Updated on 2025/08/02

写真a

 
FUKUSHIGE Mototsugu
 
Organization
Faculty of Policy Studies Professor
Other responsible organization
Policy Studies Course of Graduate School of Policy Studies, Master's Program
Policy Studies Course of Graduate School of Policy Studies, Doctoral Program
Contact information
The inquiry by e-mail is 《here》
External link

Degree

  • 博士（国際公共政策） ( 大阪大学 )

  • 修士（経済学） ( 大阪大学 )

Education

  • 1988.3
     

    Osaka University   doctor course   withdrawn without a degree after completion of course credits

  • 1986.3
     

    Osaka University   master course   completed

  • 1984.3
     

    Osaka University   graduated

Research History

  • 2025.4 - Now

    Chuo University   Faculty of Policy Studies   Professor

  • 2005.3 - 2025.3

    Osaka University   Graduate School of Economics   Professor

  • 2002.10 - 2005.2

    Osaka University   Graduate School of Economics

  • 2000.4 - 2002.9

    Kobe University   Graduate School of Economics

  • 1998.4 - 2000.3

    Kobe University

  • 1994 - 1998

    Nagoya City University

  • 1993 - 1994

    Kobe University of Commerce

  • 1990 - 1993

    Kobe University of Commerce

  • 1988 - 1990

    Kobe University of Commerce

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Professional Memberships

  • American Economic Association

  • 日本経済政策学会

  • 日本地域学会

  • 応用地域学会

  • 日本金融学会

  • 日本金融・証券計量・工学学会

  • 日本統計学会

  • 日本経済学会

  • Economentic Socitety

  • 応用統計学会

  • 計算機統計学会

  • 日本国際経済学会

  • 日本応用経済学会

  • 日本財政学会

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Research Interests

  • Public Policy Analysis

  • 計量経済学

  • Econometrics

  • Economic Policy Analysis

  • Public Finance

  • Applied Econometrics

  • 経済政策論

  • 公共政策論

Research Areas

  • Humanities & Social Sciences / Economic statistics

  • Humanities & Social Sciences / Economic policy

  • Humanities & Social Sciences / Public economics and labor economics

  • Humanities & Social Sciences / Money and finance

Papers

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Books

  • 家計による社会的活動の計量分析

    福重元嗣

    2010 

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  • On the Forecast of the National Medical Expenditure

    Sato Masayo, Fukushige Mototsugu

    Kobe University  2001 

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    Language：Japanese  

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  • 直接投資と企業税制

    企業税制改革  2000 

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  • Testing for the Stationarity and the Stability of Equilibrium

    Advances in Econometrics, Sixth World Congress (C. A. Sims ed. , Cambridge Univ. Press)  1994 

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MISC

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Presentations

  • グループ分けされたデータの回帰分析について

    福重元嗣

    理論・計量経済学会西部部会  1986.6 

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    Event date： 1986.6 　 　

    Language：Japanese   Presentation type：Oral presentation (general)  

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Research Projects

  • Econometric Analyses on the Structural Changes in Food Demand

    Grant number：23H00806  2023.4 - 2027.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)  Osaka University

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    Grant amount： \14170000 （ Direct Cost: \10900000 、 Indirect Cost： \3270000 ）

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  • 食品購買行動に関する正しい情報の伝達と理解のための方法

    Grant number：23K21241  2024.4 - 2025.3

    日本学術振興会  科学研究費助成事業  基盤研究(B)  中京大学

    石田 貴士, 福重 元嗣, 氏家 清和, 増田 淳矢, 奥山 尚子, 丸山 敦史

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    Grant amount： \4030000 （ Direct Cost: \3100000 、 Indirect Cost： \930000 ）

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  • 食品購買行動に関する正しい情報の伝達と理解のための方法

    Grant number：21H02293  2021.4 - 2025.3

    日本学術振興会  科学研究費助成事業  基盤研究(B)  千葉大学

    石田 貴士, 福重 元嗣, 氏家 清和, 丸山 敦史

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    Grant amount： \17030000 （ Direct Cost: \13100000 、 Indirect Cost： \3930000 ）

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  • Analysis of social and economic inequalities between people with and without disabilities

    Grant number：18K01674  2018.4 - 2022.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (C)  Konan University

    Ishikawa Noriko

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    Grant amount： \4420000 （ Direct Cost: \3400000 、 Indirect Cost： \1020000 ）

    This research deals with social and economic inequalities between people with and without disabilities focusing on earning and conversion handicaps, Amartya Sen asserts. We show that children with special needs and their families have to bear both the time and psychological cost (i.e., conversion handicap) because of the low accessibility and availability of childcare services. We also assert that a close relationship between individual company and care provider is effective to help reduce employer anxiety and burden and decrease “earning handicap” of people with disabilities.

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  • Happiness and Divorce from Law and Economic Points of Views

    Grant number：18K18574  2018.6 - 2021.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Challenging Research (Exploratory)  Osaka University

    Fukushige Mototsugu

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    Grant amount： \6240000 （ Direct Cost: \4800000 、 Indirect Cost： \1440000 ）

    We conduct a questionnaire survey of persons who have experienced divorce and not remarried. Applying an ordered probit model for several indexes of subjective well-being, we find the following facts: the indexes of most females are affected positively by the direct effect of the divorce and the effects continue only for one and half years after divorce; the U-shaped relationships between age and subjective well-being have no gender differences; as the amount of real assets increases, well-being indexes improve only for females, not males; for some indexes, namely sense of worth and depression, females’ well-being indexes are improved by working; subjective well-being indexes deteriorate in the case of poor health; and finally, the gender gaps in the well-being indexes in relation to attitudes to real assets have implications for the practice of property distribution at divorce.

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  • Profit and Governance Structures in Rregeonal Financial Institutions

    Grant number：16K03747  2016.4 - 2020.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (C)  The University of Kitakyushu

    GOTO NAOHISA

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    Grant amount： \3120000 （ Direct Cost: \2400000 、 Indirect Cost： \720000 ）

    This research tries to empirically investigate the relation between profit and governance structures of shinkin bank and credit union in Japan. The purposes of their governance would differ from those of other banks because Shinkin bank and credit union are cooperative financial institution, not aim the profit maximization. Our results do not show governance variable ( eg ; a number of board members) obviously affect their profit level and rate.

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  • Construction of Consumer Price Index for Income Classes in an Inequal Society

    Grant number：15H03336  2015.4 - 2020.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)  Osaka University

    Fukushige Mototsugu

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    Grant amount： \8710000 （ Direct Cost: \6700000 、 Indirect Cost： \2010000 ）

    In the previous research on the consumer price index, research on the consumer price facing by different income groups and family characters has been conducted individually. In this research, we propose a method to solve these two problems at the same time by going back to the viewpoint of the change of utility level.
    By estimating the expenditure function by income quintile groups, we identify the effects of household head age household characters, and cohort. We also use a polynomial function to estimate the effect of overlapping cohorts. It has been clarified that it is effective to measure the household head age group based on approximation by polynomial or dummy variables. However, the linear expenditure system based on the traditional Stone=Geary type utility function is the easiest to handle. It is also clear that the problem of model selection is important for the progress of research.

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  • Connecting technological and economic efficiency

    Grant number：15K12461  2015.4 - 2018.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Challenging Exploratory Research  Osaka University

    Fukushige Mototugu

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    Grant amount： \3640000 （ Direct Cost: \2800000 、 Indirect Cost： \840000 ）

    Our finding is about the possible approximation of non-parametric type approach, which includes data envelopment analysis (DEA), by regression like parametric approaches. When we try to approximate the DEA by usual non-linear production or cost function using Taylor expansion, we cannot obtain a practical and useful approximation of non-parametric frontiers obtained by DEA.
    One of the most promising approach seems quantile regression approach. This approach admits the variations in parameters with different quantiles. It seems a promising medium to connect frontier production or cost function to DEA.

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  • The study of stability of money demand function

    Grant number：15K03545  2015.4 - 2018.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (C)  University of Hyogo

    Yamada Kazuo

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    Grant amount： \3900000 （ Direct Cost: \3000000 、 Indirect Cost： \900000 ）

    The purpose of this research is a new propose of connection of M1 statistics. And we examine this problem further. JAPAN POST BANK Co., Ltd was transferred to the private sector. So M1 statistics includes postal savings. The movement of postal savings is complicated. We showed that the method of connection of M1 statistics which Bank of Japan recommends is improper.

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  • Analysis of factors determining the quality of life: The evaluation of pros and cons of urbanization

    Grant number：15K03493  2015.4 - 2018.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (C)  Konan University

    Ishikawa Noriko, Kourtit Karima, Gheasi Masood, Nijkamp Peter

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    Grant amount： \4420000 （ Direct Cost: \3400000 、 Indirect Cost： \1020000 ）

    The main purpose of this research is to evaluate the effects of urbanization on people’s QoL (Quality of life). We construct the theoretical model, which specifies the individual, social, and regional factors that determine QoL and select the most appropriate model using inter-regional or inter-national data. The results have shown that the urban/rural dichotomy seems to be inadequate to examine “contextual” effects on people’s QoL because of the existence of intra-urban and intra-rural heterogeneity. We also note that the preference for moving to a new house/community would also one of the good predictors of QoL although objective and subjective health outcomes, such as self-rated health and morbidity, are always used as proxies for QoL. Moreover, we clarify that the QoL is statistically and significantly related to individual characteristics (in particular, age) as well as region-specific environment (e.g., accessibility to medical facilities, safety, and living costs).

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  • Computer-Intensive Statistical Methods and their Applications in Econometrics

    Grant number：23243038  2011.4 - 2016.3

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (A)  Osaka University

    Tanizaki Hisashi, FUKUSHIGE Mototsugu, KUROZUMI Eiji, KAWASAKI Yoshinori, NAMBA Akio

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    Grant amount： \31850000 （ Direct Cost: \24500000 、 Indirect Cost： \7350000 ）

    Using statistical methods in a field of economic time series analysis, we estimate the stock price volatility. We consider testing the economic structural change. Moreover, using the bootstrap method, we consider the estimation method and the testing procedure in the case where the dependent vatiable lies on the interval between zero and one. In addition, as some applications, we show a lot of empirical studies using the proposed econometric methods.

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  • The reconstruction of money stock database

    Grant number：23530376  2011 - 2013

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (C)  University of Hyogo

    YAMADA Kazuo, FUKUSHIGE Mototsugu

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    Grant amount： \5200000 （ Direct Cost: \4000000 、 Indirect Cost： \1200000 ）

    The purpose of this research is a reconstruction of money stock database. Because the postal savings data does not be published completely, Bank of Japan reports the money stock data (M1) from 2003. Therefore we marshaled data about the postal savings, and reconstructed the postal savings data from 1951 to 2007.

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  • Econometric Analysis of Macroeconomic Policy under Financial Crisis

    Grant number：22243026  2010 - 2012

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (A)  Hitotsubashi University

    WATANABE Toshiaki, SHIOJI Etsuro, ASAKO Kazumi, WATANABE Tsutomu, FUKUSHIGE Mototsugu, KAKAMU Kazuhiko

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    Grant amount： \47710000 （ Direct Cost: \36700000 、 Indirect Cost： \11010000 ）

    The DSGE, DSGE-VAR, time-varying VAR and Markov switching models are refined and applied to the macroeconomic data in Japan. The results are presented in conferences and published in refereed journals. An exact method for estimating the time-varying the parameters and a method for the ordering of variables are developed for the time-varying VAR models. The causes of the long deflation during the zero interest rate periods, the relation between the foreign exchange intervention and the monetary policy during the quantitative easing periods and an early warning test for housing bubbles are also analyzed.

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  • On the Unified Assessment for Economic Inequality

    Grant number：19330045  2007 - 2010

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)  Osaka University

    FUKUSHIGE Mototsugu, ISHIKAWA Noriko

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    Grant amount： \18330000 （ Direct Cost: \14100000 、 Indirect Cost： \4230000 ）

    To evaluate the inequality among households, we modified the consumption inequality measure and investigate its empirical advancements. Furthermore, to evaluate environmental inequality among households, we conduct a questionnaire survey for dwelling environment : housing quality and access to medical services, and estimate demand function for those environmental qualities. Additionally, we conduct a demand analysis for leisure and tourism.

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  • Studies for Strategic Environmental Management -Supply Chain Management Approach-

    Grant number：18203025  2006 - 2008

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (A)  Osaka University

    ASADA Takayuki, KANAI Kazuyori, KOBAYASHI Toshio, TAKAO Hiroji, KOGOU Naokoto, OOYA Kousuke, OONISHI Masamitsu, NAKAJIMA Nozomi, NISHIGAKI Aoi, FUKUSHIGE Mototsugu, SHIIBA Atsushi, SEKIGUCHI Tomoki, MATSUMURA Naohiro, WIRAWAN Dony Dahana

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    Grant amount： \28340000 （ Direct Cost: \21800000 、 Indirect Cost： \6540000 ）

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  • Theoretical and empirical studies on ex-ante as well as post rating and establishing methodologies for Structural Reform Special Zones

    Grant number：16203017  2004 - 2007

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (A) 

    TSUJI Masatsugu, YAMAUCHI Naoto, SUZUKI Wataru, FUKUSHIGE Mototsugu, II Masako, MIYAHARA Shoichi

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    Grant amount： \38870000 （ Direct Cost: \29900000 、 Indirect Cost： \8970000 ）

    In this research, we analyzed special economic regions in order to clarify what are factors to promote not only economic welfare and economic activities in those areas. Mail surveys, in-depth interviews and econometric analyses were intensively conducted to achieve the above goals. Among them, the following analyses are representing examples :
    (1) relationship between innovations of SMEs (Small- and Medium-sized Enterprise) and special economic regions as well as industrial clusters ;
    (2) relationship between medical expenditures and the utilization of eHealth System, which is aimed to apply IT (Information Technology) in the medical field ; and
    (3) ainternational comparative study of industrial upgrading and innovations in industrial parks
    Special Economic Zones (SEZ) in Thailand, Vietnam, the Philippines, and Indonesia. In all above researches, establishing special economic regions in Japan and in other counties are proved to have a certain impact on the regional welfare and economic conditions. Especially, in the medical field, the regions which have been utilizing eHealth systems are proved to reduce medical expenditures, and it is needless to emphasize the role of SEZs in the East Asian economic development. This research strongly supports the hypothesis and even inside Japan, special economic regions had a positive role to the revitalization of the regions.

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  • Toward Sustainable Improvement in Quality of Life : Theoretical and Statistical Analysis on Policy Assessments

    Grant number：16203020  2004 - 2006

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (A)  Kobe University

    SHIMOMURA Ken-ichi, SHIRAHATA Shingo, FUKUSHIGE Mototsugu, YAMAJI Hidetoshi, HASHIMOTO Yoshizo, KOIKE Atsushi

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    Grant amount： \39780000 （ Direct Cost: \30600000 、 Indirect Cost： \9180000 ）

    We conducted both theoretical and empirical analyses of policy assessments focusing on actual performances of economic policies. The analytical methods are economic theory, statistics, econometrics, and experimental economics. We regularly had meetings to check the processes and the results of works in progress, and finally published outputs of the researches.
    We form two research groups. One is a team to study environment, traffics and policy assessment, the members of which reviewed literatures of Japan and other countries about environmental and traffic problems such as garbage, industrial wastes, air pollutions, natural environment of sightseeing spots, and public transportation facilities. This group examined what kind of analytical methods and evaluation methods are suitable for these problems. Some of them carried out field surveys and hearing about the slow life and the recycling activities in the environmental policies of Italy. In addition, other members conducted cost-benefit analysis on the extension plan of the Osaka monorail, which is called "Saito project," with the choice experiment method.
    The other group specialized in the research of local public finance and the urban policy. They collected and analyzed data of sustainable growth of economies of remote islands and information disclosure problems of local governments. In particular, they employed questionnaire surveys to those who concern tourism of Amami Oshima Island and those who suffered from the Chuetsu earthquake. Some members also studied a tendency of convergence of income per capita based on data of the metropolitan area of Japan with Markov matrices. In the experimental economic analysis, other members showed that decentralized market mechanisms may not work out for unstable equilibria of perfect competition, or any types of equilibria of monopolistic competition. In the dynamic spatial general equilibrium analysis incorporated economies of scale, other members analyzed the influence of the traffic jam in the city part of the Netherlands from an aspect of the social economy and a living standard aspect, and investigated what influene congestions have on what type of industries.

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  • Statistical Analysis of Spatio-Temporal Data: its Theory and Applications

    Grant number：15200021  2003 - 2006

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (A)  The University of Tokyo

    YAJIMA Yoshihiro, OGATA Yoshihiko, KUBOKAWA Tatsuya, NISHII Ryuei, MATSUDA Yasumasa, MARUYAMA Yuzo

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    Grant amount： \48750000 （ Direct Cost: \37500000 、 Indirect Cost： \11250000 ）

    We held a research conference on spatio-temporal statistical analysis every year through the research period from 2003 to 2006. These conferences have made much contribution to the development of spatio-temporal statistical analysis in both theory and its applications and to that the researchers in this field are able to deepen the understanding of the topic and share the studies to be solved in future with each other.
    We have conducted our research project by dividing the members into five groups. First for inference theory and applications of random fields, we proposed a generalization of Fourier analysis of time series to spatio-temporal data and applied it to analyze a land price data of Tokyo Metropolitan area. Secondly for inference theory and its applications of spatio-temporal point processes, we developed an intensity function taking into account of spatio and temporal correlations simultaneously and applied it to analyze earthquake data. Furthermore we developed a threshold method to predict the sample variance and applied it to analyze rainfall data. Spatio-temporal correlation analysis between epidemiological data was also conducted. Thirdly for inference theory and applications of large sample-size data, we developed a new methodology of dscriminat analysis on Markov random fields and Echelon method for detecting hot spots of spatial data. Fourthly for inference theory and its application of small area data, we developed minimax and empirical Bayes estimators, which are able to overcome multicolinearity, and are robust against the instability caused by small sample size data. Finally for inference theory and its applications of panel data, we conducted an empirical analysis of spatial competition and its equiburium. And we conducted simulation studies, which investigated spurious spatial correlation caused by autocorrelations within individual time series and spatial heteroskedasticity between individual time series.

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  • Theoretical and Empirical Study regarding the Quantitative Analysis and Public Policy on the Private Nonprofit Sector

    Grant number：14203005  2002 - 2005

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (A)  Osaka University

    YAMAUCHI Naoto, TSUJI Masatsugu, MATSUSHIGE Hisakazu, SUZUKI Wataru, SAITO Shin, FUKUSHIGE Mototsugu

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    Grant amount： \38610000 （ Direct Cost: \29700000 、 Indirect Cost： \8910000 ）

    This research project reviews the public policy aspects of the Japanese nonprofit sector, which include scale and structure of the sector, revenue structure, taxation and legal regulations, and proceeds to analyze the latest data on factors such as giving and volunteering, cooperation with businesses and with government, as well as sub-sectors like the education and research, culture and sports, social services, health care, international activities, advocacy, environment, religion, political activities.
    Giving and volunteering variables are estimated and regulating parameters are quantitatively assessed on the basis of detailed data collected through a nation-wide survey on giving and volunteering and rich micro-data. The impact of tax deduction from individual giving was estimated econometrically using micro data collected through our own survey, and policy implications were discussed.
    The concept of social capital (social structure characterized by network, trust and social norms of reciprocity) examined and its accumulation, quantification, regional distribution, socio-economic impact and related policy approaches are analyzed using prefectural and municipal data.
    A comparative study of the current conditions, historical background, characteristics, institutions and policies of 19 foreign nonprofit sectors and civil societies have been undertaken through literature surveys and fieldwork. This study has shed light on the civil societies of countries like Afghanistan, Vietnam, and South Africa which have been little known in Japan. Quantitative analysis on the differences in the density of American nonprofit activity was also undertaken, using state-level data.
    Throughout the four-year period of research, efforts at publicizing results and informing society have been made through the publication of 22 books, 75 academic journal publications, and 50 academic conference presentations.

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  • ソーシャル・キャピタルと公共政策に関する学際的研究

    Grant number：16633005  2004 　 　

    日本学術振興会  科学研究費助成事業  基盤研究(C)  大阪大学

    山内 直人, 辻 正次, 鈴木 亘, 浅田 孝幸, 福重 元嗣

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    Grant amount： \3300000 （ Direct Cost: \3300000 ）

    本年度の研究実績は以下の通りである。
    1)ソーシャル・キャピタル研究会の開催
    政治学、社会学、経済学などの専門家からなる学際的なソーシャル・キャピタル研究会を組織し、定例研究会においては、個別分野の専門家を招聘して、研究報告および意見交換を行うことによって、ソーシャル・キャピタルの意義や政策的インプリケーションについての検討課題を整理した。
    2)国内調査
    ・ソーシャル・キャピタルが豊かだといわれる地域、ソーシャル・キャピタルの形成に成功した地域を実際に訪問し、実地調査およびヒアリングなどによりその要因を調査した。
    ・都道府県別、市町村別の統計データ等を用いて、地域別のソーシャル・キャピタル・インデックスを試算し、それが地域の経済社会パフォーマンスや地域の人的ネットワークの強さなどとどのような関係にあるか分析を行った。
    3)海外調査
    ・イギリス(統計局、ボランタリー団体全国協議会、文化メディア・スポーツ省、内務省、内閣府)、アイルランド(ビジネス・イン・ザ・コミュニティ・アイルランド、アイルランド・コミュニティ財団、教育科学省、社会家族省社会的包含局、コミュニティ・農村・ゲール問題省、ウィール)など、政府や大学等研究機関でソーシャル・キャピタルに関する研究プログラムを推進している国及びOECD(統計局、地域経済労働開発(LEED)、開発協力局)などソーシャル・キャピタルの政策研究を行っている国際機関などについて研究体制及び研究内容の調査を行った。

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  • Statistical Analysis on the effects of asset price bubbles and population aging to the regional income inequality in Japan

    Grant number：13630034  2001 - 2003

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (C) 

    FUKUSHIGE Mototsugu

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    Grant amount： \1700000 （ Direct Cost: \1700000 ）

    The purpose of this research was to investigate the factors that affect the regional income inequality in Japan. At first, I developed some econometric tools and constructed the statistical data on public capitals that I used in this research. In the second step, I did statistical analyses on the factors that influence the regional income inequality or wage dispersion in Japan.
    The results show the following two findings : First, the trends of income inequality among individuals are quite different from the trends of interregional income inequality. Second, the academic career constitution of the dwellers has large effect on the interregional wage dispersion.
    Now, as the outputs of this research, the following four papers were/will be published in journals, some of which are domestic or international refereed journal.

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  • Improvement of the Sampling Methods in Official Statistics and Assessment of the Disclosure Risk of Microdata Sets

    Grant number：13553001  2001 - 2003

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)  Okayama Shoka University

    SAI Shido, FUKUSHIGE Mototsugu, TAKI Atsuhiro, KANOH Satoru

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    Grant amount： \8600000 （ Direct Cost: \8600000 ）

    Our aim was to assess the disclosure risk of microdata and to improve the sampling methods of the official statistics.
    The observed sample size indexes and the estimated population size indexes are often used to assess the disclosure risk of microdata which is sampled from a population. In estimation of population size indexes based on sample size indexes, the parametric method with a superpopulation model is the mainstream today. We proposed a nonparametric maximum likelihood estimation method in which some simple restrictions for population size indexes were used, and tried to adopt the generalized Zipf's model for the restriction. The estimation method using information of subpopulations was also investigated Simultaneously with the risk assessment of microdata, some problems for the tabular data and usefulness of the. masked microdata were studied.
    We were permitted to use three official statistics, Labour Force Survey, Family Income and Expenditure Survey and National Survey of Family Income and Expenditure, and then we could present the form of the safe microdata set for each statistics. In examination for Labour Force Survey the time series were taken into consideration, and we used not only attributes of households but also those of individuals for other two statistics.
    We held one symposium and several workshops every year in alliance with other research groups to exchange ideas with the researchers in various fields. We planed the special issue "Statistical Theory for Disclosure of Microdata" in Proceedings of the Institute of Statistical Mathematics, in which our articles were contained. Our research results were also presented in various journals.

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  • Research and Development of Models for Policy Evaluation including Environmental Issues

    Grant number：13303005  2001 - 2002

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (A)  OSAKA UNIVERSITY

    HASHIMOTO Yoshizo, MATSUSHIGE Hisakazu, SAITO Shin, ATODA Naosumi, FUKUSHIGE Mototsugu, SHIMOMURA Ken-Ichi

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    Grant amount： \58110000 （ Direct Cost: \44700000 、 Indirect Cost： \13410000 ）

    Our research had the following progress on the basis of the results in 2001. In this fiscal year, 18 different theses have been presented on methods of evaluating external effects of quasi-public service, estimating methods, efficiency of public services, management system of a public sector and methodology of social experiments. This final report is divided to 4 sections, containing 18 chapters.
    The first section exemplifies that various questionnaire methods such as Contingent Valuation Method (CVM), Travel Cost Method (TCM), and Conjoint Analysis. Theses methods are not only effective to evaluate external effects of public investment and policy, but also applicable to the area of quasi-public services.
    The second section of this report is the analysis of efficiency of public service using Data Envelopment Analysis (DEA). Merits of applying DEA is both treating multi-input and multi-output analysis, taking advantages of existing data. In this section, we have made some case-studies of public bus service, libraries, and fire fighting service.
    The third section is consideration of the evaluating system about management of a public sector, especially on budget and social-capital management.
    The final section is focused on social experiment as one of the policy evaluation methods. The validities of a social experiment are considered theoretically and empirically. Although the future issues are still remained, we have clarified the methodology to apply for the cases of municipal housing supply in Tokyo and Osaka.

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  • Local disclosure control techniques of statistical microdata sets

    Grant number：11558026  1999 - 2001

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)  The University of Tokyo

    TAKEMURA Akimichi, FUKUSHIGE Mototsugu, OOMORI Yasuhiro, UCHINAMI Seiichi, HOSHINO Nobuaki, TAKI Atsuhiro

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    Grant amount： \7000000 （ Direct Cost: \7000000 ）

    We obtained several important results on the disclosure control techniques of statistical microdata sets in this year.
    Takemura gave an invited talk on the paper "Evaluation of per-record identification risk by additive modeling of interaction for contingency table cell probabilities" at the meeting of International Statistical Institute. This paper will be included in a separate proceedings published by International Association of Survey Statisticians. A paper "Minimum unsafe and maximum safe sets of variables for disclosure risk assessment of individual records in a microdata set" will be published in Journal of Japan Statistical Society The paper "On application of Pitman's sampling formula to microdata disclosure risk assessment" by Nobuaki Hoshino was published in Journal of Official Statistics. As a new research results, two discussion papers "On the random clustering with the conditional inverse Gaussian-Poisson distribution" and "On limiting random partition structure derived from the conditional inverse Gaussian-Poisson distribution" are published as discussion paper in Carnegie Mellon university.

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  • 戦後日本の所得分配の変化と貧困層の推移についての計量経済学的分析

    Grant number：11730020  1999 - 2000

    日本学術振興会  科学研究費助成事業  奨励研究(A)  神戸大学

    福重 元嗣

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    Grant amount： \2200000 （ Direct Cost: \2200000 ）

    わが国においても貧困層というものが存在し、絶対的な経済の豊かさと、相対的な所得格差に影響を受けて拡大や収縮を繰り返し、その深刻さも時々によって変化してきた。本研究では,貧困者数や貧困の深さについて、それらがどのようなマクロ経済学的要因によって影響されてきたのか、所得分配全体の変化は貧困層にどのような影響を与えたのかといった点について計量経済学的な分析を行った。
    第1年度度は、以下の3点を検討した。家計の効用の測について、多費目の消費関数を使った手法を検討した。生活保護の制度については、制度変更について検討し、現時点では、貧困者=生活保護対象者という考え方も、社会的認識の一つの現れであるとして分析する可能性と、所得分配あるいは消費水準の不平等度より貧困者数を推計する方方の可能性について検討し、双方の研究方法の短所と長所を確認した。貧困者の範囲に関しては、費の不平等度について適用した手法によって、各制度の下での貧困者数の推計を行い、それを他の制度の下での推計に応用可能である事を確認した。
    第2年度は、貧困層の規模や貧困の深さが、実際のマクロ経済変数や所得分配の変化とどのような関係にあるのかを計量経済学的な分析を行った。具体的には、貧困層の規模や貧困の深さがどのような要因で決定されるのかといった要因の探索を回帰分析の変数選択の手法を用いて行い、貧困層の規模や深さの決定要因の候補としては、所得分配を示す指標としてジニ係数をはじめとする所得の不平等尺度や、マクロ経済の動向を示す各種の経済変数や、政府の政策を代理する変数など用いて分析を行った。

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  • マイクロデータの開示とプライバシー保護の理論と実際

    Grant number：10113103  1998 　 　

    日本学術振興会  科学研究費助成事業  特定領域研究(A)  横浜国立大学

    加納 悟, 渡辺 努, 大塚 英作, 福重 元嗣, 瀧 敦弘

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    Grant amount： \2600000 （ Direct Cost: \2600000 ）

    今年度は総務庁指定統計のうち、社会生活基本調査と労働力調査の個票データ開示に向けて、プライバシー保護の観点から理論的に検討してきた。その結果得られた結論は、以下のようにまとめられる。
    社会生活基本調査については、適当なGlobal Recodingを施した後、サブサンプルを採れば、約4000個の個票データを公表しうる。ただし、社会生活基本調査には高齢者介護に関する情報など少数しかない重要な情報が含まれている。このような稀少例の分析にも有用たるには、分析目的を限定した大きめのデータセットを別途用意することが望ましい。具体的にはキー変数をさらに4個削除することにより、約10万個の個票が公表可能となる。
    労働力調査については、一時点のみのデータの公表に限れば、適当なGlobal Recodingの後のサブサンプルを採れば、約3000個の個票を公開することが可能である。ただし、労働力調査の特徴として、調査が時系列的にしかもローテーションという独特の構造をもって標本抽出がなされている。そこから得られる重要な情報を失わないように、公表したにしてもやはり約3000個の個票が公表可能であることがわかる。しかし、分析目的を限定した上で、キー変数をいくつか削除することによってはより大きなデータセットを公表しうる可能性が残っており、今後の検討が必要である。

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  • 経済成長・インフレーションと所得再分配政策の効果の計量経済学的分析

    Grant number：09730023  1997 - 1998

    日本学術振興会  科学研究費助成事業  奨励研究(A) 

    福重 元嗣

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    Grant amount： \1900000 （ Direct Cost: \1900000 ）

    本研究では、経済成長、インフレーションに加え、金融政策や財政政策が、ライフ・サイクルでの再分配に与える影響を、回帰分析を用いて分析した。データとしては、回帰分析に耐えうる長期にわたる時系列データの必要性から、所得階層別のデータとして昭和38年より五分位のデータが利用可能であるが『家計調査』より、所得及び消費の不平等尺度を計測し、単年度での再分配と、ライフ・サイクルでの再分配に関する効果を計算した。具体的に、回帰分析で用いた各再分配効果の決定要因としては、マクロ経済変数、物価指数等、財政政策変数、金融政策変数、家計調査より得られる家族属性を説明変数として、特にライフ・サイクルでの再分配効果の決定要因としては単年度の所得の不平等尺度や単年度での再分配効果の大きさを説明変数に加えている。更に、第1次オイル・ショック時のインフレーションの影響について検討するためにダミー変数を加えた。分析結果からは、ライフ・サイクルでの再分配効果は、単年度の所得分配の不平等や再分配の効果だけでなく、経済成長やインフレーションが再分配効果を弱めるのを始めとして、利子率や失業率等も再分配に対してマイナスの効果を持っている事が明らかとなった。一方。株価や地価の上昇率については予想に反し、再分配効果を高める方向に働いている事が示された。また単年度の再分配効果については、所得の不平等が進めば再分配効果が上昇する事がわかった。経済成長率に加え株価、財政赤字、輸出や世帯主の平均年齢などは単年度での再分配効果を高めるが、マネー・サプライの上昇率は再分配の効果を高める、という結果となった。インフレーションについては、単年度の再分配効果には影響を与えないという結果となった。これはマネー・サプライが直接再分配に影響を与え、マネー・サプライから物価上昇を経由する効果ではなく、マネー・サイプライが直接影響を与える結果となったからである。

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  • Research on a Baysian Non-Parametric Density Estimation of Production Function Using Micro Data

    Grant number：08303003  1996 - 1997

    Japan Society for the Promotion of Science  Grants-in-Aid for Scientific Research  Grant-in-Aid for Scientific Research (B)  Niigata University

    WAGO Hijime, FUKUSHIGE Mototsugu, OKAMURA Kumiko, TANABE Kunio

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    Grant amount： \4800000 （ Direct Cost: \4800000 ）

    For many economists, it is common practice to use a parametric specification of production functions (PF), such as Cobb-Douglas or Translog production function, when they analyze the production technology. However, these parametric specifications are subject to their own functional biases. In this paper, to partially remedy these shortcomings, we propose Baysian non-parametric estimation method of a PF,as well as analyzing the functional biases of some of the specifications in the CES family.
    Employing this method, the input space was partitioned into cells, and the production level for each cell was estimated by Baysian method. The assessed production surface was a collection of piece-wise constant "steps" over these cells. In the estimation process, the relationships between the steps have been modeled as a prior information to the model, so that the smoothness of the function is maintained.
    In this research we used micro data (Census of Manufactures, MITI) in estimating the production function. This data set include 22 industries and about 50,000 records in each year.
    With the census data, surveyed for units of operation, we want to examine the input-output technical relationship (s) for manufacturing industries listed in the Japan Standard Industrial Classification code.
    We want to estimate the production surface (function ) from the micro data which will affects production technology more properly. Within the knowledge of the authors, this kinds of micro data for manufacturing production and its analysis are rare.
    We have employed the Baysian non-parametric density estimation (BNDE) method for the data analysis. It is important to note that we do not parameterize the estimating function such as Cobb-Douglas and Translog form.
    Using the program developed for estimating the density, we estimated the most efficient production surface. From this most efficient production surface, we can analyze the distribution of inefficient production units for each "class" of production, in which the classes are defined based upon the levels of inputs.

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  • 税・社会保障制度の持つ再分配構造の計量経済学的分析

    Grant number：07730018  1995 　 　

    日本学術振興会  科学研究費助成事業  奨励研究(A)  名古屋市立大学

    福重 元嗣

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    Grant amount： \1000000 （ Direct Cost: \1000000 ）

    『家計調査』の消費支出にあたるデータを使って、各家計のライフ・サイクルを通じての効用最大化の仮定の下にライフ・サイクルを通じた効用を消費水準より求めた。続いて、求めた効用の不平等度を測る尺度としてアトキンソン尺度を採用し、ライフサイクルでの不平等度を計測した。このようにして、単年度の税引き前と税引き後の所得から計算されたアトキンソン尺度の値の差を単年度での再分配効果を測る尺度とし、消費をもとに計測したアトキンソン尺度と税引き前の所得から求めたアトキンソン尺度の差をライフ・サイクルでの再分配効果の尺度として提案した。これらの尺度について、米国及び英国とわが国を比較し、以下の論文にまとめた。
    "Annual Redistribution and Lifetime Redistribution"
    この論文は、現在投稿中である。
    また、マクロ経済変数の変化とライフサイクルでの不平等度の変化の関係について、わが国における時系列データより考察し、その決定要因を分析した。この分析については、以下の論文にまとめた、
    "On the Determinants of Household's Consumption Inequality:An Emprical Analysis for Japanese Workers' Households"
    この論文は、レフェリー付きの雑誌であるApplied Economics Lettersに掲載予定である。

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  • 単位根及び共和分関係の検定に与える変数変換の影響について

    Grant number：05730016  1993 　 　

    日本学術振興会  科学研究費助成事業  奨励研究(A)  神戸商科大学

    福重 元嗣

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    Grant amount： \900000 （ Direct Cost: \900000 ）

    理論的研究成果:変数変換が単位根や共和分関係の検定に与える影響については、Granger and HallmanやErmini and Grangerが、モンテ・カルト実験やエルミート多項式を利用した研究を行っている。しかし、これらの研究の目的は、誤った特定化が変数変換によって発生する場合に従来の検定方法がどのような影響を受けるのかを分析するもので、真の変換を求め単位根や共和分関係を検定するという接近方法ではない。よって、回帰分析で用いられるボックス・コックス変換の係数推定法の有効性や求められた係数のもとでの単位根や共和分関係についての検定の有効性を検証する事は未解決の問題となっている。理論的研究では、現在のところ検定統計量の分布を求める事は難しく、モンテ・カルロ実験を用いて分析する以外にないことが明かとなった。
    モンテ・カルロ実験による成果:実験により検定方法の有効性は、推計時における説明変数にドリフト及びトレンドがあるかないかに大きく依存していることが明かとなった。まず、ドリフトやトレンドをいれない場合には、少なくとも小標本では最尤法もベイズ法も正しく変換の係数を推計することができず、極端に大きな値や小さな値を推計し、検定ができないことがわかった。ドリフトやトレンドをいれない場合には、概ね正しい係数を推計することができるが、検定のサイズがやや異なっており、パワーも高くないことが分かった。標本の大きさに応じた具体的な棄却域を求めるには、更に高速な計算機を用いて大がかりな実験が必要であるが、これについては時間的制約のため、現在進行中である。日本の経済時系列データについても適用したが、上記の問題のためはっきりとした結果を得ることができなかった。
    今後の展望と成果の発表について:実験の結果は従来の研究に対して非常に示唆的であるので、海外の雑誌に投稿すべく実験結果のみをまとめた英文の論文を準備中である。

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  • 経済政策及び公共政策の実証分析

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    Grant type：Competitive

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  • 経済時系列解析

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    Grant type：Competitive

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  • 計量計済学方法論

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    Grant type：Competitive

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  • Empirical Research on Economic and Public Policy

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    Grant type：Competitive

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  • Economic Time Series Analysis

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    Grant type：Competitive

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  • Econometric Methodology

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    Grant type：Competitive

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