{"created":"2023-07-25T10:31:54.122271+00:00","id":4315,"links":{},"metadata":{"_buckets":{"deposit":"4b49371c-01fa-45c8-8c60-e75cbc1cb096"},"_deposit":{"created_by":4,"id":"4315","owners":[4],"pid":{"revision_id":0,"type":"depid","value":"4315"},"status":"published"},"_oai":{"id":"oai:hbg.repo.nii.ac.jp:00004315","sets":["267:574:801"]},"author_link":["19154","19155"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-03-01","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"5","bibliographicPageStart":"1","bibliographicVolumeNumber":"9","bibliographic_titles":[{"bibliographic_title":"広島文化学園大学ネットワーク社会研究センター研究年報"}]}]},"item_10002_description_19":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"　A modified test for Granger-causality relationshipｓ between nonlinear time series variables with unit-root and time-trend components is proposed. Lt is because most macroeconomic time series are involved in a unit root and a time trend component.\n The modified test indicates no unidirectional causality from money to real GDP, which supports the quantitative theory of money. In contrast, conventional test via only differencing the time series often shows unidirectional causality relations from money to real GDP.","subitem_description_type":"Abstract"}]},"item_10002_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.60171/00004308","subitem_identifier_reg_type":"JaLC"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"広島文化学園大学ネットワーク社会研究センター"}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA12871460","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"21854777","subitem_source_identifier_type":"ISSN"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"何, 宗路","creatorNameLang":"ja"}],"nameIdentifiers":[{"nameIdentifier":"19154","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Zonglu, He","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"19155","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2023-05-29"}],"displaytype":"detail","filename":"hbgcns9-1_1-5.pdf","filesize":[{"value":"2.2 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"hbgcns9-1_1-5.pdf","objectType":"fulltext","url":"https://hbg.repo.nii.ac.jp/record/4315/files/hbgcns9-1_1-5.pdf"},"version_id":"4abc5a0d-eece-47a6-9533-3c707bcdc206"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"見かけ上のグレンジャーの因果関係","subitem_subject_scheme":"Other"},{"subitem_subject":"単位根","subitem_subject_scheme":"Other"},{"subitem_subject":"時開トレンド","subitem_subject_scheme":"Other"},{"subitem_subject":"マネーサプライ","subitem_subject_scheme":"Other"},{"subitem_subject":"産出","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"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":"Granger-Causality Test in De-trended and Differenced Data","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Granger-Causality Test in De-trended and Differenced Data","subitem_title_language":"en"},{"subitem_title":"トレンドと単位根を除去したグレンジャー因果性テスト","subitem_title_language":"ja"}]},"item_type_id":"10002","owner":"4","path":["801"],"pubdate":{"attribute_name":"公開日","attribute_value":"2023-03-15"},"publish_date":"2023-03-15","publish_status":"0","recid":"4315","relation_version_is_last":true,"title":["Granger-Causality Test in De-trended and Differenced Data"],"weko_creator_id":"4","weko_shared_id":-1},"updated":"2023-09-13T05:35:33.754873+00:00"}