包括的な金融・財政政策のリスクマネジメント:理論・実証・シミュレーション

HOME > 研究成果 > 2017年度

研究成果

2017年度・研究成果

論文・著書

研究代表者
研究分担者
連携研究者氏名
発表論文名・著書名・学会発表等
西村 和雄 Cheron Arnaud, Kazuo Nishimura, Carine Nourry, Thomas Seegmuller, and Alain Venditti, "Growth and Public Debt: What are the relevant Tradeoffs?," Journal of Money, Credit and Banking, Vol.51 Nos.2-3, 2019, 655-682, 査読有
西村 和雄 Jess Benhabib, Kazuo Nishimura and Makoto Yano, "Introduction," International Journal of Economic Theory A Special Issue on Market Frictions in Macroeconomic Dynamics, 15, no. 1, 2019, 3-8, 査読無
西村 和雄 Kazumichi Iwasa, Kazuo Nishimura and Makoto Yano, "Trade and Indeterminacy Revisited," International Journal of Economic Theory A Special Issue on Market Frictions in Macroeconomic Dynamics, 15, no. 1, 2019, 37-52, 査読有
柴本 昌彦 柴本昌彦, "ETF・REIT 購入は有効 先行きの指針意図の明示を," 「黒田日銀 超緩和の経済分析」第6 章、(日本経済新聞社編)日本経済新聞出版社, 2018, 査読無
西村 和雄 Takuma Kunieda and Kazuo Nishimura, "Finance and Economic Growth in a Dynamic Game," Dynamic Games and Applications, 8, Issue 3, 2018, 588–600, 査読有
佐野 英樹 H. Sano, "Neumann boundary stabilization of one-dimensional linear parabolic systems with input delay," IEEE Transactions on Automatic Control, Vol. 63, No. 9, 2018, 3105-3111, 査読有
立花 実 Minoru Tachibana, "Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach," Journal of Multinational Financial Management, 46, 2018, 75-106, 査読有
西村 和雄 Takuma Kunieda and Kazuo Nishimura, "A Two- Sector Growth Model with Credit Market Imperfections and Production Externalities," Advances in Mathematical Economics, 22, 2018, 117-137, 査読有
西村 和雄 Takuma Kunieda, Kazuo Nishimura and Akihisa Shibata, "Specializations, financial constraints, and income distribution," International Review of Economics and Finance, 56, 2018, 3–14, 査読有
小林 照義 Teruyoshi Kobayashi, Anna Sapienza, Emilio Ferrara, "Extracting the multi-timescale activity patterns of online financial markets," Scientific Reports, 8, 11184, 2018, 査読有
齋藤 政彦 Michi-aki Inaba, Masa-Hiko Saito, "Moduli of regular singular parabolic connections with given spectral type on smooth projective curves," Journal of the Mathematical Society of Japan, 70(3), 2018, 879-894, 査読有
佐野 英樹 H. Sano and S. Morimoto, "Predictors for linear parabolic systems with input delay," Japan Journal of Industrial and Applied Mathematics, Vol. 35, No. 2, 2018, 477-496, 査読有
小林 照義 Teruyoshi Kobayashi, Taro Takaguchi, "Social dynamics of financial networks," EPJ Data Science, 7(15), 2018, 査読有
佐野 英樹 H. Sano, "Low order stabilizing controllers for a class of distributed parameter systems," Automatica, Vol. 92, 2018, 49-55, 査読有
西村 和雄 Tomoo Kikuchi, Kazuo Nishimura and John Stachurski, "Span of Control, Transaction Costs and the Structure of Production Chains," Theoretical Economics, Vol.13, Issue 2, 2018, 729–760, 査読有
北野 重人 Shigeto Kitano, Kenya Takaku, "Capital Controls, Monetary Policy, and Balance Sheets in a Small Open Economy," Economic Inquiry, Vol. 56, Issue 2, 2018, 859–874, 査読有
上東 貴志 Takashi Kamihigashi, Carmen Camacho, Cagri Saglam, "Robust Comparative Statics for Non-monotone Shocks in Large Aggregative Games," Journal of Economic Theory, 174, 2018, 288-299, 査読有
上東 貴志 Shin-Ichiro Kumamoto, Takashi Kamihigashi, "Power Laws in Stochastic Processes for Social Phenomena: An Introductory Review," frontiers in Physics, 2018, 査読有
柴本 昌彦 Masahiko Shibamoto, Kazuhiro Seki, "Construction and Application of Sentiment Lexicons in Finance," International Journal of Multimedia Data Engineering and Management, Volume 9, No. 1, 2018, 22-35, 査読有
立花 実 Minoru Tachibana, "Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach," Global Finance Journal, 35, 2018, 82-96, 査読有
柴本 昌彦 Masahiko Shibamoto, Agata Wierzbowska, "Cross-Country Evidence on Determinants of Fiscal Policy Effectiveness: The Role of Trade and Capital Flows," Applied Economics, Volume 50, Issue 32, 2018, 3493-3514, 査読有
上東 貴志 Takashi Kamihigashi, "A Simple Optimality-Based No-Bubble Theorem for Deterministic Sequential Economies with Strictly Monotone Preferences," Mathematical Social Sciences, 91, 2018, 36-41, 査読有
高橋 亘 高橋亘, "第三者検証で日銀は独立性を取り戻せ," 週刊エコノミスト, 2018年1月16日号, 2018, 査読無
北野 重人 Shigeto Kitano, Kenya Takaku, "Capital Controls as a Credit Policy Tool in a Small Open Economy," The B.E. Journal of Macroeconomics, Vol.18, Issue 1, 2018, 1-19, 査読有
敦賀 貴之 Takayuki Tsuruga and Shota Wake, " Money-financed Fiscal Stimulus: The Effects of Implementation Lag," ISER discussion paper, No 1038, 2018, 1-34, 査読無
小林 照義 Fabio Caccioli, Paolo Barucca, Teruyoshi Kobayashi, "Network models of financial systemic risk: A review," Journal of Computational Social Science, 1, 2018, 81-114, 査読有
佐野 英樹 H. Sano, "Stability analysis of the telegrapher's equations with dynamic boundary condition," Systems & Control Letters, Vol. 111, 2018, 34-39, 査読有
貝原 俊也 N. Nikhanbayev, T. Kaihara, N. Fujii, D. Kokuryo, "A Study on Multiscale Modeling and Simulation approach for Social Systems," Proc. of International Symposium on Flexible Automation 2018, Vol.1, 2018, 査読有
敦賀 貴之 Akihisa Shibata, Mototsugu Shintani, and Takayuki Tsuruga, "Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility," Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper, No. 335, 2018, 1-42, 査読無
上東 貴志 Takashi Kamihigashi, Kazuhiro Seki, Masahiko Shibamoto, "Measuring Social Change Using Text Data: A Simple Distributional Approach," Reconstruction of the Public Sphere in the Socially Mediated Age, 2017, 139-163, 査読無
西村 和雄 Takaaki Aoki and Kazuo Nishimura, "Global convergence in an overlapping generations model with two-sided altruism," Journal of Evolutionary Economics, Volume 27, Issue 5, 2017, 1205–1220, 査読有
貝原 俊也 T. Kaihara, D. Kokuryo, S. Suginouchi, S. Kuik, "Value co-creative manufacturing methodology with IoT-based smart factory for mass customization," Reconstruction of the Public Sphere in the Socially Mediated Age,Springer Nature, Vol.1, 2017, 165-180, 査読無
柴本 昌彦 Masahiko Shibamoto, Takashi Kamihigashi and Kazuhiro Seki, "Measuring Social Change Using Text Data: A Simple Distributional Approach," Reconstruction of the Public Sphere in the Socially Mediated Age, ed. by Endo, K., Kurihara, S., Kamihigashi, T., and Toriumi, F., Springer, 2017, 139-164, 査読有
佐野 英樹 佐野英樹, "観測遅れを伴う放物型分布定数系に対するオブザーバ," 計測自動制御学会論文集, Vol. 53, No. 11, 2017, 621-623, 査読有
北野 重人 Shigeto Kitano, Kenya Takaku, "Capital Controls and Financial Frictions in a Small Open Economy," Open Economies Review, Vol.28, Issue 4, 2017, 761-793, 査読有
柴本 昌彦 Masahiko Shibamoto, Kiyotaka Nakashima and Koji Takahashi, "Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending," RIEB Discussion Paper Series, No.DP2017-24, 2017, 査読無
柴本 昌彦 柴本昌彦、高槻泰郎, "米切手取引市場," 「岩波講座日本経済の歴史2 近世」第2 章第3 節、(深尾京司・中村尚史・中林真幸編) 岩波書店, 2017, 130-143, 査読無
小柳 義夫 小柳義夫, "HPC性能評価の歩み," シミュレーション(日本シミュレーション学会), Vol. 36, No. 2, 2017, 70-75, 査読無
敦賀 貴之 Kevin X.D. Huang, Munechika Katayama, Mototsugu Shintani, and Takayuki Tsuruga, "Sticky-Wage Models and Knowledge Capital: A Note," Vanderbilt University Department of Economics Working Paper, 17 (6), 2017, 1-22, 査読無
敦賀 貴之 Mitsuru Katagiri, Ryo Kato, and Takayuki Tsuruga, "Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions," Economic Theory, 64 (3), 2017, 943-960 , 査読有

学会発表

研究代表者
研究分担者
連携研究者氏名
報告者名・報告タイトル・学会名等
齋藤 政彦 M.-H. Saito, "Moduli spaces of parabolic connections, parabolic bundles and Geometric Langlands," Geometry and Physics of Quantum Curves, 2018年9月13日, Banff International Research Station(BIRS)(Canada), 招待講演
佐野 英樹 丸山颯天・佐野英樹・若生将史, "非局所境界条件にむだ時間を含む双曲型システムに対する状態推定," 日本応用数理学会2018年 年会, 2018年9月5日, 名古屋大学東山キャンパス
上東 貴志 Takashi Kamihigashi, "A Dynamic General Equilibrium IS-LM Model," Sapporo Summer Workshop on Monetary and Financial Economics 2018, 2018年8月8日, 北海道大学, 招待講演
敦賀 貴之 Takayuki Tsuruga, "Money-financed Fiscal Stimulus: The Effects of Implementation Lag," Sapporo Summer Workshop on Monetary and Financial Economics, 2018年8月8日, 北海道大学
齋藤 政彦 M.-H. Saito, "Moduli spaces of parabolic connections and parabolic bundles and Geometric Langlands," Quantum Fields, Geometry and Representation Theory, 2018年7月16日, International Centre for Theoretical Sciences(India), 招待講演
敦賀 貴之 Takayuki Tsuruga, "Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility," Econometric Society Australasian Meeting (ESAM), 2018年7月4日, Auckland University of Technology, Auckland(New Zealand)
柴本 昌彦 Masahiko Shibamoto, Kiyotaka Nakashima and Koji Takahashi, "Identifying Unconventional Monetary Policy Shocks," 2018 International Association for Applied Econometrics Conference, 2018年6月27日, Université du Québec à Montréal(Canada),
高橋 亘 高橋亘, "Featured Panel - Author Meets Critics: "The Changing Politics of Central Banking," Society for the Advancement of Socio-Economics, 2018年6月23日, 同志社大学
敦賀 貴之 Takayuki Tsuruga, "Decomposing Local Fiscal Multipliers: Evidence from Japan," Workshop on International Trade and Urban Economics 2018, 2018年6月23日, Shanghai University of International Business and Economics(China)
柴本 昌彦 Masahiko Shibamoto, Kiyotaka Nakashima and Koji Takahashi, "Identifying Unconventional Monetary Policy Shocks," 2018 Asian Meeting of the Econometric Society, 2018年6月22日, Sogang University(Seoul, Korea)
北野 重人 Shigeto Kitano, "Capital Controls, Macroprudential Regulation, and the Bank Balance Sheet Channel," Computing in Economics and Finance (CEF), 24th International Conference, 2018年6月21日, Universita Cattolica del Sacro Cuore(Italy)
敦賀 貴之 Takayuki Tsuruga, "Decomposing Local Fiscal Multipliers: Evidence from Japan," 2018 Asian Meeting of the Econometric Society, 2018年6月21日, Sogang University(Seoul, Korea)
小林 照義 Teruyoshi Kobayashi, "Backboning temporal networks," NetSci2018, 2018年6月15日, Paris(France)
堀井 亮 Ryo Horii, "A Multi-factor Uzawa Growth Theorem and Endogenous Capital-Augmenting Technological Change," 经济与金融系学术讨论会第25期, 2018年6月12日, Tongji Sem(China), 招待講演
敦賀 貴之 Takayuki Tsuruga, "Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility," 日本金融学会, 2018年5月26日, 専修大学 生田キャンパス
堀井 亮 堀井亮, "長期経済成長における土地と自然資源の役割について (On the role of land and natural resources in long-term economic growth) ," リスク研究センター マクロ経済学セミナー, 2018年5月17日, 滋賀大学, 招待講演
柴本 昌彦 Masahiko Shibamoto, Kiyotaka Nakashima, "Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending," 2018 Royal Economic Society Annual Conference, 2018年3月27日, University of Sussex(Brighton, UK)
上東 貴志 上東 貴志, "近似ベイズ計算に基づく大規模シミュレーションモデルの推定と評価," 第80回全国大会-みんなの情報処理教育-, 2018年3月14日, 早稲田大学 西早稲田キャンパス, 招待講演
柴本 昌彦 柴本昌彦, "近世日本の中央市場と気候変動," 第6回CODH セミナー『歴史ビッグデータ~過去の記録の統合解析に向けた古文書データ化の挑戦~』, 2018年3月12日, 国立情報学研究所(東京、千代田区)
敦賀 貴之 Takayuki Tsuruga, "Decomposing Local Fiscal Multipliers: Evidence from Japan," Western Economic Association International, 14th International Conference, 2018年1月12日, University of Newcastle(Australia)
北野 重人 Shigeto Kitano, "Capital Controls, Macroprudential Regulation,and the Bank Balance Sheet Channel," Western Economic Association International, 14th International Conference, 2018年1月11日, University of Newcastle(Australia)
齋藤 政彦 M.-H. Saito, "Explicit geometric structures of moduli spaces of parabolic connections and parabolic Higgs bundles over a curve," Lectures, 2018年1月5日, 招待講演
堀井 亮 堀井亮, "A Multi-factor Uzawa Growth Theorem and Endogenous Capital-Augmenting Technological Change," the WINPEC Seminar, 2017年12月20日, 早稲田大学, 招待講演
堀井 亮 Ryo Horii, "A Multi-factor Uzawa Growth Theorem and Endogenous Capital-Augmenting Technological Change," International Conference on Trade, Financial Integration and Economic Growth 2017, 2017年12月3日, 神戸大学, 招待講演
堀井 亮 堀井亮, "A Multi-factor Uzawa Growth Theorem and Endogenous Capital-Augmenting Technological Change," Policy Modeling Workshop(GRIPS), 2017年12月2日, 政策研究大学院大学(東京都、港区), 招待講演
堀井 亮 堀井亮, "A Multi-factor Uzawa Growth Theorem and Endogenous Capital-Augmenting Technological Change," 5th Joint Economic Workshop in Economics Between Faculty of Economics, Chulalongkorn University, Graduate School of Economics, Osaka University, And Institute of Social and Economic Research, 2017年12月1日, Chulalongkorn University(Thailand), 招待講演
貝原 俊也 貝原俊也,藤井信忠,國領大介,坂本一馬, "仮想市場を内包した貿易モデルによる財取引の特性解析~自由貿易協定締結時の協定国間貿易での検証~," 計測自動制御学会システム・情報部門学術講演会2017, 2017年11月25日, 静岡大学
貝原 俊也 N. Nikhanbayev, T. Kaihara, N. Fujii, D. Kokuryo, "A study on multiscale modelling and simulation including its application on electricity market analysis," 計測自動制御学会システム・情報部門学術講演会2017, 2017年11月25日, 静岡大学
敦賀 貴之 Takayuki Tsuruga, "Decomposing Local Fiscal Multipliers: Evidence from Japan," 第19回 マクロコンファレンス, 2017年11月12日, 東京大学
北野 重人 Shigeto Kitano, "Capital Controls, Macroprudential Regulation, and the Bank Balance Sheet Channel," The 11th International Workshop of Methods in International Finance Network (MIFN), 2017年11月2日, ​Shandong University(China)
北野 重人 Shigeto Kitano, "Capital Controls, Macroprudential Regulation, and the Bank Balance Sheet Channel," 13th Dynare Conference, 2017年10月29日, 東京大学
高橋 亘 Wataru Takahashi, "Central Bank Independence under Changing Environment," Europe and Japan: Monetary policies in the age of uncertainty: The 5th Bruegel-Graduate School of Economics, Kobe University conference, 2017年10月2日, Bruegel (Belgique)
地主 俊樹 井尻裕之, 地主敏樹, "FRBによる量的緩和政策のスピルオーバー効果 ― TVP-VARモデルによる検証 ―," 日本金融学会秋季全国大会, 2017年9月30日, 鹿児島大学
齋藤 政彦 M.-H. Saito, "Geometry of moduli spaces of connections and Higgs bundles over curves and Integrable Systems," モジュライ空間の幾何学と可積分系, 2017年9月15日, 学習院大学
上東 貴志 上東貴志, "テキスト分析による社会変動の計測," 神戸大学経済経営研究所公開シンポジウム「計算社会科学からの挑戦~リスク社会におけるメディアの発達とソーシャル・キャピタル~」, 2017年9月8日, 神戸大学
上東 貴志 上東 貴志, "テキストデータによる震災等の社会的影響の計測," 第25回地球環境シンポジウム, 2017年9月6日, 神戸大学
佐野 英樹 佐野英樹, "入力に無駄時間要素を含む放物型システムの安定化について," 2017 秋の偏微分方程式セミナー, 2017年9月6日, 大阪大学 待兼山会館 (豊中キャンパス)
上東 貴志 上東 貴志, "近似ベイズ計算に基づく大規模シミュレーションモデルの推定と評価," パネル・ディスカッション「HPCの社会シミュレーションへの展開」『SS研HPCフォーラム2017「計算科学の新たな可能性」』, 2017年8月30日 , 富士通株式会社 プレゼンテーションルーム(東京都、港区), 招待講演
柴本 昌彦 Masahiko Shibamoto, "Ination Shocks, Expectations and Monetary Policy," Brown bag seminar, 2017年8月12日, Williams College(Williamstown, USA)
高橋 亘 高橋亘, "アベノミクスの問題点," アベノミクス再考:グローバル日本の金融・財政政策;神戸大学経済経営研究所、社会システムイノベーションセンター共催公開シンポジウム, 2017年8月8日, 神戸大学
敦賀 貴之 Takayuki Tsuruga, "Decomposing Local Fiscal Multipliers: Evidence from Japan," ESRI国際コンファレンス, 2017年8月1日, アジア開発銀行研究所(東京都、千代田区)
柴本 昌彦 Masahiko Shibamoto, "Identifying Unconventional Monetary Policy Shocks," Western Economic Association International 92nd Annual Conference, 2017年6月27日, Marriott Marquis & Marina, San Diego(California, USA)
敦賀 貴之 Takayuki Tsuruga, "Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility," 2017 Asian Meeting of Econometric Society, 2017年6月3日, The Chinese University of Hong Kong(China)
貝原 俊也 N. Nikhanbayev, T. Kaihara, N. Fujii, D. Kokuryo, "A study on multiscale modeling and simulation of energy-economic interactions -Creating comprehensive model of energy-economic interactions considering both micro and macro scales," 第61回システム制御情報学会研究発表講演会, 2017年5月24日, 京都テルサ
貝原 俊也 貝原俊也, 藤井信忠, 國領大介, 坂本一馬, "市場変動における貿易モデルを考慮した仮想市場の実証分析," 第61回システム制御情報学会研究発表講演会, 2017年5月23日, 京都テルサ
齋藤 政彦 M.-H. Saito, "Geometry of moduli space of parabolic connections with irregular singularities on curves," Hodge Theory, Stokes Phenomenon and Applications, 2017年4月11日, Centre International de Rencontres Mathematiques (CIRM)(France), 招待講演

過年度の研究成果

申請時の主な業績

ページのトップへ戻る