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)

Lists

1. Number of Distinct Works
2. Number of Journal Pages
3. Number of Journal Pages, Weighted by Number of Authors

Working papers

1. Hisako KAI & Shigeyuki HAMORI, 2009. "Globalization, Financial Depth, and Inequality in Sub-Saharan Africa," Discussion Papers 0912, Graduate School of Economics, Kobe University. [Downloadable!]

2. Inoue, Takeshi & Hamori, Shigeyuki, 2009. "An Empirical Analysis of the Monetary Policy Reaction Function in India," IDE Discussion Papers 200, Institute of Developing Economies, Japan External Trade Organization(JETRO). [Downloadable!]

3. Yoichi, Matsubayashi & Shigeyuki, Hamori, 2009. "Empirical Analysis of Import Demand Behavior of Least Developed Countries," MPRA Paper 17266, University Library of Munich, Germany. [Downloadable!]

4. Shigeyuki, Hamori & Yoichi, Matsubayashi, 2009. "Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach," MPRA Paper 17316, University Library of Munich, Germany. [Downloadable!]

5. Yoshihiro, Hashiguchi & Shigeyuki, Hamori, 2009. "Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007," MPRA Paper 17357, University Library of Munich, Germany. [Downloadable!]

6. Guifu, Chen & Shigeyuki, Hamori, 2009. "Formal Employment, Informal Employment and Income Differentials in Urban China," MPRA Paper 17585, University Library of Munich, Germany. [Downloadable!]

7. Hisako, KAI & Shigeyuki, HAMORI, 2009. "Microfinance and Inequality," MPRA Paper 17537, University Library of Munich, Germany. [Downloadable!]

8. Inoue, Takeshi & Hamori, Shigeyuki, 2008. "An empirical analysis of the money demand function in India," IDE Discussion Papers 166, Institute of Developing Economies, Japan External Trade Organization(JETRO). [Downloadable!]

1. Chen, G. & Hamori, S., 2009. "An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1). [Downloadable!] (restricted)

2. CHEN, Guifu & HAMORI, Shigeyuki, 2009. "Economic returns to schooling in urban China: OLS and the instrumental variables approach," China Economic Review, Elsevier, vol. 20(2), pages 143-152, June. [Downloadable!] (restricted)

3. Hisashi Tanizaki & Shigeyuki Hamori, 2009. "Volatility transmission between Japan, UK and USA in daily stock returns," Empirical Economics, Springer, vol. 36(1), pages 27-54, February. [Downloadable!] (restricted)

4. Guifu Chen & Shigeyuki Hamori, 2009. "Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 17(4), pages 53-71. [Downloadable!] (restricted)

5. Ivohasina Fizara Razafimahefa & Shigeyuki Hamori, 2009. "Business Cycle Transmission Between Madagascar, Seychelles,and Their Major Economic Partners," Icfai University Journal of Applied Economics, Icfai Press, vol. 0(1), pages 7-19, January.

6. Shigeyuki Hamori & Naoko Hamori, 2009. "International term structure of interest rates in the Euro area," Applied Economics Letters, Taylor and Francis Journals, vol. 16(11), pages 1113-1116. [Downloadable!] (restricted)

7. Ramaprasad Bhar & Shigeyuki Hamori, 2008. "A new approach to analysing comovement in European equity markets," Studies in Economics and Finance, Emerald Group Publishing, vol. 25(1), pages 4-20, March. [Downloadable!] (restricted)

8. Guifu Chen & Shigeyuki Hamori, 2008. "Do Chinese employers discriminate against females when hiring employees ?," Economics Bulletin, Economics Bulletin, vol. 10(14), pages 1-17. [Downloadable!]

9. Hamori, Shigeyuki & Hamori, Naoko, 2008. "Demand for money in the Euro area," Economic Systems, Elsevier, vol. 32(3), pages 274-284, September. [Downloadable!] (restricted)

10. 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!]

11. 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)

12. Shigeyuki HAMORI, 2008. "Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 13-22. [Downloadable!] (restricted)

13. 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!]

14. 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!]

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

16. 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)

17. 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!]

18. 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)

19. 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)

20. 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)

21. 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!]

22. 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.

23. 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)

24. 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)

25. 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)

26. 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)

27. 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)

28. 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)

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

30. 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)

31. 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)

32. 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)

33. 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)

34. 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)

35. 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)

36. 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)

37. 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)

38. 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)

39. 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)

40. 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)

41. 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)

42. 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)

43. 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)

44. 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)

45. 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)

46. 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)

47. 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)

48. 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)

49. 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)

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

51. 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)

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

53. 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.

1. NEP-AFR: Africa (1) 2009-08-22
2. NEP-CBA: Central Banking (2) 2008-10-13 2009-08-08 Author is listed
3. NEP-CNA: China (1) 2009-09-26
4. NEP-CWA: Central & Western Asia (2) 2008-10-13 2009-08-08 Author is listed
5. NEP-DEV: Development (3) 2009-08-22 2009-10-03 2009-10-03 Author is listed
6. NEP-LAB: Labour Economics (1) 2009-10-03
7. NEP-MAC: Macroeconomics (2) 2008-10-13 2009-08-08 Author is listed
8. NEP-MFD: Microfinance (1) 2009-10-03
9. NEP-MON: Monetary Economics (2) 2008-10-13 2009-08-08 Author is listed
10. NEP-OPM: Open MacroEconomics (1) 2009-08-22
11. NEP-TRA: Transition Economics (2) 2009-09-26 2009-10-03 Author is listed

This page was last updated on 2009-11-5.