{"created":"2023-06-20T15:56:08.530721+00:00","id":89,"links":{},"metadata":{"_buckets":{"deposit":"afa2356f-fa5d-49eb-b461-5beff9d56411"},"_deposit":{"created_by":18,"id":"89","owners":[18],"pid":{"revision_id":0,"type":"depid","value":"89"},"status":"published"},"_oai":{"id":"oai:agi.repo.nii.ac.jp:00000089","sets":["2","2:9"]},"author_link":["245"],"control_number":"89","item_2_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-03","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"18","bibliographicPageStart":"1","bibliographicVolumeNumber":"2013-02","bibliographic_titles":[{"bibliographic_title":"AGI Working Paper Series"}]}]},"item_2_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"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.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_2_subject_24":{"attribute_name":"JEL分類コード","attribute_value_mlt":[{"subitem_subject":"JEL classification: C15, C53, C61, O53, R12","subitem_subject_scheme":"Other"}]},"item_2_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_be7fb7dd8ff6fe43","subitem_version_type":"NA"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorAffiliations":[{"affiliationNameIdentifiers":[{"affiliationNameIdentifierScheme":"ISNI","affiliationNameIdentifierURI":"http://www.isni.org/isni/"}],"affiliationNames":[{"affiliationNameLang":"ja"}]}],"creatorNames":[{"creatorName":"坂本, 博","creatorNameLang":"ja"},{"creatorName":"Sakamoto, Hiroshi","creatorNameLang":"en"},{"creatorName":"サカモト, ヒロシ","creatorNameLang":"ja-Kana"}],"familyNames":[{"familyName":"坂本","familyNameLang":"ja"},{"familyName":"Sakamoto","familyNameLang":"en"},{"familyName":"サカモト","familyNameLang":"ja-Kana"}],"givenNames":[{"givenName":"博","givenNameLang":"ja"},{"givenName":"Hiroshi","givenNameLang":"en"},{"givenName":"ヒロシ","givenNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"245","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2015-10-23"}],"displaytype":"detail","filename":"WP2013-02.pdf","filesize":[{"value":"335.9 kB"}],"format":"application/x-msdownload","licensetype":"license_4","mimetype":"application/pdf","url":{"label":"WP2013-02","url":"https://agi.repo.nii.ac.jp/record/89/files/WP2013-02.pdf"},"version_id":"6fad8efe-f934-4f46-8811-f94805c1c604"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Prefectural economy","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Japan","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Stochastic model","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Markov chain","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"working paper","resourceuri":"http://purl.org/coar/resource_type/c_8042"}]},"item_title":"Prediction of the Prefectural Economy in Japan Using a Stochastic Model","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Prediction of the Prefectural Economy in Japan Using a Stochastic Model","subitem_title_language":"en"}]},"item_type_id":"2","owner":"18","path":["2","9"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2015-10-23"},"publish_date":"2015-10-23","publish_status":"0","recid":"89","relation_version_is_last":true,"title":["Prediction of the Prefectural Economy in Japan Using a Stochastic Model"],"weko_creator_id":"18","weko_shared_id":-1},"updated":"2024-05-17T07:22:50.178223+00:00"}