{"created":"2023-05-15T12:27:25.430476+00:00","id":20572,"links":{},"metadata":{"_buckets":{"deposit":"36a0962f-a1c8-4230-ae93-b01cea8ed3e3"},"_deposit":{"created_by":10,"id":"20572","owners":[10],"pid":{"revision_id":0,"type":"depid","value":"20572"},"status":"published"},"_oai":{"id":"oai:kansai-u.repo.nii.ac.jp:00020572","sets":["528:933:953:2838"]},"author_link":["47665","47664"],"item_10_alternative_title_20":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Spillover Effects of BOJ's Monetary Policy to the US in 1970-80's"}]},"item_10_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2021-06-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"34","bibliographicPageStart":"17","bibliographicVolumeNumber":"71","bibliographic_titles":[{"bibliographic_title":"関西大学経済論集"}]}]},"item_10_description_4":{"attribute_name":"概要","attribute_value_mlt":[{"subitem_description":"本稿では、1970～80年代における日銀の金融政策のスキームとそのスピルオーバー効果について、日本のコールレートとマネタリーベース、為替レート、物価、鉱工業生産及び、アメリカの工業生産（及び株価）の6変数を用いてグレンジャー因果性検定（Granger causal test）とVECモデル（Vector Error Correction Model : ベクトル誤差修正モデル）分析、及びレベル系列VARモデル（Vector Auto-Regression Model : 多変量自己回帰モデル）分析をおこない検証した。検証の結果、当該期の日銀の金融政策の操作変数として、量的指標よりも金利変数の妥当性が高いこと、日本の金融政策ショックがアメリカの実体経済に影響を与えるスピルオーバー効果を有していたこと、が明らかになった。","subitem_description_type":"Other"}]},"item_10_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"47665","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Naito, Tomonori"}]}]},"item_10_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.32286/00024595","subitem_identifier_reg_type":"JaLC"}]},"item_10_publisher_34":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"関西大学経済学会"}]},"item_10_relation_43":{"attribute_name":"シリーズ","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_text":"経済学文献季報分類番号 : 02-27"}]},{"subitem_relation_name":[{"subitem_relation_name_text":"経済学文献季報分類番号 : 04-10"}]},{"subitem_relation_name":[{"subitem_relation_name_text":"経済学文献季報分類番号 : 6-33"}]}]},"item_10_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00046869","subitem_source_identifier_type":"NCID"}]},"item_10_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"04497554","subitem_source_identifier_type":"ISSN"}]},"item_10_version_type_17":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"内藤, 友紀"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2021-06-10"}],"displaytype":"detail","filename":"KU-1100-20210610-02.pdf","filesize":[{"value":"1.1 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KU-1100-20210610-02.pdf","url":"https://kansai-u.repo.nii.ac.jp/record/20572/files/KU-1100-20210610-02.pdf"},"version_id":"ab0a49f7-ad9b-484b-bc51-88d68174e8f8"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"スピルオーバー効果","subitem_subject_scheme":"Other"},{"subitem_subject":"VECM","subitem_subject_scheme":"Other"},{"subitem_subject":"金融政策","subitem_subject_scheme":"Other"},{"subitem_subject":"日米経済摩擦","subitem_subject_scheme":"Other"},{"subitem_subject":"関西大学","subitem_subject_scheme":"Other"},{"subitem_subject":"Kansai University","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"1970～80年代の日本の金融政策とアメリカ経済 : 金融政策効果のスピルオーバー","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"1970～80年代の日本の金融政策とアメリカ経済 : 金融政策効果のスピルオーバー"}]},"item_type_id":"10","owner":"10","path":["2838"],"pubdate":{"attribute_name":"公開日","attribute_value":"2021-06-10"},"publish_date":"2021-06-10","publish_status":"0","recid":"20572","relation_version_is_last":true,"title":["1970～80年代の日本の金融政策とアメリカ経済 : 金融政策効果のスピルオーバー"],"weko_creator_id":"10","weko_shared_id":-1},"updated":"2023-05-15T19:03:01.671126+00:00"}