Insitutional Repository at the National Graduate Institute for Policy Studies
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1035 research outputs found
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An Inquiry into the Pharmaceutical Procurement in China: Evidence from Guangdong Province
Get PDF政策研究大学院大学 / National Graduate Institute for Policy Studies博士 (公共経済学) / Ph.D. in Public Economics論文審査委員: 田中 誠（主査）, Roberto Leon-Gonzalez, Dainn Wie, 園部 哲史, 鈴木 彩子 (早稲田大学国際教養学部准教授)application/PDF政策分析プログラム / Policy Analysis Programdoctoral thesi
DEA Models Involving Future Performance
Get PDFThe workshop is supported by JSPS (Japan Society for the Promotion of Science), Grant-in-Aid for Scientific Research (B), #25282090, titled “Studies in Theory and Applications of DEA for Forecasting Purpose.本研究はJSPS科研費 基盤研究(B) 25282090の助成を受けたものです。In many practical applications, past results are not sufficient for evaluating a DMU’s performance in highly volatile operating environments, such as those with highly volatile crude oil prices and currency exchange rates. That is, in such environments, a DMU’s whole performance may be seriously distorted if its future performance, which is sensitive to crude oil price volatility and/or currency fluctuations, is ignored in the evaluation process. Hence, this research aims at developing a new system of DEA models that incorporate a DMU’s uncertain future performance, and thus can be applied to fully measure their efficiency.Workshop 2015 -Advances in DEA Theory and Applications (December 1-2, 2015)conference pape
Data Envelopment Analysis of Corporate Failure for Non-Manufacturing Firms Using a Slacks-Based Measure
Get PDFThe workshop is supported by JSPS (Japan Society for the Promotion of Science), Grant-in-Aid for Scientific Research (B), #25282090, titled “Studies in Theory and Applications of DEA for Forecasting Purpose.本研究はJSPS科研費 基盤研究(B) 25282090の助成を受けたものです。The problem of predicting corporate failure has intrigued many in the investment sector, corporate decision makers, business partners and many others, hence the intense research efforts by industry and academia. The majority of former research efforts on this topic focused on manufacturing companies with considerable assets commensurate with their size. But there is a dearth of publications on predicting non-manufacturing firms’ financial difficulties since these firms typically do not have significant assets or, indeed, any need for them as their work does not rely heavily on assets as a key variable. Our research shows that the slack-based measure (SBM) DEA model has obvious advantages in predicting corporate financial stress.Workshop 2015 -Advances in DEA Theory and Applications (December 1-2, 2015)conference pape
Thailand Monetary Policy Analysis: A Bayesian Estimation of DSGE Models
Get PDF政策研究大学院大学 / National Graduate Institute for Policy Studies博士 (国際経済学) / Ph.D. in International Economics論文審査委員: Roberto Leon-Gonzalez (主査), Minchung Hsu, Ponpoje Porapakkarm, Tetsushi Sonobe, Ippei Fujiwara (Keio University)application/PDF政策分析プログラム / Policy Analysis Programdoctoral thesi
Prediction and performance evaluation of BDI forecasting models : Cross efficiency, the directional distance function and the AVS utility function
Get PDFThe workshop is supported by JSPS (Japan Society for the Promotion of Science), Grant-in-Aid for Scientific Research (B), #25282090, titled “Studies in Theory and Applications of DEA for Forecasting Purpose.本研究はJSPS科研費 基盤研究(B) 25282090の助成を受けたものです。In the study, we propose a nonparametric efficiency measurement approach for the forecasting model selection problem. Three autoregressive models and three fuzzy time series approaches are employed for the calibration of data structure to depict the trend. The directional distance function and portfolio theory are further used to evaluate the performance of BDI predictions. A directional distance function is defined that looks for possible increases in accuracy and skewness, and decreases in variance obtained by cross efficiencies of those forecasting models. We also establish a link to proper indirect accuracy- variance -skewness (AVS) utility function for various users in various utilities. An empirical section on a set of forecasting Baltic Dry Index (BDI) forecasting models serves as an illustration.Workshop 2015 -Advances in DEA Theory and Applications (December 1-2, 2015)conference pape
Monetary Policy and Stock Returns in emerging economies: The case of Vietnam
Get PDF政策研究大学院大学 / National Graduate Institute for Policy Studies博士 (国際経済学) / Ph.D. in International Economics論文審査委員: Roberto Leon-Gonzalez (Main referee), Minchung Hsu, Ponpoje Porapakkarm, Tetsushi Sonobe, Ippei Fujiwara (Keio University)application/PDF政策分析プログラム / Policy Analysis Programdoctoral thesi
Performance Evaluation of Prediction Models Under Multiple Criteria : An application on crude oil prices volatility forecasting models
Get PDFThe workshop is supported by JSPS (Japan Society for the Promotion of Science), Grant-in-Aid for Scientific Research (B), #25282090, titled “Studies in Theory and Applications of DEA for Forecasting Purpose.本研究はJSPS科研費 基盤研究(B) 25282090の助成を受けたものです。With the increasing number of quantitative models available to forecast the crude oil prices and its volatility, the assessment of the relative performance of competing models becomes a critical task. So far, competing forecasting models are compared to each other using a single criterion at a time, which often leads to different rankings for different criteria – a situation where one cannot make an informed decision as to which model performs best when taking all criteria into account. In order to overcome this methodological problem, we proposed a multidimensional framework based on Data Envelopment Analysis models to rank order competing forecasting models.Workshop 2015 -Advances in DEA Theory and Applications (December 1-2, 2015)conference pape
DEA and Social Policy : A Performance Evaluation of Japanese Local Welfare Offices
Get PDFThe workshop is supported by JSPS (Japan Society for the Promotion of Science), Grant-in-Aid for Scientific Research (B), #25282090, titled “Studies in Theory and Applications of DEA for Forecasting Purpose.本研究はJSPS科研費 基盤研究(B) 25282090の助成を受けたものです。We examine the efficiency of social welfare offices in Japan and explore the external factors that affect their efficiency. We elaborate on the influence of population, surface area, and fiscal capacity and present preliminary scores that allow for their effects.Workshop 2015 -Advances in DEA Theory and Applications (December 1-2, 2015)conference pape
Essays on the Dynamic Effects of Fiscal Policy on Output and Unemployment in the Presence of Labor Market Frictions and Labor Mobility Barriers: Theoretical Investigations and Empirical Studies
Get PDF政策研究大学院大学 / National Graduate Institute for Policy Studies博士 (公共経済学) / Ph.D. in Public Economics論文審査委員: Ryuichi Tanaka (The University of Tokyo) (Main Referee), Julen Esteban-Pretel (City University of New York), Minchung Hsu, Tetsushi Sonobe, Masaru Sasaki (Osaka University)application/PDF政策分析プログラム / Policy Analysis Programdoctoral thesi
The Role of Japanese Corporate R&D in the UK: Measuring Business and Academic Benefits
Get PDF政策研究大学院大学 / National Graduate Institute for Policy Studies博士（公共政策分析） / Ph. D. in Public Policy論文審査委員: 鈴木 潤 (主査), 角南 篤, 後藤 晃, 浅川 和宏 (慶應義塾大学大学院経営管理研究科・教授), 園部 哲史application/PDF公共政策プログラム / Public Policy Programdoctoral thesi