マクロ計量分析におけるDSGEモデルの役割：「最小解釈」の導入と応用
本稿では，動学的確率的一般均衡モデルのマクロ計量経済分析における役割を，Geweke (2010)による強解釈と弱解釈および最小解釈の3分類に従って批判的に略説する．最小解釈の応用例として，Kano and Nason (2014)による消費の習慣形成の金融政策ショック伝播メカニズムとしての役割に関する実証分析を紹介する．最後に将来研究への展望を議論する．...
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| Published in | 日本統計学会誌 Vol. 44; no. 1; pp. 159 - 187 |
|---|---|
| Main Author | |
| Format | Journal Article |
| Language | Japanese |
| Published |
一般社団法人 日本統計学会
2014
|
| Subjects | |
| Online Access | Get full text |
| ISSN | 0389-5602 2189-1478 |
| DOI | 10.11329/jjssj.44.159 |
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| Abstract | 本稿では，動学的確率的一般均衡モデルのマクロ計量経済分析における役割を，Geweke (2010)による強解釈と弱解釈および最小解釈の3分類に従って批判的に略説する．最小解釈の応用例として，Kano and Nason (2014)による消費の習慣形成の金融政策ショック伝播メカニズムとしての役割に関する実証分析を紹介する．最後に将来研究への展望を議論する． |
|---|---|
| AbstractList | 本稿では，動学的確率的一般均衡モデルのマクロ計量経済分析における役割を，Geweke (2010)による強解釈と弱解釈および最小解釈の3分類に従って批判的に略説する．最小解釈の応用例として，Kano and Nason (2014)による消費の習慣形成の金融政策ショック伝播メカニズムとしての役割に関する実証分析を紹介する．最後に将来研究への展望を議論する． |
| Author | 加納, 隆 |
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| Copyright | 2014 日本統計学会 |
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| References | Christiano, L., Trabandt, M. and Walentin, K. (2011). DSGE models for monetary policy analysis, in Handbook of Monetary Economics (eds. M. F. Benjamin and M. Woodford), vol. 3A, North-Holland. Del Negro, M. and Schorfheide, F. (2004). Priors from general equilibrium models for VARs, Int. Econ. Rev., 45, 643–673. Christiano, L., Eichenbaum, M. and Evans, C. L. (2005). Nominal rigidities and the dynamic effects of a shock to monetary policy, J. Polit. Econ., 113, 1–45. Dib, A. (2003). An estimated Canadian DSGE model with nominal and real rigidities, Can. J. Econ., 36, 949–972. Nason, J. M. and Cogley, T. (1994). Testing the implications of long-run neutrality for monetary business cycle models, J. Appl. Econ., 9, S37–S70. Lancaster, T. (2004). An Introduction to Modern Bayesian Econometrics, Blackwell Publishing, MA. Chari, V. V., Kehoe, P. J. and McGrattan, E. R. (2008). Are structural VARs with long-run restrictions useful in developing business cycle theory?, J. Monet. Econ., 55, 1337–1352. Gregory, A. W. and Smith, G. W. (1991). Calibration as testing: Inference in simulated macroeconomic model, J. Bus. Econ. Stat., 9, 207–303. Kydland, F. E. and Prescott, E. C. (1982). TIme to build and aggregate fluctuations, Econometrica, 50, 1345–1370. Bouakez, H., Cardia, E. and Ruge-Murcia, F. (2005). Habit formation and the persistence of monetary policy shocks, J. Monet. Econ., 52, 1073–1088. Geweke, J. (1999). Using simulation methods for Bayesian econometric models: Inference, development, communication, Econom. Rev., 18, 1–73. 藤原一平，渡部敏明 (2011).「マクロ動学一般均衡モデルーサーベイと日本のマクロデータへの応用ー」『経済研究』 62, 66–93. Bouakez, H. and Kano, T. (2006). Learning-by-doing or habit formation?, Rev. Econ. Dyn., 9, 508–524. Sims, C. A. (2002). Solving linear rational expectations models, Comput. Econ., 20, 1–20. Diebold, F. X., Ohanian, L. E. and Berkowitz, J. (1998). Dynamic equilibrium economies: A framework for comparing models and data, Rev. Econ. Stud., 65, 433–451. Lazer, N. A. (2003). Bayesian empirical likelihood, Biometrika, 90, 319–326. Yin, G. (2009). Bayesian generalized method of moments, Bayesian Analysis, 4, 191–208. Kano, T. (2009). Habit formation and the present-value model of the current account: Yet another suspect, J. Int. Econ., 78, 72–85. Cogley, T. and Nason, J. M. (1995a). Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research, J. Econ. Dyn. Control, 19, 253–278. Del Negro, M. and Schorfheide, F. (2011). Bayesian macroeconometrics, in The Oxford Handbook of Bayesian Econometrics (eds. J. Geweke, G. Koop, and H. van Dijk), Oxford University Press, pp. 293–389. An, S. and Schoefheide, F. (2007). Bayesian analysis of DSGE models, Econom. Rev., 26, 113–172. Cogley, T. and Nason, J. M. (1995b). Output dynamics in real-business-cycle models, Am. Econ. Rev., 85, 492–511. Sims, C. A. (1980). Macroeconomics and reality, Econometrica, 48, 1–48. DeJong, D. N., Ingram, B. F. and Whiteman, C. H. (1996). A Bayesian approach to calibration, J. Bus. Econ. Stat., 14, 1–9. Dridi, R., Guay, A. and Renault, E. (2007). Indirect inference and calibration of dynamic stochastic general equilibrium models, J. Econom., 136, 397–430. Kehoe, P. J. (2007). Comment, in NBER Macroeconomics Annual 2006 (eds. D. Acemoglue, K. S. Rogoff and M. Woodford), 21, 73–96. Gelman, A., Carlin, J. B., Stern, H. S. and Rubin, D. B. (2003). Bayesian Data Analysis, 2nd ed., Chapman and Hall/CRC. Sims, C. A. and Zha, T. (1999). Error bands for impulse responses, Econometrica, 67, 1113–1156. Del Negro, M. and Schorfheide, F. (2009). Monetary policy analysis with potentially misspecified models, Am. Econ. Rev., 99, 1415–1450. Del Negro, M., Schorfheide, F., Smets, F. and Wouters, R. (2007). On the fit of new Keynesian models, J. Bus. Econ. Stat., 25, 123–143. Schorfheide, F. (2000). Loss function-based evaluation of DSGE models, J. Appl. Econ., 15, 645–670. Christiano, L., Eichenbaum, M. and Vigfusson, R. (2007). Assessing structural VARs, in NBER Macroeconomics Annual 2006 (eds. D. Acemoglue, K. S. Rogoff, and M. Woodford), 21, 1–72. Kano, T. and Nason, J. M. (2014). Business cycle implications of internal consumption habit in new Keynesian models, J. Money. Credit Bank., 46, 519–544. McCausland, W. J. (2004). Using the BACC software for Bayesian inference, J. Comput. Econ., 23, 201–218. Bernanke, B. S. and Mihov, I. (1998). Measuring monetary policy, Q. J. Econ., 113, 869–902. Geweke, J. (2010). Complete and Incomplete Econometric Models, Princeton University Press, NJ. Kydland, F. E. and Prescott, E. C. (1996). The computational experiment: An econometric tool, J. Econ. Perspect., 10, 69–86. Kano, T. and Nason, J. M. (2012). Appendix: Business cycle implications of internal consumption habit in new Keynesian models, Discussion Paper 2012-08, Graduate School of Economics, Hitotsubashi University. Geweke, J. (1992). Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments, in Bayesian Statistics (eds. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith), 4,169–194, Oxford University Press, Oxford. Geweke, J. (2005). Comtemporary Bayesian Econometrics and Statistics, John Wiley and Sons, NJ. Kim, J.-Y. (2002). Limited information likelihood and Bayesian analysis, J. Econom., 107, 175–193. Nason, J. M. and Rogers, J. H. (2006). The present-value model of the current account has been rejected: Round up the usual suspects, J. Int. Econ., 68, 159–187. Blanchard, O. J. and Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances, Am. Econ. Rev., 79, 655–673. Guerrón-Quintana, P. A. and Nason, J. M. (2013). Bayesian estimation of DSGE models, in The Handbook of Empirical Methods in Macroeconomics (eds. N. Hashimzade and M. Thorton), Edward Elgar Publishing Ltd., Cheltenham, U.K. Inoue, A. and Shintani, M. (2013). Quasi-Bayesian model selection, mimeo. Smets, F. and Wouters, R. (2007). Shocks and frictions in US business cycles: A Bayesian DSGE approach, Am. Econ. Rev., 97, 1123–1175. |
| References_xml | – reference: Geweke, J. (1992). Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments, in Bayesian Statistics (eds. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith), 4,169–194, Oxford University Press, Oxford. – reference: Cogley, T. and Nason, J. M. (1995b). Output dynamics in real-business-cycle models, Am. Econ. Rev., 85, 492–511. – reference: Kano, T. and Nason, J. M. (2014). Business cycle implications of internal consumption habit in new Keynesian models, J. Money. Credit Bank., 46, 519–544. – reference: McCausland, W. J. (2004). Using the BACC software for Bayesian inference, J. Comput. Econ., 23, 201–218. – reference: Bouakez, H. and Kano, T. (2006). Learning-by-doing or habit formation?, Rev. Econ. Dyn., 9, 508–524. – reference: Christiano, L., Eichenbaum, M. and Vigfusson, R. (2007). Assessing structural VARs, in NBER Macroeconomics Annual 2006 (eds. D. Acemoglue, K. S. Rogoff, and M. Woodford), 21, 1–72. – reference: Sims, C. A. (1980). Macroeconomics and reality, Econometrica, 48, 1–48. – reference: Sims, C. A. (2002). Solving linear rational expectations models, Comput. Econ., 20, 1–20. – reference: Del Negro, M. and Schorfheide, F. (2009). Monetary policy analysis with potentially misspecified models, Am. Econ. Rev., 99, 1415–1450. – reference: Dridi, R., Guay, A. and Renault, E. (2007). Indirect inference and calibration of dynamic stochastic general equilibrium models, J. Econom., 136, 397–430. – reference: Nason, J. M. and Rogers, J. H. (2006). The present-value model of the current account has been rejected: Round up the usual suspects, J. Int. Econ., 68, 159–187. – reference: Del Negro, M. and Schorfheide, F. (2011). Bayesian macroeconometrics, in The Oxford Handbook of Bayesian Econometrics (eds. J. Geweke, G. Koop, and H. van Dijk), Oxford University Press, pp. 293–389. – reference: Christiano, L., Eichenbaum, M. and Evans, C. L. (2005). Nominal rigidities and the dynamic effects of a shock to monetary policy, J. Polit. Econ., 113, 1–45. – reference: Inoue, A. and Shintani, M. (2013). Quasi-Bayesian model selection, mimeo. – reference: Gregory, A. W. and Smith, G. W. (1991). Calibration as testing: Inference in simulated macroeconomic model, J. Bus. Econ. Stat., 9, 207–303. – reference: Kim, J.-Y. (2002). Limited information likelihood and Bayesian analysis, J. Econom., 107, 175–193. – reference: Diebold, F. X., Ohanian, L. E. and Berkowitz, J. (1998). Dynamic equilibrium economies: A framework for comparing models and data, Rev. Econ. Stud., 65, 433–451. – reference: Del Negro, M., Schorfheide, F., Smets, F. and Wouters, R. (2007). On the fit of new Keynesian models, J. Bus. Econ. Stat., 25, 123–143. – reference: Gelman, A., Carlin, J. B., Stern, H. S. and Rubin, D. B. (2003). Bayesian Data Analysis, 2nd ed., Chapman and Hall/CRC. – reference: Kydland, F. E. and Prescott, E. C. (1982). TIme to build and aggregate fluctuations, Econometrica, 50, 1345–1370. – reference: Lazer, N. A. (2003). Bayesian empirical likelihood, Biometrika, 90, 319–326. – reference: 藤原一平，渡部敏明 (2011).「マクロ動学一般均衡モデルーサーベイと日本のマクロデータへの応用ー」『経済研究』 62, 66–93. – reference: Geweke, J. (1999). Using simulation methods for Bayesian econometric models: Inference, development, communication, Econom. Rev., 18, 1–73. – reference: An, S. and Schoefheide, F. (2007). Bayesian analysis of DSGE models, Econom. Rev., 26, 113–172. – reference: Cogley, T. and Nason, J. M. (1995a). Effects of the Hodrick-Prescott filter on trend and difference stationary time series: Implications for business cycle research, J. Econ. Dyn. Control, 19, 253–278. – reference: Guerrón-Quintana, P. A. and Nason, J. M. (2013). Bayesian estimation of DSGE models, in The Handbook of Empirical Methods in Macroeconomics (eds. N. Hashimzade and M. Thorton), Edward Elgar Publishing Ltd., Cheltenham, U.K. – reference: Bernanke, B. S. and Mihov, I. (1998). Measuring monetary policy, Q. J. Econ., 113, 869–902. – reference: Geweke, J. (2005). Comtemporary Bayesian Econometrics and Statistics, John Wiley and Sons, NJ. – reference: Schorfheide, F. (2000). Loss function-based evaluation of DSGE models, J. Appl. Econ., 15, 645–670. – reference: DeJong, D. N., Ingram, B. F. and Whiteman, C. H. (1996). A Bayesian approach to calibration, J. Bus. Econ. Stat., 14, 1–9. – reference: Chari, V. V., Kehoe, P. J. and McGrattan, E. R. (2008). Are structural VARs with long-run restrictions useful in developing business cycle theory?, J. Monet. Econ., 55, 1337–1352. – reference: Christiano, L., Trabandt, M. and Walentin, K. (2011). DSGE models for monetary policy analysis, in Handbook of Monetary Economics (eds. M. F. Benjamin and M. Woodford), vol. 3A, North-Holland. – reference: Dib, A. (2003). An estimated Canadian DSGE model with nominal and real rigidities, Can. J. Econ., 36, 949–972. – reference: Del Negro, M. and Schorfheide, F. (2004). Priors from general equilibrium models for VARs, Int. Econ. Rev., 45, 643–673. – reference: Yin, G. (2009). Bayesian generalized method of moments, Bayesian Analysis, 4, 191–208. – reference: Kydland, F. E. and Prescott, E. C. (1996). The computational experiment: An econometric tool, J. Econ. Perspect., 10, 69–86. – reference: Kano, T. (2009). Habit formation and the present-value model of the current account: Yet another suspect, J. Int. Econ., 78, 72–85. – reference: Nason, J. M. and Cogley, T. (1994). Testing the implications of long-run neutrality for monetary business cycle models, J. Appl. Econ., 9, S37–S70. – reference: Bouakez, H., Cardia, E. and Ruge-Murcia, F. (2005). Habit formation and the persistence of monetary policy shocks, J. Monet. Econ., 52, 1073–1088. – reference: Geweke, J. (2010). Complete and Incomplete Econometric Models, Princeton University Press, NJ. – reference: Blanchard, O. J. and Quah, D. (1989). The dynamic effects of aggregate demand and supply disturbances, Am. Econ. Rev., 79, 655–673. – reference: Lancaster, T. (2004). An Introduction to Modern Bayesian Econometrics, Blackwell Publishing, MA. – reference: Kano, T. and Nason, J. M. (2012). Appendix: Business cycle implications of internal consumption habit in new Keynesian models, Discussion Paper 2012-08, Graduate School of Economics, Hitotsubashi University. – reference: Kehoe, P. J. (2007). Comment, in NBER Macroeconomics Annual 2006 (eds. D. Acemoglue, K. S. Rogoff and M. Woodford), 21, 73–96. – reference: Sims, C. A. and Zha, T. (1999). Error bands for impulse responses, Econometrica, 67, 1113–1156. – reference: Smets, F. and Wouters, R. (2007). Shocks and frictions in US business cycles: A Bayesian DSGE approach, Am. Econ. Rev., 97, 1123–1175. |
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| Title | マクロ計量分析におけるDSGEモデルの役割：「最小解釈」の導入と応用 |
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