@article{oai:oiu.repo.nii.ac.jp:00000780,
 author = {植松, 康祐 and Uematsu, Koyu},
 issue = {2},
 journal = {国際研究論叢 : 大阪国際大学紀要, OIU journal of international studies},
 month = {Jan},
 note = {When Lehman Brothers went bankrupt in 2008, as in previous global financial crises, we could see that all banks expanding internationally tended to have closer linkage with global markets to perform balance-sheet adjustments. In recent years, the Nikkei stock average has been influenced a great deal by international linkage.
　I examined how the relationship between the Nikkei stock average and foreign stock indices changes by using correlation analysis. This analysis confirms that international linkage has strengthened in recent years. The purpose of this research is to predict the Nikkei Stock Average. In conventional multiple regression analysis, it is difficult to predict future stock prices. Therefore, models of The United States, Korea, and The United Kingdom are constructed using a Vector Auto-Regressive Model. I try to predict the Nikkei Stock Average for a future period by using an analysis of this data. The Korean and UK models failed, but I succeeded in predicting the Nikkei Stock Average with the United States model. This shows the close economic relationship between Japan and the United States., 5, P, 論文, Article},
 pages = {53--63},
 title = {ベクトル自己回帰モデルによる日経平均株価予想},
 volume = {31},
 year = {2018},
 yomi = {ウエマツ, コウユウ}
}