Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions
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- Toshiaki Watanabe & Hirokuni Uchiyama, 2005. "Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 1(1), pages 19-32, March.
References listed on IDEAS
- James H. Stock & Mark W. Watson, 2003. "Has the Business Cycle Changed and Why?," NBER Chapters, in: NBER Macroeconomics Annual 2002, Volume 17, pages 159-230, National Bureau of Economic Research, Inc.
- Kim, Chang-Jin, 1994. "Dynamic linear models with Markov-switching," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 1-22.
- Chang-Jin Kim & Charles R. Nelson, 1999. "Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 608-616, November.
- Margaret M. McConnell & Gabriel Perez-Quiros, 2000.
"Output fluctuations in the United States: what has changed since the early 1980s?,"
Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Gabriel Perez-Quiros & Margaret M. McConnell, 2000. "Output Fluctuations in the United States: What Has Changed since the Early 1980's?," American Economic Review, American Economic Association, vol. 90(5), pages 1464-1476, December.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chen, Shyh-Wei, 2007. "Measuring business cycle turning points in Japan with the Markov Switching Panel model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 76(4), pages 263-270.
- Liu, De-Chih, 2014. "The link between unemployment and labor force participation rates in Japan: A regional perspective," Japan and the World Economy, Elsevier, vol. 30(C), pages 52-58.
- Howard J. Wall, 2007. "Regional business cycle phases in Japan," Review, Federal Reserve Bank of St. Louis, vol. 89(Jan), pages 61-80.
More about this item
KeywordsNikkei 225; Futures Transactions; Japan; Business Fluctuations;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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