動学的確率的マクロ経済モデルの長期的な防災投資計画への応用  [in Japanese] APPLICATION OF DYNAMIC STOCHASTIC MACROECONOMIC MODEL FOR LONG-TERM DISASTER PREVENTION PLANNING  [in Japanese]

Access this Article

Author(s)

Abstract

本研究では,災害の不確実性と影響の長期性,および,国の防災技術水準を考慮したうえで,長期的な防災投資計画を分析することができる動学的確率的マクロ経済モデルを構築した.本モデルを用いた分析により,災害リスク存在下における,生産資本ストックと防災資本ストックの最適水準の動的経路が示された.さらに,災害被害額の規模や経済水準の規模が最適な防災投資水準に影響すること,災害被災後の復興計画と防災計画に対する示唆など,災害リスク下におけるマクロ経済的な投資政策に関する示唆を得ることができた.

 This paper builds a dynamic stochastic macroeconomic model which deals with investment to disaster prevention infrastructure stock. The nature of disaster such as uncertainty, magnitude of damage and long run effects of damage are explicitly modeled. The model can derive optimal policy with regard to investment to productive capital stock and disaster prevention infrastructure stock. Furthermore, the numerical simulations give some interesting implications about the relationship between optimal investment policy, magnitude of disaster, level of economic development and disaster prevention technology.

Journal

  • Journal of Japan Society of Civil Engineers, Ser. D3 (Infrastructure Planning and Management)

    Journal of Japan Society of Civil Engineers, Ser. D3 (Infrastructure Planning and Management) 68(3), 129-143, 2012

    Japan Society of Civil Engineers

Codes

Page Top