Art

J-GLOBAL ID：201302253141515934   Reference number：13A1864511

MONEY DEMAND FUNCTION IN JAPAN THROUGH COINTEGRATION ANALYSIS

共積分(cointegration)分析による日本の通貨需要関数

Author (3)： SAWADA Yoshitaka (Kwansei Gakuin Univ., Nishinomiya, JPN) ,  MORITA Yoji (Kyotogakuen Univ., Kameoka, JPN) ,  MIYAGAWA Shigeyoshi (Kyotogakuen Univ., Kameoka, JPN)
Material： International Journal of Innovative Computing, Information and Control  (IJICIC)
Volume： 6  Issue： 1  Page： 139-153  Publication year： Jan. 2010 
JST Material Number： F1199A  ISSN： 1349-4198  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *demand function ,  integral ,  *money ,  interest (money) ,  *Gross Domestic Product ,  computation theory ,  production technology
Semi thesaurus term： *gross domestic product ,  共積分 ,  interest ,  production engineering ,  *money ,  通貨需要関数

JST classification (2)： Theory of computation  (JB02000A) ,  Production engineering in general  (KB01000U)

Reference (11)：

• S. M. Goldfeld, The demand for money revisited, Brookings Papers on Economic Activities, pp.577-638. 1973.
• R. F. Engle and W. J. Granger, Co-integration and error correction representation, estimation and testing, Ecomometrica, vol.55, pp.251-276. 1987.
• S.Johansen, Statistical analysis of cointegrating vectors, Journal of Economics and Control, vol.12, pp.231-254. 1988.
• S. Johansen and K. Juselius, Maximum likelihood estimation and inference on cointegration-with application to the demand for money, Oxford Bulletin of Economics Statistics, vol.52, pp.389-402. 1990.
• K. Nakashima and M. Saito, Strong money demand and nominal rigidity: Evidence from the Japanese market with a low interest rate policy, Discussion Paper, Graduate School of Economics, Hitotsubashi University, no.2001-11, 2002.

Terms in the title (5)： 積分 ,  分析 ,  日本 ,  通貨 ,  需要関数