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Yoichi Arai

Personal Details

First Name:Yoichi
Middle Name:
Last Name:Arai
Suffix:
RePEc Short-ID:par262
[This author has chosen not to make the email address public]
http://www.f.waseda.jp/yarai/
Terminal Degree:2004 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

School of Social Sciences
Waseda University

Tokyo, Japan
http://www.socs.waseda.ac.jp/s/

:


RePEc:edi:sswasjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Arai, Yoichi & Ichimura, Hidehiko & Kawaguchi, Daiji, 2015. "The Educational Upgrading of Japanese Youth, 1982-2007: Are All Japanese Youth Ready for Structural Reforms?," IZA Discussion Papers 8870, Institute for the Study of Labor (IZA).
  2. Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," CIRJE F-Series CIRJE-F-990, CIRJE, Faculty of Economics, University of Tokyo.
  3. Yoichi Arai & Hidehiko Ichimura, 2014. "Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator," CIRJE F-Series CIRJE-F-927, CIRJE, Faculty of Economics, University of Tokyo.
  4. Yoichi Arai & Hidehiko Ichimura, 2013. "Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design," GRIPS Discussion Papers 13-09, National Graduate Institute for Policy Studies.
  5. Eiji Kurozumi & Yoichi Arai, 2006. "Test for the null hypothesis of cointegration with reduced size distortion," Hi-Stat Discussion Paper Series d06-190, Institute of Economic Research, Hitotsubashi University.
  6. Kurozumi, Eiji & Arai, Yoichi, 2005. "Efficient Estimation and Inference in Cointegrating Regressions with Structural Change," Discussion Papers 2004-09, Graduate School of Economics, Hitotsubashi University.
  7. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks," CIRJE F-Series CIRJE-F-319, CIRJE, Faculty of Economics, University of Tokyo.
  8. Kurozumi, Eiji & Arai, Yoichi, 2005. "Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix," Discussion Papers 2005-08, Graduate School of Economics, Hitotsubashi University.
  9. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 - 739. )," CARF F-Series CARF-F-022, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  10. Yoichi Arai & Takeo Hoshi, 2004. "Monetary Policy in the Great Recession," Discussion papers 04024, Research Institute of Economy, Trade and Industry (RIETI).
  11. Yoichi Arai, 2004. "Testing for Linearity in Regressions with I(1) processes," CIRJE F-Series CIRJE-F-303, CIRJE, Faculty of Economics, University of Tokyo.

Articles

  1. Yoichi Arai & Hidehiko Ichimura, 2018. "Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator," Quantitative Economics, Econometric Society, vol. 9(1), pages 441-482, March.
  2. Arai, Yoichi, 2016. "Testing For Linearity In Regressions With I(1) Processes," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 57(1), pages 111-138, June.
  3. Arai, Yoichi & Ichimura, Hidehiko, 2016. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," Economics Letters, Elsevier, vol. 141(C), pages 103-106.
  4. Arai, Yoichi & Ichimura, Hidehiko & Kawaguchi, Daiji, 2015. "The educational upgrading of Japanese youth, 1982–2007: Are all Japanese youth ready for structural reforms?," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 100-126.
  5. Eiji Kurozumi & Yoichi Arai, 2008. "Test for the null hypothesis of cointegration with reduced size distortion," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 476-500, May.
  6. Yoichi Arai & Eiji Kurozumi, 2007. "Testing for the Null Hypothesis of Cointegration with a Structural Break," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 705-739.
  7. Eiji Kurozumi & Yoichi Arai, 2007. "Efficient estimation and inference in cointegrating regressions with structural change," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(4), pages 545-575, July.
  8. Arai, Yoichi & Yamamoto, Taku, 2000. "Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems," Economics Letters, Elsevier, vol. 67(3), pages 261-271, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator," CIRJE F-Series CIRJE-F-990, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. YANAGI, Takahide, 2015. "Regression Discontinuity Designs with Nonclassical Measurement Error," Discussion Papers 2015-09, Graduate School of Economics, Hitotsubashi University.
    2. Jales, Hugo & Ma, Jun & Yu, Zhengfei, 2017. "Optimal bandwidth selection for local linear estimation of discontinuity in density," Economics Letters, Elsevier, vol. 153(C), pages 23-27.

  2. Yoichi Arai & Hidehiko Ichimura, 2014. "Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator," CIRJE F-Series CIRJE-F-927, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Xu, Ke-Li, 2017. "Regression discontinuity with categorical outcomes," Journal of Econometrics, Elsevier, vol. 201(1), pages 1-18.
    2. YANAGI, Takahide, 2015. "Regression Discontinuity Designs with Nonclassical Measurement Error," Discussion Papers 2015-09, Graduate School of Economics, Hitotsubashi University.
    3. Takahide Yanagi, 2014. "The Effect of Measurement Error in the Sharp Regression Discontinuity Design," KIER Working Papers 910, Kyoto University, Institute of Economic Research.
    4. Jales, Hugo & Ma, Jun & Yu, Zhengfei, 2017. "Optimal bandwidth selection for local linear estimation of discontinuity in density," Economics Letters, Elsevier, vol. 153(C), pages 23-27.
    5. Yoichi Arai & Hidehiko Ichimura, 2015. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," CeMMAP working papers CWP49/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  3. Yoichi Arai & Hidehiko Ichimura, 2013. "Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design," GRIPS Discussion Papers 13-09, National Graduate Institute for Policy Studies.

    Cited by:

    1. Yoichi Arai & Hidehiko Ichimura, 2013. "Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design," GRIPS Discussion Papers 13-09, National Graduate Institute for Policy Studies.
    2. Yoichi Arai & Hidehiko Ichimura, 2014. "Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator," CIRJE F-Series CIRJE-F-927, CIRJE, Faculty of Economics, University of Tokyo.
    3. Jales, Hugo & Ma, Jun & Yu, Zhengfei, 2017. "Optimal bandwidth selection for local linear estimation of discontinuity in density," Economics Letters, Elsevier, vol. 153(C), pages 23-27.

  4. Eiji Kurozumi & Yoichi Arai, 2006. "Test for the null hypothesis of cointegration with reduced size distortion," Hi-Stat Discussion Paper Series d06-190, Institute of Economic Research, Hitotsubashi University.

    Cited by:

    1. Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2014. "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Economics Working Papers 14-02, Queen's Management School, Queen's University Belfast.

  5. Kurozumi, Eiji & Arai, Yoichi, 2005. "Efficient Estimation and Inference in Cointegrating Regressions with Structural Change," Discussion Papers 2004-09, Graduate School of Economics, Hitotsubashi University.

    Cited by:

    1. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks," CIRJE F-Series CIRJE-F-319, CIRJE, Faculty of Economics, University of Tokyo.
    2. David Neto, 2015. "Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship," Empirical Economics, Springer, vol. 49(3), pages 909-928, November.
    3. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 - 739. )," CARF F-Series CARF-F-022, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.

  6. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks," CIRJE F-Series CIRJE-F-319, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Liddle, Brantley & Messinis, George, 2014. "Revisiting carbon Kuznets curves with endogenous breaks modeling: Evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries," MPRA Paper 59566, University Library of Munich, Germany.
    2. Yoichi Arai & Eiji Kurozumi, 2007. "Testing for the Null Hypothesis of Cointegration with a Structural Break," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 705-739.
    3. Estela Sáenz & Marcela Sabaté & M. Gadea, 2013. "Trade openness and public expenditure. The Spanish case, 1960–2000," Public Choice, Springer, vol. 154(3), pages 173-195, March.
    4. Liddle, Brantley & Messinis, George, 2014. "Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries," MPRA Paper 59565, University Library of Munich, Germany.

  7. Yoichi Arai & Takeo Hoshi, 2004. "Monetary Policy in the Great Recession," Discussion papers 04024, Research Institute of Economy, Trade and Industry (RIETI).

    Cited by:

    1. Dekle, Robert & Hamada, Koichi, 2015. "Japanese monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 175-199.
    2. Takeo Hoshi & Anil K. Kashyap, 2004. "Japan's Financial Crisis and Economic Stagnation," Journal of Economic Perspectives, American Economic Association, vol. 18(1), pages 3-26, Winter.
    3. Hoshi, Takeo & Ito, Takatoshi, 2004. "Financial regulation in Japan: a sixth year review of the Financial Services Agency," Journal of Financial Stability, Elsevier, vol. 1(2), pages 229-243, December.

  8. Yoichi Arai, 2004. "Testing for Linearity in Regressions with I(1) processes," CIRJE F-Series CIRJE-F-303, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks," CIRJE F-Series CIRJE-F-319, CIRJE, Faculty of Economics, University of Tokyo.
    2. Yoichi Arai & Eiji Kurozumi, 2007. "Testing for the Null Hypothesis of Cointegration with a Structural Break," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 705-739.
    3. Chang, Chun-Ping & Lee, Chien-Chiang & Hsieh, Meng-Chi, 2015. "Does globalization promote real output? Evidence from quantile cointegration regression," Economic Modelling, Elsevier, vol. 44(C), pages 25-36.
    4. Rickard Sandberg, 2017. "Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 1000-1009, November.
    5. Abm Nasir & Abdullah M. Noman, 2012. "Sustainability of external debt: further evidence from non-linear framework," International Review of Applied Economics, Taylor & Francis Journals, vol. 26(5), pages 673-685, December.
    6. Yoichi Arai & Eiji Kurozumi, 2005. "Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 - 739. )," CARF F-Series CARF-F-022, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    7. Seo Byeongseon, 2011. "Nonparametric Testing for Linearity in Cointegrated Error-Correction Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-28, March.

Articles

  1. Yoichi Arai & Hidehiko Ichimura, 2018. "Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator," Quantitative Economics, Econometric Society, vol. 9(1), pages 441-482, March.
    See citations under working paper version above.
  2. Arai, Yoichi, 2016. "Testing For Linearity In Regressions With I(1) Processes," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 57(1), pages 111-138, June.
    See citations under working paper version above.
  3. Arai, Yoichi & Ichimura, Hidehiko, 2016. "Optimal bandwidth selection for the fuzzy regression discontinuity estimator," Economics Letters, Elsevier, vol. 141(C), pages 103-106.
    See citations under working paper version above.
  4. Eiji Kurozumi & Yoichi Arai, 2008. "Test for the null hypothesis of cointegration with reduced size distortion," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 476-500, May.
    See citations under working paper version above.
  5. Yoichi Arai & Eiji Kurozumi, 2007. "Testing for the Null Hypothesis of Cointegration with a Structural Break," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 705-739.

    Cited by:

    1. Saten Kumar & Don J. Webber & Scott Fargher, 2011. "Money demand stability: A case study of Nigeria," Working Papers 2011-02, Auckland University of Technology, Department of Economics.
    2. Ge, Wei & Kinnucan, Henry, 2016. "Does Dutch Disease Hit Mongolia?," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229564, Southern Agricultural Economics Association.
    3. Alexander Ludwig, 2014. "Credit risk-free sovereign bonds under Solvency II: a cointegration analysis with consistently estimated structural breaks," Applied Financial Economics, Taylor & Francis Journals, vol. 24(12), pages 811-823, June.
    4. Mironov, Valeriy V. & Petronevich, Anna V., 2015. "Discovering the signs of Dutch disease in Russia," Resources Policy, Elsevier, vol. 46(P2), pages 97-112.
    5. Antonio E. Noriega & Daniel Ventosa-Santaularia, 2012. "The effect of structural breaks on the Engle-Granger test for cointegration," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 99-132.
    6. KUROZUMI, Eiji & SKROBOTOV, Anton, 2016. "Confidence Sets for the Break Date in Cointegrating Regressions," Discussion Papers 2016-07, Graduate School of Economics, Hitotsubashi University.
    7. Emilio Congregado & Vicente Esteve & Antonio A. Golpe, 2013. "From complements to substitutes: Structural breaks in the elasticity of substitution between paidemployment and self-employment in the US," Working Papers 09/13, Instituto Universitario de Análisis Económico y Social.
    8. Esteve García, Vicente & Navarro Ibáñez, Manuel & Prats Albentosa, María Asuncíon, 2017. "The present value model of U.S. stock prices revisited: Long-run evidence with structural breaks, 1871-2012," Economics Discussion Papers 2017-93, Kiel Institute for the World Economy (IfW).
    9. Vicente Esteve & Cecilio Tamarit, 2018. "Public debt and economic growth in Spain, 1851–2013," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 12(2), pages 219-249, May.
    10. Travaglini, Guido, 2007. "The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001," MPRA Paper 3419, University Library of Munich, Germany, revised 15 Jun 2007.
    11. Maki, Daiki, 2012. "Tests for cointegration allowing for an unknown number of breaks," Economic Modelling, Elsevier, vol. 29(5), pages 2011-2015.
    12. Esteve, Vicente & Tamarit, Cecilio, 2012. "Is there an environmental Kuznets curve for Spain? Fresh evidence from old data," Economic Modelling, Elsevier, vol. 29(6), pages 2696-2703.
    13. Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013. "The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 24-34.
    14. Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013. "The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers 13-04, Asociación Española de Economía y Finanzas Internacionales.
    15. K. Moses Tule & O. Taiwo Ajilore & Mariam Camarero, 2016. "On the stability of the money multiplier in Nigeria: Co-integration analyses with regime shifts in banking system liquidity," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1187780-118, December.
    16. Atle Oglend, Morten E. Lindbäck, and Petter Osmundsen, 2015. "Shale Gas Boom Affecting the Relationship Between LPG and Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
    17. Alexander Karmann & Alexander Ludwig, 2014. "A two-step approach to examine the dynamics of market convergence," Applied Economics Letters, Taylor & Francis Journals, vol. 21(4), pages 284-288, March.
    18. Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2011. "The Growth Effects of Education in Australia," Working Papers 2011-05, Auckland University of Technology, Department of Economics.
    19. Lindback, Morten & Osmundsen, Petter & Øglend, Atle, 2013. "Shale Gas and the Relationship between U.S. Natural Gas, Liquified Petroleum Gases and Oil Market," UiS Working Papers in Economics and Finance 2013/5, University of Stavanger.
    20. Chien, Mei-Se & Lee, Chien-Chiang & Hu, Te-Chung & Hu, Hui-Ting, 2015. "Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5," Economic Modelling, Elsevier, vol. 51(C), pages 84-98.
    21. Dülger, Fikret & Lopcu, Kenan & Burgaç, Almıla & Ballı, Esra, 2013. "Is Russia suffering from Dutch Disease? Cointegration with structural break," Resources Policy, Elsevier, vol. 38(4), pages 605-612.
    22. Chen, Pei-Fen & Lee, Chien-Chiang & Zeng, Jhih-Hong, 2014. "The relationship between spot and futures oil prices: Do structural breaks matter?," Energy Economics, Elsevier, vol. 43(C), pages 206-217.
    23. Richard Crump & Gopi Shah Goda & Kevin Mumford, 2010. "Fertility and the Personal Exemption: Comment," NBER Working Papers 15984, National Bureau of Economic Research, Inc.
    24. Lopcu, Kenan & Dülger, Fikret & Burgaç, Almıla, 2013. "Relative productivity increases and the appreciation of the Turkish lira," Economic Modelling, Elsevier, vol. 35(C), pages 614-621.
    25. Víctor-Hugo Alcalá Ríos & Manuel Gómez Zaldívar & Daniel Ventosa-Santaulària, 2011. "Paradoja Feldstein-Horioka: el caso de México (1950-2007)," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 26(2), pages 293-313.
    26. Schweikert, Karsten, 2018. "Testing for cointegration with threshold adjustment in the presence of structural breaks," Hohenheim Discussion Papers in Business, Economics and Social Sciences 07-2018, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
    27. Alexander Ludwig, 2013. "Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection," Economics Bulletin, AccessEcon, vol. 33(4), pages 2828-2839.
    28. Raza, Syed Ali & Shahbaz, Muhammad & Nguyen, Duc Khuong, 2015. "Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan," Energy Policy, Elsevier, vol. 80(C), pages 1-10.
    29. Charfeddine, Lanouar, 2017. "The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model," Energy Economics, Elsevier, vol. 65(C), pages 355-374.

  6. Eiji Kurozumi & Yoichi Arai, 2007. "Efficient estimation and inference in cointegrating regressions with structural change," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(4), pages 545-575, July.
    See citations under working paper version above.
  7. Arai, Yoichi & Yamamoto, Taku, 2000. "Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems," Economics Letters, Elsevier, vol. 67(3), pages 261-271, June.

    Cited by:

    1. Skrobotov, Anton & Turuntseva, Marina, 2015. "Theoretical Foundations of SVAR Modeling," Published Papers mak8, Russian Presidential Academy of National Economy and Public Administration.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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-ECM: Econometrics (7) 2004-10-21 2005-02-20 2006-11-25 2013-06-24 2015-08-19 2015-09-11 2015-09-26. Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2004-10-21 2005-02-20 2006-11-25 2015-08-30
  3. NEP-CBA: Central Banking (1) 2004-08-02
  4. NEP-EDU: Education (1) 2015-03-22
  5. NEP-GER: German Papers (1) 2015-08-30
  6. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2015-03-22
  7. NEP-MAC: Macroeconomics (1) 2004-08-02
  8. NEP-MON: Monetary Economics (1) 2004-08-02
  9. NEP-ORE: Operations Research (1) 2015-11-01

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