Bayesian analysis of cross-prefectural production function with time varying structure in Japan

Kyo, Koki; Noda, Hideo
December 2006
AIP Conference Proceedings;2006, Vol. 872 Issue 1, p503
Conference Proceeding
A cross-prefectural production function (CPPF) in Japan is constructed in a set of Bayesian models to examine the performance of Japan’s post-war economy. The parameters in the model are estimated by using the procedure of a Monte Carlo filter together with the method of maximum likelihood. The estimated results are applied to regional and historical analysis of the Japanese economy. © 2006 American Institute of Physics


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