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Information about:
Mototsugu Shintani

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

RePEc Short-ID: psh5

Email:
Homepage: http://www.vanderbilt.edu/econ/faculty/Shintani
Postal Address: Box 1819 Station B, Nashville, TN 37235
Phone: (615)322-2196

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. Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2008. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," IMES Discussion Paper Series 08-E-16, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
    Other versions:

  2. Mario J. Crucini & Mototsugu Shintani & and Takayuki Tsuruga, 2008. "Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information," IMES Discussion Paper Series 08-E-05, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
    Other versions:

  3. Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-9, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]

  4. Christian Ahlin & Mototsugu Shintani, 2006. "Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence," Working Papers 0610, Department of Economics, Vanderbilt University. [Downloadable!]
    Published as:

  5. Diana N. Weymark & Mototsugu Shintani, 2006. "Quantifying Inflation Pressure and Monetary Policy Response in the United States," Levine's Bibliography 321307000000000321, UCLA Department of Economics. [Downloadable!]

  6. Joon Y. Park & Mototsugu Shintani, 2005. "Testing for a Unit Root against Transitional Autoregressive Models," Working Papers 05010, Department of Economics, Vanderbilt University. [Downloadable!]
    Other versions:

  7. Ye Cai & Mototsugu Shintani, 2005. "On the Long-Run Variance Ratio Test for a Unit Root," Working Papers 0506, Department of Economics, Vanderbilt University. [Downloadable!]

  8. Diana N. Weymark & Mototsugu Shintani, 2004. "Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001," Working Papers 0424, Department of Economics, Vanderbilt University. [Downloadable!]

  9. Mototsugu Shintani, 2004. "A Dynamic Factor Approach to Nonlinear Stability Analysis," Econometric Society 2004 Far Eastern Meetings 538, Econometric Society.
    Other versions:

  10. Mototsugu Shintani, 2003. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Working Papers 0322, Department of Economics, Vanderbilt University, revised Apr 2004. [Downloadable!]
    Published as:

  11. Mototsugu Shintani, 2003. "Nonlinear Analysis of Business Cycles Using Diffusion Indexes: Applications to Japan and the U.S," Levine's Bibliography 506439000000000168, UCLA Department of Economics. [Downloadable!]

  12. Mototsugu Shintani, 2003. "A Nonparametric Measure of Convergence Toward Purchasing Power Parity," Levine's Bibliography 506439000000000172, UCLA Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  13. Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto, 2003. "Measuring the Economic Impact of Monetary Union: The Case of Okinawa," Working Papers 0315, Department of Economics, Vanderbilt University. [Downloadable!]
    Published as:

  14. Oliver Linton & Mototsugu Shintani, 2002. "Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," STICERD - Econometrics Paper Series /2002/434, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Other versions:
    Published as:

  15. Mario J. Crucini & Mototsugu Shintani, 2002. "Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data," Working Papers 0222, Department of Economics, Vanderbilt University, revised Jul 2004. [Downloadable!]
    Other versions:

  16. Mario J Crucini & Mototsugu Shintani, 2002. "Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data," NajEcon Working Paper Reviews 506439000000000019, www.najecon.org. [Downloadable!]

  17. Oliver Linton & Mototsugu Shintani, 2001. "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," FMG Discussion Papers dp383, Financial Markets Group. [Downloadable!] (restricted)
    Other versions:
    Published as:

  18. Atsushi Inoue & Mototsugu Shintani, 2001. "Bootstrapping GMM Estimators for Time Series," Working Papers 0129, Department of Economics, Vanderbilt University, revised Aug 2003. [Downloadable!]
    Published as:

  19. Mototsugu Shintani, 2000. "A Simple Cointegrating Rank Test Without Vector Autoregression," Working Papers 0044, Department of Economics, Vanderbilt University. [Downloadable!]
    Published as:

  20. Ohtake, F. & Shintani, M., 1995. "The Effects of Demographics on the Japanese Housing Market," Papers 391, Osaka - Institute of Social and Economic Research.
    Published as:

  21. Shibata, A. & Shintani, M., 1994. "Capital Mobility in the World Economy: An Alternative Measure," Papers 330, Osaka - Institute of Social and Economic Research.

  22. Shintani, M., 1994. "Excess Smoothness of Consumption," Papers 299, Osaka - Institute of Social and Economic Research.
    Other versions:

  23. Shintani, M., 1993. "Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons," Papers 311, Osaka - Institute of Social and Economic Research.
    Published as:

  24. RePEc:nbr:nberwo:14381 is not listed on IDEAS

Articles

  1. Shintani, Mototsugu, 2008. "A dynamic factor approach to nonlinear stability analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2788-2808, September. [Downloadable!] (restricted)

  2. T. Aldrich Finegan & Roberto V. Penaloza & Mototsugu Shintani, 2008. "Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them," Industrial and Labor Relations Review, ILR Review, ILR School, Cornell University, vol. 61(2), pages 244-257, January.

  3. Crucini, Mario J. & Shintani, Mototsugu, 2008. "Persistence in law of one price deviations: Evidence from micro-data," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 629-644, April. [Downloadable!] (restricted)

  4. Ahlin, Christian & Shintani, Mototsugu, 2007. "Menu costs and Markov inflation: A theoretical revision with new evidence," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 753-784, April. [Downloadable!] (restricted)
    Other versions:

  5. Serletis, Apostolos & Shintani, Mototsugu, 2006. "Chaotic monetary dynamics with confidence," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 228-252, March. [Downloadable!] (restricted)

  6. Cai, Ye & Shintani, Mototsugu, 2006. "On The Alternative Long-Run Variance Ratio Test For A Unit Root," Econometric Theory, Cambridge University Press, vol. 22(03), pages 347-372, March. [Downloadable!]

  7. Mototsugu Shintani, 2006. "A nonparametric measure of convergence towards purchasing power parity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 589-604. [Downloadable!]
    Other versions:

  8. Yang, Kun & Shintani, Mototsugu, 2006. "Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data," Economics Letters, Elsevier, vol. 93(2), pages 255-260, November. [Downloadable!] (restricted)

  9. Inoue, Atsushi & Shintani, Mototsugu, 2006. "Bootstrapping GMM estimators for time series," Journal of Econometrics, Elsevier, vol. 133(2), pages 531-555, August. [Downloadable!] (restricted)
    Other versions:

  10. Shintani, Mototsugu, 2005. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 517-38, June.
    Other versions:

  11. Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto, 2004. "Measuring the Economic Impact of Monetary Union: The Case of Okinawa," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 858-867, 08. [Downloadable!] (restricted)
    Other versions:

  12. Shintani, Mototsugu & Linton, Oliver, 2004. "Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos," Journal of Econometrics, Elsevier, vol. 120(1), pages 1-33, May. [Downloadable!] (restricted)
    Other versions:

  13. Mototsugu Shintani & Oliver Linton, 2003. "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 331-357, February. [Downloadable!] (restricted)
    Other versions:

  14. Shintani, Mototsugu, 2001. "A simple cointegrating rank test without vector autoregression," Journal of Econometrics, Elsevier, vol. 105(2), pages 337-362, December. [Downloadable!] (restricted)
    Other versions:

  15. Shibata, Akihisa & Shintani, Mototsugu, 1998. "Capital mobility in the world economy: an alternative test," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 741-756, October. [Downloadable!] (restricted)

  16. Ohtake, Fumio & Shintani, Mototsugu, 1996. "The effect of demographics on the Japanese housing market," Regional Science and Urban Economics, Elsevier, vol. 26(2), pages 189-201, April. [Downloadable!] (restricted)
    Other versions:

  17. Shintani Mototsugu, 1994. "Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons," Journal of the Japanese and International Economies, Elsevier, vol. 8(2), pages 144-172, June. [Downloadable!] (restricted)
    Other versions:

NEP Fields

25 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2008-08-06 2008-09-05
  2. NEP-CBA: Central Banking (8) 2005-01-02 2006-04-08 2006-08-26 2006-09-11 2006-09-11 2008-03-25 2008-04-29 2008-09-05 Author is listed
  3. NEP-CMP: Computational Economics (2) 2003-11-03 2004-12-20
  4. NEP-DGE: Dynamic General Equilibrium (2) 2008-08-06 2008-09-05
  5. NEP-ECM: Econometrics (13) 2003-02-10 2003-02-10 2003-11-03 2003-11-03 2004-10-21 2004-12-12 2004-12-20 2004-12-20 2005-02-06 2005-02-13 2005-04-03 2005-05-07 2008-08-06 Author is listed
  6. NEP-ETS: Econometric Time Series (6) 2003-02-03 2004-12-20 2005-02-13 2005-04-03 2005-05-07 2006-09-11 Author is listed
  7. NEP-FIN: Finance (2) 2004-12-20 2004-12-22
  8. NEP-HIS: Business, Economic & Financial History (1) 2004-12-20
  9. NEP-IFN: International Finance (6) 2004-12-20 2005-02-06 2006-08-26 2008-03-25 2008-04-29 2008-08-06 Author is listed
  10. NEP-MAC: Macroeconomics (9) 2004-12-20 2005-01-02 2006-04-08 2006-08-26 2006-09-11 2008-03-25 2008-04-29 2008-08-06 2008-09-05 Author is listed
  11. NEP-MFD: Microfinance (2) 2003-11-03 2003-11-03
  12. NEP-MON: Monetary Economics (4) 2004-12-20 2005-01-02 2006-04-08 2006-09-11
  13. NEP-MST: Market Microstructure (1) 2008-08-06
  14. NEP-OPM: Open MacroEconomics (1) 2008-04-29
  15. NEP-RMG: Risk Management (1) 2008-08-06
  16. NEP-SEA: South East Asia (2) 2004-12-20 2004-12-20
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This page was last updated on 2008-10-4.

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