JAIST Repository: 所定外労働時間と経済回復力の関係

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JAIST Repository

https://dspace.jaist.ac.jp/ Title 所定外労働時間と経済回復力の関係 Author(s) 宮崎, 貴史; 大内, 紀知 Citation 年次学術大会講演要旨集, 33: 791-794 Issue Date 2018-10-27

Type Conference Paper

Text version publisher

URL http://hdl.handle.net/10119/15678

Rights

本著作物は研究・イノベーション学会の許可のもとに掲載するものです。This material is posted here with permission of the Japan Society for Research Policy and Innovation Management.

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1. , 2005; , 2007 ,2008 2014 , 2018 2018 2. 2.1 VAR VAR Zhang 2008 1998 VAR GDP VAR 2.2 GDP GDP OECD OECD 1970 1 2018 1 2H16.pdf

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3. 3.1 VAR VAR ADF 1 1 1 ADF ***1%, **5%, *10% ) 1 1 VAR 3.2 (Granger,1969) 2 2. . ***1%, **5%, *10% ) 1 ₂₀₁₀₎ 3.3 VAR VAR AR VAR(p) p c n 1 n n VAR p AIC 4 3 VAR(4) c 3 1 3 3 GDP 3.3.1 1 1 1 3 1 GDP 1. GDP . GDP GDP -4.231 -2.877 -0.952 p <0.01*** _0.209 _0.944 5 5 5 GDP -3.151 -5.460 -4.708 p 0.098* _<0.01*** _<0.01*** 5 5 5 1 GDP GDP - 0.023** _<0.01*** 0.012** _- _<0.01*** 0.114 <0.01*** -p from to

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GDP 2 3 1 4 5 GDP 2 2 GDP 5 6 3 3 3 2 4 2 ₂₀₁₀₎ 4 1 GDP GDP 3.3.2 2 MSE 2 4 6 GDP 1 GDP 4. GDP GDP GDP 2 5.

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GDP 1 20% 6 7 9 10 GDP 3 6. 4 GDP 3 4 5 10% 4 GDP GDP 4. GDP 5. [1] Granger ,C.W.J., 1969. Investigating causal relations by econometric models and cross-spectral methods. Econometrica 37(3), 424-438.

[2] Zhang, D., 2008. Oil shock and economic growth in Japan: A nonlinear approach. Energy Economics 30(5), 2374-2390. [3] , 2008. : No. 50, 1-18. [4] , 2010. . [5] , , 2007.

JILPT Discussion Paper Series 07-01. [6] , 2014. . [7] , 2005. NTT . [8] , 2018. JILPT No. 204, . [9] , 1998.

Working Paper Series 98-9, .