Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy

Download Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (318 download)

DOWNLOAD NOW!


Book Synopsis Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy by : Jouchi Nakajima

Download or read book Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy written by Jouchi Nakajima and published by . This book was released on 2009 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper analyzes the time-varying parameter vector autoregressive (TVP-VAR) model for the Japanese economy and monetary policy. The time-varying parameters are estimated via the Markov chain Monte Carlo method and the posterior estimates of parameters reveal the time-varying structure of the Japanese economy and monetary policy during the period from 1981 to 2008. The marginal likelihoods of the TVP-VAR model and other VAR models are also estimated. The estimated marginal likelihoods indicate that the TVP-VAR model best fits the Japanese economic data.--Author's abstract.

Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy

Download Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (673 download)

DOWNLOAD NOW!


Book Synopsis Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy by :

Download or read book Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy written by and published by . This book was released on 2009 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy

Download Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (838 download)

DOWNLOAD NOW!


Book Synopsis Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy by : Jouchi Nakajima

Download or read book Bayesian Analysis of Time-varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy written by Jouchi Nakajima and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Effects of Monetary Policy Commitment

Download The Effects of Monetary Policy Commitment PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 17 pages
Book Rating : 4.:/5 (68 download)

DOWNLOAD NOW!


Book Synopsis The Effects of Monetary Policy Commitment by : Jouchi Nakajima

Download or read book The Effects of Monetary Policy Commitment written by Jouchi Nakajima and published by . This book was released on 2010 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, we explore the effects of the Bank of Japan's (BOJ's) policy commitment under zero interest rates on the economy, by considering the transmission channel of altering private-sector expectations. To that end, we carry out a structural vector autoregression analysis on macroeconomic variables and private-sector expectations variables, using a time-varying parameters estimation technique with stochastic volatility. We show empirical evidence on two points. First, the BOJ's policy commitment regarding the future course of short-term interest rates, associated with only a small reduction in policy interest rates, succeeded in altering private-sector expectations. Second, the BOJ's policy commitment alone, nevertheless, was not sufficient to restore the previous trends in prices and output.--Author's abstract.

Frontiers in Economic and Management Research(Volume 6)

Download Frontiers in Economic and Management Research(Volume 6) PDF Online Free

Author :
Publisher : 社会科学文献出版社
ISBN 13 : 7520144240
Total Pages : 296 pages
Book Rating : 4.5/5 (21 download)

DOWNLOAD NOW!


Book Synopsis Frontiers in Economic and Management Research(Volume 6) by : Jinquan LIU

Download or read book Frontiers in Economic and Management Research(Volume 6) written by Jinquan LIU and published by 社会科学文献出版社. This book was released on 2019-06-01 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: 《經濟管理前沿》是由吉林大學商學院主辦的集刊,堅持理論研究和實踐研究相結合、定量分析和定性分析相結合,關注我國社會、經濟等領域的重大學科前沿問題,刊登結合中國現實問題進行深入分析、闡述和研究的高水平研究成果。本期內容涉及城市化對消費的影響、新型農民工創業意願、自然資源與經濟發展的關係、國企高管薪酬監管、綠色及媒體產品消費、貨幣政策、金融脆弱性、商業週期,以及企業領導風格及文化對員工參與企業建設的積極性的影響。

Handbook of Environmental and Ecological Statistics

Download Handbook of Environmental and Ecological Statistics PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 1351648543
Total Pages : 679 pages
Book Rating : 4.3/5 (516 download)

DOWNLOAD NOW!


Book Synopsis Handbook of Environmental and Ecological Statistics by : Alan E. Gelfand

Download or read book Handbook of Environmental and Ecological Statistics written by Alan E. Gelfand and published by CRC Press. This book was released on 2019-01-15 with total page 679 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook focuses on the enormous literature applying statistical methodology and modelling to environmental and ecological processes. The 21st century statistics community has become increasingly interdisciplinary, bringing a large collection of modern tools to all areas of application in environmental processes. In addition, the environmental community has substantially increased its scope of data collection including observational data, satellite-derived data, and computer model output. The resultant impact in this latter community has been substantial; no longer are simple regression and analysis of variance methods adequate. The contribution of this handbook is to assemble a state-of-the-art view of this interface. Features: An internationally regarded editorial team. A distinguished collection of contributors. A thoroughly contemporary treatment of a substantial interdisciplinary interface. Written to engage both statisticians as well as quantitative environmental researchers. 34 chapters covering methodology, ecological processes, environmental exposure, and statistical methods in climate science.

Global Linkages and Economic Rebalancing in East Asia

Download Global Linkages and Economic Rebalancing in East Asia PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9814412856
Total Pages : 234 pages
Book Rating : 4.8/5 (144 download)

DOWNLOAD NOW!


Book Synopsis Global Linkages and Economic Rebalancing in East Asia by : Shigeyuki Hamori

Download or read book Global Linkages and Economic Rebalancing in East Asia written by Shigeyuki Hamori and published by World Scientific. This book was released on 2013 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the wake of the global financial crisis, leading industrialized countries have managed to show only a gradual recovery, while East Asian economies have surged ahead. In particular, China achieved growth in excess of 10% in 2010 and is expected to continue growing at a rapid pace. It appears that in the coming years, East Asia will play an even greater role as a growth center leading global economic expansion. Following the Asian currency crisis of 1997OCo98, consumption and investment in the region decreased considerably, and East Asian economies recovered on the strength of exports. Presently, however, amid a less-than-robust recovery in the US and Europe, the sustainability of East Asia''s reliance on export-led growth has been called into question. The region''s transition to growth based on a balance of foreign and domestic demand is important for both building a stronger foundation for sustainable growth and buttressing global economic expansion. Moreover, the rebalancing of demand in East Asia holds the key to rectifying global current account imbalances OCo the disadvantage of uneven international capital flows. This unique volume illuminates policy issues involved in the efforts to promote the rebalancing of demand in East Asia.

Time Series

Download Time Series PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 1498747043
Total Pages : 473 pages
Book Rating : 4.4/5 (987 download)

DOWNLOAD NOW!


Book Synopsis Time Series by : Raquel Prado

Download or read book Time Series written by Raquel Prado and published by CRC Press. This book was released on 2021-07-27 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: • Expanded on aspects of core model theory and methodology. • Multiple new examples and exercises. • Detailed development of dynamic factor models. • Updated discussion and connections with recent and current research frontiers.

Green Energy, Environment and Sustainable Development

Download Green Energy, Environment and Sustainable Development PDF Online Free

Author :
Publisher : IOS Press
ISBN 13 : 1643684272
Total Pages : 1214 pages
Book Rating : 4.6/5 (436 download)

DOWNLOAD NOW!


Book Synopsis Green Energy, Environment and Sustainable Development by : C. Wang

Download or read book Green Energy, Environment and Sustainable Development written by C. Wang and published by IOS Press. This book was released on 2023-10-19 with total page 1214 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subjects of green energy and sustainability have never been more important, as governments around the world wrestle with the problem of how to protect the planet from the damage being caused to the environment by climate change. This book presents the proceedings of GEESD2023, the 4th International Conference on Green Energy, Environment and Sustainable Development, held in Mianyang, China from 15-17 June 2023 and online via Zoom. The conference aims to gather innovative academicians and industry experts in the fields of green energy, environment, and sustainable development in a common forum, providing a platform for the exchange of the latest research developments in related fields. This year, the call for papers attracted more than 280 submissions, 138 of which were accepted for inclusion in this collection. The process of evaluation and peer-review took place over six months and involved more than 100 TPC members and reviewers. The book is divided into 7 sections: green energy and systems; computer methods in the environment; chemistry and the environment; ecology and the rural environment; energy, environment and economy; environment and pollution; and water and mineral resources. Papers deal with the most up-to-date findings and technologies. The book provides a valuable overview of the latest research and developments and will be of interest to all those working in the fields of green energy and sustainable development.

Time Varying Structural Vector Autoregressions and Monetary Policy

Download Time Varying Structural Vector Autoregressions and Monetary Policy PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

DOWNLOAD NOW!


Book Synopsis Time Varying Structural Vector Autoregressions and Monetary Policy by : Giorgio E. Primiceri

Download or read book Time Varying Structural Vector Autoregressions and Monetary Policy written by Giorgio E. Primiceri and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monetary policy and the private sector behavior of the US economy are modeled as a time varying structural vector autoregression, where the sources of time variation are both the coefficients and the variance covariance matrix of the innovations. The paper develops a new, simple modeling strategy for the law of motion of the variance covariance matrix and proposes an efficient Markov chain Monte Carlo algorithm for the model likelihood/posterior numerical evaluation. The main empirical conclusions are: 1) both systematic and non-systematic monetary policy have changed during the last forty years. In particular, long run systematic responses of the interest rate to inflation and unemployment exhibit a trend toward a more aggressive behavior, despite remarkable oscillations; 2) this has had a negligible effect on the rest of the economy. The role played by exogenous non-policy shocks seems much more important than monetary policy in explaining the high inflation and unemployment episodes in recent US economic history.

Japanese Fiscal Policy Under the Zero Lower Bound of Nominal Interest Rates

Download Japanese Fiscal Policy Under the Zero Lower Bound of Nominal Interest Rates PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (931 download)

DOWNLOAD NOW!


Book Synopsis Japanese Fiscal Policy Under the Zero Lower Bound of Nominal Interest Rates by : Hiroshi Morita

Download or read book Japanese Fiscal Policy Under the Zero Lower Bound of Nominal Interest Rates written by Hiroshi Morita and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

National Health Services: Efficiency, Welfare and Economy

Download National Health Services: Efficiency, Welfare and Economy PDF Online Free

Author :
Publisher : Frontiers Media SA
ISBN 13 : 2832510698
Total Pages : 213 pages
Book Rating : 4.8/5 (325 download)

DOWNLOAD NOW!


Book Synopsis National Health Services: Efficiency, Welfare and Economy by : María Del Carmen Valls Martínez

Download or read book National Health Services: Efficiency, Welfare and Economy written by María Del Carmen Valls Martínez and published by Frontiers Media SA. This book was released on 2023-02-10 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Data science and health economics in precision public health

Download Data science and health economics in precision public health PDF Online Free

Author :
Publisher : Frontiers Media SA
ISBN 13 : 283253905X
Total Pages : 98 pages
Book Rating : 4.8/5 (325 download)

DOWNLOAD NOW!


Book Synopsis Data science and health economics in precision public health by : Demetris Lamnisos

Download or read book Data science and health economics in precision public health written by Demetris Lamnisos and published by Frontiers Media SA. This book was released on 2023-11-15 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:

経済分析

Download 経済分析 PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 272 pages
Book Rating : 4.:/5 (318 download)

DOWNLOAD NOW!


Book Synopsis 経済分析 by :

Download or read book 経済分析 written by and published by . This book was released on with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Hidden order behind cooperation in social systems

Download Hidden order behind cooperation in social systems PDF Online Free

Author :
Publisher : Frontiers Media SA
ISBN 13 : 2832522068
Total Pages : 152 pages
Book Rating : 4.8/5 (325 download)

DOWNLOAD NOW!


Book Synopsis Hidden order behind cooperation in social systems by : Dun Han

Download or read book Hidden order behind cooperation in social systems written by Dun Han and published by Frontiers Media SA. This book was released on 2023-04-27 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Macroeconometric Modeling of Japan

Download Macroeconometric Modeling of Japan PDF Online Free

Author :
Publisher : World Scientific Publishing Company
ISBN 13 :
Total Pages : 500 pages
Book Rating : 4.3/5 (555 download)

DOWNLOAD NOW!


Book Synopsis Macroeconometric Modeling of Japan by : Shin'ichi Ichimura

Download or read book Macroeconometric Modeling of Japan written by Shin'ichi Ichimura and published by World Scientific Publishing Company. This book was released on 2010 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction : A historic survey of macroeconometric models in Japan / Shinichi Ichimura -- ch. 1. Factors for rapid growth of the Japanese economy : A social accounting approach / Shinichi Ichimura -- ch. 2. Social accounting analysis of Japan's lost 90s / Hyun Suk -- ch. 3. Business indexes and survey data for forecast / Yuji Shimanaka and Tatsushi Shikano -- ch. 4. Factor proportions and foreign trade : The case of Japan / Masahiro Tatemoto and Shinichi Ichimura -- ch. 5. Interregional interdependence and regional economic growth in Japan / Takahiro Akita -- ch. 6. The flying-geese pattern of East Asian development : A computable general equilibrium approach / Mitsuo Ezaki and Shoichi Ito -- ch. 7. A flow-of-funds analysis of quantitative monetary policy / Kazusuke Tsujimura and Masako Tsujimura -- ch. 8. An econometric model of Japanese economic growth, 1878-1937 / Lawrence R. Klein -- ch. 9. An econometric model of Japan, 1930-1959 / Lawrence R. Klein and Yoichi Shinkai -- ch. 10. Osaka ISER model. I. An outline of the model / Lawrence R. Klein and Shinichi Ichimura. II. Detailed discussion of the model / Shinichi Ichimura, Lawrence R. Klein, Susumu Koizumi and Kazuo Sato. III. Dynamic properties of the model / Shinichi Ichimura and Lawrence R. Klein -- ch. 11. The Japan model for World Project LINK / Kanemi Ban -- ch. 12. The Saito model of the Japanese economy / Mitsuo Saito -- ch. 13. High frequency model vs. consensus forecast / Yoshihisa Inada -- ch. 14. Policy alternatives for Japan toward 2020 / Shuntaro Shishido, Akira Kawakami and Kiyoshi Tamashiro

Monetary Policy Rules

Download Monetary Policy Rules PDF Online Free

Author :
Publisher : University of Chicago Press
ISBN 13 : 0226791262
Total Pages : 460 pages
Book Rating : 4.2/5 (267 download)

DOWNLOAD NOW!


Book Synopsis Monetary Policy Rules by : John B. Taylor

Download or read book Monetary Policy Rules written by John B. Taylor and published by University of Chicago Press. This book was released on 2007-12-01 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: This timely volume presents the latest thinking on the monetary policy rules and seeks to determine just what types of rules and policy guidelines function best. A unique cooperative research effort that allowed contributors to evaluate different policy rules using their own specific approaches, this collection presents their striking findings on the potential response of interest rates to an array of variables, including alterations in the rates of inflation, unemployment, and exchange. Monetary Policy Rules illustrates that simple policy rules are more robust and more efficient than complex rules with multiple variables. A state-of-the-art appraisal of the fundamental issues facing the Federal Reserve Board and other central banks, Monetary Policy Rules is essential reading for economic analysts and policymakers alike.