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Prediction of the Prefectural Economy in Japan Using a Stochastic Model
https://agi.repo.nii.ac.jp/records/89
https://agi.repo.nii.ac.jp/records/8977760400-de04-4378-a32f-c0c550c357de
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
WP2013-02 (335.9 kB)
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| Item type | ワーキングペーパー/Working Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2015-10-23 | |||||
| タイトル | ||||||
| タイトル | Prediction of the Prefectural Economy in Japan Using a Stochastic Model | |||||
| 言語 | en | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Prefectural economy | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Japan | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Stochastic model | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Markov chain | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_8042 | |||||
| 資源タイプ | working paper | |||||
| 著者 |
坂本, 博
× 坂本, 博 |
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| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | This study develops a simple forecasting model using Japanese prefectural data. The Markov chain, known as a stochastic model, corresponds to a first-order vector auto-regressive (VAR) model. If the transition probability matrix can be appropriately estimated, a forecasting model using the Markov chain can be constructed. This study introduces a methodology for estimating the transition probability matrix of the Markov chain using least-squares optimization. The model is used first to analyze economy-wide changes encompassing all Japanese prefectures up to 2020. Second, a shock emanating from one prefecture is inserted into the transition probability matrix to investigate its influence on the other prefectures. Finally, a Monte Carlo experiment is conducted to refine the model's predicted outcomes. Although this study's model is simple, we provide more sophisticated forecasting information for prefectural economies in Japan. | |||||
| 言語 | en | |||||
| 書誌情報 |
AGI Working Paper Series 巻 2013-02, p. 1-18, 発行日 2013-03 |
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| 著者版フラグ | ||||||
| 出版タイプ | NA | |||||
| 出版タイプResource | http://purl.org/coar/version/c_be7fb7dd8ff6fe43 | |||||
| JEL分類コード | ||||||
| 主題Scheme | Other | |||||
| 主題 | JEL classification: C15, C53, C61, O53, R12 | |||||
