{"created":"2023-05-15T12:18:39.374006+00:00","id":8644,"links":{},"metadata":{"_buckets":{"deposit":"3bedf78d-7ffa-4654-9810-224a4d10e1da"},"_deposit":{"created_by":1,"id":"8644","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"8644"},"status":"published"},"_oai":{"id":"oai:kansai-u.repo.nii.ac.jp:00008644","sets":["528:933:953:1280"]},"author_link":["17135","17134"],"item_10_alternative_title_20":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"The Effects of Monetary Policy in 1937-1941"}]},"item_10_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2017-09-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"162","bibliographicPageStart":"145","bibliographicVolumeNumber":"67","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年代後半の日中戦争期における金融政策と物価および実体経済の相互関係について、ベース・マネー(BM)、コール・レート(call)、東京小売物価指数(RPI)、鉱工業生産指数(IIP)のそれぞれの一回階差系列の4 変数VAR(Vector Auto-Regression)モデルを構築して検証した。まずグレンジャー因果性検定から、D-BM からは D-call と D-RPI に、D-call からは D-IIP にのみに、D-RPI からは D-call と D-IIP に因果性があることが示された。次に4 変数 VAR モデルのインパルス反応関数の形状を観察すると、金融政策ショックから物価に有意にプラスの、鉱工業生産指数にマイナスの効果がみられた。さらに予測誤差の分散分解から、物価変動と鉱工業生産の変動に最大の影響を与えていたのは金融政策（それぞれ最大14％）であることが分かった。これらの実証結果から、当該期の金融政策が物価の変動に説明力をもつことが示され、日銀の物価コントロール能力の存在が示唆された。","subitem_description_type":"Other"}]},"item_10_description_5":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本研究は平成25年度関西大学在外研究による成果である。","subitem_description_type":"Other"}]},"item_10_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"17135","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_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;04-23"}]},{"subitem_relation_name":[{"subitem_relation_name_text":"経済学文献季報分類番号;12-15"}]}]},"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-1100-20170910-04.pdf","filesize":[{"value":"860.5 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KU-1100-20170910-04.pdf","url":"https://kansai-u.repo.nii.ac.jp/record/8644/files/KU-1100-20170910-04.pdf"},"version_id":"d66c8d40-5bb8-4252-9720-6b0e21562e9f"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"VAR","subitem_subject_scheme":"Other"},{"subitem_subject":"インパルス反応関数","subitem_subject_scheme":"Other"},{"subitem_subject":"物価コントロール","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":"日中戦争期における金融政策の効果 : VARモデルによる政策効果の波及についての実証分析","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"日中戦争期における金融政策の効果 : VARモデルによる政策効果の波及についての実証分析"}]},"item_type_id":"10","owner":"1","path":["1280"],"pubdate":{"attribute_name":"公開日","attribute_value":"2018-09-25"},"publish_date":"2018-09-25","publish_status":"0","recid":"8644","relation_version_is_last":true,"title":["日中戦争期における金融政策の効果 : VARモデルによる政策効果の波及についての実証分析"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T19:44:08.528579+00:00"}