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Information about:
Masao Ogaki

Personal Details | Affiliation | Works
This is information that was supplied by Masao Ogaki in registering through RePEc. If you are Masao Ogaki , 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: Masao
Middle Name:
Last Name: Ogaki
Suffix:

RePEc Short-ID: pog9

Email:
Homepage: http://economics.sbs.ohio-state.edu/ogaki/index.html
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Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. h, where author has written h papers that have each been cited at least h times.
  6. Number of Journal Pages, Weighted by Recursive Impact Factor
  7. Wu-Index

Works

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

Working papers

  1. Masao Ogaki & Sungwook Park, 2007. "Long-run real exchange rate changes and the properties of the variance of k-differences," Working Papers 07-05, Ohio State University, Department of Economics. [Downloadable!]

  2. Chi-Young Choi & Ling Hu & Masao Ogaki, 2005. "Structural Spurious Regressions and A Hausman-type Cointegration Test," RCER Working Papers 517, University of Rochester - Center for Economic Research (RCER). [Downloadable!]

  3. Masao Ogaki & Jaebeom Kim, 2004. "Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach," Econometric Society 2004 Far Eastern Meetings 515, Econometric Society.
    Published as:

  4. Chi-Young Choi; Ling Hu; Masao Ogaki, 2004. "A Spurious Regression Approach to Estimating Structural Parameters," Econometric Society 2004 Far Eastern Meetings 555, Econometric Society. [Downloadable!]
    Other versions:

  5. Youngsoo Bae & Vikas Kakkar & Masao Ogaki, 2004. "Money Demand in Japan and the Liquidity Trap," Working Papers 04-06, Ohio State University, Department of Economics. [Downloadable!]

  6. Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003. "Dynamic Seemingly Unrelated Cointegrating Regression," NBER Technical Working Papers 0292, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

  7. Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003. "Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model," RCER Working Papers 502, University of Rochester - Center for Economic Research (RCER). [Downloadable!]

  8. Masao Ogaki & Vikas Kakkar, 2002. "The Distortionary Effects of Inflation: An Empirical Investigation," Working Papers 02-01, Ohio State University, Department of Economics. [Downloadable!]

  9. Masao Ogaki & Chi-Young Choi, 2001. "The Gauss-Markov Theorem and Spurious Regressions," Working Papers 01-13, Ohio State University, Department of Economics. [Downloadable!]

  10. Kyungho Jang & Masao Ogaki, 2001. "The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Working Papers 01-02, Ohio State University, Department of Economics. [Downloadable!]
    Published as:

  11. Jaebeom Kim & Masao Ogaki & Min-Seok Yang, 2001. "Structural Error Correction Models: Instrumental Variables Methods and Application to an Exchange Rate Model," Working Papers 01-01, Ohio State University, Department of Economics. [Downloadable!]

  12. Masao Ogaki & Qiang Zhang, 2000. "Risk Sharing in Village India: the Rule of Decreasing Relative Risk Aversion," Working Papers 00-02, Ohio State University, Department of Economics. [Downloadable!]

  13. Masao Ogaki & Julio Santaella, 1999. "The Exchange Rate and the Term Structure of Interest Rates in Mexico," Working Papers 99-21, Ohio State University, Department of Economics. [Downloadable!]
    Published as:

  14. Masao Ogaki, 1999. "A Theory of Exchange Rates and the Term Structure of Interest Rates," Working Papers 99-19, Ohio State University, Department of Economics. [Downloadable!]
    Other versions:

  15. Masao Ogaki & Young Hwan Byeon, 1999. "A Empirical Investigation of Exchange Rates and the Term Structure of Interest Rates," Working Papers 99-20, Ohio State University, Department of Economics. [Downloadable!]

  16. Masao Ogaki & Qiang Zhang, 1998. "Decreasing Relative Risk Aversion and Tests of Risk Sharing," Working Papers 98-02, Ohio State University, Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  17. Ogaki, M & Reinhart, C-M, 1995. "Measuring Intertemporal Substitution : The Role of Durable Goods," RCER Working Papers 404, University of Rochester - Center for Economic Research (RCER).
    Other versions:
    Published as:

  18. Jonathan David Ostry & Carmen Reinhart & Masao Ogaki, 1995. "Saving Behavior in Low- and Middle -Income Developing Countries: A Comparison," IMF Working Papers 95/3, International Monetary Fund.
    Other versions:

  19. Ogaki, M. & Atkeson, A., 1993. "The Rate of Time Preference, The Intertemporal Elasticity of Substitution, and the leval of Wealth," RCER Working Papers 363, University of Rochester - Center for Economic Research (RCER).

  20. Ogaki, M., 1993. "Unit Roots In Macroeconomics: A Survey," RCER Working Papers 364, University of Rochester - Center for Economic Research (RCER).

  21. Ogaki, M., 1993. "CCR: A User Guide," RCER Working Papers 349, University of Rochester - Center for Economic Research (RCER).

  22. Ogaki, M., 1992. "An Introduction to the Generalized Method of Moments," RCER Working Papers 314, University of Rochester - Center for Economic Research (RCER).

  23. Cooley, T.F. & Ogaki, M., 1991. "A Time Series Analysis of Real Wages, Consumption, and Asset returns Under Optimal Libor Contrecting : A Cointegration-Euler Equation Approach," RCER Working Papers 285, University of Rochester - Center for Economic Research (RCER).

  24. Atkeson, A. & Ogaki, M., 1991. "Wealth-Varying Intertemporal Elasticities of Substitution Evidence from Panel and Aggregate Data," RCER Working Papers 303, University of Rochester - Center for Economic Research (RCER).
    Published as:

  25. Han, H.L. & Ogaki, M., 1991. "A Consistent Test for the Null of Stationarity Against the Alternative of Unit Root," RCER Working Papers 304, University of Rochester - Center for Economic Research (RCER).
    Published as:

  26. Park, J.Y. & Ogaki, M., 1991. "Seemingly Unrelated Canonical Cointegrating Regressions," RCER Working Papers 280, University of Rochester - Center for Economic Research (RCER).

  27. Park, J.Y. & Ogaki, M., 1991. "Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics," RCER Working Papers 281, University of Rochester - Center for Economic Research (RCER).

  28. han, H.L. & Ogaki, M., 1991. "Consumption, Income, and Cointegration Further Analysis," RCER Working Papers 305, University of Rochester - Center for Economic Research (RCER).

  29. Ogaki, M., 1990. "Engel'S Law And Cointegration," RCER Working Papers 228, University of Rochester - Center for Economic Research (RCER).
    Published as:

  30. Ogaki, M. & Atkeson, A., 1990. "A Specification Test For A Model Of Engel'S Law And Saving," RCER Working Papers 236, University of Rochester - Center for Economic Research (RCER).

  31. Kahn, J.A. & Ogaki, M., 1990. "A Chi-Square Test For Unit Root," RCER Working Papers 212, University of Rochester - Center for Economic Research (RCER).
    Published as:

  32. Ogaki, M., 1990. "Aggregation Of Intratemporal Preferences Under Complete Market," RCER Working Papers 249, University of Rochester - Center for Economic Research (RCER).

  33. Atkeson, A. & Ogaki, M., 1990. "Engel'S Law And Saving," RCER Working Papers 240, University of Rochester - Center for Economic Research (RCER).

  34. Ogaki, M. & Park, Y.Y., 1989. "A Cointegration Approach To Estimating Preference Parameters," RCER Working Papers 209, University of Rochester - Center for Economic Research (RCER).
    Published as:

Articles

  1. Choi, Chi-Young & Hu, Ling & Ogaki, Masao, 2008. "Robust estimation for structural spurious regressions and a Hausman-type cointegration test," Journal of Econometrics, Elsevier, vol. 142(1), pages 327-351, January. [Downloadable!] (restricted)

  2. Jaebeom Kim & Masao Ogaki & Minseok Yang, 2007. "Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(8), pages 2057-2075, December. [Downloadable!] (restricted)

  3. Lam, Pok-sang & Lucas, Deborah J. & Ogaki, Masao & West, Kenneth D., 2006. "An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 1109, June. [Downloadable!] (restricted)

  4. Bae, Youngsoo & Kakkar, Vikas & Ogaki, Masao, 2006. "Money Demand in Japan and Nonlinear Cointegration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1659-1667, September. [Downloadable!] (restricted)

  5. Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2005. "Dynamic Seemingly Unrelated Cointegrating Regressions," Review of Economic Studies, Blackwell Publishing, vol. 72(3), pages 797-820, 07. [Downloadable!] (restricted)
    Other versions:

  6. Qiang Zhang & Masao Ogaki, 2004. "Decreasing Relative Risk Aversion, Risk Sharing, and the Permanent Income Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 421-430, October. [Downloadable!] (restricted)

  7. Kim, Jaebeom & Ogaki, Masao, 2004. "Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 1-25, March. [Downloadable!]
    Other versions:

  8. Jang, Kyungho & Ogaki, Masao, 2004. "The effects of monetary policy shocks on exchange rates: A structural vector error correction model approach," Journal of the Japanese and International Economies, Elsevier, vol. 18(1), pages 99-114, March. [Downloadable!] (restricted)
    Other versions:

  9. Masao Ogaki, 2003. "Aggregation under Complete Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 977-986, October. [Downloadable!] (restricted)

  10. Jang, Kyungho & Ogaki, Masao, 2003. "The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(1), pages 1-34, February. [Downloadable!]

  11. Ogaki, Masao & Zhang, Qiang, 2001. "Decreasing Relative Risk Aversion and Tests of Risk Sharing," Econometrica, Econometric Society, vol. 69(2), pages 515-26, March.
    Other versions:

  12. Ogaki, Masao & Santaella, Julio A., 2000. "The exchange rate and the term structure of interest rates in Mexico," Journal of Development Economics, Elsevier, vol. 63(1), pages 135-155, October. [Downloadable!] (restricted)
    Other versions:

  13. Kakkar, Vikas & Ogaki, Masao, 1999. "Real exchange rates and nontradables: A relative price approach," Journal of Empirical Finance, Elsevier, vol. 6(2), pages 193-215, April. [Downloadable!] (restricted)

  14. Masao Ogaki & Carmen M. Reinhart, 1998. "Measuring Intertemporal Substitution: The Role of Durable Goods," Journal of Political Economy, University of Chicago Press, vol. 106(5), pages 1078-1098, October. [Downloadable!] (restricted)
    Other versions:

  15. Ogaki, Masao, 1998. "On the Granger Representation Theorem: a counter example?," Economics Letters, Elsevier, vol. 60(1), pages 19-21, July. [Downloadable!] (restricted)

  16. Ogaki, Masao & Reinhart, Carmen M., 1998. "Intertemporal substitution and durable goods: long-run data," Economics Letters, Elsevier, vol. 61(1), pages 85-90, October. [Downloadable!] (restricted)
    Other versions:

  17. Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134. [Downloadable!] (restricted)
    Other versions:

  18. Masao Ogaki & Andrew Atkeson, 1997. "Rate Of Time Preference, Intertemporal Elasticity Of Substitution, And Level Of Wealth," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 564-572, November. [Downloadable!] (restricted)

  19. Han, Hsiang-Ling & Ogaki, Masao, 1997. "Consumption, income and cointegration," International Review of Economics & Finance, Elsevier, vol. 6(2), pages 107-117. [Downloadable!] (restricted)

  20. Cooley, Thomas F & Ogaki, Masao, 1996. "A Time Series Analysis of Real Wages, Consumption, and Asset Returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 119-34, March-Apr. [Downloadable!] (restricted)

  21. Atkeson, Andrew & Ogaki, Masao, 1996. "Wealth-varying intertemporal elasticities of substitution: Evidence from panel and aggregate data," Journal of Monetary Economics, Elsevier, vol. 38(3), pages 507-534, December. [Downloadable!] (restricted)
    Other versions:

  22. Chapman, David A. & Ogaki, Masao, 1993. "Cotrending and the stationarity of the real interest rate," Economics Letters, Elsevier, vol. 42(2-3), pages 133-138. [Downloadable!] (restricted)

  23. Ogaki, Masao, 1992. "Growth in open economies : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 36(1), pages 47-56, July. [Downloadable!] (restricted)

  24. Ogaki, Masao, 1992. "Engel's Law and Cointegration," Journal of Political Economy, University of Chicago Press, vol. 100(5), pages 1027-46, October. [Downloadable!] (restricted)
    Other versions:

  25. Kahn, James A. & Ogaki, Masao, 1992. "A consistent test for the null of stationarity against the alternative of a unit root," Economics Letters, Elsevier, vol. 39(1), pages 7-11, May. [Downloadable!] (restricted)
    Other versions:

  26. Heaton, John C. & Ogaki, Masao, 1991. "Efficiency bound calculations for a time series model, with conditional heteroskedasticity," Economics Letters, Elsevier, vol. 35(2), pages 167-171, February. [Downloadable!] (restricted)

  27. Ogaki, Masao, 1990. "The Indirect and Direct Substition Effects," American Economic Review, American Economic Association, vol. 80(5), pages 1271-75, December. [Downloadable!] (restricted)

  28. Kahn, James A. & Ogaki, Masao, 1990. "A chi-square test for a unit root," Economics Letters, Elsevier, vol. 34(1), pages 37-42, September. [Downloadable!] (restricted)
    Other versions:

Editor

  1. Journal of Money, Credit and Banking, Blackwell Publishing.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2002-03-04 2007-04-09
  2. NEP-CFN: Corporate Finance (1) 2003-12-14
  3. NEP-ECM: Econometrics (6) 2001-09-10 2002-03-04 2003-04-12 2003-12-07 2004-10-30 2005-05-14 Author is listed
  4. NEP-ETS: Econometric Time Series (6) 2001-09-10 2001-09-10 2002-04-08 2003-04-09 2004-10-30 2005-05-14 Author is listed
  5. NEP-FMK: Financial Markets (1) 2003-12-14
  6. NEP-IAS: Insurance Economics (1) 2001-02-27
  7. NEP-IFN: International Finance (7) 2001-09-10 2001-09-10 2003-04-09 2003-12-07 2003-12-14 2004-10-30 2007-04-09 Author is listed
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This page was last updated on 2009-11-10.

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