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Citations of
Masanao Aoki

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. AOKI Masanao & YOSHIKAWA Hiroshi, 2007. "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics," Discussion papers 07057, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    Other versions:

    Cited by:

    1. Masanao Aoki, 2008. "Dispersion of growth paths of macroeconomic models in thermodynamic limits: two-parameter Poisson–Dirichlet models," Journal of Economic Interaction and Coordination, Springer, vol. 3(1), pages 3-13, June. [Downloadable!] (restricted)

  2. Masanao Aoki & Hiroshi Yoshikawa, 2003. "Uncertainty, Policy Ineffectiveness, and Long Stagnation of the Macroeconomy," CIRJE F-Series CIRJE-F-197, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Masanao Aoki, 2004. "New Frameworks for Macroeconomic Modelings: Some Illustrative Examples," UCLA Economics Online Papers 306, UCLA Department of Economics. [Downloadable!]

  3. Masanao Aoki, 2003. "A Simple Quantity Adjustment Model of Economic Fluctuations and Growth," UCLA Economics Online Papers 232, UCLA Department of Economics. [Downloadable!]

    Cited by:

    1. Gabriele R. & Fagiolo G. & Dosi G., 2004. "Towards an Evolutionary Interpretation of Aggregate Labor Market Regularities," Computing in Economics and Finance 2004 84, Society for Computational Economics. [Downloadable!]
      Other versions:

  4. Masanao Aoki, 2002. "Open Models of Share Markets with Two Dominant Types of Participants," UCLA Economics Online Papers 107, UCLA Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002. "Evolutionary dynamics in markets with many trader types," CeNDEF Working Papers 02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
      Other versions:
    2. Masanao Aoki, 2005. "Cluster Size Distributions of Heterogeneous Economic Agents: Are there non-self-averaging phenomena in economics?," CIRJE F-Series CIRJE-F-388, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

  5. Masanao Aoki & Hiroshi Yoshikawa, 2001. "A New Model of Economic Fluctuations and Growth," CIRJE F-Series CIRJE-F-136, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

    Cited by:

    1. Giulia Felice, 2003. "Dinamica strutturale e occupazione nei servizi," Department of Economics Working Papers 0304, Department of Economics, University of Trento, Italia. [Downloadable!]

  6. Masanao Aoki, 2001. "Modeling Aggregate Behavior and Fluctuations in Economics: Stochastic Views of Interacting Agents," UCLA Economics Online Papers 142, UCLA Department of Economics. [Downloadable!]

    Cited by:

    1. Masanao Aoki, 2002. "Open Models of Share Markets with Two Dominant Types of Participants," UCLA Economics Online Papers 107, UCLA Department of Economics. [Downloadable!]
      Other versions:
    2. Terence Tai-Leung Chong & Isabel Kit-Ming Yan & Guoxin Liu, 2007. "The Aggregated Structural-Change Model," Economics Bulletin, Economics Bulletin, vol. 3(2), pages 1-10. [Downloadable!]
    3. Masanao Aoki, . "A New Non-ergodic Endogenous Growth Model," UCLA Economics Online Papers 392, UCLA Department of Economics. [Downloadable!]
    4. Ishido, Hikari & Okamoto, Yusuke, 2006. "Winner-Take-All Contention of Innovation under Globalization: A Simulation Analysis and East Asia's Empirics," IDE Discussion Papers 53, Institute of Developing Economies, Japan External Trade Organization(JETRO). [Downloadable!]

  7. Masanao Aoki, 2000. "Demand Creation and Economic Growth," UCLA Economics Online Papers 103, UCLA Department of Economics. [Downloadable!]
    Other versions:

    Cited by:

    1. Ishido, Hikari & Okamoto, Yusuke, 2006. "Winner-Take-All Contention of Innovation under Globalization: A Simulation Analysis and East Asia's Empirics," IDE Discussion Papers 53, Institute of Developing Economies, Japan External Trade Organization(JETRO). [Downloadable!]

  8. Masano Aoki & Riccardo Fiorito, 1992. "Analysis of U.S. Real GNP and Unemployment Interactions: State Space Approach," UCLA Economics Working Papers 647, UCLA Department of Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Filippo Altissimo & Giovanni L. Violante, 2001. "The non-linear dynamics of output and unemployment in the U.S," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 461-486. [Downloadable!]
      Other versions:

  9. Masanao Aoki, 1992. "Interactions of Real GNP Business Cycles in a Three Country Time Series Model," UCLA Economics Working Papers 675, UCLA Department of Economics. [Downloadable!]

    Cited by:

    1. Shami, R.G. & Forbes, C.S., 2000. "A structural Time Series Model with Markov Switching," Monash Econometrics and Business Statistics Working Papers 10/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    2. Roland G. Shami & Catherine S. Forbes, 2002. "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers 5/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  10. Masanao Aoki, . "Thermodynamic Limits of Macroeconomic or Financial Models: One- and Two-Parameter Poisson-Dirichlet Models," UCLA Economics Online Papers 391, UCLA Department of Economics. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Aoki, Masanao & Yoshikawa, Hiroshi, 2007. "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics," Economics Discussion Papers 2007-49, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    2. Masanao Aoki & Hiroshi Yoshikawa, 2007. "Tit-For-Tat Equilibria in Discounted Repeated Games with Private Monitoring," CIRJE F-Series CIRJE-F-493, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

Articles

  1. Aoki, Masanao, 2008. "Thermodynamic limits of macroeconomic or financial models: One- and two-parameter Poisson-Dirichlet models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 66-84, January. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Aoki, Masanao & Yoshikawa, Hiroshi, 2006. "Uncertainty, policy ineffectiveness, and long stagnation of the macroeconomy," Japan and the World Economy, Elsevier, vol. 18(3), pages 261-272, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Aoki, Masanao & Yoshikawa, Hiroshi, 2002. "Demand saturation-creation and economic growth," Journal of Economic Behavior & Organization, Elsevier, vol. 48(2), pages 127-154, June. [Downloadable!] (restricted)

    Cited by:

    1. Gloria Jarne, Julio Sánchez-Chóliz, Francisco Fatás-Villafranca, . ""S-shaped" Economic Dynamics. The Logistic and Gompertz curves generalized," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV. [Downloadable!]
    2. Xue-Zhong He & Youwei Li, 2005. "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series 148, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
      Other versions:
    3. Mauro Caminati, 2004. "Variety, Consumption and Growth," Department of Economics University of Siena 431, Department of Economics, University of Siena. [Downloadable!]
    4. Masanao Aoki, 2004. "New Frameworks for Macroeconomic Modelings: Some Illustrative Examples," UCLA Economics Online Papers 306, UCLA Department of Economics. [Downloadable!]
    5. Masanao Aoki, 2005. "A New Stochastic Framework for Macroeconomics: Some Illustrative Examples," UCLA Economics Online Papers 355, UCLA Department of Economics. [Downloadable!]

  4. Aoki, Masanao, 2002. "Open models of share markets with two dominant types of participants," Journal of Economic Behavior & Organization, Elsevier, vol. 49(2), pages 199-216, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Aoki, Masanao & Fiorito, Riccardo, 1993. "Analysis of US real GNP and unemployment interactions : State space approach," Journal of Economic Dynamics and Control, Elsevier, vol. 17(3), pages 385-399, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Friedman, Daniel & Aoki, Masanao, 1992. "Inefficient Information Aggregation as a," Bulletin of Economic Research, Blackwell Publishing, vol. 44(4), pages 251-79, October.

    Cited by:

    1. Eva Raquel Porras, 2004. "Fundamentals versus contagion proxies to explain financial assets price changes," Working Papers Economia wp04-17, Instituto de Empresa, Area of Economic Environment. [Downloadable!]
    2. W. Brian Arthur & John H. Holland & Blake LeBaron & Richard Palmer & Paul Taylor, 1996. "Asset Pricing Under Endogenous Expectation in an Artificial Stock Market," Working Papers 96-12-093, Santa Fe Institute.

  7. Masanao Aoki & Arthur Havenner, 1991. "State space modeling of multiple time series," Econometric Reviews, Taylor and Francis Journals, vol. 10(1), pages 1-59. [Downloadable!] (restricted)

    Cited by:

    1. Segismundo Izquierdo & Ces�reo Hern�ndez & Javier Pajares, 2005. "State Space Modelling of Cointegrated Systems using Subspace Algorithms," Econometrics 0509010, EconWPA, revised 07 Feb 2006. [Downloadable!]
    2. Rob J Hyndman & Muhammad Akram, 2006. "Some Nonlinear Exponential Smoothing Models are Unstable," Monash Econometrics and Business Statistics Working Papers 3/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    3. Nicolas A. Cuche & Martin K. Hess, 1999. "Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland," Working Papers 99.02, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
    4. J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds, 2005. "Time Series Forecasting: The Case for the Single Source of Error State Space," Monash Econometrics and Business Statistics Working Papers 7/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    5. Forbes, C.S. & Snyder, R.D. & Shami, R.S., 2000. "Bayesian Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 7/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    6. Heather Anderson & Fashid Vahid, 2005. "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANUCBE School of Economics Working Papers 2005-451, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
      Other versions:

  8. Aoki, Masanao & Havenner, Arthur, 1989. "A method for approximate representation of vector-valued time series and its relation to two alternatives," Journal of Econometrics, Elsevier, vol. 42(2), pages 181-199, October. [Downloadable!] (restricted)

    Cited by:

    1. Dietmar Bauer & Martin Wagner, 2003. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0312, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
      Other versions:
    2. Dietmar Bauer & Martin Wagner, 2003. "The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study," Diskussionsschriften dp0308, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]

  9. Havenner, Arthur & Aoki, Masanao, 1988. "An instrumental variables interpretation of linear systems theory estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 49-54, March. [Downloadable!] (restricted)

    Cited by:

    1. Masanao Aoki, 1991. "Two Complementary Representations of Multiple Time Series in State Space Innovation Forms," UCLA Economics Working Papers 628, UCLA Department of Economics. [Downloadable!]

  10. Aoki, Masanao, 1988. "Cointegration, Error Correction, and Aggregation in Dynamic Models: A Comment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(1), pages 89-95, February.

    Cited by:

    1. J. Breitung, . "A Simultaneous Equations Approach to Cointegrated Systems," Sonderforschungsbereich 373 1995-46, Humboldt Universitaet Berlin.

  11. Aoki, Masanao, 1988. "On alternative state space representations of time series models," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 595-607. [Downloadable!] (restricted)

    Cited by:

    1. Shami, R.G. & Forbes, C.S., 2000. "A structural Time Series Model with Markov Switching," Monash Econometrics and Business Statistics Working Papers 10/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    2. Mohsen Bahmani-Oskooee & Hyun-Jae Rhee, 1994. "Long-Run Elasticities Of The Demand For Money In Korea: Evidence From Cointegration Analysis," International Economic Journal, Korean International Economic Association, vol. 8(2), pages 83-93, June. [Downloadable!] (restricted)
    3. Roland G. Shami & Catherine S. Forbes, 2002. "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers 5/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  12. Aoki, Masanao, 1987. "An alternative measure of random walk components in time series," Economics Letters, Elsevier, vol. 24(3), pages 227-230. [Downloadable!] (restricted)

    Cited by:

    1. Mohsen Bahmani-Oskooee & Hyun-Jae Rhee, 1994. "Long-Run Elasticities Of The Demand For Money In Korea: Evidence From Cointegration Analysis," International Economic Journal, Korean International Economic Association, vol. 8(2), pages 83-93, June. [Downloadable!] (restricted)

  13. Aoki, Masanao, 1986. "Dynamic Adjustment Behaviour to Anticipated Supply Shocks in a Two-Country Model," Economic Journal, Royal Economic Society, vol. 96(381), pages 80-100, March. [Downloadable!] (restricted)

    Cited by:

    1. Chen-Min Hsu, 1993. "Government Expenditure, Foreign Reserves And The Exchange Rate Dynamics," International Economic Journal, Korean International Economic Association, vol. 7(3), pages 65-79, October. [Downloadable!] (restricted)

  14. Edwards, Sebastian & Aoki, Masanao, 1983. "Oil export boom and Dutch-disease : A dynamic analysis," Resources and Energy, Elsevier, vol. 5(3), pages 219-242, September. [Downloadable!] (restricted)

    Cited by:

    1. Everhart, Stephen & Duval-Hernandez, Robert, 2001. "Management of oil windfalls in Mexico : historical experience and policy options for the future," Policy Research Working Paper Series 2592, The World Bank. [Downloadable!]

  15. Aoki, Masanao, 1983. "A fundamental inequality to compare dynamic effects of real and asset sector disturbances in a three-country model of the world under alternative exchange rate regimes," Economics Letters, Elsevier, vol. 11(3), pages 263-267. [Downloadable!] (restricted)

    Cited by:

    1. Jorge Braga de Macedo, 1988. "Collective Pegging to a Single Currency: The West African Monetary Union," NBER Working Papers 1574, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  16. Aoki, Masanao, 1980. "Note on Comparative Dynamic Analysis," Econometrica, Econometric Society, vol. 48(5), pages 1319-25, July. [Downloadable!] (restricted)

    Cited by:

    1. Masanao Aoki & Sebastian Edwards, 1982. "Export Boom and Dutch Disease: A Dynamic Analysis," UCLA Economics Working Papers 269, UCLA Department of Economics. [Downloadable!]

  17. Aoki, Masanao & Canzoneri, Matthew, 1979. "Reduced Forms of Rational Expectations Models," The Quarterly Journal of Economics, MIT Press, vol. 93(1), pages 59-71, February. [Downloadable!] (restricted)

    Cited by:

    1. Jesús Ruiz, 2002. "Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real," Investigaciones Economicas, Fundación SEPI, vol. 26(1), pages 35-57, January. [Downloadable!]
    2. Willem H. Buiter, 1979. "Feedback and the Use of Current Information: The Use of General Linear Policy Rules in Rational Expectations Models," NBER Working Papers 0335, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Carl E. Walsh, 1982. "Interest Rate Volatility and Monetary Policy," NBER Working Papers 0915, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Bennett T. McCallum, 1983. "On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective," NBER Working Papers 0684, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  18. Aoki, Masanao, 1977. "A note on the stability of the interaction of monetary policies," Journal of International Economics, Elsevier, vol. 7(1), pages 81-94, February. [Downloadable!] (restricted)

    Cited by:

    1. Nouriel Roubini, 1988. "Offset and Sterilization Under Fixed Exchange Rates With An Optimizing Central Bank," NBER Working Papers 2777, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Richard C. Marston, 1980. "Cross Country Effects of Sterilization, Reserve Currencies and Foreign Exchange Information," NBER Working Papers 0391, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  19. Aoki, Masanao, 1976. "On decentralized stabilization policies and dynamic assignment problems," Journal of International Economics, Elsevier, vol. 6(2), pages 143-171, May. [Downloadable!] (restricted)

    Cited by:

    1. Stephen Turnovsky, 1979. "The dynamics of an open economy with endogenous monetary and fiscal policies," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 115(2), pages 201-223, June. [Downloadable!] (restricted)
    2. Willem H. Buiter & Jonathan Eaton, 1986. "Policy Decentralization and Exchange Rate Management in Interdependent Economies," NBER Working Papers 0531, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  20. Aoki, Masanao, 1975. "On a Generalization of Tinbergen's Condition in the Theory of Policy to Dynamic Models," Review of Economic Studies, Blackwell Publishing, vol. 42(2), pages 293-96, April. [Downloadable!] (restricted)

    Cited by:

    1. Wohltmann, Hans-Werner & Winkler, Roland, 2005. "Monetary Policy Dynamics in Large Oil-Dependent Economies," Economics working papers 2005,17, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]

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This page was last updated on 2008-8-16.

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