紀要第56号(2026年3月)

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【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

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