紀要第56号(2026年3月)
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| 表紙 |
| 目次 |
| 【共同研究】動学的マクロ経済学の新展開:理論モデル,実証的研究,および政策的含意 | ||
|---|---|---|
| はしがき | Hiroyuki Yoshida | 1-2 |
| A Study on the Application of Weighted Average Land Prices to Macroeconomic Analysis | Masaaki Tokuda | 3-22 |
| Debt Monetization and Financial Instability in an Oligopolistic Economy | Kenshiro Ninomiya | 23-34 |
| Environmental Pollution in a Delay Solow Model with Constant Population Growth | Akio Matsumoto | 35-53 |
| Strange Attractors in an Open Economy Model with External Forcing | Hiroyuki Yoshida | 55-66 |
| [共同研究]経済システムに関する数理モデルを用いた解析 | ||
|---|---|---|
| はしがき | 栗 野 俊 一 | 67-88 |
| Multifractal Analysis of Stock Price Volatility Using Wavelet Transform | Hideomi Totsuka | 69-82 |
| Pricing Options under Stochastic Volatility Models UsingBayesian Estimation via Hamiltonian Monte Carlo Method | Hidetoshi Mitsui | 83-97 |
| 極大外平面グラフ最短経路書き換えアルゴリズム 経済システムに関する数理モデルを用いた解析 | 栗 野 俊 一 | 99-106 |
| [Joint Research] 金融危機後の金融財政政策とマクロプルーデンス政策 | ||
|---|---|---|
| Foreword | Hirokuni Iiboshi | 107-108 |
| Prolonged Monetary Easing in the United States and Financial Instability in Emerging Countries | Kazuhiro Teramoto | 109-133 |
| Estimating Fiscal Multiplier in Japan using a Markov Switching DSGE model with Fiscal and Monetary Policy Regimes | Masataka Eguchi, Hirokuni Iiboshi |
135-149 |
| Money-Financed Fiscal Stimulus: The Effects of Belief and Implementation Lag | Masataka Eguchi, HirokuniIiboshi, Takayuki Tsuruga |
151-168 |
| The Effects of Active and Passive Monetary Policy Stances | Masataka Eguchi, Hirokuni Iiboshi |
169-181 |
| Monetary Policy and Firm Investment: Evidence from Japan | Kwon, Hyeog Ug | 183-190 |
| Summaries | 191-206 | |
| 事業報告 | 207-208 |
| 奥付 |
| 裏表紙 |
