Personal Details
First Name: Manabu
Middle Name:
Last Name: Asai
Suffix:
RePEc Short-ID: pas73
Email: [This author has chosen not to make the email address public]
Homepage:
http://home.soka.ac.jp/~m-asai/
Postal Address:
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
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any)| NEP Fields |
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Working papers
- Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007.
"Multivariate stochastic volatility,"
CIRJE F-Series
CIRJE-F-488, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Manabu Asai & Michael McAleer, 2005.
"Asymmetric Multivariate Stochastic Volatility,"
DEA Working Papers
12, Universitat de les Illes Balears, Departament d'EconomÃa Aplicada.
[Downloadable!]
Articles
- 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)
- Manabu Asai, 2005.
"Comparison of MCMC Methods for Estimating Stochastic Volatility Models,"
Computational Economics,
Springer, vol. 25(3), pages 281-301, June.
[Downloadable!] (restricted)
- 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):
- NEP-ECM: Econometrics (2) 2006-04-08 2007-04-09 Author is listed
- NEP-ETS: Econometric Time Series (2) 2006-04-08 2007-04-09 Author is listed
- NEP-ICT: Information & Communication Technologies (1) 2006-04-08 Author is listed
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