Research projects
Yabu, Tomoyoshi
1-3 items (total 3)
2020.04 - 2024.03
非線形時系列手法を用いたマクロ経済分析
- Providing Institution
- MEXT,JSPS
- Program Name
- Grant-in-Aid for Scientific Research
- Research Institution
- MEXT,JSPS
- Role
- Principal investigator
- Researcher
- 藪 友良
- Research Category
- Grant-in-Aid for Scientific Research (C)
- Research Funding Type
- Research grant
2017.04 - 2020.03
非線形時系列手法を用いた為替レートの分析
- Providing Institution
- MEXT,JSPS
- Program Name
- Grant-in-Aid for Scientific Research
- Research Institution
- MEXT,JSPS
- Role
- Principal investigator
- Researcher
- 藪 友良
- Research Category
- Grant-in-Aid for Scientific Research (C)
- Research Funding Type
- Research grant
単位根 / 定常 / 構造変化 / 介入 / 為替レート
2014.04 - 2018.03
Time Series Analysis of Financial Data
- Providing Institution
- MEXT,JSPS
- Program Name
- Grant-in-Aid for Scientific Research
- Research Institution
- MEXT,JSPS
- Role
- Principal investigator
- Researcher
- 藪 友良
- Research Category
- Grant-in-Aid for Scientific Research (C)
- Research Funding Type
- Research grant
為替介入 / 非線形トレンド / 単位根 / 代理変数 / 介入 / 円ドルレート / 運用利益 / 外貨準備 / 定常 / 非定常