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Publications

by members of

Graduate School of Economics and Management
Tohoku University
Sendai, Japan

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2024

  1. Yikai Zhao & Rui Sun & Jun Nagayasu, 2024. "Credit Constraints, Corporate Transparency, and Export," DSSR Discussion Papers 139, Graduate School of Economics and Management, Tohoku University.
  2. Yi-Chun Ko & Shinsuke Uchida & Akira Hibiki, 2024. "Substitution of Human and Physical Capitals in Farm Adaptation to Extreme Temperatures: Evidence from Corn Yields in US," TUPD Discussion Papers 49, Graduate School of Economics and Management, Tohoku University.

2023

  1. Yikai Zhao & Jun Nagayasu, 2023. "Agglomeration and Selection Effects in Privatized-SOEs: The Role of SOE Reforms," DSSR Discussion Papers 137, Graduate School of Economics and Management, Tohoku University.
  2. Zihe Li & Jun Nagayasu, 2023. "A Dynamic Analysis of Chinese Yuan (RMB) Internationalization with Bayesian-Based Time Series Model," TUPD Discussion Papers 33, Graduate School of Economics and Management, Tohoku University.
  3. Jingyi Tian & Jun Nagayasu, 2023. "Financial Systemic Risk behind Artificial Intelligence:Evidence from China," TUPD Discussion Papers 44, Graduate School of Economics and Management, Tohoku University.
  4. Shutong Zhang & Jun Nagayasu, 2023. "Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China," TUPD Discussion Papers 45, Graduate School of Economics and Management, Tohoku University.
  5. Chinh T. Mai & Akira Hibiki, 2023. "How Does Flood Affect Children Differently? The Impact of Flood on Children’s Education, Labor, Food Consumption, and Cognitive Development," CIRJE F-Series CIRJE-F-1211, CIRJE, Faculty of Economics, University of Tokyo.
  6. Akira Hibiki & Koji Miyawaki, 2023. "A Bayesian analysis of vegetable production in Japan," TUPD Discussion Papers 35, Graduate School of Economics and Management, Tohoku University.
  7. Chinh Thi Tuyet Mai & Akira Hibiki, 2023. "How Does Flood Affect Children Differently? The Impact of Flood on Children’s Education, Labor, Food Consumption, and Cognitive Development," TUPD Discussion Papers 36, Graduate School of Economics and Management, Tohoku University.
  8. Ambar Lineth Chavez Espinosa & Akira Hibiki, 2023. "The Impacts of Climate Change on Farmers and Indigenous Peoples’ Consumption: Evidence from Panama," TUPD Discussion Papers 37, Graduate School of Economics and Management, Tohoku University.

2022

  1. Yikai Zhao & Jun Nagayasu, 2022. "Privatization's Influence on Agglomeration and Selection Effects: Evidence from China's Manufacturing Industry," DSSR Discussion Papers 126, Graduate School of Economics and Management, Tohoku University.
  2. Hui Zhou & Jun Nagayasu, 2022. "The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk," DSSR Discussion Papers 134, Graduate School of Economics and Management, Tohoku University.
  3. HIBIKI Akira & SHINKUMA Takayoshi & YOSHIDA Jun, 2022. "A Damage Liability Rule in a Society with Autonomously Driving Vehicles and Development of the Technology for Safety Performance (Japanese)," Discussion Papers (Japanese) 22035, Research Institute of Economy, Trade and Industry (RIETI).
  4. YI-CHUN KO & Shinsuke Uchida & AKIRA HIBIKI, 2022. "Capacity to Adapt to Temperature Effects on Crop Yields: Evidence from Rice Production in Japan," TUPD Discussion Papers 12, Graduate School of Economics and Management, Tohoku University.
  5. Takayoshi Shinkuma & Akira Hibiki & Eiji Sawada, 2022. "Optimal Inspection under Moral Hazard and Limited Liability of Polluter," TUPD Discussion Papers 16, Graduate School of Economics and Management, Tohoku University.
  6. Eiji Sawada & Takayoshi Shinkuma & Akira Hibiki, 2022. "Non-point source pollution control policy for stochastic but constant environmental damage," TUPD Discussion Papers 17, Graduate School of Economics and Management, Tohoku University.
  7. Tran Quang-Thanh, 2022. "The Aging Tax on Potential Growth in Asia," TUPD Discussion Papers 14, Graduate School of Economics and Management, Tohoku University.
  8. Cody Yu-Ling Hsiao & Stanley Iat-Meng Ko & Nan Zhou, 2022. "Financial relief policy and social distancing duringthe COVID-19 pandemic," TUPD Discussion Papers 21, Graduate School of Economics and Management, Tohoku University.

2021

  1. Lamia Bazzaoui & Jun Nagayasu & Ronald MacDonald, 2021. "Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance," DSSR Discussion Papers 118, Graduate School of Economics and Management, Tohoku University.
  2. Jun Nagayasu, 2021. "Causal and Frequency Analyses of Purchasing Power Parity," DSSR Discussion Papers 119, Graduate School of Economics and Management, Tohoku University.
  3. Zhou Hui & Jun Nagayasu, 2021. "Is Corporate Environmental Responsibility More Valuable in the Shaky Period? The Moderating Effect of Ownership Type," DSSR Discussion Papers 121, Graduate School of Economics and Management, Tohoku University.
  4. Katsuhito Nohara & Masaki Narukawa & Akira Hibiki, 2021. "Using contingent behavior analysis to estimate benefits from coral reefs in Kume Island, Japan: A Poisson-inverse Gaussian approach with on-site correction," TUPD Discussion Papers 1, Graduate School of Economics and Management, Tohoku University.
  5. Jun Yoshida & Shinsuke Uchida & Katsuhito Nohara & Akira Hibiki, 2021. "Natural Disasters and Firm Selection: Heterogeneous Effects of Flooding Events on Manufacturing Sectors in Japan," TUPD Discussion Papers 7, Graduate School of Economics and Management, Tohoku University.
  6. Niklas Uliczka, 2021. "The Impact of Mergers and Acquisitions on Top Income Shares," TUPD Discussion Papers 5, Graduate School of Economics and Management, Tohoku University.
  7. Gabriel Fuentes Cordoba & Niklas Uliczka, 2021. "The Impact of Hurricane Katrina on Income Inequality: A Synthetic Control Analysis," TUPD Discussion Papers 6, Graduate School of Economics and Management, Tohoku University.
  8. Kazuya Kamiya & So Kubota, 2021. "A Search and Bargaining Model of Non-degenerate Distributions of Money Holdings," Discussion Paper Series DP2021-11, Research Institute for Economics & Business Administration, Kobe University, revised Aug 2021.
  9. So Kubota, 2021. "Money and cooperation in small communities," Working Papers 2118, Waseda University, Faculty of Political Science and Economics.

2020

  1. Nagayasu, Jun, 2020. "Economic Activities and Regional Correlation During Economic and Natural Disasters," MPRA Paper 103084, University Library of Munich, Germany.
  2. Koji Murayama & Jun Nagayasu, 2020. "International and Interprefectural Migration in Japan : Implications for the Spatial Assimilation Theory," DSSR Discussion Papers 116, Graduate School of Economics and Management, Tohoku University.
  3. KAWABATA Nozomu & YIN Di, 2020. "Policies to Reduce Excess Capacity in the Chinese Iron and Steel Industry: Industrial Policy as a Coordination Process (Japanese)," Discussion Papers (Japanese) 20038, Research Institute of Economy, Trade and Industry (RIETI).
  4. So Kubota, 2020. "Culture, Gender, and Structural Transformation: The Case of Turkey," Working Papers 1925, Waseda University, Faculty of Political Science and Economics.
  5. So Kubota, 2020. "The U.S. Child Care Crisis: Facts, Causes, and Policies," Working Papers 2008, Waseda University, Faculty of Political Science and Economics.
  6. Masashige Hamano & Munechika Katayama & So Kubota, 2020. "COVID-19 Misperception and Macroeconomy," Working Papers 2016, Waseda University, Faculty of Political Science and Economics.

2019

  1. Murayama, Koji & Nagayasu, Jun, 2019. "Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration," MPRA Paper 95691, University Library of Munich, Germany.
  2. Bazzaoui, Lamia & Nagayasu, Jun, 2019. "Is Inflation Fiscally Determined?," MPRA Paper 95753, University Library of Munich, Germany.
  3. Katsuhito Nohara & Masaki Narukawa & Akira Hibiki, 2019. "Estimating the value of coral reefs in Kume Island,Japan, using a contingent behavior method:A Poisson-Inverse Gaussian approach with on-site correction," DSSR Discussion Papers 103, Graduate School of Economics and Management, Tohoku University.
  4. Masamitsu Kurata & Kazushi Takahashi & Akira Hibiki, 2019. "Gendered Impacts of Household and Ambient Air Pollution on Child Health: Evidence from Household and Satellite-based Data in Bangladesh," DSSR Discussion Papers 95, Graduate School of Economics and Management, Tohoku University.
  5. Kubota, So & 久保田, 荘, 2019. "Market Structure and Indeterminacy of Stationary Equilibria in a Decentralized Monetary Economy," Discussion paper series HIAS-E-84, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.

2018

  1. Jun Nagayasu, 2018. "Financial Flows, Global Interest Rates, and Political Integration," DSSR Discussion Papers 75, Graduate School of Economics and Management, Tohoku University.
  2. Jun Nagayasu, 2018. "Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan," DSSR Discussion Papers 76, Graduate School of Economics and Management, Tohoku University.
  3. Jun Nagayasu, 2018. "Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data," DSSR Discussion Papers 77, Graduate School of Economics and Management, Tohoku University.
  4. Nazmus Sadat Khan & Jun Nagayasu, 2018. "Productivity Spillovers in the Global Market," DSSR Discussion Papers 87, Graduate School of Economics and Management, Tohoku University.
  5. Koji Murayama & Jun Nagayasu, 2018. "Spatial Dependence and Social Networks in Regional Labor Migration," DSSR Discussion Papers 88, Graduate School of Economics and Management, Tohoku University.
  6. Jun Nagayasu, 2018. "Homeownership and Residential Mobility during the "Lost Decades"," DSSR Discussion Papers 89, Graduate School of Economics and Management, Tohoku University.
  7. Nozomu Kawabata, 2018. "Development of the Vietnamese Iron and Steel Industry under International Economic Integration," TERG Discussion Papers 396, Graduate School of Economics and Management, Tohoku University.
  8. Asano, Koji, 2018. "Trust and Law in Credit Markets," MPRA Paper 90482, University Library of Munich, Germany.
  9. Asano, Koji, 2018. "Ignorant Experts and Financial Fragility," MPRA Paper 90830, University Library of Munich, Germany.
  10. Chih-Sheng Hsieh & Stanley I. M. Ko & Jaromír Kovářík & Trevon Logan, 2018. "Non-Randomly Sampled Networks: Biases and Corrections," NBER Working Papers 25270, National Bureau of Economic Research, Inc.

2017

  1. KASAHARA Hiroyuki & NISHIDA Mitsukuni & SUZUKI Michio, 2017. "Decomposition of Aggregate Productivity Growth with Unobserved Heterogeneity," Discussion papers 17083, Research Institute of Economy, Trade and Industry (RIETI).
  2. KAWABATA Nozomu, 2017. "Where is the Excess Capacity in the World Iron and Steel Industry? –A focus on East Asia and China–," Discussion papers 17026, Research Institute of Economy, Trade and Industry (RIETI).
  3. KAWABATA Nozomu, 2017. "Decline and Restructuring of a State-owned Enterprise Group in the Vietnamese Iron and Steel Industry (Japanese)," Discussion Papers (Japanese) 17066, Research Institute of Economy, Trade and Industry (RIETI).
  4. Taku Yamamoto & Hiroaki Chigira, 2017. "Forecasting Mortality: Some Recent Developments," Proceedings of International Academic Conferences 5808110, International Institute of Social and Economic Sciences.
  5. Muhammad Mohsin Hakeem & Ken-ichi Suzuki, 2017. "Foreign Portfolio Investment and Economy: The Network Perspective," Papers 1712.10274, arXiv.org.

2016

  1. Nagayasu, Jun, 2016. "Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries," MPRA Paper 70078, University Library of Munich, Germany.
  2. Nagayasu, Jun, 2016. "Inflation and Bubbles in the Japanese Condominium Market," MPRA Paper 71192, University Library of Munich, Germany.
  3. Katsuhito Nohara & Azusa Okagawa & Akira Hibiki & Hiroya Yamano, 2016. "Valuation of coral reefs using site choice model," ERSA conference papers ersa16p211, European Regional Science Association.
  4. Hiroyuki Kasahara & Yasuyuki Sawada & Michio Suzuki, 2016. "The Effect of Bank Recapitalization Policy on Corporate Investment: Evidence from a Banking Crisis in Japan," CARF F-Series CARF-F-399, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  5. Nozomu Kawabata, 2016. "The Vietnamese Iron and Steel Industry in Transition to a Market Economy -Attainments and Challenges-," TERG Discussion Papers 349, Graduate School of Economics and Management, Tohoku University.
  6. Koji Asano, 2016. "Managerial Reputation, Risk-Taking, and Imperfect Capital Markets," Discussion Papers in Economics and Business 16-12, Osaka University, Graduate School of Economics.

2015

  1. Nagayasu, Jun, 2015. "Global and country-specific factors in real effective exchange rates," MPRA Paper 64217, University Library of Munich, Germany.
  2. Nagayasu, Jun, 2015. "Regional Inflation and Consumption Behaviors," MPRA Paper 68566, University Library of Munich, Germany.
  3. Tsurumi, Tetsuya & Managi, Shunsuke & Hibiki, Akira, 2015. "Do Environmental Regulations Increase Bilateral Trade Flows?," MPRA Paper 66321, University Library of Munich, Germany.
  4. YIN Ting & KUREISHI Wataru & WAKABAYASHI Midori, 2015. "Using Subjective Income Expectations to test the Permanent Income Hypothesis: Evidence from Chinese micro-data (Japanese)," Discussion Papers (Japanese) 15016, Research Institute of Economy, Trade and Industry (RIETI).
  5. Paul Schrimpf & Michio Suzuki & Hiroyuki Kasahara, 2015. "Identification and Estimation of Production Function with Unobserved Heterogeneity," 2015 Meeting Papers 924, Society for Economic Dynamics.
  6. Yan Zhang & Nozomu Kawabata, 2015. "Business Creation and Transformation Processes in Four Software Companies in Dalian, China: Commonalities and Differences," TERG Discussion Papers 331, Graduate School of Economics and Management, Tohoku University.

2014

  1. Akiomi Kitagawa, 2014. "Wage Profiles and Income Inequality among Identical Workers: A Simple Formalization," TERG Discussion Papers 314, Graduate School of Economics and Management, Tohoku University.
  2. Yoshifumi Muroi & Shintaro Suda, 2014. "Computation of Greeks using Binomial Tree," TMARG Discussion Papers 117, Graduate School of Economics and Management, Tohoku University.
  3. Nagayasu, Jun, 2014. "Regional inflation, spatial location and the Balassa-Samuelson effect," MPRA Paper 59220, University Library of Munich, Germany.
  4. Ko, Stanley I. M. & Chong, Terence T. L. & Ghosh, Pulak, 2014. "Dirichlet Process Hidden Markov Multiple Change-point Model," MPRA Paper 57871, University Library of Munich, Germany.

2013

  1. Akiomi KITAGAWA, 2013. "Long-run Consequences of Ranking Job Applicants by Unemployment Duration: Theoretical and Numerical Analyses," TERG Discussion Papers 301, Graduate School of Economics and Management, Tohoku University.
  2. Alberto, Montagnoli & Jun, Nagayasu, 2013. "An Investigation of Housing Affordability in the UK Regions," SIRE Discussion Papers 2013-64, Scottish Institute for Research in Economics (SIRE).
  3. Jun, Nagayasu, 2013. "The Forward Premium Puzzle and The Euro," SIRE Discussion Papers 2013-65, Scottish Institute for Research in Economics (SIRE).
  4. Nagayasu, Jun, 2013. "Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model," SIRE Discussion Papers 2013-66, Scottish Institute for Research in Economics (SIRE).
  5. MacDonald, Ronald & Nagayasu, Jun, 2013. "Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate," SIRE Discussion Papers 2013-100, Scottish Institute for Research in Economics (SIRE).
  6. Montagnoli, Alberto & Nagayasu, Jun, 2013. "UK House Prices: Convergence Clubs and Spillovers," SIRE Discussion Papers 2013-101, Scottish Institute for Research in Economics (SIRE).
  7. Nagayasu, Jun, 2013. "Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model," MPRA Paper 45955, University Library of Munich, Germany.
  8. HIBIKI Akira & KURAKAWA Yukihide, 2013. "Which is a Better Second Best Policy, the Feed-in Tariff Scheme or the Renewable Portfolio Standard Scheme? (Japanese)," Discussion Papers (Japanese) 13070, Research Institute of Economy, Trade and Industry (RIETI).
  9. Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2013. "A Discrete/Continuous Choice Model on the Nonconvex Budget Set," CIRJE F-Series CIRJE-F-881, CIRJE, Faculty of Economics, University of Tokyo.
  10. Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2013. "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades," Working Papers 2013-011, Human Capital and Economic Opportunity Working Group.
  11. Hiroyuki Kasahara & Katsumi Shimotsu & Michio Suzuki, 2013. "Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003," CESifo Working Paper Series 4451, CESifo.
  12. Yan Zhang & Nozomu Kawabata, 2013. "The Formation of the Software and Information Services Industry in Dalian, China," TERG Discussion Papers 293, Graduate School of Economics and Management, Tohoku University.

2012

  1. Nagayasu, Jun, 2012. "The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries," MPRA Paper 36215, University Library of Munich, Germany.
  2. Nagayasu, Jun, 2012. "Regional inflation and industrial structure in monetary union," MPRA Paper 37310, University Library of Munich, Germany.
  3. Nagayasu, Jun, 2012. "Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods," MPRA Paper 41566, University Library of Munich, Germany.
  4. Nagayasu, Jun, 2012. "The Forward Premium Puzzle And Risk Premiums," MPRA Paper 42472, University Library of Munich, Germany.
  5. Managi, Shunsuke & Hibiki, Akira & Shimane, Tetsuya, 2012. "Efficiency or Technology Adoption: A Case Study in Waste- Treatment Technology," MPRA Paper 50551, University Library of Munich, Germany.
  6. Hiroyuki Kasahara & Katsumi Shimotsu & Michio Suzuki, 2012. "Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003," Global COE Hi-Stat Discussion Paper Series gd11-220, Institute of Economic Research, Hitotsubashi University.
  7. Nao Sudo & Michio Suzuki & Tomoaki Yamadai, 2012. "Inequalities in Japanese Economy during the Lost Decades," CARF F-Series CARF-F-284, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  8. Wali Ullah & Yoshihiko Tsukuda & Yasumasa Matsuda, 2012. "Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Does Macroeconomic Factors Imply Better Out-of-Sample Forecasts?," TERG Discussion Papers 287, Graduate School of Economics and Management, Tohoku University.
  9. Hiroaki Chigira & Tsunemasa Shiba, 2012. "Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series gd12-248, Institute of Economic Research, Hitotsubashi University.

2011

  1. Nagayasu, Jun, 2011. "Financial Innovation and Regional Money," MPRA Paper 29194, University Library of Munich, Germany.
  2. Nagayasu, Jun, 2011. "Regional deposits and demographic changes," MPRA Paper 31363, University Library of Munich, Germany.
  3. Byrne, Joseph P & Nagayasu, Jun, 2011. "Common factors of the exchange risk premium in emerging European markets," MPRA Paper 31393, University Library of Munich, Germany.
  4. Nagayasu, Jun, 2011. "The threshold nonstationary panel data approach to forward premiums," MPRA Paper 34265, University Library of Munich, Germany.
  5. KASAHARA Hiroyuki & SHIMOTSU Katsumi & SUZUKI Michio, 2011. "How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003," Discussion papers 11072, Research Institute of Economy, Trade and Industry (RIETI).

2010

  1. Nagayasu, Jun, 2010. "The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region," MPRA Paper 24549, University Library of Munich, Germany.
  2. Nagayasu, Jun, 2010. "Regional Inflation (Price) Behaviors: Heterogeneity and Convergence," MPRA Paper 25430, University Library of Munich, Germany.
  3. Nagayasu, Jun, 2010. "Macroeconomic Interdependence in East Asia," MPRA Paper 27129, University Library of Munich, Germany.
  4. Nagayasu, Jun, 2010. "Domestic Capital Mobility: A Panel Data Approach," MPRA Paper 27720, University Library of Munich, Germany.
  5. Nagayasu, Jun, 2010. "Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns," MPRA Paper 28391, University Library of Munich, Germany.
  6. Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2010. "Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach," Global COE Hi-Stat Discussion Paper Series gd09-123, Institute of Economic Research, Hitotsubashi University.
  7. Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2010. "Discrete/Continuous Choice Model of the Residential Gas Demand on the Nonconvex Budget Set," CIRJE F-Series CIRJE-F-770, CIRJE, Faculty of Economics, University of Tokyo.

2009

  1. Nagayasu, Jun, 2009. "Regional Inflation in China," MPRA Paper 24722, University Library of Munich, Germany.
  2. Michio Suzuki, 2009. "Consumption Smoothing without Secondary Markets for Small Durable Goods," IMES Discussion Paper Series 09-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
  3. Matthew Brzozowski & Martin Gervais & Paul Klein & Michio Suzuki, 2009. "Dimensions of Inequality in Canada," IMES Discussion Paper Series 09-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
  4. Masao Nakagawa & Yoshiaki Sugimoto, 2009. "Income Distribution and Macroeconomics Revisited: The Role of Fertility Adjustment," ISER Discussion Paper 0758, Institute of Social and Economic Research, Osaka University.
  5. Sugimoto, Yoshiaki & Nakagawa, Masao, 2009. "From Duty to Right: The Role of Public Education in the Transition to Aging Societies," MPRA Paper 13835, University Library of Munich, Germany.
  6. Hiroaki Chigira & Tsunemasa Shiba, 2009. "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series gd08-051, Institute of Economic Research, Hitotsubashi University.

2008

  1. Byrne, Joseph P. & Nagayasu, Jun, 2008. "Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets," SIRE Discussion Papers 2008-49, Scottish Institute for Research in Economics (SIRE).
  2. Byrne, Joseph P. & Nagayasu, Jun, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," SIRE Discussion Papers 2008-52, Scottish Institute for Research in Economics (SIRE).
  3. MANAGI Shunsuke & HIBIKI Akira & TSURUMI Tetsuya, 2008. "Does Trade Liberalization Reduce Pollution Emissions?," Discussion papers 08013, Research Institute of Economy, Trade and Industry (RIETI).
  4. Masaki Narukawa & Yasumasa Matsuda, 2008. "Broadband semiparametric estimation of the long-memory parameter by the likelihood-based FEXP approach," TERG Discussion Papers 239, Graduate School of Economics and Management, Tohoku University.
  5. Yoshihiro Yajima & Yasumasa Matsuda, 2008. "Asymptotic Properties of the LSE of a Spatial Regression in both Weakly and Strongly Dependent Stationary Random Fields," CIRJE F-Series CIRJE-F-587, CIRJE, Faculty of Economics, University of Tokyo.

2007

  1. Arimura, Toshi & Hibiki, Akira & Katayama, Hajime, 2007. "Is a Voluntary Approach an Effective Environmental Policy Instrument? A Case for Environmental Management Systems," RFF Working Paper Series dp-07-31, Resources for the Future.

2006

  1. Yoshifumi Muroi & Takashi Yamada, 2006. "Pricing problems of perpetual Bermudan options," Computing in Economics and Finance 2006 345, Society for Computational Economics.
  2. Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2006. "Bayesian Estimation of Demand Functions under Block Rate Pricing," CIRJE F-Series CIRJE-F-424, CIRJE, Faculty of Economics, University of Tokyo.
  3. Midori Wakabayashi & Charles Y. Horioka, 2006. "Is the Eldest Son Different? The Residential Choice of Siblings in Japan," NBER Working Papers 12655, National Bureau of Economic Research, Inc.
  4. Hiroaki Chigira & Tsunemasa Shiba, 2006. "Bayesian Estimation of Unknown Heteroscedastic Variances," Hi-Stat Discussion Paper Series d06-185, Institute of Economic Research, Hitotsubashi University.
  5. Hiroaki Chigira & Taku Yamamoto, 2006. "Cointegration, Integration, and Long-Term Forcasting," Hi-Stat Discussion Paper Series d05-148, Institute of Economic Research, Hitotsubashi University.
  6. Hiroaki Chigira & Taku Yamamoto, 2006. "A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples," Hi-Stat Discussion Paper Series d06-177, Institute of Economic Research, Hitotsubashi University.
  7. Hiroaki Chigira & Taku Yamamoto, 2006. "Forcasting in large cointegrated processes," Hi-Stat Discussion Paper Series d06-169, Institute of Economic Research, Hitotsubashi University.

2005

  1. Ryo Horii & Akiomi Kitagawa & Koichi Futagami, 2005. "Availability of Higher Education and Long-Term Economic Growth," Development and Comp Systems 0504005, University Library of Munich, Germany, revised 08 Sep 2005.
  2. Midori Wakabayashi & Charles Yuji Horioka, 2005. "Borrowing Constraints and Consumption Behavior in Japan," NBER Working Papers 11560, National Bureau of Economic Research, Inc.
  3. Hiroaki Chigira, 2005. "A Test of Serial Independence of Deviations from Cointegrating Relations," Hi-Stat Discussion Paper Series d04-69, Institute of Economic Research, Hitotsubashi University.
  4. Hiroaki Chigira, 2005. "A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006)," Hi-Stat Discussion Paper Series d05-126, Institute of Economic Research, Hitotsubashi University.

2004

  1. Akiomi Kitagawa & Ryo Horii & Koichi Futagami, 2004. "Who Benefits from a Better Education Environment?," Discussion Papers in Economics and Business 04-15, Osaka University, Graduate School of Economics.

2003

  1. Mr. Jun Nagayasu, 2003. "The Efficiency of the Japanese Equity Market," IMF Working Papers 2003/142, International Monetary Fund.
  2. Mr. Jun Nagayasu, 2003. "The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period," IMF Working Papers 2003/208, International Monetary Fund.
  3. Kawabata, Nozomu, 2003. "Competitive Strategy of the Japanese Integrated Steel Firms in Mature Stage," MPRA Paper 42097, University Library of Munich, Germany.
  4. Yoshihiro Yajima & Yasumasa Matsuda, 2003. "On Nonparametric and Semiparametric Testing for Multivariate Time Series," CIRJE F-Series CIRJE-F-253, CIRJE, Faculty of Economics, University of Tokyo.
  5. Chigira, Hiroaki & 千木良, 弘明 & Yamamoto, Taku & 山本, 拓, 2003. "The Granger Non-Causality Test in Cointegrated Vector Autoregressions," Discussion Papers 2003-13, Graduate School of Economics, Hitotsubashi University.

2000

  1. Mr. Jun Nagayasu, 2000. "Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand," IMF Working Papers 2000/039, International Monetary Fund.

1999

  1. Mr. Jun Nagayasu & Mr. Ronald MacDonald, 1999. "The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study," IMF Working Papers 1999/037, International Monetary Fund.
  2. Mr. Jun Nagayasu & Mr. Enrique A Gelbard, 1999. "Determinants of Angola’s Parallel Market Real Exchange Rate," IMF Working Papers 1999/090, International Monetary Fund.

1998

  1. Mr. Jun Nagayasu, 1998. "Japanese Effective Exchange Rates and Determinants: Prices, Real Interest Rates, and Actual and Optimal Current Accounts," IMF Working Papers 1998/086, International Monetary Fund.
  2. Mr. Jun Nagayasu, 1998. "Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study," IMF Working Papers 1998/123, International Monetary Fund.

1992

  1. Takeaki Kariya & Ruey Tsay & Nobuhiko Terui & Hong Li, 1992. "Tests for Multinormality with Application to Time Series," Discussion Paper Series a264, Institute of Economic Research, Hitotsubashi University.

Journal articles

2023

  1. Zhou, Hui & Nagayasu, Jun, 2023. "Is corporate environmental responsibility more valuable in the transitory period? The moderating effect of ownership type," Finance Research Letters, Elsevier, vol. 53(C).
  2. Nozomu Kawabata, 2023. "Evaluating the technology path of Japanese steelmakers in green steel competition," Japanese Economy, Taylor & Francis Journals, vol. 49(2-3), pages 231-252, July.

2022

  1. Koji Murayama & Jun Nagayasu & Lamia Bazzaoui, 2022. "Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration," Sustainability, MDPI, vol. 14(3), pages 1-31, February.
  2. Sasanuma, Katsunobu & Hibiki, Akira & Sexton, Thomas, 2022. "An opaque selling scheme to reduce shortage and wastage in perishable inventory systems," Operations Research Perspectives, Elsevier, vol. 9(C).
  3. Guang Chen & Akira Hibiki, 2022. "Can the Carbon Emission Trading Scheme Influence Industrial Green Production in China?," Sustainability, MDPI, vol. 14(23), pages 1-22, November.
  4. Tran, Quang-Thanh, 2022. "The aging tax on potential growth in Asia," Journal of Asian Economics, Elsevier, vol. 81(C).
  5. May Huaxi Zhang & Stanley Iat-Meng Ko & Andreas Karathanasopoulos & Chia Chun Lo, 2022. "A two-step quantile regression method for discretionary accounting," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 1-22, July.

2021

  1. Yoshifumi Muroi & Ryota Saeki & Shintaro Suda, 2021. "Binomial tree method for option pricing: Discrete Carr and Madan formula approach," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-28, June.
  2. Nagayasu, Jun, 2021. "Causal and frequency analyses of purchasing power parity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
  3. Lamia Bazzaoui & Jun Nagayasu, 2021. "Is Inflation Fiscally Determined?," Sustainability, MDPI, vol. 13(20), pages 1-26, October.
  4. Koji Murayama & Jun Nagayasu, 2021. "Toward Coexistence of Immigrants and Local People in Japan: Implications from Spatial Assimilation Theory," Sustainability, MDPI, vol. 13(7), pages 1-16, March.
  5. Jun Nagayasu, 2021. "Life Cycles and Gender in Residential Mobility Decisions," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 370-401, April.
  6. Qin, Dan, 2021. "Exclusive shortlisting choice with reference," Economics Letters, Elsevier, vol. 198(C).
  7. Kubota, So & Onishi, Koichiro & Toyama, Yuta, 2021. "Consumption responses to COVID-19 payments: Evidence from a natural experiment and bank account data," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 1-17.
  8. Michiru Kaneda & So Kubota & Satoshi Tanaka, 2021. "Who spent their COVID-19 stimulus payment? Evidence from personal finance software in Japan," The Japanese Economic Review, Springer, vol. 72(3), pages 409-437, July.
  9. So Kubota, 2021. "The macroeconomics of COVID-19 exit strategy: the case of Japan," The Japanese Economic Review, Springer, vol. 72(4), pages 651-682, October.
  10. Myeong Jun Kim & Stanley I. M. Ko & Sung Y. Park, 2021. "On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition," Empirical Economics, Springer, vol. 61(3), pages 1151-1188, September.
  11. Xiaoyi Han & Chih-Sheng Hsieh & Stanley I. M. Ko, 2021. "Spatial Modeling Approach for Dynamic Network Formation and Interactions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 120-135, January.

2020

  1. Kurata, Masamitsu & Takahashi, Kazushi & Hibiki, Akira, 2020. "Gender differences in associations of household and ambient air pollution with child health: Evidence from household and satellite-based data in Bangladesh," World Development, Elsevier, vol. 128(C).
  2. Qin Dan, 2020. "A Note on Reference-Dependent Choice with Threshold Representation," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 20(1), pages 1-6, January.
  3. Tao Chen & Andreas Karathanasopoulos & Stanley Iat-Meng Ko & Chia Chun Lo, 2020. "Lucky lots and unlucky investors," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 735-751, February.

2019

  1. Nagayasu, Jun, 2019. "Financial flows, global interest rates, and political integration," Finance Research Letters, Elsevier, vol. 31(C).

2018

  1. Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2018. "A discrete/continuous choice model on a nonconvex budget set," Econometric Reviews, Taylor & Francis Journals, vol. 37(2), pages 89-113, February.
  2. Qin Dan, 2018. "On Reference Dependent Shortlisting Behavior," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(1), pages 1-11, January.

2017

  1. Muroi, Yoshifumi & Suda, Shintaro, 2017. "Computation of Greeks in jump-diffusion models using discrete Malliavin calculus," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 140(C), pages 69-93.
  2. Nagayasu, Jun, 2017. "Global and country-specific movements in real effective exchange rates: Implications for external competitiveness," Journal of International Money and Finance, Elsevier, vol. 76(C), pages 88-105.
  3. Nagayasu, Jun, 2017. "Inflation and consumption of nontradable goods: Global implications from regional analyses," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 478-491.
  4. Jun Nagayasu, 2017. "Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan," Urban Studies, Urban Studies Journal Limited, vol. 54(6), pages 1482-1499, May.
  5. Dan Qin, 2017. "Partially dominant choice with transitive preferences," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(2), pages 191-198, October.
  6. Asano Koji, 2017. "Managerial Reputation, Risk-Taking, and Imperfect Capital Markets," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 17(1), pages 1-38, January.
  7. Kazuya Kamiya & So Kubota & Kayuna Nakajima, 2017. "Real Indeterminacy of Stationary Monetary Equilibria in Centralized Economies," The Japanese Economic Review, Japanese Economic Association, vol. 68(4), pages 497-520, December.

2016

  1. Kizaki Keisuke & Muroi Yoshifumi, 2016. "Pricing of Guaranteed Annuity Options in a Stochastic Volatility and Interest Rate Environment," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 10(2), pages 133-153, July.
  2. Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2016. "Exact Estimation of Demand Functions under Block-Rate Pricing," Econometric Reviews, Taylor & Francis Journals, vol. 35(3), pages 311-343, March.
  3. Michio Suzuki, 2016. "Understanding The Costs Of Consumer Durable Adjustments," Economic Inquiry, Western Economic Association International, vol. 54(3), pages 1561-1573, July.
  4. Dan Qin & Matthew Ryan, 2016. "Rationalizability of Plott consistent choice functions: a corrigendum," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 47(3), pages 761-762, October.
  5. Asano, Koji, 2016. "Reputation acquisition in imperfect financial markets," Economics Letters, Elsevier, vol. 139(C), pages 76-78.

2015

  1. Suda, Shintaro & Muroi, Yoshifumi, 2015. "Computation of Greeks using binomial trees in a jump-diffusion model," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 93-110.
  2. Tianmiao Liu & Yoshifumi Muroi, 2015. "A simple relationship between Greeks for Asian options," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 4(3/4), pages 195-202.
  3. Montagnoli, Alberto & Nagayasu, Jun, 2015. "UK house price convergence clubs and spillovers," Journal of Housing Economics, Elsevier, vol. 30(C), pages 50-58.
  4. MacDonald, Ronald & Nagayasu, Jun, 2015. "Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 1-19.
  5. Tsurumi Tetsuya & Managi Shunsuke & Hibiki Akira, 2015. "Do Environmental Regulations Increase Bilateral Trade Flows?," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 15(4), pages 1549-1577, October.
  6. Dan Qin, 2015. "On $$\mathcal {S}$$ S -independence and Hansson’s external independence," Theory and Decision, Springer, vol. 79(2), pages 359-371, September.
  7. Dan Qin, 2015. "On justifiable choice functions over opportunity sets," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 45(2), pages 269-285, September.

2014

  1. Nagayasu, Jun, 2014. "The forward premium puzzle and the Euro," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 436-451.
  2. Managi, Shunsuke & Hibiki, Akira & Shimane, Tetsuya, 2014. "Efficiency or technology adoption: A case study in waste-treatment technology," Resource and Energy Economics, Elsevier, vol. 36(2), pages 586-600.
  3. Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2014. "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(4), pages 582-612, October.
  4. Michio Suzuki, 2014. "Comment on “Who Faces Higher Prices? An Empirical Analysis Based on Japanese Homescan Data”," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(1), pages 116-117, January.
  5. Kasahara, Hiroyuki & Shimotsu, Katsumi & Suzuki, Michio, 2014. "Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003," Journal of the Japanese and International Economies, Elsevier, vol. 31(C), pages 72-97.
  6. Dan Qin, 2014. "Aggregating quasi-transitive preferences: a note," Economics Bulletin, AccessEcon, vol. 34(2), pages 976-983.
  7. Dan Qin, 2014. "A note on justifiable preferences over opportunity sets," Economics Bulletin, AccessEcon, vol. 34(3), pages 1961-1967.
  8. Dan Qin, 2014. "Refining the Information Function Method: Instrument and Application," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 8(2), pages 84-101, October.

2013

  1. Muroi, Yoshifumi & Suda, Shintaro, 2013. "Discrete Malliavin calculus and computations of greeks in the binomial tree," European Journal of Operational Research, Elsevier, vol. 231(2), pages 349-361.
  2. Nagayasu, Jun, 2013. "Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 28, pages 412-440.
  3. Jun Nagayasu, 2013. "A dynamic factor approach to domestic capital mobility," Empirical Economics, Springer, vol. 44(2), pages 685-700, April.
  4. Wataru Kureishi & Midori Wakabayashi, 2013. "What motivates single women to save? the case of Japan," Review of Economics of the Household, Springer, vol. 11(4), pages 681-704, December.
  5. Ko, Stanley I.M. & Park, Sung Y., 2013. "Multivariate density forecast evaluation: A modified approach," International Journal of Forecasting, Elsevier, vol. 29(3), pages 431-441.

2012

  1. Joseph P. Byrne & Jun Nagayasu, 2012. "Common Factors Of The Exchange Risk Premium In Emerging European Markets," Bulletin of Economic Research, Wiley Blackwell, vol. 64(Supplemen), pages 71-85, December.
  2. Nagayasu, Jun, 2012. "The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries," Structural Change and Economic Dynamics, Elsevier, vol. 23(3), pages 256-263.
  3. Jun Nagayasu, 2012. "Regional deposits and demographic changes," Applied Economics Letters, Taylor & Francis Journals, vol. 19(10), pages 939-942, July.
  4. Jun Nagayasu, 2012. "Financial innovation and regional money," Applied Economics, Taylor & Francis Journals, vol. 44(35), pages 4617-4629, December.
  5. Hiroaki Chigira & Taku Yamamoto, 2012. "The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(4), pages 344-360, July.

2011

  1. Yoshifumi Muroi & E. Takino, 2011. "Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 18(4), pages 345-372, November.
  2. Jun Nagayasu, 2011. "The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region," Review of International Economics, Wiley Blackwell, vol. 19(4), pages 750-762, September.
  3. Nagayasu, Jun, 2011. "Heterogeneity and convergence of regional inflation (prices)," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 711-723.
  4. Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2011. "Panel Data Analysis Of Japanese Residential Water Demand Using A Discrete/Continuous Choice Approach," The Japanese Economic Review, Japanese Economic Association, vol. 62(3), pages 365-386, September.
  5. Wataru Kureishi & Midori Wakabayashi, 2011. "Son preference in Japan," Journal of Population Economics, Springer;European Society for Population Economics, vol. 24(3), pages 873-893, July.
  6. Masataka Ban & Nobuhiko Terui & Makoto Abe, 2011. "A brand choice model for TV advertising management using single-source data," Marketing Letters, Springer, vol. 22(4), pages 373-389, November.
  7. Nobuhiko Terui & Shohei Hasegawa & Taemyung Chun & Kosuke Ogawa, 2011. "Hierarchical Bayes Modeling of the Customer Satisfaction Index," Service Science, INFORMS, vol. 3(2), pages 127-140, June.
  8. Nobuhiko Terui & Masataka Ban & Greg M. Allenby, 2011. "The Effect of Media Advertising on Brand Consideration and Choice," Marketing Science, INFORMS, vol. 30(1), pages 74-91, 01-02.
  9. Sugimoto, Yoshiaki & Nakagawa, Masao, 2011. "Endogenous trade policy: Political struggle in the growth process," Structural Change and Economic Dynamics, Elsevier, vol. 22(1), pages 12-29, February.
  10. Nakagawa, Masao & Sugimoto, Yoshiaki, 2011. "Income distribution and macroeconomics: Fertility adjustment prior to education investment," Economics Letters, Elsevier, vol. 110(2), pages 155-158, February.
  11. Masaki Narukawa & Yasumasa Matsuda, 2011. "Broadband semi‐parametric estimation of long‐memory time series by fractional exponential models," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(2), pages 175-193, March.

2010

  1. Byrne, Joseph P. & Nagayasu, Jun, 2010. "Structural breaks in the real exchange rate and real interest rate relationship," Global Finance Journal, Elsevier, vol. 21(2), pages 138-151.
  2. Nagayasu, Jun, 2010. "Macroeconomic interdependence in East Asia," Japan and the World Economy, Elsevier, vol. 22(4), pages 219-227, December.
  3. Akira Hibiki & Shunsuke Managi, 2010. "Environmental Information Provision, Market Valuation, and Firm Incentives: An Empirical Study of the Japanese PRTR System," Land Economics, University of Wisconsin Press, vol. 86(2), pages 382-393.
  4. Kureishi, Wataru & Wakabayashi, Midori, 2010. "Why do first-born children live together with parents?," Japan and the World Economy, Elsevier, vol. 22(3), pages 159-172, August.
  5. Matthew Brzozowski & Martin Gervais & Paul Klein & Michio Suzuki, 2010. "Consumption, Income, and Wealth Inequality in Canada," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(1), pages 52-75, January.
  6. Nobuhiko Terui & Masataka Ban & Toshihiko Maki, 2010. "Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 91-107, February.
  7. Sugimoto, Yoshiaki & Nakagawa, Masao, 2010. "From duty to right: The role of public education in the transition to aging societies," Journal of Development Economics, Elsevier, vol. 91(1), pages 140-154, January.

2009

  1. Nagayasu, Jun & Inakura, Noriko, 2009. "PPP: Further evidence from Japanese regional data," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 419-427, June.
  2. Managi, Shunsuke & Hibiki, Akira & Tsurumi, Tetsuya, 2009. "Does trade openness improve environmental quality?," Journal of Environmental Economics and Management, Elsevier, vol. 58(3), pages 346-363, November.
  3. Wakabayashi, Midori & Horioka, Charles Yuji, 2009. "Is the eldest son different? The residential choice of siblings in Japan," Japan and the World Economy, Elsevier, vol. 21(4), pages 337-348, December.
  4. Yasumasa Matsuda & Yoshihiro Yajima, 2009. "Fourier analysis of irregularly spaced data on Rd," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(1), pages 191-217, January.
  5. Hiroaki Chigira & Taku Yamamoto, 2009. "Forecasting in large cointegrated processes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 631-650.

2008

  1. Ryo Horii & Akiomi Kitagawa & Koichi Futagami, 2008. "Availability Of Higher Education And Long‐Term Economic Growth," The Japanese Economic Review, Japanese Economic Association, vol. 59(2), pages 156-177, June.
  2. Yoshifumi Muroi & Takashi Yamada, 2008. "An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 15(3), pages 229-253, December.
  3. Nagayasu, Jun & Liu, Ying, 2008. "Relative Prices and Wages in China: Evidence from a Panel of Provincial Data," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 23, pages 183-203.
  4. Arimura, Toshi H. & Hibiki, Akira & Katayama, Hajime, 2008. "Is a voluntary approach an effective environmental policy instrument?: A case for environmental management systems," Journal of Environmental Economics and Management, Elsevier, vol. 55(3), pages 281-295, May.
  5. Midori Wakabayashi, 2008. "The retirement consumption puzzle in Japan," Journal of Population Economics, Springer;European Society for Population Economics, vol. 21(4), pages 983-1005, October.
  6. Kureishi, Wataru & Wakabayashi, Midori, 2008. "Taxing the Stork," National Tax Journal, National Tax Association;National Tax Journal, vol. 61(2), pages 167-187, June.
  7. Nobuhiko Terui & Masataka Ban, 2008. "Modeling heterogeneous effective advertising stock using single-source data," Quantitative Marketing and Economics (QME), Springer, vol. 6(4), pages 415-438, December.
  8. Hayakawa, Kazuhiko & Chigira, Hiroaki & Yamamoto, Taku, 2008. "Nonstationary Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, vol. 59(2), pages 126-138, April.
  9. Chigira, Hiroaki, 2008. "Static Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, vol. 59(2), pages 97-111, April.
  10. Hiroaki Chigira, 2008. "A test of cointegration rank based on principal component analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 15(9), pages 693-696.

2007

  1. Nagayasu, Jun, 2007. "Putting the dividend-price ratio under the microscope," Finance Research Letters, Elsevier, vol. 4(3), pages 186-195, September.
  2. Nagayasu, Jun, 2007. "Empirical analysis of the exchange rate channel in Japan," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 887-904, October.
  3. Masao Nakagawa, 2007. "Synergies and Investment Decisions," Economics Bulletin, AccessEcon, vol. 7(5), pages 1-11.

2006

  1. Yoshifumi Muroi, 2006. "Pricing Lookback Options with Knock-out Boundaries," Applied Mathematical Finance, Taylor & Francis Journals, vol. 13(2), pages 155-190.
  2. Nobuhiko Terui & Wirawan Dony Dahana, 2006. "Research Note—Estimating Heterogeneous Price Thresholds," Marketing Science, INFORMS, vol. 25(4), pages 384-391, 07-08.
  3. Yasumasa Matsuda, 2006. "A test statistic for graphical modelling of multivariate time series," Biometrika, Biometrika Trust, vol. 93(2), pages 399-409, June.
  4. Chigira, Hiroaki, 2006. "A test of serial independence of deviations from cointegrating relations," Economics Letters, Elsevier, vol. 92(1), pages 52-57, July.

2005

  1. Akiomi Kitagawa & Akihisa Shibata, 2005. "Endogenous growth cycles in an overlapping generations model with investment gestation lags," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(3), pages 751-762, April.
  2. Yoshifumi Muroi, 2005. "Pricing contingent claims with credit risk: Asymptotic expansion approach," Finance and Stochastics, Springer, vol. 9(3), pages 415-427, July.
  3. Midori Wakabayashi, 2005. "Annuitized Asset Adequacy In Japan: The Demand For Individual Pensions," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 51(3), pages 419-442, September.
  4. Kurozumi, Eiji & Chigira, Hiroaki & Yamamoto, Taku, 2005. "Equivalence Of Two Expressions Of The Impact Matrix," Econometric Theory, Cambridge University Press, vol. 21(4), pages 870-875, August.

2004

  1. Ryo Horii & Koichi Futagami & Akiomi Kitagawa, 2004. "Investment efficiency and intergenerational income distribution: a paradoxical result," Economics Bulletin, AccessEcon, vol. 15(2), pages 1-6.
  2. Nagayasu, Jun, 2004. "The effectiveness of Japanese foreign exchange interventions during 1991-2001," Economics Letters, Elsevier, vol. 84(3), pages 377-381, September.
  3. Nagayasu, Jun, 2004. "The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 19-43, May.
  4. Yasumasa Matsuda & Yoshihiro Yajima, 2004. "On testing for separable correlations of multivariate time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 501-528, July.

2003

  1. Nagayasu, Jun, 2003. "Asymmetric effects of monetary indicators on the Japanese yen," Japan and the World Economy, Elsevier, vol. 15(2), pages 143-159, April.
  2. Nagayasu, Jun, 2003. "A re-examination of the Japanese money demand function and structural shifts," Journal of Policy Modeling, Elsevier, vol. 25(4), pages 359-375, June.
  3. Eric Welch & Akira Hibiki, 2003. "An institutional framework for analysis of voluntary policy: the case of voluntary environmental agreements in Kita Kyushu, Japan," Journal of Environmental Planning and Management, Taylor & Francis Journals, vol. 46(4), pages 523-543.

2002

  1. Nagayasu, Jun, 2002. "Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study," Bulletin of Economic Research, Wiley Blackwell, vol. 54(2), pages 181-187, April.
  2. Nagayasu, Jun, 2002. "On the term structure of interest rates and inflation in Japan," Journal of Economics and Business, Elsevier, vol. 54(5), pages 505-523.
  3. Terui, Nobuhiko & van Dijk, Herman K., 2002. "Combined forecasts from linear and nonlinear time series models," International Journal of Forecasting, Elsevier, vol. 18(3), pages 421-438.

2001

  1. Akiomi Kitagawa, 2001. "Does Money Always Make People Happy?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(2), pages 495-515, July.
  2. Kitagawa, Akiomi & Shibata, Akihisa, 2001. "Long gestation in an overlapping generations economy: endogenous cycles and indeterminacy of equilibria," Journal of Mathematical Economics, Elsevier, vol. 35(1), pages 99-127, February.
  3. Akiomi Kitagawa, 2001. "Money‐Hoarding as a Behaviour Towards Uninsured Idiosyncratic Risk," The Japanese Economic Review, Japanese Economic Association, vol. 52(1), pages 93-103, March.
  4. Nagayasu, Jun, 2001. "Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand," Journal of Asian Economics, Elsevier, vol. 12(4), pages 529-546.
  5. Wakabayashi, Midori, 2001. "Retirement Saving in Japan: With Emphasis on the Impact of Social Security and Retirement Payments," Journal of the Japanese and International Economies, Elsevier, vol. 15(2), pages 131-159, June.

2000

  1. Ronald MacDonald & Jun Nagayasu, 2000. "The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study," IMF Staff Papers, Palgrave Macmillan, vol. 47(1), pages 1-5.

1998

  1. MacDonald, Ronald & Nagayasu, Jun, 1998. "On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials," Journal of the Japanese and International Economies, Elsevier, vol. 12(1), pages 75-102, March.

1994

  1. Kitagawa, Akiomi, 1994. "Risky storage and the value of money," Economics Letters, Elsevier, vol. 45(1), pages 73-77, May.

1993

  1. Yamazaki, Fukuju & Hibiki, Akira, 1993. "The Effects of Land Use Controls," Economic Review, Hitotsubashi University, vol. 44(2), pages 128-136, April.

1989

  1. Hosoya, Yuzo & Tsukuda, Yoshihiko & Terui, Nobuhiko, 1989. "Ancillarity and the Limited Information Maximum-Likelihood Estimation of a Structural Equation in a Simultaneous Equation System," Econometric Theory, Cambridge University Press, vol. 5(3), pages 385-404, December.

Books

2018

  1. Akiomi Kitagawa & Souichi Ohta & Hiroshi Teruyama, 2018. "The Changing Japanese Labor Market," Advances in Japanese Business and Economics, Springer, number 978-981-10-7158-4.

Chapters

2021

  1. Jun Nagayasu, 2021. "Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 79-111, Springer.

2018

  1. Akiomi Kitagawa & Souichi Ohta & Hiroshi Teruyama, 2018. "Ranking and Long-Term Unemployment in a Model with Efficiency Wages," Advances in Japanese Business and Economics, in: The Changing Japanese Labor Market, chapter 0, pages 65-115, Springer.
  2. Akiomi Kitagawa & Souichi Ohta & Hiroshi Teruyama, 2018. "Testing the Dual Structure of the Japanese Labor Market," Advances in Japanese Business and Economics, in: The Changing Japanese Labor Market, chapter 0, pages 119-168, Springer.
  3. Akiomi Kitagawa & Souichi Ohta & Hiroshi Teruyama, 2018. "Flatter Wage Profiles and Reduced Lifetime Employment: A Simple Formalization," Advances in Japanese Business and Economics, in: The Changing Japanese Labor Market, chapter 0, pages 37-63, Springer.
  4. Akiomi Kitagawa & Souichi Ohta & Hiroshi Teruyama, 2018. "Duration Dependence of Job-Finding Rates in Japan," Advances in Japanese Business and Economics, in: The Changing Japanese Labor Market, chapter 0, pages 169-186, Springer.
  5. Akiomi Kitagawa & Souichi Ohta & Hiroshi Teruyama, 2018. "Overview," Advances in Japanese Business and Economics, in: The Changing Japanese Labor Market, chapter 0, pages 1-33, Springer.

Software components

2013

  1. Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2013. "Code and data files for "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades"," Computer Codes 13-27, Review of Economic Dynamics.

2009

  1. Matthew Brzozowski & Martin Gervais & Paul Klein & Michio Suzuki, 2009. "Code and data files for "Consumption, Income, and Wealth Inequality in Canada"," Computer Codes 09-206, Review of Economic Dynamics.

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