{"_buckets": {"deposit": "69c77420-99c7-4ff9-b5e4-0a040efc3c2b"}, "_deposit": {"id": "42120", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "42120"}, "status": "published"}, "_oai": {"id": "oai:repository.dl.itc.u-tokyo.ac.jp:00042120"}, "item_8_biblio_info_7": {"attribute_name": "\u66f8\u8a8c\u60c5\u5831", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2009-08", "bibliographicIssueDateType": "Issued"}, "bibliographicVolumeNumber": "CIRJE-F-635", "bibliographic_titles": [{"bibliographic_title": "Discussion paper series. CIRJE-F"}]}]}, "item_8_description_13": {"attribute_name": "\u30d5\u30a9\u30fc\u30de\u30c3\u30c8", "attribute_value_mlt": [{"subitem_description": "application/pdf", "subitem_description_type": "Other"}]}, "item_8_description_5": {"attribute_name": "\u6284\u9332", "attribute_value_mlt": [{"subitem_description": "The El Ninos Southern Oscillations (ENSO) is a periodical phenomenon of climatic interannual variability which could be measured through either the Southern Oscillation Index (SOI) or the Sea Surface Temperature (SST) Index. The main purpose of this paper is to analyze these two indexes in order to capture ENSO volatility. The empirical results show that both the ARMA(1,1)-GARCH(1,1) and ARMA(3,2)-GJR(1,1) models are suitable for modelling ENSO volatility. Moreover, 1998 is a turning point for the volatility of SOI, and the ENSO volatility has became stronger since 1998 which indicates that the ENSO strength has increased.", "subitem_description_type": "Abstract"}]}, "item_8_description_6": {"attribute_name": "\u5185\u5bb9\u8a18\u8ff0", "attribute_value_mlt": [{"subitem_description": "\u672c\u6587\u30d5\u30a3\u30eb\u306f\u30ea\u30f3\u30af\u5148\u3092\u53c2\u7167\u306e\u3053\u3068", "subitem_description_type": "Other"}]}, "item_8_publisher_20": {"attribute_name": "\u51fa\u7248\u8005", "attribute_value_mlt": [{"subitem_publisher": "\u65e5\u672c\u7d4c\u6e08\u56fd\u969b\u5171\u540c\u30bb\u30f3\u30bf\u30fc"}]}, "item_8_relation_25": {"attribute_name": "\u95a2\u4fc2URI", "attribute_value_mlt": [{"subitem_relation_type_id": {"subitem_relation_type_id_text": "http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf635ab.html", "subitem_relation_type_select": "URI"}}]}, "item_8_source_id_10": {"attribute_name": "\u66f8\u8a8c\u30ec\u30b3\u30fc\u30c9ID", "attribute_value_mlt": [{"subitem_source_identifier": "AA11450569", "subitem_source_identifier_type": "NCID"}]}, "item_8_subject_15": {"attribute_name": "\u65e5\u672c\u5341\u9032\u5206\u985e\u6cd5", "attribute_value_mlt": [{"subitem_subject": "335", "subitem_subject_scheme": "NDC"}]}, "item_8_text_21": {"attribute_name": "\u51fa\u7248\u8005\u5225\u540d", "attribute_value_mlt": [{"subitem_text_value": "Center for International Research on the Japanese Economy"}]}, "item_8_text_34": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"subitem_text_value": "Discussion Paper"}]}, "item_8_text_4": {"attribute_name": "\u8457\u8005\u6240\u5c5e", "attribute_value_mlt": [{"subitem_text_value": "Institute of Economics Academia Sinica, Taipei, Taiwan"}, {"subitem_text_value": "Econometric Institute  Erasmus School of Economics"}, {"subitem_text_value": "Erasmus University Rotterdam"}, {"subitem_text_value": "Tinbergen Institute The Netherlands"}, {"subitem_text_value": "Center for International Research on the Japanese Economy (CIRJE) Faculty of Economics University of Tokyo"}, {"subitem_text_value": "Department of Applied Economics,National Chung Hsing University, Taipei, Taiwan"}]}, "item_access_right": {"attribute_name": "\u30a2\u30af\u30bb\u30b9\u6a29", "attribute_value_mlt": [{"subitem_access_right": "metadata only access", "subitem_access_right_uri": "http://purl.org/coar/access_right/c_14cb"}]}, "item_creator": {"attribute_name": "\u8457\u8005", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Chu, LanFen"}], "nameIdentifiers": [{"nameIdentifier": "96941", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "McAleer, Michael"}], "nameIdentifiers": [{"nameIdentifier": "96942", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "Chen, Chi-Chung"}], "nameIdentifiers": [{"nameIdentifier": "96943", "nameIdentifierScheme": "WEKO"}]}]}, "item_keyword": {"attribute_name": "\u30ad\u30fc\u30ef\u30fc\u30c9", "attribute_value_mlt": [{"subitem_subject": "ENSO", "subitem_subject_scheme": "Other"}, {"subitem_subject": "SOI", "subitem_subject_scheme": "Other"}, {"subitem_subject": "SOT", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Volatility", "subitem_subject_scheme": "Other"}, {"subitem_subject": "GARCH", "subitem_subject_scheme": "Other"}, {"subitem_subject": "GJR", "subitem_subject_scheme": "Other"}, {"subitem_subject": "EGARCH", "subitem_subject_scheme": "Other"}, {"subitem_subject": "JEL Classifications: Q25, Q29, C22", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "\u8a00\u8a9e", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"resourcetype": "technical report", "resourceuri": "http://purl.org/coar/resource_type/c_18gh"}]}, "item_title": "How Volatile is ENSO?", "item_titles": {"attribute_name": "\u30bf\u30a4\u30c8\u30eb", "attribute_value_mlt": [{"subitem_title": "How Volatile is ENSO?"}]}, "item_type_id": "8", "owner": "1", "path": ["9/7435/7436", "62/7433/7434"], "permalink_uri": "http://hdl.handle.net/2261/26682", "pubdate": {"attribute_name": "\u516c\u958b\u65e5", "attribute_value": "2013-05-31"}, "publish_date": "2013-05-31", "publish_status": "0", "recid": "42120", "relation": {}, "relation_version_is_last": true, "title": ["How Volatile is ENSO?"], "weko_shared_id": null}