デフレ・円高・財政危機:バブル経済の後遺症に関する包括的理論・実証分析と政策対応

研究成果

2014年度  2013年度  2012年度  申請時の主な業績


2014年度

研究代表者
分担者氏名
発表論文名・著書名等
北野 重人 Shigeto KITANO,"Predetermined Exchange Rate, Monetary Targeting, and Inflation Targeting Regimes,"International Journal of Economic Theory,Forthcoming,査読有
北野 重人 Shigeto KITANO, Kenya TAKAKU,"Monetary Policy, Incomplete Asset Markets, and Welfare in a Small Open Economy,"Economics Bulletin Volume 35, Issue 1,112-121,2015,査読有
敦賀 貴之 Mario CRUCINI, Mototsugu SHINTANI, and Takayuki TSURUGA,"Noisy Information, Distance and Law of One Price Dynamics Across US Cities,"CAMA Working Paper,77,1-35,2014,査読無
立花 実 Masahiko SHIBAMOTO, Minoru TACHIBANA,"Individual Stock Returns and Monetary Policy: Evidence from Japanese Data,"Japanese Economic Review,Vol. 65, No.3,375-396,2014,査読有
柴本 昌彦 Masahiko SHIBAMOTO, Masato SHIZUME,"Exchange Rate Adjustment, Monetary Policy and Fiscal Stimulus in Japan's Escape from the Great Depression,"Explorations in Economic History,Vol.53 No.1, 1-18, 2014, 査読有
上東 貴志 Takashi KAMIHIGASHI,"Elementary Results on Solutions to the Bellman Equation of Dynamic Programming: Existence, Uniqueness, and Convergence,"Economic Theory,Volume 56, Issue 2, 251-273, 2014, 査読有
小林 照義 Teruyoshi KOBAYASHI,"A Model of Financial Contagion with Variable Asset Returns May Be Replaced with a Simple Threshold Model of Cascades,"Economics Letters,Volume 124 Issue1,113-116, 2014, 査読有
柴本 昌彦 Masahiko SHIBAMOTO, Yoshiro TSUTSUI,"Note on the Interpretation of the Convergence Speed in the Dynamic Panel Model,"Applied Economics Letters,Vol.21 No.8, 533-535, 2014, 査読有
上東 貴志 Takashi KAMIHIGASHI, John STACHURSKI,"Stochastic Stability in Monotone Economies,"Theoretical Economics,Volume 9, Issue 2, 383-407, 2014, 査読有
上東 貴志 Takashi KAMIHIGASHI,"An Order-Theoretic Approach to Dynamic Programming: An Exposition,"Economic Theory Bulletin,Volume 2, Issue 1,13-21, 2014, 査読有
高橋 亘 Wataru TAKAHASHI,"When Central Bank Independence is Challenged by Unconventional Monetary Policies,"Bruegel Blueprint Series,22号,67-77, 2014, 査読有
高橋 亘 Wataru TAKAHASHI,"Lessons from Global Financial Crisis - Global Financial System Perspective-,"The Future of the Dollar and the RMB Internationalization: Prospects for International Monetary Reform,School of Economics, Jilin University(長春市・中国),20 March 2015
敦賀 貴之 Takayuki TSURUGA,"Noisy Information, Distance and Law of One Price Dynamics Across US Cities," マクロ経済ワークショップ(招待講演), 東京大学(東京都 文京区),19 March 2015
柴本 昌彦 Masahiko SHIBAMOTO,"Market-Perceived Monetary Policy Surprise,"Monetary Economic Workshop, 神戸大学 (兵庫県・神戸市), 21 February 2015
上東 貴志 Takashi KAMIHIGASHI,"Extensions of Fatou’s Lemma and the Dominated Convergence Theorem,"第6回 数理経済学会国際会議, 慶應義塾大学 三田キャンパス(東京都 港区), 2015年1月28日
柴本 昌彦 Masahiko SHIBAMOTO,"Empirical Assessment of the Impact of Monetary Policy Communication on Financial Market,"Western Economic Association International 11th International Conference, The Museum of New Zealand Te Papa Tongarewa(New Zealand), 11 February 2015
高橋 亘 Wataru TAKAHASHI,"Comments on Shadow Banking,"Financial Regulation in Asia, Melbourne School of Government, University of Melbourne (Australia),01 December 2014
敦賀 貴之 Takayuki TSURUGA,"Effects of Commodity Price Shocks on Inflation: A Cross-Country Analysis,"Midwest Macro Meetings 2014,Florida International University(US), 7 November 2014
柴本 昌彦 Masahiko SHIBAMOTO,"Decomposing the Effect of Monetary Policy in a Low Interest Rate Environment,"IISSワークショップ/RIEB政策研究ワークショップ「マクロ財政・金融政策効果の実証的評価」, 神戸大学 (兵庫県・神戸市), 25 October 2014
柴本 昌彦 Masahiko SHIBAMOTO,"Accounting for Unemployment and Inflation Dynamics Using Time Varying NAIRU Concept,"神戸大学金融研究会, 神戸大学 (兵庫県・神戸市),24 October 2014
北野 重人 Shigeto KITANO,"A Comparison Between Optimal Capital Controls Under Fixed Exchange Rates and Optimal Monetary Policy Under Flexible Rates,"日本金融学会2014年度秋季大会, 山口大学(山口県・山口市),18 October 2014
立花 実 Minoru TACHIBANA,"Comparing Japanese Monetary Policy Effects between the Low Interest Rate and the Normal Periods,"日本金融学会2014年度秋季大会,山口大学(山口県・山口市), 18 October 2014
柴本 昌彦 Agata WIERZBOWSKA, Masahiko SHIBAMOTO,"Cross-Country Evidence on Determinants of Fiscal Policy Effectiveness -The Role of Capital Flows and Country's International Trade and Financial Position,"第11回 Modern Monetary Economics Summer Institute, 神戸大学 (兵庫県 神戸市), 4 September 2014
小林 照義 Teruyoshi KOBAYASHI,"Asset Correlation and Network Fragility : How Should We Intervene?,"Systemic Risk : Models and Mechanisms,Isaac Newton Institute for Mathmatical Sciences (UK), 3 September 2014
北野 重人 Shigeto KITANO,"External Debt and Taylor Rules in a Small Open Economy,"The Tenth Anuual Conference, Asia-Pasific Economic Association,Thammasat University (Thailand),12 July 2014
上東 貴志 Takashi KAMIHIGASHI,"Asset Bubbles in a Small Open Economy: A Simple Representative-Agent Model(基調講演),"The Seventh Vietnam Economist Annual Meeting, University of Economics, Ho Chi Minh City (Vietnam), 24 June 2014
柴本 昌彦 Yasuo TAKATSUKI Masahiko SHIBAMOTO,"Macroeconomic Policy with Financial Market Stability: The Case of Japan's Early 19th Century,"日本経済学会2014年度春季大会, 同志社大学 (京都府 京都市), 14 June 2014
柴本 昌彦 Masahiko SHIBAMOTO, Masato SHIZUME,"How Did Takahashi Korekiyo Rescue Japan from the Great Depression?,"日本経済学会2014年度春季大会, 同志社大学 (京都府 京都市), 14 June 2014
柴本 昌彦 Masahiko SHIBAMOTO, Masato SHIZUME,"How Did Takahashi Korekiyo Rescue Japan from the Great Depression?,"日本経済学会2014年度春季大会, 慶應義塾大学 三田キャンパス(東京都 港区), 25 May 2014

2013年度

研究代表者
分担者氏名
発表論文名・著書名等
柴本 昌彦 Yasuo TAKATSUKI Masahiko SHIBAMOTO, "Macroeconomic Policy with Financial Market Stability: The Case of Japan's Early 19th Century," TEA会 2014年度春季研究会, 神戸大学 (兵庫県・神戸市), 28 March 2014
柴本 昌彦 Masato SHIZUME, Masahiko SHIBAMOTO, "How Did Takahashi Korekiyo Rescue Japan from the Great Depression?," 神戸大学金融研究会, 神戸大学 (兵庫県・神戸市), 01 February 2014
地主 敏樹 地主 敏樹, 「金融危機とインフレ目標−国際比較の観点から−」; 神戸学院経済学論集 85-99 第45巻第3号 (依頼論文), 2014, 査読無
北野 重人 北野 重人, 「アジア新興国の景気循環について」; 国民経済雑誌 63-72 第209巻第3号 , 2014, 査読無
上東 貴志 Yiyong CAI, Takashi KAMIHIGASHI, John STACHURSKI, "Stochastic Optimal Growth with Risky Labor Supply," Journal of Mathematical Economics Volume 50 167-176 , 2014, 査読有
上東 貴志 Takashi KAMIHIGASHI, "Asset Bubbles in a Small Open Economy: A Simple Representative-Agent Model," Dynamic Interactions for Economic Theory Conference-2013,Maison des Sciences Economiques (France) 17 December 2014
小林 照義 Teruyoshi KOBAYASHI, Kohei HASUI, "Efficient Immunization Strategies to Prevent Financial Contagion," Scientific Reports 4 No.3834 1-7, 2014, 査読有
上東 貴志 Takashi KAMIHIGASHI, John STACHURSKI, "Simple Fixed Point Results for Order-Preserving Self-Maps and Applications to Nonlinear Markov Operators," Fixed Point Theory and Applications 2013:351, 2013, 査読有
高橋 亘 高橋 亘 , 「金融政策と中央銀行」 , 国民経済雑誌 49-66 208巻6号, 2013, 査読無
高橋 亘 Wataru TAKAHASHI, "Japanese Monetary Policy : Experience from the Lost Decades,"INTERNATIONAL JOURNAL OF BUSINESS 287-306 18巻4号, 2013, 査読有
上東 貴志 Takashi KAMIHIGASHI,"An Order-Theoretic Approach to Dynamic Programming(基調講演),"Asia-Pacific Conference on Economic Dynamics,University of Economics and Law, Vietnam National University(Vietnam),21 November 2013
小林 照義 Teruyoshi KOBAYASHI, "Network Versus Portfolio Structure in Financial Systems, " European Physical Journal B 1-12 Vol.86, No.10, 2013, 査読有
立花 実 Minoru TACHIBANA, "How Have Inflation-Targeting Central Banks Responded to Supply Shocks?," Economics Letters 1-3 Vol.121,No.1, 2013, 査読有
柴本 昌彦 Masahiko SHIBAMOTO,"An Empirical Assessment of the Impact of Monetary Policy Communication on Financial Markets," RIEB Conference on Economic Analysis and the Chinese Economy :,神戸大学 (兵庫県・神戸市), 25 October 2013
高橋 亘 Wataru TAKAHASHI,Common Issues Central Banks Face on Unconventional Monetary Polocies, Japan and the EU in the Global Economy-Challenges and Opportunities, Bruegel-Graduate School of Economics (Belgium) 7 October 2013
高橋 亘 高橋 亘,非伝統的金融政策と中央銀行の独立性,日本証券経済研究所・ヨーロッパ資本市場研究会,日本証券経済研究所、東京証券会館(東京都 中央区), 30 September 2013
敦賀 貴之 Takayuki TSURUGA,"Prudential Capital Controls: the Impact of Different Collateral Constraint Assumptions," 日本金融学会2013年度秋季大会, 名古屋大学(愛知県 名古屋市), 21 Septemer 2013
柴本 昌彦 柴本 昌彦,"「金融仲介機関は取引企業の倒産リスクにどう影響を及ぼすか?」," 第7回 地域金融コンファランス, 神戸大学梅田インテリジェントラボラトリ(大阪府 大阪市), 3 September 2013
敦賀 貴之 Mario J. CRUCINI, Mototsugu SHINTANI, and Takayuki TSURUGA, "Do Sticky Price Increase Real Exchange Rate Volatility at the Sector Level?, " European Economic Review 58-72 62巻, 2013, 査読有
敦賀 貴之 Takayuki TSURUGA,"Prudential Capital Controls: the Impact of Different Collateral Constraint Assumptions," 2013 Asian Meeting of the Econometric Society,National University of Singapore (Singapore) 3 August 2013
立花 実 Yuzo HONDA, Yoshihiro KUROI, and Minoru TACHIBANA, "An Injection of Base Money at Zero Interest Rates: Empirical Evidence from the Japanese Experience 2001-2006, "Japanese Journal of Monetary and Financial Economics 1-24 Vol.1,No.1, 2013, 査読無
柴本 昌彦 Masahiko Shibamoto, "The Impacts of Monetary Policy Decisions and Communication on Financial Markets in a Low Interest Rate Environment," Asia-Pacific Economic Association 9th Annual Conference, Osaka University(Osaka), 28 July 2013
北野 重人 Shigeto Kitano, Yoichi Matsubayashi, "The Potential Welfare Benefit of Capital Controls: The Case of Korea," 13th SAET Conference on Current Trends in Economics, MINES ParisTech, Paris(France), 25 July 2013
上東 貴志 Santanu Roy, Takashi Kamihigashi, "Equilibrium Dynamics of Entry and Exit: Industry-wide Learning and Endogenous Heterogeneity," 13th SAET Conference on Current Trends in Economics, MINES ParisTech, Paris(France), 22 July 2013
上東 貴志 Takashi Kamihigashi, John Stachurski, "Exact Sampling from the Stationary Distribution of Entry-Exit Models," 13th SAET Conference on Current Trends in Economics, MINES ParisTech, Paris(France), 22 July 2013
柴本 昌彦 Masahiko Shibamoto, "The Impacts of Monetary Policy Decisions and Communication on Financial Markets in a Low Interest Rate Environment," The 1st Hanyang-Kobe-Nanyang Conference in Economics, Hanyang University, Seoul(Korea), 14 June 2013
上東 貴志 Takashi Kamihigashi, "Ramsey, Kurz, Sidrauski, and Keynes: A Dynamic General Equilibrium IS-LM Model," International Conference Instability and Public Policies in a Globalized World, GREQAM, Centre de la Vieille Charite, Marseille(France), 6 June 2013
柴本 昌彦 柴本 昌彦 「非伝統的金融政策に関する実証研究と論点整理」 神戸大学金融研究会 神戸大学(兵庫県) 2013年04月20日
上東 貴志 Takashi Kamihigashi, "Asset Bubbles in a Small Open Economy," International Conference on Market Quality, Trade and Dynamics, The Westin Miyako Kyoto(Kyoto), 8 April 2013
敦賀 貴之 Takayuki TSURUGA,"Prudential Capital Controls: the Impact of Different Collateral Constraint Assumptions," The 18th Australasian Macroeconomic Workshop, Australian National University (Australia), 4 April 2013
柴本 昌彦
立花 実
Masahiko Shibamoto, Minoru Tachibana, "The Effect of Unconventional Monetary Policy on the Macro Economy: Evidence from Japan's Quantitative Easing Policy Period," RIEB Discussion Paper Series DP2013-12, 2013, 査読無

2012年度

研究代表者
分担者氏名
発表論文名・著書名等
上東 貴志 Takashi Kamihigashi, "Ergodic Chaos and Aggregate Stability: A Deterministic Discrete-Choice Model of Wealth Distribution Dynamics," International Journal of Economic Theory 9, 45-56, 2013, 査読有
北野 重人 Shigeto Kitano, Yoichi Matsubayashi, "The Potential Welfare Benefit of Capital Controls: The Case of Korea," RIEB Discussion Paper Series DP2013-09, 2013, 査読無
敦賀 貴之 Mitsuru Katagiri, Ryo Kato, Takayuki Tsuruga, "Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions," Kyoto University, Graduate School of Economics, Research Project Center Discussion Paper Series E-12-014, 2013, 査読無
高橋 亘 高橋 亘 「中央銀行制度改革の政治経済的分析(試論);歴史的視点と憲法論的視点」 RIEB Discussion Paper Series DP2013-J02, 2013, 査読無
高橋 亘 高橋 亘 「『日銀理論』批判を考える(1)」 RIEB Discussion Paper Series DP2013-J01, 2013, 査読無
高橋 亘 Wataru Takahashi, "Central Banks and International Governance, Feature," "The Changing Politics of Central Banks"The Cornell International Law Journal Symposium, CORNELL CLUB, NEW YORK(USA), 22. February 2013
柴本 昌彦
北野 重人
Masahiko Shibamoto, Shigeto Kitano, "Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G7 Countries," Pacific Economic Review 17, 619-634, 査読有
柴本 昌彦 柴本 昌彦 「金融政策の実証分析に関する覚書」 『国民経済雑誌』 第206巻第6号, 79-100頁 2012年 査読無
柴本 昌彦 柴本 昌彦 「マクロ時系列分析−金融政策に関する実証研究の紹介−」 神戸大学金融研究会 神戸大学(兵庫県) 2012年12月18日
柴本 昌彦 柴本 昌彦 「マクロ実証分析における一般化モーメント法(GMM)の活用」 神戸大学金融研究会 神戸大学(兵庫県) 2012年12月11日