{"created":"2021-03-01T06:34:15.652421+00:00","id":16970,"links":{},"metadata":{"_buckets":{"deposit":"46c2ffbf-4331-4aff-887c-42074a85c9eb"},"_deposit":{"id":"16970","owners":[],"pid":{"revision_id":0,"type":"depid","value":"16970"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00016970","sets":["55:864:892:900","9:504:867:894:901"]},"item_4_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Knightian Uncertainty and Real Wage Rigidity"}]},"item_4_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-11-01","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"71","bibliographicPageStart":"51","bibliographicVolumeNumber":"63","bibliographic_titles":[{"bibliographic_title":"社會科學研究"}]}]},"item_4_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Azariadis (1975) は不完全雇用の原因となる実質賃金の硬直性の理論的根拠の一つとして,リスク中立的な企業がリスク回避的な勤労者に対し所得変動のリスクを除去する保険としての硬直的賃金を提示している.Azariadis のモデルが完全情報を前提としているのに対し,本研究は勤労者の行動が勤労者の私的情報であり,完全な保険の提供が不可能な非対称情報下でのプリンシパル・エージェント問題(PA 問題)の枠組みにおいても実質賃金の硬直性が生じうることを示す. もし勤労者がいわゆるナイト流の不確実性に直面し,その選好がSavage (1954) の公理を満たさない場合,「起こりうる最高の成果以外の成果についてはその多寡に関わらず報酬を一定額に固定されるような」賃金契約が,仮に企業が勤労者の行動(努力)を観察できないような非対称情報下であっても,PA 問題の解としての最適なインセンティヴ・スキームとなりうる.もし勤労者の選好が期待効用関数で表現できず,Nishimura andOzaki (2006) で公理化されているような,ε-contamination と呼ばれる複数の確率分布からなる集合についてのMaximin の期待効用(MMEU)で表現される場合,勤労者は最善の成果と最悪の成果の間の乖離で表現されるようなリスクよりも寧ろ,最悪の状態が平均的な状態から離れて大きく落ち込むことを深刻視する.こうした勤労者はリスクプレミアムよりも寧ろ,「不確実性」プレミアムと称すべきプレミアム,すなわち,所得の変動によって生じる「最悪の状態が平均から大きく乖離すること」の厚生損失の補償を要求する.このような勤労者と対峙する企業にとっては,勤労者にインセンティヴを与える方法として,最高位の成果に対して大きく報い,それ以外の成果については報酬を一定額に固定するという方法が,勤労者に与えるプレミアムの総額を節約する観点から望ましくなる.","subitem_description_type":"Abstract"},{"subitem_description":"Contrary to a theoretical foundation of real wage rigidity shown by Azariadis (1975) as an implicit contract of insurance provided by an employer under perfect information, this paper shows that real wage rigidity emerges in the principal-agent problem, where an agent’s effort level is not observable and verifiable and the principal (firm) cannot provide perfect insurance. If a worker is confronted with Knightian uncertainty and his/ her preference does not satisfy the axioms of Savage (1954) but can be represented by maxmin expected utility (MMEU) with respect to a set consisted of multiple priors called ε-contamination, for which axioms are given by Nishimura and Ozaki (2006), the firm has to bear “uncertainty premium” to compensate the worker’s welfare loss caused by the gap between the minimum and the mean value of utilities, rather than “risk premium”. In order to minimize the former premium, it is optimal to give an incentive to the worker by offering wage contract such that the wage is fixed for almost all the outcomes other than for the best outcome.","subitem_description_type":"Abstract"}]},"item_4_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"特集 新しいマクロ経済理論の構築を目指して","subitem_description_type":"Other"}]},"item_4_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"27057","nameIdentifierScheme":"WEKO"}],"names":[{"name":"TAMAI, Yoshihiro"}]}]},"item_4_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"東京大学社会科学研究所"}]},"item_4_select_14":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_select_item":"publisher"}]},"item_4_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00108966","subitem_source_identifier_type":"NCID"}]},"item_4_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"03873307","subitem_source_identifier_type":"ISSN"}]},"item_4_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Institute of Social Science, The University of Tokyo"}]},"item_4_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"神奈川大学経済学部"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"玉井, 義浩"}],"nameIdentifiers":[{"nameIdentifier":"27056","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-06-08"}],"displaytype":"detail","filename":"shk063001005.pdf","filesize":[{"value":"1.4 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"shk063001005.pdf","url":"https://repository.dl.itc.u-tokyo.ac.jp/record/16970/files/shk063001005.pdf"},"version_id":"78aa5a7c-2bba-4c02-9766-afe07eeb8813"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"ナイト流不確実性","subitem_subject_scheme":"Other"},{"subitem_subject":"実質賃金硬直性","subitem_subject_scheme":"Other"},{"subitem_subject":"不確実性プレミア","subitem_subject_scheme":"Other"},{"subitem_subject":"リスクプレミアム","subitem_subject_scheme":"Other"},{"subitem_subject":"プリンシパル=エージェント問題","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":"ナイト流不確実性と実質賃金の硬直性","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"ナイト流不確実性と実質賃金の硬直性"}]},"item_type_id":"4","owner":"1","path":["900","901"],"pubdate":{"attribute_name":"公開日","attribute_value":"2016-11-20"},"publish_date":"2016-11-20","publish_status":"0","recid":"16970","relation_version_is_last":true,"title":["ナイト流不確実性と実質賃金の硬直性"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T03:55:51.133325+00:00"}