＜報告II要旨＞日本古代における気候変動と国家 : 8世紀初頭の災害対策

departmental bulletin pape

Period adding structure in a 2D discontinuous model of economic growth

We study the dynamics of a growth model formulated in the tradition of Kaldor and Pasinetti where the accumulation of the ratio capital/workers is regulated by a two-dimensional discontinuous map with triangular structure. We determine analytically the border collision bifurcation boundaries of periodicity regions related to attracting cycles, showing that in a two-dimensional parameter plane these regions are organized in the period adding structure. We show that the cascade of flip bifurcations in the base one-dimensional map corresponds for the two-dimensional map to a sequence of pitchfork and flip bifurcations for cycles of even and odd periods, respectively

Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach

We analyze a financial market model with heterogeneous interacting agents where fundamentalists and chartists are considered. We assume that fundamentalists are homogeneous in their trading strategy but heterogeneous in their belief about the asset’s fundamental value. On the other hand, we consider that chartists, when they are optimistic become overconfident and they trade more than when they are pessimistic. Consequently, our model dynamics are driven by a one-dimensional piecewise-linear continuous map with three linear branches. We investigate the bifurcation structures in the map’s parameter space and describe the endogenous fear and greed market dynamics arising from our asset-pricing model

Revisiting Samuelson’s models, linear and nonlinear, stability conditions and oscillating dynamics

In this work, we reconsider the dynamics of a few versions of the classical Samuelson’s multiplier–accelerator model for national economy. First we recall that the classical one with constant governmental expenditure, represented by a linear second-order difference equation, is able to generate oscillations converging to the equilibrium for a wide range of values of the parameters, and give its analytic solution for all the possible cases. A delayed version proposed in the recent literature, represented by a linear third-order difference equation, is also considered. We show that also this model is able to produce converging oscillations, and give a complete analysis of the stability region of the equilibrium. A new simple nonlinear model is proposed, showing that it keeps oscillatory behavior, although coupled with other dynamics related to global effects. Our analysis confirms that the seminal work of Samuelson and simple modifications of it, may give powerful tools in the study of the business cycles

Circular Distribution of Corona Current of Multiple-Conductor― Transmission line (Ⅳ）―

departmental bulletin pape

Kurtosis analysis in GARCH models with Gram–Charlier-like innovations

The approach based on polynomially-modified distributions, known as Gram–Charlier-like (GCl) expansions, has been proven effective to account for both excess kurtosis and skewness of financial data. In this paper, we examine GARCH models with innovations distributed as GCl expansions (GC-GARCH). The kurtosis gluts ascribable to both time-varying volatility and GCl distributed GARCH innovationsis evaluated. Furthermore, a ‘‘kurtosis targeting’’ approach is devised to estimate the kurtosis of GCl innovations. This leads to GC-GARCH models tailored to fit the kurtosis requirements of financial dat

事業部業績測定における減価償却費

Article【論文／Articles】departmental bulletin pape

Circular Distribution of Corona Current of Multiple-Conductor― Transmission Line (Ⅴ）―

departmental bulletin pape

A study of Seating Behavior（Ⅲ）：Seating Position and Reasons for Selecting it．

departmental bulletin pape

兵庫県公立幼稚園における子育て支援に関する研究

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