{"created":"2021-03-01T07:02:33.441835+00:00","id":42641,"links":{},"metadata":{"_buckets":{"deposit":"18931410-3136-4e16-84d6-53b98fa2c3fa"},"_deposit":{"id":"42641","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42641"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042641","sets":["62:377:7438","9:7435:7439"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-09","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"018","bibliographic_titles":[{"bibliographic_title":"JSPS Grants-in-Aid for Scientific Research (S) Understanding Persistent Deflation in Japan Working Paper Series"}]}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper examines how and to what extent parameter estimates can be biased in a dynamic stochastic general equilibrium (DSGE) model that omits the zero lower bound constraint on the nominal interest rate. Our experiments show that most of the parameter estimates in a standard sticky-price DSGE model are not biased although some biases are detected in the estimates of the monetary policy parameters and the steady-state real interest rate. Nevertheless, in our baseline experiment, these biases are so small that the estimated impulse response functions are quite similar to the true impulse response functions. However, as the probability of hitting the zero lower bound increases, the biases in the parameter estimates become larger and can therefore lead to substantial differences between the estimated and true impulse responses.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"2012～2016年度科学研究費補助金[基盤研究(S)]「長期デフレの解明」(研究代表者 東京大学経済学研究科・渡辺努, 課題番号：24223003)","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"UTokyo Price Project"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.price.e.u-tokyo.ac.jp/researchdata/","subitem_relation_type_select":"URI"}}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Faculty of Economics, Keio University"},{"subitem_text_value":"Department of Economics, Southern Methodist University"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Hirose, Yasuo"}],"nameIdentifiers":[{"nameIdentifier":"98065","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Inoue, Atsushi"}],"nameIdentifiers":[{"nameIdentifier":"98066","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":"2017-06-16"}],"displaytype":"detail","filename":"wp018.pdf","filesize":[{"value":"224.9 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"wp018.pdf","url":"https://repository.dl.itc.u-tokyo.ac.jp/record/42641/files/wp018.pdf"},"version_id":"3378ea2d-739b-4944-9fb0-56c75a335fc9"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Zero lower bound","subitem_subject_scheme":"Other"},{"subitem_subject":"DSGE model","subitem_subject_scheme":"Other"},{"subitem_subject":"Parameter bias","subitem_subject_scheme":"Other"},{"subitem_subject":"Bayesian estimation","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL Classi cation: C32, E30, E52","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Zero Lower Bound and Parameter Bias in an Estimated DSGE Model","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Zero Lower Bound and Parameter Bias in an Estimated DSGE Model"}]},"item_type_id":"8","owner":"1","path":["7439","7438"],"pubdate":{"attribute_name":"公開日","attribute_value":"2015-05-11"},"publish_date":"2015-05-11","publish_status":"0","recid":"42641","relation_version_is_last":true,"title":["Zero Lower Bound and Parameter Bias in an Estimated DSGE Model"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:46.713305+00:00"}