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2007/04/13 (金)
16:30〜18:00
Dynamics of R&D collaboration in IT industry
中嶋亮(筑波大学)
京都大学経済研究所本館1階 第二共同研究室
要旨:While the most of the theoretical models of social networks are inherently dynamic, the majority of the existing empirical studies of the social networks are static. This paper is an attempt to enrich the field by providing an empirical analysis of evolving networks of successful R&D collaborations in the IT industry in the United States between 1985 and 1995. We first measure the properties of the network over time and demonstrate that the network has become more extensive, more clustered, and more unequal in the sense "star" companies have emerged in the network. We then estimate the strength of various mechanisms that have been proposed in the literature as driving forces behind the network evolution. After controlling for the similarity of firms as much as possible, including some unobserved similarities among firms by extracting the community structure defined within the network, we find there are significant "triadic closure bias" and "preferential attachment bias".
2007/04/13 (金)
15:00〜16:30
空間自己相関モデルにおける空間構造と近接行列 ― 一方向的な影響を表現する近接行列 ―
横井渉央(東北大学)
京都大学経済研究所本館1階 第二共同研究室
要旨:本論文では、地価への空間自己相関モデルの適用を例に、空間構造の近接行列による特定化について検討した。特に空間的に双方向的な相互依存関係ではなく、(時系列分析に類似した) 一方向的な影響を表現した方が適合性が高い場合があるを確認した。空間的依存関係はごく一般的に存在すると推測される一方、計量経済学的分析において空間自己相関モデルが採用されることは多くない。本論文の結果は、その原因の一つとして従来の研究での相互依存の仮定が強すぎたという可能性があることを示唆している。
2007/03/30 (金)
13:00〜18:00
Nonsynchronous covariation with application to high-frequency finance
林 高樹(慶応大学)
第一共同研究室(4F北側)
2007/03/30 (金)
13:00〜18:00
Test of Unbiasedness of Integrated Covariance Estimation in the Presence of Noise
大屋幸輔(大阪大学)
第一共同研究室(4F北側)
2007/03/30 (金)
13:00〜18:00
Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations
金谷 太郎(日本学術振興会・京都大学)
第一共同研究室(4F北側)
2007/03/30 (金)
13:00〜18:00
Nonparametric estimation method for high-frequency observations of multivariate Ito processes
永井 圭二(横浜国立大学)
第一共同研究室(4F北側)
2007/03/30 (金)
13:00〜18:00
Semi-parametric Maximum-Likelihood Estimation for Diffusion Processes
金谷 信(University of Wisconsin)
第一共同研究室(4F北側)
2007/03/23 (金)
15:30〜19:00
Dynamics of knowledge heterogeneity and economic growth: Impact of IT development
藤田昌久(京都大学)
芝蘭会館(本館) 山内ホール

要旨:How is long run economic growth related to the diversity of knowledge? We formulate and study a microeconomic model of knowledge creation, through the interactions among a group of R & D workers, embedded in a growth model to address this question. Income to these workers accrues as patent income, whereas transmission of newly created knowledge to all such workers occurs due to public transmission of patent information. Our model incorporates two key aspects of the cooperative process of knowledge creation: (i) heterogeneity of people in their state of knowledge is essential for successful cooperation in the joint creation of new ideas, while (ii) the very process of cooperative knowledge creation affects the heterogeneity of people through the accumulation of knowledge in common. The model features myopic R & D workers in a pure externality model of interaction. Surprisingly, in the general case for a large set of initial conditions we find that the equilibrium process of knowledge creation converges to the most productive state, where the population splits into smaller groups of optimal size; close interaction takes place within each group only. Equilibrium paths are found analytically. Long run economic growth is positively related to both the effectiveness of pairwise R & D worker interaction and to the effectiveness of public knowledge transmission. If we define efficiency constrained by the monopolistic competition environment for consumption goods, our equilibrium paths are constrained efficient.

2007/03/09 (金)
16:30〜18:00
交通の産業組織的分析
Achim Czerny(ベルリン工科大学)
京都大学法経総合研究棟1階 105演習室

【応用ミクロ経済学・産業経済学ワークショップと共催】

2007/03/07 (水)
16:30〜18:00
A preview of the economics of knowledge and some spatial theory
Martin Beckmann(Brown University)
京都大学経済研究所本館1階 第二共同研究室
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