{"created":"2023-05-15T11:19:50.093444+00:00","id":299,"links":{},"metadata":{"_buckets":{"deposit":"7345a08f-4f0a-4965-9db1-52411f110441"},"_deposit":{"created_by":2,"id":"299","owners":[2],"pid":{"revision_id":0,"type":"depid","value":"299"},"status":"published"},"_oai":{"id":"oai:nsu.repo.nii.ac.jp:00000299","sets":["6:7:89"]},"author_link":["535","536"],"control_number":"299","item_2_biblio_info_4":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2019-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"54","bibliographicPageEnd":"45","bibliographicPageStart":"25","bibliographic_titles":[{"bibliographic_title":"新潟産業大学経済学部紀要"}]}]},"item_2_description_10":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"論文（Article）","subitem_description_type":"Other"}]},"item_2_description_3":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"本稿の目的は1973年の変動相場制以降展開されてきた為替レートモデルを多変量自己回帰VARモデルに直して、標本期間外の予測精度をランダム･ウォークRWモデルと比較することである。円／ドル、ポンド／ドル、カナダドル／ドルの為替レートに対して、予測のための時間軸において１四半期先予測と４四半期先予測の場合でVARモデルがRWモデルと比較して、かなり予測能力を発揮することを検証する。使用するVARモデルは為替レート経済学に基づく伸縮的価格マネタリーモデル、硬直的価格マネタリーモデル、そして経常勘定を組み入れた硬直的価格モデル等に含まれるファンダメンタルズを予測指標とする。本稿の特徴は変化率タイプのVARモデルを推定・予測に使うことである。予測評価では変化率の予測値を水準値に直して予測精度の比較をRMSEで試みる。","subitem_description_type":"Abstract"}]},"item_2_description_7":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_2_full_name_2":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"536","nameIdentifierScheme":"WEKO"}],"names":[{"name":"HASHIMOTO, Jiro"}]}]},"item_2_publisher_9":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"新潟産業大学経済学部"}]},"item_2_source_id_5":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1341-1551","subitem_source_identifier_type":"PISSN"}]},"item_2_source_id_6":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10492758","subitem_source_identifier_type":"NCID"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"橋本, 次郎","creatorNameLang":"ja"}],"nameIdentifiers":[{"nameIdentifier":"535","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","displaytype":"detail","filename":"54 25-45.pdf","filesize":[{"value":"1.4 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"url":"https://nsu.repo.nii.ac.jp/record/299/files/54 25-45.pdf"},"version_id":"f7baaa07-ba98-4c9b-9d2f-f2417a73abd3"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"為替レート経済学","subitem_subject_scheme":"Other"},{"subitem_subject":"標本期間外予測","subitem_subject_scheme":"Other"},{"subitem_subject":"VARモデル","subitem_subject_scheme":"Other"},{"subitem_subject":"RWモデル","subitem_subject_scheme":"Other"},{"subitem_subject":"RMSE","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"為替レート、ファンダメンタルズ、そしてVARモデル予測 : 円、ポンド、そしてカナダドルの標本期間外予測","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"為替レート、ファンダメンタルズ、そしてVARモデル予測 : 円、ポンド、そしてカナダドルの標本期間外予測","subitem_title_language":"ja"},{"subitem_title":"Exchange Rates, Fundamentals, and VAR Forecasts : The Out-of- Sample Forecasts of Yen, Pounds, and Canadian Dollars","subitem_title_language":"en"}]},"item_type_id":"2","owner":"2","path":["89"],"pubdate":{"attribute_name":"公開日","attribute_value":"2019-11-13"},"publish_date":"2019-11-13","publish_status":"0","recid":"299","relation_version_is_last":true,"title":["為替レート、ファンダメンタルズ、そしてVARモデル予測 : 円、ポンド、そしてカナダドルの標本期間外予測"],"weko_creator_id":"2","weko_shared_id":-1},"updated":"2023-07-19T06:39:55.158025+00:00"}