{"created":"2023-06-20T13:51:17.771424+00:00","id":780,"links":{},"metadata":{"_buckets":{"deposit":"607a52be-0032-4523-b32a-6d39f09c40e8"},"_deposit":{"created_by":3,"id":"780","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"780"},"status":"published"},"_oai":{"id":"oai:oiu.repo.nii.ac.jp:00000780","sets":[]},"author_link":["3776"],"item_3_biblio_info_12":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2018-01-31","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"63","bibliographicPageStart":"53","bibliographicVolumeNumber":"31","bibliographic_titles":[{"bibliographic_title":"国際研究論叢 : 大阪国際大学紀要"},{"bibliographic_title":"OIU journal of international studies","bibliographic_titleLang":"en"}]}]},"item_3_description_11":{"attribute_name":"抄録(英)","attribute_value_mlt":[{"subitem_description":"　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.\n　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.","subitem_description_type":"Other"}]},"item_3_description_15":{"attribute_name":"表示順","attribute_value_mlt":[{"subitem_description":"5","subitem_description_type":"Other"}]},"item_3_description_2":{"attribute_name":"ページ属性","attribute_value_mlt":[{"subitem_description":"P","subitem_description_type":"Other"}]},"item_3_description_8":{"attribute_name":"記事種別(日)","attribute_value_mlt":[{"subitem_description":"論文","subitem_description_type":"Other"}]},"item_3_description_9":{"attribute_name":"記事種別(英)","attribute_value_mlt":[{"subitem_description":"Article","subitem_description_type":"Other"}]},"item_3_source_id_1":{"attribute_name":"雑誌書誌ID","attribute_value_mlt":[{"subitem_source_identifier":"AN10110523","subitem_source_identifier_type":"NCID"}]},"item_3_source_id_19":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"09153586","subitem_source_identifier_type":"ISSN"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"植松, 康祐"},{"creatorName":"ウエマツ, コウユウ","creatorNameLang":"ja-Kana"},{"creatorName":"Uematsu, Koyu","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"3776","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"9000019197852","nameIdentifierScheme":"CiNii ID","nameIdentifierURI":"http://ci.nii.ac.jp/nrid/9000019197852"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-02-23"}],"displaytype":"detail","filename":"31-2-053.pdf","filesize":[{"value":"902.6 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"31-2-053.pdf","url":"https://oiu.repo.nii.ac.jp/record/780/files/31-2-053.pdf"},"version_id":"02d28d76-4598-4a76-b501-7fc178483216"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"日経平均株価","subitem_subject_scheme":"Other"},{"subitem_subject":"海外株式指標","subitem_subject_scheme":"Other"},{"subitem_subject":"為替レート","subitem_subject_scheme":"Other"},{"subitem_subject":"相関分析","subitem_subject_scheme":"Other"},{"subitem_subject":"重回帰分析","subitem_subject_scheme":"Other"},{"subitem_subject":"ベクトル自己回帰モデル","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"ベクトル自己回帰モデルによる日経平均株価予想","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"ベクトル自己回帰モデルによる日経平均株価予想"},{"subitem_title":"Prediction of the Nikkei Stock Average by Vector Auto-Regressive Model","subitem_title_language":"en"}]},"item_type_id":"3","owner":"3","path":["158"],"pubdate":{"attribute_name":"公開日","attribute_value":"2018-02-23"},"publish_date":"2018-02-23","publish_status":"0","recid":"780","relation_version_is_last":true,"title":["ベクトル自己回帰モデルによる日経平均株価予想"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-06-20T14:11:54.938675+00:00"}