チャリング・クープマンス (Tjalling C. Koopmans), 1910-1986.
オランダ生まれのチャリング・クープマンス(注:クープマンズという表記の人もいる)は、数理経済学と計量経済学の発
展におけるパイオニアの一人だ。1948 年から 1967 年までコウルズ経済研究所の所長を務めたクー
プマンスは、ローザンヌ学派に源
流を持つ新ワルラス派が近代的な定式化された形態へと発展するとても大事な時期に、主導的な役割を果たした。
クープマンス自身の経済学への貢献は多岐に上る。彼は「線形計画法」やアク
ティビティ分析の手法を独立に発見して発展させ、それを実際的・理論的な一
般均衡モデルに適用した (1951, 1957)。彼の Three Essays (1957) は
新ワルラス派一般均衡理論の理論及び
手法的な解説として古典的なものの一つだ。クープマンス (1951)では、「生産の技術効率性」と「利潤最
大化」が等価だということを明らかにして、この発見によって彼は社会主義
計算論争に大きな影響を与えた。一般均衡下での効率性
に関心を持ったクープマンスは、新
古典派成長モデルを異時点間の最適化問題として再定式化した (1965,
1967) し、経時的最適性への関心は彼の仕事の重要な時期を占めることとなる。
クープマンスは計量経済学における
「コウルズアプローチ」 (1937,
1947, 1950) ―― あるいは単に、時系列/VARアプローチが普及する前に一般的だった計量経済学とでも言うべきものを開発、普及させる上で重要な役
割を果たした。1940 年代には、クープマンスは実証研究における「理論な
き測定」アプローチをめぐって、アメリカの制度学派と手法論争を繰り広げた。
1975 年、イェール大学で教鞭をとっていたクープマンスは、レオニード・
カントロヴィッチとノーベル記念賞を共同で受賞した。
チャリング・クープマンスの主要著作
- Linear Regression Analysis of Economic Time Series, 1937.
- "The Logic of Econometric Business Cycle Research", 1941, JPE.
- "Statistical Estimation of Simultaneous Economic
Relations", 1945, JASA
- "Measurement without
Theory", 1947, REStat.
- "A Reply to Vining", 1949, REStat.
- "Identification Problems in Economic Model
Construction" 1949, Econometrica
- "Optimum Utilization of the Transportation
System", 1949, Proceedings of the International Statistical Conference
- "The Econometric Approach to Business Fluctuations", 1949, AER.
- "Utility
Analysis of Decisions Affecting Future Well-Being", 1950, Econometrica
- Editor of Statistical Inference in Dynamic Economic Models, 1950.
- "The Identification of Structural
Characteristics" with O. Reiersol, 1950, Annals of Mathematical
Statistics
- "Efficient Allocation of Resources", 1951, Econometrica.
- "A Model of Transportation", with S.Reiter, in Koopmans, 1951.
- "Analysis of Production as an Efficient Combination of Activities", in
Koopmans, 1951.
- Editor of Activity Analysis of Production and Allocation, 1951.
- "Activity Analysis and Its Applications", 1953, AER.
- Three Essays on the State of Economic Science, 1957.
- "Assignment Problems and the Location of Economic
Activities" with M.J. Beckmann, 1957, Econometrica
- "Water Storage Policy in a Simplified Hydroelectric
System" 1957, in Proceedings of the First International Conference
on Operational Research
- "Selected Topics in Economics Involving Mathematical
Reasoning" with A.F. Bausch, 1959, SIAM Review
- "Stationary Ordinal Utility and Impatience", 1960, Econometrica.
- "Convexity Assumptions, Allocative Efficiency and Competitive Equilibrium",
1961, JPE.
- "On Flexibility of Future Preferences", 1964 in Bryan and Shelley, editors, Human
Judgments and Optimality.
- "Economic Growth at a Maximal Rate", 1964, QJE.
- "Stationary Utility and Time Preference", with P. Diamond
and R.E. Williamson, 1964, Econometrica.
- "On the Existence of a Subinvariant Measure" with R.E.
Williamson, 1964, Proceedings of Konnikl. Nederl. Akad. van Wetenschappen
- "On the Concept of Optimal Economic Growth", 1965,
Pontificiae Academiae Scientiarum Scripta Varia
- "Intertemporal Distribution and Optimal Aggregate Economic Growth", 1967, in
Fellner, editor, Ten Economic Studies in the Tradition of Irving Fisher.
- "Objectives, Constraints and Outcomes in Optimal Growth Models", 1967, Econometrica.
- "Note on a Social System Composed of Hierarchies with Overlapping
Personnel", 1969, Orbis Economicus.
- "Maximizing Stationary Utility in a Constant
Technology" with R. Beals, 1969, SIAM Journal of Applied
Mathematics
- Scientific Papers of Tjalling C. Koopmans, Volume I, 1970.
- "A Model of a Continuing State with Scarce
Capital", 1971, ZfN
- "On the Description and Comparison of Economic
Systems" with J.M. Montias, 1971, in Eckstein, editor, Comparison of
Economic Systems.
- "On the Definition and Computation of a Capital Stock Invariant Under
Optimization", with T. Hansen, 1972, JET
- "Representation of Preference Ordering with Independent Components of
Consumption", 1972, in McGuire and Radner, editors, Decision and Organization.
- "Representation
of Preference Orderings Over Time", 1972, in McGuire and Radner, editors, Decision and Organization.
- "Some Observations on Optimal Economic Growth and Exhaustible Resources",
1973, in Bos et al, editors, Economic Structure and Development.
- "Is the Theory of Competitive Equilibrium With It?", 1974, AER.
- "Proof for a Case where Discounting Advances Doomsday", 1974, RES.
- "Concepts of Optimality and their Uses", 1977, AER.
- "Examples of Production Relations Based on
Microdata", 1977, in G.C. Harcourt, editor, Microeconomic Foundations of
Macroeconomics
- "Economics Among the Sciences", 1979, AER.
- "The Transition from Exhaustible to Renewable or Inexhaustible
Resources", 1981, in Economic Growth and
Resources
- "Additively Decomposed Quasiconcave Functions", with G. Debreu,
1982, Mathematical Programming.
- Scientific Papers of Tjalling C. Koopmans, Volume II, 1985.
- "Constancy and Constant Differences of Price Elasticities of
Demand" with H. Uzawa, 1990, in Chipman et al., editors, Preferences, Uncertainty, and
Optimality
T・C・クープマンスに関するリソース
- HET ページ: ワルラス派一般均衡理論:
生産者, 最適成長理論
- Autobiography
of Koopmans at Nobel site.
- Press release of
Nobel award (1975).
- Tjalling
Koopmans Page at the Cowles Foundation (here's another)
- "Tjalling Charles
Koopmans, 1910-1985 Biographical Memoir," by Herbert E. Scarf
, 1995, at NAS (pdf
file)
- Obituary in
the New York Times, Saturday, March 1985
- Koopmans
page at Britannica.com
- Koopmans
page at Britannica Guide to the Nobel Prizes
- Koopmans Page at
Nobel Prize Internet Archive
- Koopmans page at PEI
- Koopmans Page at Laura Forgette
- Tjalling Koopmans
Distinguished Lecture Series at IIASA, Austria
- 1985
Koopmans Obituary, Boston Globe
- 1985
Koopmans Obituary, New York Times
- Koopmans page
by Thayer Watkins.
- Koopmans at
Bartleby
免責条項、© 2002-2004 Gonçalo L. Fonseca, Leanne Ussher, 八田真行, 山形浩生