~ 13- 1\\:... #H~~~~l!I!ll!fIj~'H_ ~ ... fg~,He~~ 1&':... .m&lJfM~~l!I!llfitjm~ ffi ~~--~m~~m~Zmffl ~ Mi~ ~~~~~~~'m~~~~~~~~,~~~~~u~~~~a~m~o ~.m~~~~~~m~7-~*a$W~m~~~&lJ~~~~,~ft,~m~ ~~%~~~~,~~~~m~~~~*~~~~~~~~~~~~o .u~jrH}~~.l'Ia*~, ~:m:~~~ (quantitative analysis) ~1tB9~ ~ (qualitative analysis), ~jJti;J::, f&~B~RJ(;/l'1iT~JI'M, .§.~,~m~~ G?~~~~~B9~~~*om~~~~~ttm~~~m~Z~*~~~,~~ ~*fB9;/J~, ~~~f!U1twr~1:.t~, tt~tAm~z~*IUlf»\fF-~ifl.1IHliWltii\iB9 llUJ~, ~1iT1!f~:ttl2, ~jfU~~~z~~:iJJ'MfJ;'l,~j-jil:}jti;f.l±,ill'iiN-AtHtlffit }j7*~eeBti~~Mi~, ~Th14tEl!I!~J::~jn*J::~ii~JiU1lt~~J(HI9rt~m:(f,-l:-) tEl.!f1.fif;jjJE3] : ( I) ~Zilii'ltlB~~~Mi~lf{JWii'frB~l.!f1.~i1~C'Jej~~-~f~J~i1'tirm~)o ( II) ~z:tE7f'1<-~t1 (uncertainty) rA9:fTf.l3I:!!lilill 0 ( lIT) ~z~'it1iIIJI tlt:tttJ,:& IJm ~ [Z5l ~tE7f' r~~Wj'jH'fi! ~HUt ftl:\ l?;i ~~JJJ &: ~J'J9fF~IM:rif.J 0 (IV) ~zill!J7E'Bt~~~iHJ9IM~Th;o ~.~",'w!jJm: *m.llrj:t~):~ i1J~f!;r~mJt!*ii1Ij ~x~ [2-: ~~ Nerlove Marc and Kenneth L. Bachman, The Analysis of Chan­ ges in Agricultural Supply: Problems and Approaches, Journal of Farm Economics, Vol. 42. August 1960. ( 1 ) -14 - (I) ~z)jrmm~:ttt4o (rr)~~~~~m~~~~~~.~o (m)&~~~~~~~~ft~~ft~~~~~r~u~~~~~~~~~ ~~ ~!!ilJag1if~0 (N) ikz.~fi)(Am~ft~)JJ~o (V)~~~~~~~.~~~~~~o ~£fJt:tf;~~:ll!-:fItbtm(j~7}trr,&:,~iJJ;::&:~Jj~rfJ'j«:7~~, '8:Jl:t\iIit~Jtt :fr$J;t3~~~:tm{t!m, .I&~~~iltI:1tff(m*iR5:E~~*€ta<]~:Ji~j:if£l't~~:Ji0 tm ~mtrr ill{iIN !b~ft@, ft7\:;,JZ, ~1}~ ift{,t1;tfij~'t~Z3mMf'J*:Nf, ~WMM{1~3m~fr!j mA, ~~ ~ ?~~~{:Jt:tfrm~l&.m1i~·1(~ rFl~mI~Tfl~J: 0 :tmJ:m~,~tf;~~~~~~o~~:tmw*~5:E~m~~m~~tf;~~,~ mnx:TilJ1l!Wt:~ (dynamic supply) B9~~fll:1mo ~~;M~1fiIltl~7Jm-m"fm ~~~~;M~~Iltl~tB7I-m(envelope), fi'jj~;M~~f!:!l~~IIH~~;JVJ~~Iltl~~l'B ~~~MtBMm (different interval of time) ll!\tb ~~&1t¥-l'B~;M~ ~~~~m~~~~~~~~,~;M~~~~~M~~~~~nA~~~~~~ ~ ra':bt ITfi 5:E 0 Ut-) frill ffl J;}. '1~Uf,.~''ffJ{1(matff(,iliI 0 llit7&itlmR1t-*tE~~ (once-and­ for-all change in price), lW*a~ SLSL ~:K;M~M!I!!I~, tEl!!I~ SLSL J:: 8~Bll1\'im~\\I;tz~fijJl1U, ;jt1«mffi£ OA, ~;ftlJZ*tfr1J:~ABo :E'EI:J:a~~~Iltl~ ~~~, J;}.~~mJ:~~OC,tE~~J:,~~~~~~P, m~~Z~~~~ j;tjf11*flF, ff~f&~Jj]Jdlfq!ftffl1~~a<][l}t1f1lJ, .ti;~O~1I*1Jn~*~:I:~ CP (P Jlk'itE:K;M~M*'1L1:), ii'iiRil1Jn~ CD, D f,Uli~ B~z~1t'Jj}~~lffl~J:~~o ~"fm{lmfJJ~ft1iftE OC, JlIjJ!t~ifArirll~$frf-WJzfMf7~ CE, TIil~;f.?, CF,CG,CH~, ~ D,E,F,G,H ~:li:wliU§B~Z~MtB~.E;ItIJ~~Iltl~PJf:m ~,~~~~~~~~~ITfi~~~*M~~~Po ~ii'ii, 1!tWFz'~m, {flm:1t~~:lt!ltE~I!J*, ~~FI!M7En~~-7l\.~o "fmJ!t, !'lUiJ! 89~m'~'fP, *J~fJ1~~tERMf1%t1;~Iltl~;l}!J: 0 imlifM 2 rJfir., B~mtE~Wl ~~lffl*Jil SLSL 89W:*~~~, ~ITfi, ffin~WIH~HlJ~89J:n, fZ~{lm~/itfiJ: ih tt7CW oc, tflii'iiJ:7t.:n OE, OG, OJ ~ 0 -Mil:mw OA J:ir~ OCfl;f, ~ ~imitl!l~~{'tt:Mtw AB ¥ CDo @'"fm{tJIf1H7J~.f.ftE OC, JlUrJWz#t:~Itff.S ;]!-: ~M Marc Nerlove, Distributed Lags and Estimation of Long-Run Supply and Demand Elasticities, Theoretical Considerations. Journal of Farm Economics, Vo1.40, No.2. May, 1958. ( 2 ) - 15- g'o 70 60 50 c 4s 40 35 r">: ~ EJJ ~o ~ ~ '-/ 2~ ~ ~ 20 15 A SL 0 /0 ! oo o 1.50 0 .2,000 looo //,000 ~:f:: (~t~L+;t~D ~l:-*~~m~~~~M~~~~ CW, m.~t~~t1Lt:illk~ OE, ~*~~1fYr~fk53-ml1~;~.1WH)Ut1!111;fJRiliH@W~ ~F,~~Z~~.~~~m~~~OC~~*,ftDEF>CWo~~,~~m kt1tfU::7~~' JtU,§AnrJi~~l-*rUl'8~~1J D,F,H,J,L~, mFa'"~~H:E!:I~ lfi1Et:Jr~:MffH:t1fftl~mIJfi!l;ljtM~*r)Illl~~'1Hj9~rp]}1il!U,r~;;&;. tmJ!t, IE D, F, H,], L ... -*~. fiT j}f1.bt:!n:R f~ Et:J ffH€J fftl*,* SESE' lii~{JU€H!lltR)i!P~llil~ofHfA nrJIHtclft }J7!mil(JJJEH9~:M~~fftl~o m.~~Et:J~:M~~rtlJ"~~tl~E!:I&Ejj-rjji*Ta~ilWf~, ITii SsSE ,J}it SLSL mllB~, 'I§'~m~ib~~~~~~, J1Um~ftl±l*®fj:H~~ ~i\~j}f:!nJM~lfil®~;WW!;~5!Jtt 0 ~8Z.. ~:M®{M€J~ tE R ~~ Ht#UitllB~ SESE *iJ1.UJE, fi'fi;'iFHttJ:!;;u!llBf~ SLSL miJtiJ5Eo ( 3 ) -16 - ~~:tE~1J!~§':'-1'1flllJ!, li!P;;f!-fIM i!!~ ~ ~tmfl fMI~.!lIJ, ~§':'Jl:1f *~ ,~.~R~~~oc~,~~W~.~~~~,m~~~®~fiW~~., ~ J!tifl§:'7fg;il!~~ (distributed lag) ®flllJ!o FR:l~1Fti1Jg;il!~Il~~::t~ lW~tb1m13U€i~flllmf 0 ~:t co ~ 55 K 50 1/5 4,) 35 wI:....- ---I-<t--,~ r- ~ =]0", e 5 I-..:G:.- -+-:-~'""' ~ 1 ~ .1.0 l-=---~_:JJIIVE c /5 A ~---'l Sl... oj.·. --L.__~ ...!----"'"-1.--- /'Oo() 1.50 () .1,0001 3.000 !./cJOO ~~ (tf.~~D ~2:~.~flm~!lIJtf~~t~~~ mi!!~~~~~,-*~a§':'~!lIJ,~~@~-~~~~~~§':'M*~oc~ ~~*,~~*oo~~oo~~m~g~o-fli!!~~~z~*,~~~R~:tE -~~~OO~R~~m,@;;f!~.~~~~~~~~,J!t~~.~f1~~Z~* ( 4 ) -17 - rmffiJ'lljmt;!i;~%im (distributed lag)o iI11:~J%z-f:jHS, EEn~~m;::Mz~iiilJJJl, ,e.., mzOO1iD!~ (ridigities) J;;1.:&J3~IZSl~zi3.~, iiJ!£l~z.~~ff:m, ~~~ 1f~mlt9~, 1mfl:m:&;l'I;ffult9:R.;z.~I!, rm~~~p~IjetRJ.m\~~~0 ~Jtm~*et ~~, ~~~OO~~~,~~*~:m~~~'~~~J~~~~~*et~~,~ 1J13-sI~ij&[email protected]::mqX~(jt7'C~%(/~, m~fm~*~~j'J!%11'jj1i';;-fU~J~(jtlf.1rl'l'~ ~o f&J!:t~lJi%lre:tE~'Hl~~lzfjU~~+%i1HIiHllfo ji'g~%!lE~~~, :a:-B:m~fmZ[?5lI!~ (dependent variable) EElj~1' P,§t1lt;Mz1l1:li.~~ (independent variable) zf5~, r.il~·ill/:1:~1j;M~:rz(j~ ~.o Jltfi~/il{,1i~, tmtlN1{f!iljj!~fiJj10:;~;;::\~~~,nr~.i1lttnrF;;::\ Yt=a+ (3oXt+ fJ1Xt-1+ fJ2Xt- 2+'''+flt ······ ..·· ·· .. ··· .. ·(1) ec =a+ :EfJ.Xt-£+Ut £=0 Y t : [?5l;M!t (dependent variable) X t : 1l1:li.~~ (independent variable) Ut: m~'-l~~~ (stochastic random variable) Jt9=t E(u£)=O 3t{\£ i -p, E( ) {O 'M i~j; i,j=l, 2'''n .IX. UIUj = u 2 11; i=j; i,j=1,2"'n A9=t.0'fif.8~-if!ll\t~;frJ(};fJ£<oo), ll.:f{ifffiliijetfflfb\:o :n~~(1) EE:&~ ~if ~~lHJ91ll :Ii.~~, rsIJ!:tWiA1'gl3f.1JJfH/tm- )nl~~ ff #f§1i5 0 ~m~J!t-lllJJl!1, wM~'fiU5~"'* Koyck .!:J;;1J!l±l~'tWt&~%l'f (geometric lag distribution) (J{J)j'i*, cri:-) ~;;::\ (l) ~nltnrmtt~~;;::\o 1t£*-}j~;;::\1mr: Yt=a+fJ(WoXt+W1Xt_I+ W 2Xt_2+"')+Ut 00 =a+fJ:EW£Xt_I+Ut ··· ..·· ..·..··· ..·..·..· ..·..·· ..·.. ····..····..·.. ·..(2) £=0 ~WnJ&ltlliIYX, 2il'J'lP Xt_1 $'f Y t Zil3'1S!1£\*lf.1, t-i jg\~}[jJ~ t , f&J!:I.: WI nr :j'l}~~tillr: W I=(1-0)()1 O<O<1·....··········..·· ....·· ....· ..·· .. ·........·....·· .. (.3} EE;;::\(3)~A;;::\r2), J'l1j:n~;;::\nrlt~1mr: Yt =a+ fJ(1-0)Xt+ fJ(1-0){}Xt_I+ fJ(1-0){}2Xt_2+ ...... +Ut (4) J&:nm;;::\(4)ZiW-;M, ~~~l: 0, tllj'lfA nr~ OYt_I = aO+fJ(1-0) 0X t_I+fJ(1-())(j2Xt_2 +... +OUt_I············ (5) [J:-: ~rm Koyck L.M., Distributed Lags and Investment Analysis. North Holland publtshlng Company, Amsterdam, 1954. ( 5 ) -18­ Ef:l5t(4.~~5}' .'!t1iJ1f .Y,=a(1-9)+f1(1-(})X,+tJYt-I+(flt-Ou'_I) (6) ~J!t~(6)~:Jt-MiiT}IU'ttt:m:J~~1¥J~~, 1'f:iJ~1!I~~~T1iJff a(1"'0) ,P(I-9)1ft (J, ~Jlta~,81iJJiJlti1t.Ilii~o:Ji~~ (6) JlP:m-~~1E~%~~ :;;to :tE~n.'I'<Yd?ttrT.b -~.iIf&r~~m-*mB9~~7}MlztfEt!i1Ji*, *"1'"11] ~flo (1) ${5:tinJ!Hit~ (Partial adjustment model) 0 (tt-) ~~m~~!f.m Nerlove ~m;\;l!lH, fflJ;l.~5E!l~JHlm~I1J~OCll; ~ ~J!t~~1iJ~ffl*~5EA~&r~mZ~m~~~~o ~~.~~-~~~ffi~ (static expectation), 1t~m (~1'llffiiftO ~5E~1W~:¥~J&Ufi!r, JlU~ M~~1Jfl~m: Y,·=a+oP'-l-rUt (7) y,.: ~lf:l;lf;j~#U€t Pe-I: l::lUJztlt1C1Jlftt 21,: ~.~••, ;tt1tt~~~(l)f<1J )It~,itJ1mz~~~~m Y,- Y'-l=1t(Y,·- Yt-I) OLn-L 1 (S) Y,: i'~Wlz.~~ Yt-l: w-jWZ~m 7t: ~~~t'\ iI/;!l~*It·~[ll~fR~~:!E.gtUI9~.'i1,~1t=11lif, JlIj~(8).Jm~Jjl(;Y, =Y,", f:lO 'IW!#H~~~~WJ~'lSih¥J~~, tlPllt, 1llI3~:mJ!n~ifii5CiEB9 0 ~it~(7)~~:8), JlJ]1iJ}l{jj)f5:till1!H~~~tmr: Yt=01t+(l-1t)Yt_l+07l'P'-l+Ut (9) Eit1J~~(g), ~ A1iJffl.~Ji*f, ~ME~1Jjldl~ITiifi~a7t, (1-11:) 7ft. 01t, ~ifii11Jiff.1l', alft. 0, !f:ij~JFnrif1i:~~J4~~rro~~~~o (2) ~mfJUtfj~~ (adaptive expectation model), (~.::) 1lt-: ~~ Marc Nertove, Estimates of the Elasticities of Supply of Sele­ cted Agricultural Commodities, Journal of Farm Economics,1956, pp. 495-509. tt.:::: Cagcn P., The Monetary Dynamics of Hyper Inflation. in Friedman Ed., Studies in the Quantity Theory of the Money, Chicago, University of Chicago Press, 1956. ( 6 ) -19 ­ *!1t~~m Cagon ~tE'Jtflm~m-~ (price inflation) l1J1f'tJUHr~z ~~*m~mmm~o~.A~~~zffl~m~~~~~Z~~,~.~Z. ;f;ti~Q(J&:J.l!9F~F1ttQ(JOO110 (ffl: - ) ~JJiffi;MzfjU~m~~ : Yt=c+dPt*+ut··············· ..·..····..·· ·..·· ·..·· ..·· (IO) P t*: ~~ztJUUlfl:m Yt: 1t~z~~ fit: milt!l~!f!. ~J;l.13W~~ Pt·-Pt-I* =~/(Pt-I-Pt.-I*) OLryLl············{lJl Pt_I·: -mj-~zfJtMflm Pt-I: Wi-~z.~mm ry: 'fJumt.*t{ :mT~~fiTmfi!ia~~Mr1J~~, 1§%M~Uo)m~m pt*= __ c _+_~t tit uO)' d d d P t- I *= - ~ +Y~Jl -~-~ ·....·..···....·..·....·......···...·......····....U2) tJ.~(l21~A~(lD, TIfi~~AA(l)~:t@iJ~tJum~:t:~: ¥t=oy + (l-ry)J(t-l+dryPt - l+ p.t- (l-ry)Ut_l'" '" ·.