{"created":"2023-05-15T15:29:44.765332+00:00","id":19566,"links":{},"metadata":{"_buckets":{"deposit":"db293175-737b-4326-bc5d-617509cf9bce"},"_deposit":{"created_by":15,"id":"19566","owners":[15],"pid":{"revision_id":0,"type":"depid","value":"19566"},"status":"published"},"_oai":{"id":"oai:sucra.repo.nii.ac.jp:00019566","sets":["92:671:672:682:1008"]},"author_link":["30407"],"item_113_biblio_info_9":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2021","bibliographicIssueDateType":"Issued"}}]},"item_113_date_35":{"attribute_name":"作成日","attribute_value_mlt":[{"subitem_date_issued_datetime":"2022-05-24","subitem_date_issued_type":"Created"}]},"item_113_date_granted_20":{"attribute_name":"学位授与年月日","attribute_value_mlt":[{"subitem_dategranted":"2021-03-25"}]},"item_113_degree_grantor_22":{"attribute_name":"学位授与機関","attribute_value_mlt":[{"subitem_degreegrantor":[{"subitem_degreegrantor_name":"埼玉大学"}],"subitem_degreegrantor_identifier":[{"subitem_degreegrantor_identifier_name":"12401","subitem_degreegrantor_identifier_scheme":"kakenhi"}]}]},"item_113_degree_name_21":{"attribute_name":"学位名","attribute_value_mlt":[{"subitem_degreename":"博士(経済学)"}]},"item_113_description_13":{"attribute_name":"形態","attribute_value_mlt":[{"subitem_description":"79p","subitem_description_type":"Other"}]},"item_113_description_24":{"attribute_name":"目次","attribute_value_mlt":[{"subitem_description":"はしがき ............................................................................................................ 1\n\n序章 先行研究と問題意識 ............................................................................................. 6\n　1. 先行研究\n　2. 問題意識\n\n第一章 イールドカーブと金融政策見通し、経済指標 .................................................................... 18\n　1. イールドカーブの考え方\n　2. 金融政策の考え方\n　3. イールドカーブと金融政策見通し、経済指標の関係\n\n第二章 イールドカーブモデル ........................................................................................ 27\n　1. イールドカーブ形状の変化\n　2. 主成分分析とNelson-Siegel モデルによるイールドカーブの分解\n　3. 主成分分析とNelson-Siegel モデルによるイールドカーブモデルの特徴\n\n第三章 米金融政策見通し･経済指標に基づく米国債イールドカーブ変化...................................... 37\n　1. はじめに\n　2. 経済指標と金融政策、イールドカーブの関係\n　3. 各主成分得点と米経済指標の関係\n　4. 結論\n　　 補論\n\n第四章 日米独国債イールドカーブと金融政策反応関数による影響 ........................................................ 51\n　1. はじめに\n　2. 主成分分析によるイールドカーブと金融政策反応関数の関係\n　3. 主成分分析による日米独国債イールドカーブの分解\n　4. モデルの推計\n　5. レジームシフトの考察\n　6. インサンプル予測\n　7. 結論\n　　 補論\n\n終章 ............................................................................................................... 69\n\nあとがき ........................................................................................................... 72\n\n参考文献 ........................................................................................................... 74","subitem_description_type":"Other"}]},"item_113_description_25":{"attribute_name":"注記","attribute_value_mlt":[{"subitem_description":"指導教員 : 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