{"created":"2023-05-15T12:18:31.544614+00:00","id":8468,"links":{},"metadata":{"_buckets":{"deposit":"681fe55a-f201-49fd-b694-b2c2ffb7c545"},"_deposit":{"created_by":1,"id":"8468","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"8468"},"status":"published"},"_oai":{"id":"oai:kansai-u.repo.nii.ac.jp:00008468","sets":["528:933:953:1256"]},"author_link":["16838","16839"],"item_10_alternative_title_20":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"The Fisherian effect in Japan in the 1930s: Tests of Cointegration"}]},"item_10_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-12-05","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2-3","bibliographicPageEnd":"66","bibliographicPageStart":"53","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、1930年代の日本においてフィッシャー仮説が成立しているか否かについて、\nコール・レート：call、銀行貸付金利（証書貸付）：loan、長期国債利回り：TB、東京小売物価指数：RPI（ｔ）、卸売物価指数：WPI（ｔ）の5変数を用いて共和分検定によって検証した。まず、単位根検定の結果から、callについてはレベル系列で定常過程にあるＩ（0）変数であること、その他のloan、TB、RPI（ｔ）、WPI（ｔ）の4変数がI（1）変数であることがわかった。この検定結果を踏まえて、期待インフレ率と名目利子率との間の長期均衡関係を表す4つの式に関する共和分検定をおこなったところ、いずれも残差系列が非定常であるという帰無仮説が有意に棄却されず、I（1）系列であることが検証された。以上の検証から、1930年代日本においては期待インフレ率と名目利子率との間に長期的関係が存在せず、フィッシャー仮説が成立していなかったことが実証された。","subitem_description_type":"Other"}]},"item_10_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"16839","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-1100-20101205-02(2).pdf","filesize":[{"value":"7.2 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KU-1100-20101205-02(2).pdf","url":"https://kansai-u.repo.nii.ac.jp/record/8468/files/KU-1100-20101205-02(2).pdf"},"version_id":"9e9d61d8-b31f-48ba-8f7f-59d871fc4d7c"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"フィッシャー効果","subitem_subject_scheme":"Other"},{"subitem_subject":"期待インフレ率","subitem_subject_scheme":"Other"},{"subitem_subject":"名目利子率","subitem_subject_scheme":"Other"},{"subitem_subject":"共和分検定","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":"1930年代の日本におけるフィッシャー効果について : 共和分検定による実証分析","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"1930年代の日本におけるフィッシャー効果について : 共和分検定による実証分析"}]},"item_type_id":"10","owner":"1","path":["1256"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-10-21"},"publish_date":"2011-10-21","publish_status":"0","recid":"8468","relation_version_is_last":true,"title":["1930年代の日本におけるフィッシャー効果について : 共和分検定による実証分析"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T19:46:47.776877+00:00"}