{"created":"2021-03-01T06:34:29.332916+00:00","id":17184,"links":{},"metadata":{"_buckets":{"deposit":"1bcdc8a3-765e-4ed6-8e50-34772fcba2a0"},"_deposit":{"id":"17184","owners":[],"pid":{"revision_id":0,"type":"depid","value":"17184"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00017184","sets":["55:864:952:953","9:504:867:954:955"]},"item_4_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Stochastic Characterization of Bernanke and Gertler (1989, AER)"}]},"item_4_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2006-03-30","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"5-6","bibliographicPageEnd":"40","bibliographicPageStart":"25","bibliographicVolumeNumber":"57","bibliographic_titles":[{"bibliographic_title":"社會科學研究"}]}]},"item_4_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_4_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"この論文では,Bernanke and Gertler (1989, AER)の確率的動学モデルの分析を通じて,銀行部門の不安定性と景気循環の相互作用のメカニズムを明らかする.銀行がマクロショックに直面しかつそのリスクを預金者に移転できないとき,マクロリスクは銀行部門を直撃する.銀行と借り手企業家だけでなく銀行と預金者との間にもインセンティブ問題が発生し,預金者による銀行取り付けが最適契約の一部として導かれる.取り付けによって生じる資本の喪失と借り手の自己資本の減少が引き起こす負のバランスシート効果の相互作用が景気の変動を生み出す.バランスシート効果のみに焦点を当てているBernanke and Gertlerが描写した世界よりも,不況はより持続的にかつ深刻になることが明らかにされる.","subitem_description_type":"Abstract"},{"subitem_description":"I characterize a dynamic stochastic model of Bernanke and Gertler (1989, AER). The stochastic dynamic model provides a benchmark for understanding the interaction between business fluctuations and widespread bank failures that happen when banks cannot offer contracts contingent on aggregate states to their depositors. Bank runs occur as a part of optimal contracts in the adverse aggregate state even if they are socially wasteful. The interaction between costly liquidation of capital in case of runs and the adverse balance sheet effect makes recessions more devastating and long-lasting than the economy analyzed by Bernanke and Gertler.","subitem_description_type":"Abstract"}]},"item_4_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"107716","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Sakuragawa, Masaya"}]}]},"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_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_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"300","subitem_subject_scheme":"NDC"}]},"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":"慶応義塾大学経済学部"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"櫻川, 昌哉"}],"nameIdentifiers":[{"nameIdentifier":"107715","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":"2017-06-26"}],"displaytype":"detail","filename":"KJ00004434909.pdf","filesize":[{"value":"991.8 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KJ00004434909.pdf","url":"https://repository.dl.itc.u-tokyo.ac.jp/record/17184/files/KJ00004434909.pdf"},"version_id":"e7a2fc90-5578-4634-a334-d1af07721257"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"世代重複モデル","subitem_subject_scheme":"Other"},{"subitem_subject":"金融契約","subitem_subject_scheme":"Other"},{"subitem_subject":"マクロリスク","subitem_subject_scheme":"Other"},{"subitem_subject":"銀行取り付け","subitem_subject_scheme":"Other"},{"subitem_subject":"確率的動学均衡","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":"金融の不安定性と景気循環 : Bernanke and Gertler (1989, AER)の確率的動学分析","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"金融の不安定性と景気循環 : Bernanke and Gertler (1989, AER)の確率的動学分析"}]},"item_type_id":"4","owner":"1","path":["953","955"],"pubdate":{"attribute_name":"公開日","attribute_value":"2008-09-19"},"publish_date":"2008-09-19","publish_status":"0","recid":"17184","relation_version_is_last":true,"title":["金融の不安定性と景気循環 : Bernanke and Gertler (1989, AER)の確率的動学分析"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T05:03:55.301430+00:00"}