http://hdl.handle.net/10086/13518 Edited by: 社会科学の統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences<BR>Sponsored by: 21世紀COEプログラム<BR>Published by: Institute of Economic Research, Hitotsubashi University チャネルの検索 検索 http://hermes-ir.lib.hit-u.ac.jp/rs/simple-search http://hdl.handle.net/10086/17316 Title: 銀行系ベンチャーキャピタルとIPOが企業の設備投資行動に与える影響 <br/> <br/>Authors: 比佐, 優子 <br/> <br/>社会科学における統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences http://hdl.handle.net/10086/16460 Title: 戦間期日本における魚類消費量の新推計（1921-40） <br/> <br/>Authors: 江口, 誠一 <br/> <br/>社会科学における統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences <br/> <br/>歴史統計に関するスタンダードとみなされている篠原三代平『個人消費支出（長期経済統計6）』は魚類消費量に関するかぎり，『学術振興会』の推計系列，『鉄道統計資料』とかなり異なっており，その推計の信憑性に疑問をいだかせる．そこで『農林省統計』内地海面鮮魚介漁獲量を原系列として，『港湾統計』鮮魚介移入量のタイムトレンド，及び『学術振興会』推計から，国内魚類生産量と消費量を導いた．これにより，『篠原推計』よりは実態に近い系列を得た．なおアペンディクスでは，従来はほとんど採用されることのなかった内務省土木部『港湾統計』に記載されている魚類貨物（塩乾魚と鮮魚介）をとりあげ，その港湾間移出入数量の不一致データを検討した．結果として，その不一致は特定の港湾間に生じており，大部分の誤差は当時の統計水準から許容範囲にあることがわかったので，上記魚類消費量推計のための資料として利用した． http://hdl.handle.net/10086/16259 Title: The Influence of Intra-Industry Trade on Export Sensitivity to Exchange Rates <br/> <br/>Authors: Oguro, Yoko <br/> <br/>社会科学における統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences <br/> <br/>This paper adds to the literature that suggests that exports become less sensitive to exchange rate movements under certain circumstances. Focusing on the industry-specific sensitivity of export quantities to exchange rates in the context of intra-industry trade (IIT), this paper theoretically and empirically investigates this relationship. It is assumed that more IIT implies a smaller elasticity of substitution among differentiated products and vice versa. The model presented suggests that the gap in production costs has an influence on IIT as well. The empirical analysis investigates six cross-country industry-panels for the bilateral trade of eight East Asian countries, Japan, and the United States with the EU, Asia, Japan, and North America. The results confirm that export sensitivity to exchange rates declines as the extent of IIT increases. The policy implication of the results is that exchange rate revaluations become a less powerful tool to redress trade imbalances when substantial IIT exists. <br/> <br/>Description : First version: October 2007; This version: February 2008 http://hdl.handle.net/10086/16258 Title: Bayesian Estimation of Unknown Regression Error Heteroscedasticity <br/> <br/>Authors: Chigira, Hiroaki; Shiba, Tsunemasa <br/> <br/>社会科学における統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences <br/> <br/>We propose a Bayesian procedure to estimate heteroscedastic variances of the regression error term, when the form of heteroscedasticity is unknown. We use prior information that is elicited from the well-known Eicker -White Heteroscedasticity Consistent Variance- Covariance Matrix Estimator, and then use Markov Chain Monte Carlo algorithm to simulate posterior pdf's of the unknown heteroscedastic variances. In addition to numerical examples, we present an empirical investigation of the stock prices of Japanese pharmaceutical and biomedical companies. <br/> <br/>Description : October 2007; Revised February 2008 -- Cover; February 23, 2008 -- Title page