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Information about:
Shigeyuki Hamori

Personal Details | Affiliation | Works
This is information that was supplied by Shigeyuki Hamori in registering through RePEc. If you are Shigeyuki Hamori , 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: Shigeyuki
Middle Name:
Last Name: Hamori
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RePEc Short-ID: pha320

Email:
Homepage:
http://www.econ.kobe-u.ac.jp/~hamori/
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Affiliation

(in no particular order)

Works

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


Articles

  1. Shigeyuki Hamori, 2008. "Empirical Analysis of the Money Demand Function in Sub-Saharan Africa," Economics Bulletin, Economics Bulletin, vol. 15(4), pages 1-15. [Downloadable!]

  2. Bhar, Ramaprasad & Hamori, Shigeyuki, 2008. "Information content of commodity futures prices for monetary policy," Economic Modelling, Elsevier, vol. 25(2), pages 274-283, March. [Downloadable!] (restricted)

  3. Shigeyuki Hamori, 2007. "International Capital Flows and the Frankel-Dooley-Mathieson Puzzle," Economics Bulletin, Economics Bulletin, vol. 15(19), pages 1-12. [Downloadable!]

  4. Bhar, Ramaprasad & Hamori, Shigeyuki, 2007. "Co-movement in the price of risk of aggregate equity markets," Economic Systems, Elsevier, vol. 31(3), pages 256-271, September. [Downloadable!] (restricted)

  5. 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!]

  6. Shigeyuki Hamori, 2007. "The information role of commodity prices in formulating monetary policy: some evidence from Japan," Economics Bulletin, Economics Bulletin, vol. 5(13), pages 1-7. [Downloadable!]

  7. Shigeyuki Hamori & Naoko Hamori, 2007. "Sources of Real and Nominal Exchange Rate Movements for the Euro," Economics Bulletin, Economics Bulletin, vol. 6(32), pages 1-10. [Downloadable!]

  8. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange," Asia-Pacific Financial Markets, Springer, vol. 13(1), pages 1-9, March. [Downloadable!] (restricted)

  9. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Linkages among agricultural commodity futures prices: some further evidence from Tokyo," Applied Economics Letters, Taylor and Francis Journals, vol. 13(8), pages 535-539, June. [Downloadable!] (restricted)

  10. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Empirical investigation on the relationship between Japanese and Asian emerging equity markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 77-86, March. [Downloadable!] (restricted)

  11. Ivohasina Razafimahefa & Shigeyuki Hamori, 2005. "An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries," Economics Bulletin, Economics Bulletin, vol. 6(20), pages 1-8. [Downloadable!]

  12. Ivohasina Fizara Razafimahefa & Shigeyuki Hamori, 2005. "Import Demand Function: Some Evidence from Madagascar and Mauritius," Journal of African Economies, Oxford University Press, vol. 14(3), pages 411-434, September.

  13. Bhar, Ramaprasad & Hamori, Shigeyuki, 2005. "Causality in variance and the type of traders in crude oil futures," Energy Economics, Elsevier, vol. 27(3), pages 527-539, May. [Downloadable!] (restricted)

  14. Bhar, Ramaprasad & Hamori, Shigeyuki, 2004. "Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework," Economics Letters, Elsevier, vol. 82(2), pages 157-165, February. [Downloadable!] (restricted)

  15. Ramaprasad Bhar & Shigeyuki Hamori, 2004. "The link between inflation and inflation uncertainty: Evidence from G7 countries," Empirical Economics, Springer, vol. 29(4), pages 825-853, December. [Downloadable!] (restricted)

  16. 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)

  17. Bhar, Ramaprasad & Hamori, Shigeyuki, 2003. "Alternative characterization of the volatility in the growth rate of real GDP," Japan and the World Economy, Elsevier, vol. 15(2), pages 223-231, April. [Downloadable!] (restricted)

  18. Hamori, Shigeyuki, 2001. "Seasonality and stock returns: some evidence from Japan," Japan and the World Economy, Elsevier, vol. 13(4), pages 463-481, December. [Downloadable!] (restricted)

  19. Hamori, Shigeyuki & Tokihisa, Akira, 2001. "Seasonal Cointegration and the Money Demand Function: Some Evidence from Japan," Applied Economics Letters, Taylor and Francis Journals, vol. 8(5), pages 305-10, May. [Downloadable!] (restricted)

  20. 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)

  21. Akira Tokihisa & Shigeyuki Hamori, 2001. "Seasonal Integration For Daily Data," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 187-200. [Downloadable!] (restricted)

  22. Hamori, Shigeyuki, 2000. "Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan," Japan and the World Economy, Elsevier, vol. 12(2), pages 143-152, May. [Downloadable!] (restricted)

  23. 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)

  24. Hamori, Shigeyuki & Hamori, Naoko, 2000. "An empirical analysis of economic fluctuations in Japan: 1885-1940," Japan and the World Economy, Elsevier, vol. 12(1), pages 11-19, January. [Downloadable!] (restricted)

  25. 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)

  26. 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)

  27. 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)

  28. 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)

  29. 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)

  30. 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)

  31. Hamori, Shigeyuki, 1998. "Money, Exchange Rates and International Business Cycle between Japan and the United States," Applied Economics Letters, Taylor and Francis Journals, vol. 5(1), pages 31-35, January. [Downloadable!] (restricted)

  32. Hamori, Shigeyuki & Kitasaka, Shin-Ichi, 1998. "A Numerical Analysis of the Monetary Aspects of the Japanese Economy: The Cash-in-Advance Approach," Applied Financial Economics, Taylor and Francis Journals, vol. 8(1), pages 51-59, February. [Downloadable!] (restricted)

  33. Hamori, Shigeyuki, 1998. "Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan," Economic Modelling, Elsevier, vol. 15(2), pages 217-235, April. [Downloadable!] (restricted)

  34. Hamori, Shigeyuki, 1997. "A Simple Method to Test the Fisher Effect," Applied Economics Letters, Taylor and Francis Journals, vol. 4(8), pages 477-79, August. [Downloadable!] (restricted)

  35. 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)

  36. Hamori, Shigeyuki & Kitasaka, Shin-Ichi, 1997. "The Characteristics of the Business Cycle in Japan," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1105-13, September. [Downloadable!] (restricted)
    Published as:

  37. 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)

  38. Hamori, Shigeyuki, 1996. "Consumption Growth and the Intertemporal Elasticity of Substitution: Some Evidence from Income Quintile Groups in Japan," Applied Economics Letters, Taylor and Francis Journals, vol. 3(8), pages 529-32, August. [Downloadable!] (restricted)

  39. Shigeyuki Hamori & Shin-ichi Kitasaka & Hisashi Tanizaki, 1996. "On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties," Econometric Reviews, Taylor and Francis Journals, vol. 15(1), pages 97-114. [Downloadable!] (restricted)

  40. Hamori, Shigeyuki, 1993. "Test of the international equity integration of Japan," Economics Letters, Elsevier, vol. 42(1), pages 71-76. [Downloadable!] (restricted)

  41. Hamori, Shigeyuki, 1992. "Test of C-CAPM for Japan: 1980-1988," Economics Letters, Elsevier, vol. 38(1), pages 67-72, January. [Downloadable!] (restricted)

  42. Hamori, Shigeyuki, 1992. "On the structural stability of preference parameters obtained from Japanese financial market data," Economics Letters, Elsevier, vol. 40(4), pages 459-464, December. [Downloadable!] (restricted)

  43. Hamori, Shigeyuki, 1989. " Information Costs, Learning Process and the Effectiveness of Monetary Policy," Scandinavian Journal of Economics, Blackwell Publishing, vol. 91(3), pages 535-46.


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This page was last updated on 2008-5-12.


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