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BVARモデルによる非伝統的金融緩和政策の波及効果の抽出
https://chuo-u.repo.nii.ac.jp/records/2001728
https://chuo-u.repo.nii.ac.jp/records/20017281d4c483a-a58a-413b-ba8e-e607425cdb73
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
1347-9938_44_11.pdf (779.0 KB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||||||
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| 公開日 | 2024-09-13 | |||||||||
| タイトル | ||||||||||
| タイトル | BVARモデルによる非伝統的金融緩和政策の波及効果の抽出 | |||||||||
| 言語 | ja | |||||||||
| タイトル | ||||||||||
| タイトル | Extraction of Spillover Effects of Unconventional Monetary Policy Using BVAR Models | |||||||||
| 言語 | en | |||||||||
| 言語 | ||||||||||
| 言語 | jpn | |||||||||
| キーワード | ||||||||||
| 言語 | en | |||||||||
| 主題Scheme | Other | |||||||||
| 主題 | Unconventional monetaly policy | |||||||||
| キーワード | ||||||||||
| 言語 | en | |||||||||
| 主題Scheme | Other | |||||||||
| 主題 | QQE | |||||||||
| キーワード | ||||||||||
| 言語 | en | |||||||||
| 主題Scheme | Other | |||||||||
| 主題 | Asset price channels | |||||||||
| キーワード | ||||||||||
| 言語 | en | |||||||||
| 主題Scheme | Other | |||||||||
| 主題 | the main operating targets | |||||||||
| キーワード | ||||||||||
| 言語 | en | |||||||||
| 主題Scheme | Other | |||||||||
| 主題 | BVAR | |||||||||
| 資源タイプ | ||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||||
| 資源タイプ | departmental bulletin paper | |||||||||
| 著者 |
北村,仁代
× 北村,仁代
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| 抄録 | ||||||||||
| 内容記述タイプ | Abstract | |||||||||
| 内容記述 | Since March 2001, the Bank of Japan has intermittently implemented unconventional monetary easing policies. Among the more than 20 years of accommodative policies, in April 2013, the `Quantitative and Qualitative Monetary Easing Policy' (QQE) was introduced, expanding the scope of monetary policy objectives to include not only quantity but also quality. In this paper, I examined whether there are differences in the transmission channels and effects of monetary policy on a broader economy before and after introduction of the pollicy known as "QQE" using BVAR models. The results of the analysis suggest the following: ・In Japan, the transmission channels of monetary policy through banks were not effective, and the effects were realized through channels involving asset markets. ・The large-scale and diverse monetary supply measures implemented through QQE had a lasting impact on indicators such as the IIP and exchange rates. ・In line with policy objectives，there were clear effects on short and long-term interest rates immediately after policy implementation, with effects on stock prices observed over the long term. ・No discernible effects were observed on the CPI. |
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| 言語 | en | |||||||||
| bibliographic_information |
ja : 企業研究 巻 44, p. 187-207, 発行日 2024-02-28 |
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| 出版者 | ||||||||||
| 出版者 | 企業研究所 | |||||||||
| 言語 | ja | |||||||||
| ISSN | ||||||||||
| 収録物識別子タイプ | ISSN | |||||||||
| 収録物識別子 | 1347-9938 | |||||||||
| 権利 | ||||||||||
| 言語 | ja | |||||||||
| 権利情報 | この資料の著作権は、資料の著作者または学校法人中央大学に帰属します。著作権法が定める私的利用・引用を超える使用を希望される場合には、掲載誌発行部局へお問い合わせください。 | |||||||||
| フォーマット | ||||||||||
| 内容記述タイプ | Other | |||||||||
| 内容記述 | application/pdf | |||||||||
| 出版タイプ | ||||||||||
| 出版タイプ | VoR | |||||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||
