Information about:
Shigeyuki Hamori

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

• Faculty of Economics
  Kobe University

  Location: Kobe, Japan
  Homepage: http://www.econ.kobe-u.ac.jp/
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  Handle: RePEc:edi:fekobjp (registered authors at this institution)

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:
    • Shigeyuki Hamori & Shin-Ichi Kitasaka, 1997. "The characteristics of the business cycle in Japan," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1105-1113, September. [Downloadable!] (restricted)

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.

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