{"created":"2023-05-15T12:18:31.335929+00:00","id":8463,"links":{},"metadata":{"_buckets":{"deposit":"29266f53-84d2-46eb-a1ba-98d713e6097e"},"_deposit":{"created_by":1,"id":"8463","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"8463"},"status":"published"},"_oai":{"id":"oai:kansai-u.repo.nii.ac.jp:00008463","sets":["528:933:953:1255"]},"author_link":["16831","16830"],"item_10_alternative_title_20":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"The share price fall of ｊapan in 2008-09: an empirical analysis by VAR model"}]},"item_10_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-06-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"18","bibliographicPageStart":"1","bibliographicVolumeNumber":"60","bibliographic_titles":[{"bibliographic_title":"關西大學經済論集"}]}]},"item_10_description_4":{"attribute_name":"概要","attribute_value_mlt":[{"subitem_description":"本稿では、2008～09年における日本の株式価格下落に影響を与えた主要な要因（指標）は何であるかについて、日経平均株価、ニューヨーク・ダウ＝ジョーンズ平均株価(工業株30種平均）、円建てアメリカ・ドル為替レート、ウェスト・テキサス・インターミディエイト原油先物価格の4変数VARモデルを用いて検証する。そのために、まずグレンジャー因果性検定によって、変数間のグレンジャーの意味での因果性を検出した上で4変数VARモデルを構築し、当該VARモデルにおけるインパルス反応関数の形状から、ある式の誤差項に与えられたインパルスがそれぞれの変数に与える影響を、また予測誤差の分散分解によって株価変動要因間の相互関係を明らかにする。","subitem_description_type":"Other"}]},"item_10_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"16831","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Naito, Tomonori"}]}]},"item_10_publisher_34":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"關西大学經済學會"}]},"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":"2019-05-22"}],"displaytype":"detail","filename":"KU-1100-20100610-01.pdf","filesize":[{"value":"557.1 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KU-1100-20100610-01.pdf","url":"https://kansai-u.repo.nii.ac.jp/record/8463/files/KU-1100-20100610-01.pdf"},"version_id":"222358e9-31e0-4257-a720-2350fcf77819"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"日経平均株価","subitem_subject_scheme":"Other"},{"subitem_subject":"ニューヨーク・ダウ＝ジョーンズ平均株価","subitem_subject_scheme":"Other"},{"subitem_subject":"クレンジャー因果性","subitem_subject_scheme":"Other"},{"subitem_subject":"VARモデル","subitem_subject_scheme":"Other"},{"subitem_subject":"関西大学","subitem_subject_scheme":"Other"},{"subitem_subject":"Kansai University","subitem_subject_scheme":"Other"},{"subitem_subject":"関西大学経済論集","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":"2008～09年の日本における株式価格下落について : VARモデルによる要因分析","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"2008～09年の日本における株式価格下落について : VARモデルによる要因分析"}]},"item_type_id":"10","owner":"1","path":["1255"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-09-22"},"publish_date":"2011-09-22","publish_status":"0","recid":"8463","relation_version_is_last":true,"title":["2008～09年の日本における株式価格下落について : VARモデルによる要因分析"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T19:46:51.687432+00:00"}