統合政府に着目する経済学史的視点からはL.ヨハンセンの『巨視的経済モデルにおける銀行組織の役割』The Role of Banking System-Economic Model 1958 L.Johansen が興味深い
1935年Open market operations and their effects on the banking system , Ragnar Frisch に範を求めているようだ
J.H.Rogers The Absorption of Bank Credit 1933も参照される
モヂリアニ1963は自身の1944を参照する
貨幣供給Mは統合政府を前提にしている51頁
"Liquidity Preference and the Theory of Interest and Money", 1944, Econometrica.
- "The Monetary Mechanism and its Interaction with Real Phenomena", 1963, REStat.
フリッシュの影響
https://www.ssb.no/a/histstat/doc/doc_199510.pdf
Frisch, Ragnar (1942): Noen innføringsmerknader om Økosirk-Systemet (Det økonomiske
sirkulasjonssystem). (Some introductory remarks on the Ecocirc-System (The economic circulation
system)). Oslo 37 pp. A shorter version was published in Ekonomisk Tidskrift, 45, 106-121.
Frisch, Ragnar (1952b), i samarbeid med associat Arne Amundsen: Betalingsmiddelforskyvninger
mellom sektorer i et lands næringsliv. Innstilling fra Penge- og Finansrådet. (Frisch, Ragnar in
cooperation with associate Arne Amundsen: Shifting of payments between sectors in the industry life
of a country). Report from the Monetary and Financial Council, 13 January 1952. Oslo, 68-82.
cruel.org/econthought/profiles/modigliani.html
"Liquidity Preference and the Theory of Interest and Money", 1944, Econometrica. "Utility Analysis and the Consumption ...
ラグナー・フリッシュ関連
https://www.kwansei.ac.jp/s_economics/attached/0000132701.pdf
以下の指摘が重要、
《
民間部門で保有される通貨は形式上は政府部門の負債項目の一つとみなされている。》
ヨハンセン,8頁
ただしヨハンセンの主眼は金融政策(付随してそれと財政政策との関係)なので統合政府とはベクトルが違う
8:
であろう。重要な点は, ここでわれわれは最終的な意味での資金の貸手と資金
の借手とを区別しているのであって,この両者間の信用取引きはことごとく銀
行を経由して行なわれるということである。
いま述べたような取引きをモデルに導入するためには,
量を考えなければならない。
次のようなスト。
H=銀行の対政府貸出し額=銀行の政府
U=銀行の対企業貸出し額
D=家計の銀行預金保有額
M. =銀行の現金保有額
証券保有額
M, =企業の現金保有額
Mh =家計の現金保有額
M=民間部門の現金保有額(第2節と同様)
K=企業生産資本=固定資本+在庫残高
さらに後段で, M. とあらわされる変量, すなわち第3節で用いた銀行の過
剰現金保有高を導入する必要が生じよう。
これらのストック量は4部門のバランス·シートに次のような形で表わすこ
とができる。(ここでは民間部門で保有される通貨は形式上は政府部門の負債
項目の一つとみなされている。)
a)政府部 門
b)銀行 部 門
資 産
負
債
資産
負
債
Н
Н
My
Mf
M.
Мл
c)民間企業部門
d)家 計部 門
資 産
負 債
資 産
債
負
K
Mf
D
Mr
ここでは,以上のストック量についてのみその変動が考察される。
以下に用いられる体系は静学的な「1期間」の体系と考えることができ
www.copsmodels.com/ftp/workpapr/g-203.pdf
CGE belongs to the economy-wide class of models, that is, those that provide .... system of linear equations in change and ..... models by L. Johansen. ... played a key role: GAMS for the World Bank and GEMPACK for the ...
www.economicpolicyresearch.org/.../economic.../ ...
Two planners, Leif Johansen and Hollis Chenery, were the intellectual leaders in the creation and use of computable general equilibrium (CGE) models in development economics. ... and more direct actions such as supporting specific investment projects through an agency such as a development bank.
https://books.google.co.jp › books
参考文献 265 Hadjimichalakis M.G "The Rose-Wicksell Model: Inside Money、Stability and Stabilization Policies”Journal ofMacroeconomics、Vol3 No3、1981 ... Economics Vol.59、2003 Johansen L "The Role of the Banking System in a Macro-Economic Model" International Economic Papers Vol.8、1958 King R.G "The New ...
https://books.google.co.jp › books
Lars Jonung, Jaakko Kiander, Pentti Vartia - 2009 -
プレビュー -
他の版
Johansen, L. (1958), 'The role of the banking system in a macroeconomic model', International Economic Papers, no. 8. First published in 1956 (in Norwegian) as 'Bankenes rolle i en makroøkonomisk modell', Statsøkonomisk Tidsskrift, 70, 1–26. Johansen, P.R. and T. Eika (2000), 'Driving forces behind business cycles in ...
https://books.google.co.jp › books
水野正一 - 1963 - スニペット表示
1 問題点ここ数年、経済学界における流行の感がある計量経済学的モデル分析における最大の弱点は、金融面の適切な考慮を ... No.8、1958における L Johansenの論文“The Role of the Banking Systemin a Macro-economic Model"において見いだされ ...
https://books.google.co.jp › books
Adachi Hideyuki, Nakamura Tamotsu, Osumi Yasuyuki - 2015 -
プレビュー
References Asada, T. (2012), “Modeling Financial Instability,” European Journal of Economics and Economic Policies: Intervention, Vol. 9, pp. 215–232. Blinder, A. (1987) ... Johansen, L. (1958), “The Role of Banking System in a Macro-Economic Model,” International Economic Papers, Vol. 8, pp. 91–110. Kalecki, M. (1937) ...
https://books.google.co.jp › books
137 ー 158 、および L Johansen:The Role of the Banking System in a Macro- Economic Model, International Economic Papers No . 8 、 1958 , pp . 91 ー 110 を参照。 5)利子率が資金市場の調整機能を失うのは、資金割当や資金貸出条件による貸出 ...
https://books.google.co.jp › books
1971 - スニペット表示
1966 , pp . 37 ー 53 を参照 o 6) J.H. Rogers、The Absorption of Bank Credit Ec"*" Vo1.1、1933 pp . 63 ー 70 . ... L.Johansen、The Role of Banking System in a Macro ー Economic Mode1, International Economic Paper" No8 1958・ pp . 91 一 110 ...
1 Comments:
Frisch, Ragnar (1950b): Særuttalelser i Penge- og Finansrådets innstilling 30. august. (Special
comments in the report of the Monetary and Financial Council). St.prop. nr. 129 (1950) Annex 10-
11. Special comments together with Gunnar Bøe Annex 27-32. Oslo.
Frisch, Ragnar (1951a): Statens plikt til cirkulasjonsregulering. (Nedtegnet i hast 10.-12. desember
1932). (The Governments duty to circulation planning). Written in a hurry 10-12 December 1932).
Memorandum from the Institute of Economics, 11 January 1951. Oslo, 35 pp.
Frisch, Ragnar (1951b): Særuttalelse i Penge- og Finansrådets innstilling, 15. oktober 1951.
(Special comments in the report of the Monetary and Financial Council together with Bjerve, P.J.,
Jahn, G. and Getz Wold, K.). Oslo, 40-41.
Frisch, Ragnar (1952a): Økonomisk demokrati. (Economic Democracy). Memorandum from the
Institute of Economics, 16 October 1952. Oslo, 20 pp.
Frisch, Ragnar (1952b), i samarbeid med associat Arne Amundsen: Betalingsmiddelforskyvninger
mellom sektorer i et lands næringsliv. Innstilling fra Penge- og Finansrådet. (Frisch, Ragnar in
cooperation with associate Arne Amundsen: Shifting of payments between sectors in the industry life
of a country). Report from the Monetary and Financial Council, 13 January 1952. Oslo, 68-82.
Frisch, Ragnar (1952c): Reperkusjonsanalytiske problemer som kan studeres på grunnlag av vare- og
tjenestetilgangen oppdelt etter tiltrekningsandeler, hovedkategorier av goder og næringssektorer.
(Problems of repercussion analysis that can be studied on the basis of the supply of goods and
services divided by estimation shares, major categories of goods and industrial sectors).
Memorandum from the Institute of Economics, 6 November 1952. Oslo, 161 pp.
Frisch, Ragnar (1953): Samfunnsmodell anvendt i en analyse av hvordan de økonomiske faktorer
griper inn i hverandre. (Model of the Society applied in an analysis of how the economic factors are
interrelated). Stimulator, 6, No. 3, 5-19.
Frisch, Ragnar (1955): «From National Accounts to Macro-Economic Decision Models» in M.
Gilbert and R. Stone (eds): Income and Wealth. Series IV. London: Bowes and Bowes Publishers
Ltd., 1-26.
Frisch, Ragnar (1956): Submodell, Medianmodell og Refi-modell. (Sul
Refi-model). Memorandum from the Institute of Economics. 2 January 1956. Oslo, 24 pp. (See also
Memorandum of 21 October 1956, 5 February 1957, 4 June 1957).
odel, Median model and
Frisch, Ragnar (1957a): Oslo Decision Models. Memorandum from the Institute of Economics, 4
June 1957. Oslo, 47 pp.
Frisch, Ragnar (1957b): Om målsettingsformuleringen ved nasjonal planlegging. (On the
formulation of objectives in national planning). Nationaløkonomisk Tidsskrift, 95, 125-130.
Frisch, Ragnar (1958): Økonomikkens landevinninger i nyere tid. (Recent progress in economics).
Statsøkonomisk Tidsskrift, 72, 263-286.
Frisch, Ragnar (1959a): Aggregat-Refi-Modeller. (Aggregate Refi-Models). Memorandum from the
Institute of Economics, 20 April 1959. Oslo, 92. (See also memoranda of 29 June 1959, 17
November 1959, 19 February 1960 and 27 June 1960.) Printed in Frisch, Ragnar: The Oslo Refi
Interflow Table. Bulletin de L'institut International de Statistique, 33 session, Paris 1961, 1-11 and
36
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