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Citations of
Shigeyuki Hamori

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.

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Articles

  1. Hamori, Shigeyuki & Matsubayashi, Yoichi, 2001. "An empirical analysis on the stability of Japan's aggregate import demand function," Japan and the World Economy, Elsevier, vol. 13(2), pages 135-144, April. [Downloadable!] (restricted)

    Cited by:

    1. Byron Gangnes & Craig Parsons, 2004. "Have US-Japan Trade Agreements Made a Difference?," Working Papers 200403, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
      Other versions:
    2. Tuck Cheong Tang, 2003. "Cointegration analysis for Japanese import demand: revisited," Applied Economics Letters, Taylor and Francis Journals, vol. 10(14), pages 905-908, November. [Downloadable!] (restricted)
    3. Yoichi Matsubayashi & Shigeyuki Hamori, 2003. "Some international evidence on the stability of aggregate import demand function," Applied Economics, Taylor and Francis Journals, vol. 35(13), pages 1497-1504, September. [Downloadable!] (restricted)

  2. Hamori, Shigeyuki, 2000. "The Transmission Mechanism of Business Cycles among Germany, Japan, the UK and the USA," Applied Economics, Taylor and Francis Journals, vol. 32(4), pages 405-10, March. [Downloadable!] (restricted)

    Cited by:

    1. Wan-Jun Yao & Yu-Ching Hsieh & Shigeyuki Hamori, 2007. "An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan," Economics Bulletin, Economics Bulletin, vol. 15(23), pages 1-13. [Downloadable!]

  3. Hamori, Shigeyuki & Imamura, Yuriko, 2000. "International Transmission of Stock Prices among G7 Countries: LA-VAR Approach," Applied Economics Letters, Taylor and Francis Journals, vol. 7(9), pages 613-18, September. [Downloadable!] (restricted)

    Cited by:

    1. Chancharat,Surachai & Valadkhani, Abbas, 2007. "An Empirical Analysis of the Thai and Major International Stock Markets," Economics Working Papers wp07-13, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]

  4. Hamori, Shigeyuki & Tokihisa, Akira, 2000. "Seasonal Integration and Japanese Aggregate Data," Applied Economics Letters, Taylor and Francis Journals, vol. 7(9), pages 591-94, September. [Downloadable!] (restricted)

    Cited by:

    1. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics. [Downloadable!]

  5. Anderson, David A. & Hamori, Shigeyuki, 2000. "A theory of quality signaling in the marriage market," Japan and the World Economy, Elsevier, vol. 12(3), pages 229-242, September. [Downloadable!] (restricted)

    Cited by:

    1. Nicolas G. Vaillant, 2004. "Discrimination in matchmaking: evidence from the price policy of a French marriage bureau," Applied Economics, Taylor and Francis Journals, vol. 36(7), pages 723-729, April. [Downloadable!] (restricted)

  6. Hamori, Naoko & Hamori, Shigeyuki, 1999. "Stability of the Money Demand Function in Germany," Applied Economics Letters, Taylor and Francis Journals, vol. 6(5), pages 329-32, May. [Downloadable!] (restricted)

    Cited by:

    1. Ferda HALICIOGLU & Mehmet UGUR, 2005. "On Stability of the Demand for Money in a Developing OECD," Macroeconomics 0508001, EconWPA. [Downloadable!]

  7. Hamori, Shigeyuki & Tokunaga, Toshifumi, 1999. "Habit Formation and Durability and Consumption: Some Evidence from Income Quintile Groups in Japan," Applied Economics Letters, Taylor and Francis Journals, vol. 6(6), pages 397-402, June. [Downloadable!] (restricted)

    Cited by:

    1. Raymund Abara, 2006. "Estimation and evaluation of asset pricing models with habit formation using Philippine data," Applied Economics Letters, Taylor and Francis Journals, vol. 13(8), pages 493-497, June. [Downloadable!] (restricted)

  8. Hamori, Shigeyuki & Asako, Kazumi, 1999. "Government Consumption and Fiscal Policy: Some Evidence from Japan," Applied Economics Letters, Taylor and Francis Journals, vol. 6(9), pages 551-55, September. [Downloadable!] (restricted)

    Cited by:

    1. Sanghamitra Bandyopadhyay & Joan Esteban, 2007. "Redistributive Taxation and PublicExpenditures," STICERD - Distributional Analysis Research Programme Papers 95, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:

  9. Hamori, Shigeyuki & Tokihisa, Akira, 1997. "Testing for a unit root in the presence of a variance shift1," Economics Letters, Elsevier, vol. 57(3), pages 245-253, December. [Downloadable!] (restricted)

    Cited by:

    1. Eklund, Bruno, 2003. "A nonlinear alternative to the unit root hypothesis," Working Paper Series in Economics and Finance 547, Stockholm School of Economics. [Downloadable!]
    2. Felipe M. Aparicio & Alvaro Escribano & Ana García, 2004. "A Range Unit Root Test," Statistics and Econometrics Working Papers ws041104, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    3. Charles Nelson & Eric Zivot & Jeremy M. Piger, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    4. Steven Cook, 2006. "The robustness of modified unit root tests in the presence of GARCH," Quantitative Finance, Taylor and Francis Journals, vol. 6(4), pages 359-363, August. [Downloadable!] (restricted)
    5. José L. Fernández-Serrano & Simón Sosvilla-Rivero, 2003. "Modelling the linkages between US and Latin American stock markets," Applied Economics, Taylor and Francis Journals, vol. 35(12), pages 1423-1434, August. [Downloadable!] (restricted)
      Other versions:
    6. Brendan K. Beare, 2008. "Unit Root Testing with Unstable Volatility," Economics Papers 2008-W06, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    7. Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    8. Kazuhiro Ohtani, 2004. "Exact distribution and critical values of a unit root test in the presence of change in variance," Applied Economics Letters, Taylor and Francis Journals, vol. 11(14), pages 855-860, November. [Downloadable!] (restricted)
    9. Chew Lian Chua & Sandy Suardi, 2005. "Is There a Unit Root in East-Asian Short-Term Interest Rates?," Melbourne Institute Working Paper Series wp2005n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    10. Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Discussion Papers in Economics at the University of Washington 0040, Department of Economics at the University of Washington. [Downloadable!]
      Other versions:
    11. Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2002. "Residual-based tests for cointegration and multiple regime shifts," NIPE Working Papers 7/2002, NIPE - Universidade do Minho. [Downloadable!]
    12. A.M.R. Taylor & D.J.C. van Dijk, 1999. "Testing for stochastic unit roots - Some Monte Carlo evidence," Econometric Institute Report 149, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  10. Hamori, Shigeyuki, 1997. "Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan," Japan and the World Economy, Elsevier, vol. 9(3), pages 413-430, August. [Downloadable!] (restricted)

    Cited by:

    1. Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers 3/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

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This page was last updated on 2008-7-23.

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.