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Information about:
Manabu Asai

Personal Details | Affiliation | Works
This is information that was supplied by Manabu Asai in registering through RePEc. If you are Manabu Asai , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Manabu
Middle Name:
Last Name: Asai
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RePEc Short-ID: pas73

Email: [This author has chosen not to make the email address public]
Homepage: http://home.soka.ac.jp/~m-asai/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007. "Multivariate stochastic volatility," CIRJE F-Series CIRJE-F-488, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

  2. Manabu Asai & Michael McAleer, 2005. "Asymmetric Multivariate Stochastic Volatility," DEA Working Papers 12, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]

Articles

  1. Manabu Asai & Michael McAleer, 2007. "Non-trading day effects in asymmetric conditional and stochastic volatility models," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 113-123, 03. [Downloadable!] (restricted)

  2. Manabu Asai, 2005. "Comparison of MCMC Methods for Estimating Stochastic Volatility Models," Computational Economics, Springer, vol. 25(3), pages 281-301, June. [Downloadable!] (restricted)

  3. Asai, Manabu, 1999. "Time Series Evidence on a New Keynesian Theory of the Output-Inflation Trade-Off," Applied Economics Letters, Taylor and Francis Journals, vol. 6(9), pages 539-41, September. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2006-04-08 2007-04-09 Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2006-04-08 2007-04-09 Author is listed
  3. NEP-ICT: Information & Communication Technologies (1) 2006-04-08 Author is listed
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This page was last updated on 2008-5-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.