-Series Evidence, The Japanese Economic Review, Vol.56, No.2, pp.165-187, 2005.
• [5] T. Baig: Monetary Policy in a Deflationary Environment, in T. Callen and J. Ostry ed., Japan ' s Lost Decade: Policies to Economic Revival, Ch.10, pp.206-223, IMF, 2002.

Terms in the title (6)： 統合 ,  流動性 ,  分析 ,  財政 ,  資金 ,  需要関数