カナザワ,ユウイチロウ   KANAZAWA, Yuichiro
  金澤 雄一郎
   所属   国際基督教大学教養学部 アーツ・サイエンス学科
   職種   教授
言語種別 英語
発行・発表の年月 2012
形態種別 研究論文
査読 査読あり
標題 Another view of impact of BSE crisis in Japanese meat market through the almost ideal demand sys
tem model with Markov switching.
執筆形態 共著
掲載誌名 Applied Economics Letters
掲載区分国外
出版社・発行元 Taylor and Francis
巻・号・頁 19(16),pp.1643-1647
著者・共著者 ◎Satoshi KABE
概要 During this study period, there have been serious food safety concerns regarding Bovine Spongiform Encephalopathy (henceforth BSE) and bird flu in Japan. Previous studies such as Peterson and Chen (2005) and Ishida et al. (2010) assumed that structural change points in demands were already known and they specified transition functions at the change points. On the other hand, we detected the structural change points without any prior information about change points. To assess the structural change points in the Japanese meat market, we employed the Markov-Switching Almost Ideal Demand System (MS-AIDS) model (Allais and Nichèle, 2007). In this study, we found the structural change point coinciding with the timing of the first reported case of BSE, but not of bird flu.
DOI http://dx.doi.org/10.1080/13504851.2011.650328