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Mototsugu Shintani

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Personal Details

First Name:Mototsugu
Middle Name:
Last Name:Shintani
Suffix:
RePEc Short-ID:psh5
[This author has chosen not to make the email address public]
https://sites.google.com/site/motoshintani/
Box 1819 Station B, Nashville, TN 37235
(615)322-2196
Tokyo, Japan
http://www.e.u-tokyo.ac.jp/

: +81-3-3812-2111

7-3-1 Hongo, Bunkyo-ku, Tokyo 113
RePEc:edi:fetokjp (more details at EDIRC)
Osaka, Japan
http://www.iser.osaka-u.ac.jp/

:
81-6-6879-8583
6-1 Mihogaoka, Ibaraki, Osaka 567-0047
RePEc:edi:isosujp (more details at EDIRC)
Nashville, Tennessee (United States)
http://www.vanderbilt.edu/econ/

:
615-343-8495
Box 1819, Station B, Nashville, TN 37235
RePEc:edi:devanus (more details at EDIRC)
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  1. Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Vanderbilt University Department of Economics Working Papers 15-00001, Vanderbilt University Department of Economics.
  2. Atsushi Inoue & Mototsugu Shintania, 2014. "Quasi-Bayesian Model Selection," Departmental Working Papers 1402, Southern Methodist University, Department of Economics.
  3. Mariko Hatase & Mototsugu Shintani & Tomoyoshi Yabu, 2013. "Great earthquakes, exchange rate volatility and government interventions," Vanderbilt University Department of Economics Working Papers 13-00007, Vanderbilt University Department of Economics.
  4. Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani, 2013. "Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes," KIER Working Papers 879, Kyoto University, Institute of Economic Research.
  5. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2012. "Noisy Information, Distance and Law of One Price Dynamics Across US Cities," NBER Working Papers 17815, National Bureau of Economic Research, Inc.
  6. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2010. "Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?," NBER Working Papers 16081, National Bureau of Economic Research, Inc.
  7. Shoko Morimoto & Mototsugu Shintani, 2010. "Trading volume and serial correlation in stock returns: a threshold regression approach," Discussion Papers in Economics and Business 10-28, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  8. Mario J. Crucini & Mototsugu Shintani, 2010. "Measuring Business Cycles by Saving for a Rainy Day," NBER Working Papers 16075, National Bureau of Economic Research, Inc.
  9. Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2009. "Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis," Vanderbilt University Department of Economics Working Papers 0920, Vanderbilt University Department of Economics.
  10. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2009. "The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices," NBER Working Papers 14835, National Bureau of Economic Research, Inc.
  11. Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2008. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," IMES Discussion Paper Series 08-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
  12. Mario J. Crucini & Mototsugu Shintani & and Takayuki Tsuruga, 2008. "Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information," IMES Discussion Paper Series 08-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
  13. Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
  14. Christian Ahlin & Mototsugu Shintani, 2006. "Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence," Vanderbilt University Department of Economics Working Papers 0610, Vanderbilt University Department of Economics.
  15. Diana N. Weymark & Mototsugu Shintani, 2006. "Quantifying Inflation Pressure and Monetary Policy Response in the United States," Levine's Bibliography 321307000000000321, UCLA Department of Economics.
  16. Ye Cai & Mototsugu Shintani, 2005. "On the Long-Run Variance Ratio Test for a Unit Root," Vanderbilt University Department of Economics Working Papers 0506, Vanderbilt University Department of Economics.
  17. Joon Y. Park & Mototsugu Shintani, 2005. "Testing for a Unit Root against Transitional Autoregressive Models," Vanderbilt University Department of Economics Working Papers 05010, Vanderbilt University Department of Economics.
  18. Mototsugu Shintani, 2004. "A Dynamic Factor Approach to Nonlinear Stability Analysis," Econometric Society 2004 Far Eastern Meetings 538, Econometric Society.
  19. Diana N. Weymark & Mototsugu Shintani, 2004. "Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001," Vanderbilt University Department of Economics Working Papers 0424, Vanderbilt University Department of Economics.
  20. Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto, 2003. "Measuring the Economic Impact of Monetary Union: The Case of Okinawa," Vanderbilt University Department of Economics Working Papers 0315, Vanderbilt University Department of Economics.
  21. Mototsugu Shintani & Oliver Linton, 2003. "Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," Vanderbilt University Department of Economics Working Papers 0309, Vanderbilt University Department of Economics.
  22. Mototsugu Shintani, 2003. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Vanderbilt University Department of Economics Working Papers 0322, Vanderbilt University Department of Economics, revised Apr 2004.
  23. Mario J. Crucini & Mototsugu Shintani, 2002. "Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data," Vanderbilt University Department of Economics Working Papers 0222, Vanderbilt University Department of Economics, revised Jul 2004.
  24. Mario J Crucini & Mototsugu Shintani, 2002. "Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data," NajEcon Working Paper Reviews 506439000000000019, www.najecon.org.
  25. Mototsugu Shintani, 2002. "A Nonparametric Measure of Convergence Toward Purchasing Power Parity," Vanderbilt University Department of Economics Working Papers 0219, Vanderbilt University Department of Economics, revised Jul 2004.
  26. Atsushi Inoue & Mototsugu Shintani, 2001. "Bootstrapping GMM Estimators for Time Series," Vanderbilt University Department of Economics Working Papers 0129, Vanderbilt University Department of Economics, revised Aug 2003.
  27. Oliver Linton & Mototsugu Shintani, 2001. "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," FMG Discussion Papers dp383, Financial Markets Group.
  28. Mototsugu Shintani, 2000. "A Simple Cointegrating Rank Test Without Vector Autoregression," Vanderbilt University Department of Economics Working Papers 0044, Vanderbilt University Department of Economics.
  29. Ohtake, F. & Shintani, M., 1995. "The Effects of Demographics on the Japanese Housing Market," ISER Discussion Paper 0391, Institute of Social and Economic Research, Osaka University.
  30. Shintani, M., 1994. "Excess Smoothness of Consumption," ISER Discussion Paper 0299, Institute of Social and Economic Research, Osaka University.
  31. Shibata, A. & Shintani, M., 1994. "Capital Mobility in the World Economy: An Alternative Measure," ISER Discussion Paper 0330, Institute of Social and Economic Research, Osaka University.
  32. Shintani, M., 1993. "Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons," ISER Discussion Paper 0311, Institute of Social and Economic Research, Osaka University.
  1. Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2015. "Noisy information, distance and law of one price dynamics across US cities," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 52-66.
  2. Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2014. "Real exchange rate dynamics in sticky wage models," Economics Letters, Elsevier, vol. 123(2), pages 160-163.
  3. Zheng‐Feng Guo & Mototsugu Shintani, 2013. "Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 473-484, October.
  4. Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi, 2013. "Exchange rate pass-through and inflation: A nonlinear time series analysis," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 512-527.
  5. Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2013. "Do sticky prices increase real exchange rate volatility at the sector level?," European Economic Review, Elsevier, vol. 62(C), pages 58-72.
  6. Mototsugu Shintani, 2013. "The Inf-T Test For A Unit Root Against Asymmetric Exponential Smooth Transition Autoregressive Models," The Japanese Economic Review, Japanese Economic Association, vol. 64(1), pages 3-15, 03.
  7. Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012. "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, vol. 169(2), pages 301-309.
  8. Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2011. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 1-29, 02.
  9. Guo, Zheng-Feng & Shintani, Mototsugu, 2011. "Nonparametric lag selection for nonlinear additive autoregressive models," Economics Letters, Elsevier, vol. 111(2), pages 131-134, May.
  10. Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2010. "Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information," Journal of International Economics, Elsevier, vol. 81(1), pages 48-60, May.
  11. MarioJ. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2010. "The Law of One Price without the Border: The Role of Distance versus Sticky Prices," Economic Journal, Royal Economic Society, vol. 120(544), pages 462-480, 05.
  12. Crucini, Mario J. & Shintani, Mototsugu, 2008. "Persistence in law of one price deviations: Evidence from micro-data," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 629-644, April.
  13. Shintani, Mototsugu, 2008. "A dynamic factor approach to nonlinear stability analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2788-2808, September.
  14. T. Aldrich Finegan & Roberto V. Peñaloza & Mototsugu Shintani, 2008. "Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them," ILR Review, Cornell University, ILR School, vol. 61(2), pages 244-257, January.
  15. T. Aldrich Finegan & Roberto V. Peñaloza & Mototsugu Shintani, 2008. "Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them," ILR Review, Cornell University, ILR School, vol. 61(2), pages 244-257, January.
  16. Ahlin, Christian & Shintani, Mototsugu, 2007. "Menu costs and Markov inflation: A theoretical revision with new evidence," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 753-784, April.
  17. Serletis, Apostolos & Shintani, Mototsugu, 2006. "Chaotic monetary dynamics with confidence," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 228-252, March.
  18. Mototsugu Shintani, 2006. "A nonparametric measure of convergence towards purchasing power parity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 589-604.
  19. Cai, Ye & Shintani, Mototsugu, 2006. "On The Alternative Long-Run Variance Ratio Test For A Unit Root," Econometric Theory, Cambridge University Press, vol. 22(03), pages 347-372, June.
  20. Inoue, Atsushi & Shintani, Mototsugu, 2006. "Bootstrapping GMM estimators for time series," Journal of Econometrics, Elsevier, vol. 133(2), pages 531-555, August.
  21. Yang, Kun & Shintani, Mototsugu, 2006. "Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data," Economics Letters, Elsevier, vol. 93(2), pages 255-260, November.
  22. Shintani, Mototsugu, 2005. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 517-38, June.
  23. Shintani, Mototsugu & Linton, Oliver, 2004. "Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos," Journal of Econometrics, Elsevier, vol. 120(1), pages 1-33, May.
  24. Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto, 2004. "Measuring the Economic Impact of Monetary Union: The Case of Okinawa," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 858-867, November.
  25. Mototsugu Shintani & Oliver Linton, 2003. "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 331-357, February.
  26. Kanemi Ban & Kiyomi Watanabe & Mantaro Matsuya & Masakatsu Nakamura & Mototsugu Shintani & Takeshi Ihara & Masumi Kawade & Tomonari Takeda, 2002. "An Eastern Asian Macroeconometric LINK model (in Japanese)," Economic Analysis, Economic and Social Research Institute (ESRI), vol. 164, pages 3-205, April.
  27. Shintani, Mototsugu, 2001. "A simple cointegrating rank test without vector autoregression," Journal of Econometrics, Elsevier, vol. 105(2), pages 337-362, December.
  28. Shibata, Akihisa & Shintani, Mototsugu, 1998. "Capital mobility in the world economy: an alternative test," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 741-756, October.
  29. Mototsugu Shintani, 1996. "Excess Smoothness Of Consumption In Japan," The Japanese Economic Review, Japanese Economic Association, vol. 47(3), pages 271-285, 09.
  30. Ohtake, Fumio & Shintani, Mototsugu, 1996. "The effect of demographics on the Japanese housing market," Regional Science and Urban Economics, Elsevier, vol. 26(2), pages 189-201, April.
  31. Shintani Mototsugu, 1994. "Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons," Journal of the Japanese and International Economies, Elsevier, vol. 8(2), pages 144-172, June.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 37 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (15) 2005-01-02 2006-04-08 2006-08-26 2006-09-11 2006-09-11 2008-03-25 2008-04-29 2008-05-31 2008-10-07 2009-04-05 2009-12-19 2010-04-17 2010-06-26 2010-07-24 2013-02-03. Author is listed
  2. NEP-MAC: Macroeconomics (15) 2004-12-20 2005-01-02 2006-04-08 2006-08-26 2006-09-11 2008-03-25 2008-04-29 2008-05-31 2008-08-06 2008-10-07 2010-04-17 2010-07-24 2013-11-16 2015-01-09 2015-02-11. Author is listed
  3. NEP-ECM: Econometrics (12) 2001-07-23 2004-10-21 2004-12-12 2004-12-20 2004-12-20 2005-02-06 2005-02-13 2005-04-03 2005-05-07 2013-10-18 2014-03-08 2015-04-02. Author is listed
  4. NEP-OPM: Open Economy Macroeconomics (12) 2008-04-29 2008-10-07 2009-04-05 2009-12-19 2010-06-26 2010-07-24 2012-02-20 2013-02-03 2013-04-13 2013-11-16 2015-01-09 2015-02-11. Author is listed
  5. NEP-IFN: International Finance (9) 2004-12-20 2005-02-06 2006-08-26 2008-03-25 2008-04-29 2008-05-31 2008-10-07 2009-04-05 2009-12-19. Author is listed
  6. NEP-ETS: Econometric Time Series (8) 2002-02-15 2004-12-20 2005-02-13 2005-04-03 2005-05-07 2006-09-11 2013-10-18 2015-04-02. Author is listed
  7. NEP-MON: Monetary Economics (6) 2004-12-20 2005-01-02 2006-04-08 2006-09-11 2009-12-19 2013-02-03. Author is listed
  8. NEP-BEC: Business Economics (3) 2008-08-06 2010-04-17 2010-07-24
  9. NEP-DGE: Dynamic General Equilibrium (3) 2008-08-06 2010-04-17 2010-07-24
  10. NEP-SEA: South East Asia (3) 2004-12-20 2004-12-20 2013-02-03
  11. NEP-URE: Urban & Real Estate Economics (3) 2012-02-20 2015-01-09 2015-02-11
  12. NEP-FIN: Finance (2) 2004-12-20 2004-12-22
  13. NEP-ORE: Operations Research (2) 2014-03-08 2015-04-02
  14. NEP-CMP: Computational Economics (1) 2004-12-20
  15. NEP-FOR: Forecasting (1) 2010-04-11
  16. NEP-GEO: Economic Geography (1) 2012-02-20
  17. NEP-HIS: Business, Economic & Financial History (1) 2004-12-20
  18. NEP-INT: International Trade (1) 2009-04-05
  19. NEP-MST: Market Microstructure (1) 2010-12-11
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