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資産価格と金融政策の関係 : 日本の非伝統的金融政策・米国の「グリーンスパン主義」からの示唆
http://hdl.handle.net/2261/61133
c5ea1fed-26d1-4eb2-90cb-727ec5109d79
名前 / ファイル | ライセンス | アクション | |
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2016-11-20 | |||||
タイトル | ||||||
タイトル | 資産価格と金融政策の関係 : 日本の非伝統的金融政策・米国の「グリーンスパン主義」からの示唆 | |||||
言語 | ||||||
言語 | jpn | |||||
キーワード | ||||||
主題 | Risk-Taking Channel | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Expectations Channel | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Central Bank's Balance Sheet Market-Maker of the Last Resort | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Lender of the Last Resort | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | departmental bulletin paper | |||||
その他のタイトル | ||||||
その他のタイトル | Asset Prices and Monetary Policy : Lessons from the Japan's Unconventional Monetary Policy and the US Greenspanism | |||||
著者 |
竹田, 陽介
× 竹田, 陽介× 矢嶋, 康次 |
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著者別名 | ||||||
識別子 | ||||||
識別子 | 161102 | |||||
識別子Scheme | WEKO | |||||
姓名 | ||||||
姓名 | TAKEDA, Yosuke | |||||
著者別名 | ||||||
識別子 | ||||||
識別子 | 161103 | |||||
識別子Scheme | WEKO | |||||
姓名 | ||||||
姓名 | YAJIMA, Yasuhide | |||||
著者所属 | ||||||
著者所属 | 上智大学経済学部 | |||||
著者所属 | ||||||
著者所属 | ニッセイ基礎研究所 | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | 旧くて新しいテーマである資産価格と金融政策の関係について,金融市場との対話(Blinder, 1998; 2004)およびリアルタイムの政策評価(Taylor, 2009)という二つの新しい視点に言及しながら,日本および米国に関する実証分析の結果を紹介する.具体的には,日本の非伝統的金融政策において資産価格の果たす役割,および米国の資産バブルの後始末に重きを置く「グリーンスパン主義」の適否について,竹田・小巻・矢嶋(2005a; b)および竹田・矢嶋(2006; 2008; 2009; 2010)などに依拠して,非伝統的金融政策の効果,金融市場の情報集約機能と中央銀行の私的情報,効率市場仮説の観点から定量的な結果を示す.そこでは,中央銀行の「最後の買い手」機能,金融政策の波及経路としてのExpectations Channel,資産価格の予測可能性について議論される.最後に,サブプライム・ローン危機後に提唱された金融政策の新たな可能性について言及し,金融政策が資産価格にもたらす影響としてRisk-Taking Channel(Borio and Zhu, 2008)の有効性,および中央銀行のバランス・シートの毀損を通じたコミットメントについて評価し,新たな金融政策が直面する問題に対する示唆を与える. | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | We review literature on asset prices and monetary policy, focusing on both central bank's communication with the financial markets(Blinder, 1998; 2004) and real-time policy-evaluations(Taylor, 2009). The major contribution to the literature consists of our own empirical analyses of the Japan's unconventional monetary policy and the US Greenspanism (Takeda and Yajima, 2006; 2008; 2009; 2010). The issues raised in this paper cover effectiveness of unconventional measures; an information-aggregation role of the financial markets and private information of central banks; and efficient market hypothesis and asset price bubble. Based on some lessons from the results, we shed light on whither the central banking is. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 特集 新しい金融経済学 | |||||
書誌情報 |
社會科學研究 巻 64, 号 3, p. 77-99, 発行日 2013-03-26 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 2189-4256 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AN00108966 | |||||
著者版フラグ | ||||||
値 | publisher | |||||
出版者 | ||||||
出版者 | 東京大学社会科学研究所 | |||||
出版者別名 | ||||||
Institute of Social Science, The University of Tokyo |