Publications
by members of
Faculty of Business Administration
Hosei University
Tokyo, Japan
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Chapters |
Working papers
Undated material is listed at the end2021
- Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021. "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series HIAS-E-104, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
2014
- Hideaki Hirata, 2014.
"Preference Shocks, International Frictions, and International Business Cycles,"
Working Paper
164446, Harvard University OpenScholar.
- Hirata, Hideaki, 2014. "Preference shocks, international frictions, and international business cycles," Journal of Asian Economics, Elsevier, vol. 34(C), pages 92-104.
- Hideaki Hirata, "undated". "Preference Shocks, International Frictions, and International Business Cycles," Working Paper 187751, Harvard University OpenScholar.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014.
"Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution,"
CIRJE F-Series
CIRJE-F-921, CIRJE, Faculty of Economics, University of Tokyo.
- Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2016. "Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution," International Journal of Forecasting, Elsevier, vol. 32(2), pages 437-457.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2015. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-975, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-949, CIRJE, Faculty of Economics, University of Tokyo.
2013
- HIRATA Hideaki & Ayhan KOSE & Christopher OTROK, 2013.
"Regionalization vs. Globalization,"
Discussion papers
13004, Research Institute of Economy, Trade and Industry (RIETI).
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013. "Regionalization vs. Globalization," CAMA Working Papers 2013-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hideaki Hirata & M. Ayhan Kose & Chris Otrok, "undated". "Regionalization vs. Globalization," Working Paper 164456, Harvard University OpenScholar.
- Mr. Hideaki Hirata & Mr. Ayhan Kose & Mr. Christopher Otrok, 2013. "Regionalization vs. Globalization," IMF Working Papers 2013/019, International Monetary Fund.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013. "Regionalization vs. Globalization," Koç University-TUSIAD Economic Research Forum Working Papers 1302, Koc University-TUSIAD Economic Research Forum.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok, 2013. "Regionalization vs. globalization," Working Papers 2013-002, Federal Reserve Bank of St. Louis.
2012
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012.
"Global House Price Fluctuations: Synchronization and Determinants,"
NBER Working Papers
18362, National Bureau of Economic Research, Inc.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 119-166, National Bureau of Economic Research, Inc.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 119-166.
- Hideaki Hirata & M. Ayhan Kose & Chris Otrok & Marco Terrones, "undated". "Global House Price Fluctuations: Synchronization and Determinants," Working Paper 164451, Harvard University OpenScholar.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," CAMA Working Papers 2013-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mr. Hideaki Hirata & Mr. Ayhan Kose & Mr. Christopher Otrok & Mr. Marco Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," IMF Working Papers 2013/038, International Monetary Fund.
- Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2012.
"News Impact Curve for Stochastic Volatility Models,"
Global COE Hi-Stat Discussion Paper Series
gd12-242, Institute of Economic Research, Hitotsubashi University.
- Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki, 2013. "News impact curve for stochastic volatility models," Economics Letters, Elsevier, vol. 120(1), pages 130-134.
2011
- HASUMI Ryo & HIRATA Hideaki & ONO Arito, 2011.
"Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from firm-bank matched data in Japan,"
Discussion papers
11070, Research Institute of Economy, Trade and Industry (RIETI).
- Ono, Arito & Hasumi, Ryo & Hirata, Hideaki, 2014. "Differentiated use of small business credit scoring by relationship lenders and transactional lenders: Evidence from firm–bank matched data in Japan," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 371-380.
- Arito Ono & Ryo Hasumi & Hideaki Hirata, "undated". "Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from Firm?Bank Matched Data in Japan," Working Paper 164441, Harvard University OpenScholar.
- Hasumi, Ryo & Hirata, Hideaki & Ono, Arito, 2012. "Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from Firm-Bank Matched Data in Japan," Working Paper Series 23, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
- Hideaki Hirata & Keisuke Otsu, 2011.
"Accounting for the economic relationship between Japan and the Asian Tigers,"
Studies in Economics
1120, School of Economics, University of Kent.
- Hirata, Hideaki & Otsu, Keisuke, 2016. "Accounting for the economic relationship between Japan and the Asian Tigers," Journal of the Japanese and International Economies, Elsevier, vol. 41(C), pages 57-68.
- Hideaki Hirata & Keisuke Otsu, 2011. "Accounting for the economic relationship between Japan and the Asian Tigers," Working Paper 164496, Harvard University OpenScholar.
2010
- HASUMI Ryo & HIRATA Hideaki, 2010. "Small Business Credit Scoring: Evidence from Japan," Discussion papers 10029, Research Institute of Economy, Trade and Industry (RIETI).
2009
- UESUGI Iichiro & UCHIDA Hiroshi & OGURA Yoshiyuki & ONO Arito & XU Peng & TSURUTA Daisuke & NEMOTO Tadanobu & HIRATA Hideaki & YASUDA Yukihiro & YAMORI Nobuyoshi & WATANABE Wakou & HOTEI Masaki, 2009. "The Current Status of SME Financing under the Financial Crisis: A summary of the Survey on the Status of Transactions between Businesses and Financial Institutions (Feb. 2008) and the Survey on the St," Discussion Papers (Japanese) 09020, Research Institute of Economy, Trade and Industry (RIETI).
2007
- Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2007. "Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously ( Revised in March 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2," CARF F-Series CARF-F-108, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2007.
"Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously,"
CIRJE F-Series
CIRJE-F-515, CIRJE, Faculty of Economics, University of Tokyo.
- Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki, 2009. "Estimating stochastic volatility models using daily returns and realized volatility simultaneously," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2404-2426, April.
2004
- Hideaki Hirata & Tokiko Shimizu, 2004. "Purchase of SME-related ABS by the Bank of Japan (Updated): Monetary Policy and SME financing in Japan," Bank of Japan Working Paper Series 04-E-1, Bank of Japan.
1998
- Hideaki Hirata & Kazuo Ueda, 1998.
"The Yield Spread as a Predictor of Japanese Recessions,"
Working Paper
164501, Harvard University OpenScholar.
- Hideaki Hirata & Kazuo Ueda, 1998. "The Yield Spread as a Predictor of Japanese Recessions," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
1993
- Kwang W. Jun & Sader, Frank & Haruo Horaguchi & Hyuntai Kwak & DEC, 1993. "Japanese foreign direct investment : recent trends, determinants, and prospects," Policy Research Working Paper Series 1213, The World Bank.
Undated
- Ryuichi Yamamoto & Hideaki Hirata, "undated".
"Strategy Switching in the Japanese Stock Market,"
Working Paper
164466, Harvard University OpenScholar.
- Yamamoto, Ryuichi & Hirata, Hideaki, 2013. "Strategy switching in the Japanese stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2010-2022.
- Tomoki Tanemura & Yasunari Inamura & Shinichi Nishioka & Hideaki Hirata & Tokiko Shimizu, "undated".
"Liquidity in JGB Markets? Analysis on the Intraday Bid-Ask Spreads?,"
Working Paper
164516, Harvard University OpenScholar.
- Tomoki Tanemura & Yasunari Inamura & Shinichi Nishioka & Hideaki Hirata & Tokiko Shimizu, 2004. "Liquidity in JGB markets -Analysis on the Intraday Bid-Ask Spreads-," Bank of Japan Review Series Market Review E-series, 2, Bank of Japan.
- Ryo Hasumi & Hideaki Hirata, "undated". "Small Business Credit Scoring and Its Pitfalls: Evidence from Japan," Working Paper 164471, Harvard University OpenScholar.
- Hideaki Hirata & Tokiko Shimizu, "undated".
"Purchase of SME-related ABS by the Bank of Japan: Monetary Policy and SME Financing in Japan,"
Working Paper
164521, Harvard University OpenScholar.
- Hideaki Hirata & Tokiko Shimizu, 2003. "Purchase of SME-related ABS by theBank of Japan: Monetary Policy and SME financing in Japan," Bank of Japan Working Paper Series 03-E-3, Bank of Japan.
- Ryuichi Yamamoto & Hideaki Hirata, "undated". "Belief Changes and Expectation Heterogeneity in Buy- and Sell-Side Professionals in the Japanese Stock Market," Working Paper 164461, Harvard University OpenScholar.
Journal articles
2016
- Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2016.
"Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution,"
International Journal of Forecasting, Elsevier, vol. 32(2), pages 437-457.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2015. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-975, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-921, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-949, CIRJE, Faculty of Economics, University of Tokyo.
2014
- Ono, Arito & Hasumi, Ryo & Hirata, Hideaki, 2014.
"Differentiated use of small business credit scoring by relationship lenders and transactional lenders: Evidence from firm–bank matched data in Japan,"
Journal of Banking & Finance, Elsevier, vol. 42(C), pages 371-380.
- Arito Ono & Ryo Hasumi & Hideaki Hirata, "undated". "Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from Firm?Bank Matched Data in Japan," Working Paper 164441, Harvard University OpenScholar.
- HASUMI Ryo & HIRATA Hideaki & ONO Arito, 2011. "Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from firm-bank matched data in Japan," Discussion papers 11070, Research Institute of Economy, Trade and Industry (RIETI).
- Hasumi, Ryo & Hirata, Hideaki & Ono, Arito, 2012. "Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from Firm-Bank Matched Data in Japan," Working Paper Series 23, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
- Hirata, Hideaki, 2014.
"Preference shocks, international frictions, and international business cycles,"
Journal of Asian Economics, Elsevier, vol. 34(C), pages 92-104.
- Hideaki Hirata, 2014. "Preference Shocks, International Frictions, and International Business Cycles," Working Paper 164446, Harvard University OpenScholar.
- Hideaki Hirata, "undated". "Preference Shocks, International Frictions, and International Business Cycles," Working Paper 187751, Harvard University OpenScholar.
2013
- Yamamoto, Ryuichi & Hirata, Hideaki, 2013.
"Strategy switching in the Japanese stock market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2010-2022.
- Ryuichi Yamamoto & Hideaki Hirata, "undated". "Strategy Switching in the Japanese Stock Market," Working Paper 164466, Harvard University OpenScholar.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013.
"Global House Price Fluctuations: Synchronization and Determinants,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 119-166.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 119-166, National Bureau of Economic Research, Inc.
- Hideaki Hirata & M. Ayhan Kose & Chris Otrok & Marco Terrones, "undated". "Global House Price Fluctuations: Synchronization and Determinants," Working Paper 164451, Harvard University OpenScholar.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," CAMA Working Papers 2013-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers 18362, National Bureau of Economic Research, Inc.
- Mr. Hideaki Hirata & Mr. Ayhan Kose & Mr. Christopher Otrok & Mr. Marco Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," IMF Working Papers 2013/038, International Monetary Fund.
- Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki, 2013.
"News impact curve for stochastic volatility models,"
Economics Letters, Elsevier, vol. 120(1), pages 130-134.
- Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2012. "News Impact Curve for Stochastic Volatility Models," Global COE Hi-Stat Discussion Paper Series gd12-242, Institute of Economic Research, Hitotsubashi University.
2009
- Hirata, Hedeaki, 2009. "Globalization and International Business Cycles―Using Three‐Asymmetric‐Country Dynamic Stochastic General Equilibrium Models―," Economic Review, Hitotsubashi University, vol. 60(3), pages 241-252, July.
- Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki, 2009.
"Estimating stochastic volatility models using daily returns and realized volatility simultaneously,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2404-2426, April.
- Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2007. "Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously," CIRJE F-Series CIRJE-F-515, CIRJE, Faculty of Economics, University of Tokyo.
2008
- Haruo Horaguchi, 2008. "Economics of Reciprocal Networks: Collaboration in Knowledge and Emergence of Industrial Clusters," Computational Economics, Springer;Society for Computational Economics, vol. 31(4), pages 307-339, May.
2007
- Horaguchi , Haruo H., 2007. "Economic Analysis of Free Trade Agreements: Spaghetti Bowl Effect and a Paradox of Hub and Spoke Network," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 22, pages 664-683.
- Hideaki Hirata & Sunghyun Henry Kim & M. Ayhan Kose, 2007. "Sources of Fluctuations: The Case of MENA," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 43(1), pages 5-34, February.
2006
- Horaguchi, Haruo, 2006. "Kiyoshi Kojima, The Flying‐Geese Theory of Economic Development, Vol.Ⅰ: Japanese Economy, Asian Economy and World Economy, and The Flying‐Geese Theory of Economic Development, Vol.Ⅱ: A New Economic Re," Economic Review, Hitotsubashi University, vol. 57(3), pages 271-273, July.
2004
- Hideaki Hirata & Sunghyun Henry Kim & M. Ayhan Kose, 2004. "Integration and Fluctuations : The Case of MENA," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 40(6), pages 48-67, November.
1996
- Horaguchi, Haruo, 1996. "The role of information processing cost as the foundation of bounded rationality in game theory," Economics Letters, Elsevier, vol. 51(3), pages 287-294, June.
1993
- Haruo Horaguchi, 1993. "Withdrawal of Overseas Japanese Firms from Asia: 1971-1988: I. Setting of the issues," Japanese Economy, Taylor & Francis Journals, vol. 21(4), pages 25-57.
1990
- Haruo Horaguchi & Brian Toyne, 1990. "Setting the Record Straight: Hymer, Internationalization Theory and Transaction Cost Economics," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 21(3), pages 487-494, September.
Chapters
2012
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012.
"Global House Price Fluctuations: Synchronization and Determinants,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 119-166,
National Bureau of Economic Research, Inc.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 119-166.
- Hideaki Hirata & M. Ayhan Kose & Chris Otrok & Marco Terrones, "undated". "Global House Price Fluctuations: Synchronization and Determinants," Working Paper 164451, Harvard University OpenScholar.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," CAMA Working Papers 2013-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012. "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers 18362, National Bureau of Economic Research, Inc.
- Mr. Hideaki Hirata & Mr. Ayhan Kose & Mr. Christopher Otrok & Mr. Marco Terrones, 2013. "Global House Price Fluctuations: Synchronization and Determinants," IMF Working Papers 2013/038, International Monetary Fund.