Content
Undated material is presented at the end, although it may be more recent than other items
2021
- CIRJE-F-1165 Portfolio Optimization with Choice of a Probability Measure
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1164 Transfer Benefits, Implicit Taxes, and the Earnings of Welfare Recipients: Evidence from Public Assistance Programs in Japan
by Masayoshi Hayashi - CIRJE-F-1163 Equilibrium Price Formation with a Major Player and its Mean Field Limit
by Keisuke Kawata & Yasuhiro Sato - CIRJE-F-1161 Still Under-Taxing the Digital MNE? Assessing the Tax Principles of Pillar One in the BEPS Project
by Hikaru Ogawa - CIRJE-F-1161 Equilibrium Price Formation with a Major Player and its Mean Field Limit
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1160 Supplementary File for "Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by FBSDE Approach"
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1159 Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility
by Akihiko Takahashi & Yoshifumi Tsuchida & Toshihiro Yamada
2020
- CIRJE-F-1158 Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility
by Yuta Yamauchi & Yasuhiro Omori - CIRJE-F-1157 Online Learning During School Closure Due to COVID-19
by Masato Ikeda & Shintaro Yamaguchi - CIRJE-F-1156 A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1155 Vocational Training for Demobilized Ex-combatants with Disabilities in Rwanda
by Kengo Igei & Kana Takio & Keitaro Aoyagi & Yoshito Takasaki - CIRJE-F-1154 The Labor Intensive Path: Wages, Incomes and the Work Year in Japan, 1610-1932
by Yuzuru Kumon - CIRJE-F-1153 Month-of-Birth Effects on Skills and Skill Formation
by Shintaro Yamaguchi & Hirotake Ito & Makiko Nakamuro - CIRJE-F-1152 Interest Rate Model with Investor Attitude and Text Mining
by Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi - CIRJE-F-1151 Haste Makes No Waste: Peer Effects of a Speed Competition on Math Score
by Hikaru Kawarazaki & Minhaj Mahmud & Yasuyuki Sawada & Mai Seki - CIRJE-F-1150 A Theory of Public Goods under Complementarity between Safety and Consumptions
by Ikuto Aiba & Yasuhiro Sato - CIRJE-F-1149 Induced Physician-Induced Demand
by Kei Ikegami & Ken Onishi & Naoki Wakamori - CIRJE-F-1148 Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan
by Tetsuji Okazaki & Koji Sakai - CIRJE-F-1147 Impacts of the Industrial Revolution on Wages and Skills of Workers: The Silk Weaving Industry in Early Twentieth-Century Japan
by Tetsuji Okazaki - CIRJE-F-1145 Mechanism Design with Blockchain Enforcement
by Hitoshi Matsushima & Shunya Noda - CIRJE-F-1144 A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1143 Recurrent Preemption Games
by Hitoshi Matsushima - CIRJE-F-1142 A New Interval Type-2 Fuzzy Logic System under Dynamic Environment: Application to Financial Investment
by Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1141 Morning-Fresh: Declining Prices and the Right-to-Choose in a Faroese Fish Market
by Sanna Laksa & Daniel Marszalec - CIRJE-F-1139 Piracy as promotion? The Importance of Diffusion in the Music Industry
by Daniel Marszalec & Maria Martin-Rodriguez - CIRJE-F-1138 Auction Performance, Strategic Supply Management, and Bidder Behavior in Treasury Bill Auctions: Evidence from the Philippines
by Eduardo Anthony G. Marino III & Daniel Marszalec - CIRJE-F-1137 Complementarity between Mechanization and Human Capital: How Did Machines and Educated White-Collar Workers Enhance Labor Productivity in Prewar Japanese Coal Mines?
by Tetsuji Okazaki - CIRJE-F-1110 Collective Reputation and Learning in Political Agency Problems
by Satoshi Kasamatsu & Daiki Kishishita
2019
- CIRJE-F-1136 Online Appendix for Interest Rate Model with Investor Attitude and Text Mining
by Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi - CIRJE-F-1135 Cooperation in Revision Games and Some Applications
by Yuichiro Kamada & Michihiro Kandori - CIRJE-F-1134 Compatible Mergers: Assets, Service Areas, and Market Power
by Tetsuji Okazaki & Ken Onishi & Naoki Wakamori - CIRJE-F-1133 Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations
by Masaaki Fujii - CIRJE-F-1132 Segregation and Public Spending under Social Identification
by Mariko Nakagawa & Yasuhiro Sato & Kazuhiro Yamamoto - CIRJE-F-1131 A Novel Approach to Asset Pricing with Choice of Probability Measures
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1130 On the Stability of Preferences:Experimental Evidence from Two Disasters
by Yusuke Kuroishi & Yasuyuki Sawada - CIRJE-F-1129 Intergovernmental Competition for Donations: The Case of the Furusato Nozei Program in Japan
by Eiji Fukasawa & Takeshi Fukasawa & Hikaru Ogawa - CIRJE-F-1128 A New Investment Method with AutoEncoder: Applications to Cryptocurrencies
by Masafumi Nakano & Akihiko Takahashi - CIRJE-F-1127 Fighting the Learning Crisis in Developing Countries: A Randomized Experiment of Self-Learning at the Right Level
by Yasuyuki Sawada & Minhaj Mahmud & Mai Seki & An Le & Hikaru Kawarazaki - CIRJE-F-1126 Particle Rolling MCMC
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1125 Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments
by Kayaba Yutaka & Hitoshi Matsushima & Tomohisa Toyama - CIRJE-F-1124 Mechanism Design with General Ex-Ante Investments
by Hitoshi Matsushima & Shunya Noda - CIRJE-F-1123 Corrigendum to Crawford and Sobel (1982) "StrategicInformation Transmission
by Haruki Kono & Michihiro Kandori - CIRJE-F-1122 Transition to a Modern Regime and Change in PlantLifecycles: A Natural Experiment from Meiji Japan
by Tomihiro Machikita & Tetsuji Okazaki - CIRJE-F-1121 Information Design in Blockchain: A Role of Trusted Intermediaries
by Hitoshi Matsushima - CIRJE-F-1120 State Space Approach to Adaptive Fuzzy Modeling for Financial Investment
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1119 Blockchain Disables Real-World Governance
by Hitoshi Matsushima - CIRJE-F-1118 Disability and Poverty: Landmine Amputees in Cambodia
by Yoshito Takasaki - CIRJE-F-1117 Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations
by Yuta yamauchi & Yasuhiro Omori - CIRJE-F-1116 Partial Ex-Post Verifiability and Unique Implementation of Social Choice Functions
by Hitoshi Matsushima - CIRJE-F-1115 Behavioral Theory of Repeated Prisoner's Dilemma: Generous Tit-For-Tat Strategy
by Hitoshi Matsushima - CIRJE-F-1114 Stochastic Differential Game in High Frequency Market
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1113 Effects of Class-Size Reduction, On Cognitive and Non-cognitive Skills
by Hirotake Ito & Makiko Nakamuro & Shintaro Yamaguchi - CIRJE-F-1112 A Two-Stage Model of Assignment and Market
by Akihiko Matsui & Megumi Murakami - CIRJE-F-1111 The Effects of Lender of Last Resort on Financial Intermediation during the Great Depression in Japan
by Masami Imai & Tetsuji Okazaki & Michiru Sawada - CIRJE-F-1110 Particle rolling MCMC
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1109 Branch Banking and Regional Financial Markets: Evidence from Prewar Japan
by Mathias Hoffmann & Tetsuji Okazaki & Toshihiro Okubo - CIRJE-F-1108 Inflation Target and Anchor of Inflation Forecasts in Japan
by Shin-ichi Fukuda & Naoto Soma
2018
- CIRJE-F-1107 Is antenatal care effective? Experimental evidence from rural Nigeria
by Yoshito Takasaki & Ryoko Sato - CIRJE-F-1106 Disaster Aid Targeting and Self-Reporting Bias: Natural Experimental Evidence from the Philippines
by Yuki Higuchi & Nobuhiko Fuwa & Kei Kajisa & Takahiro Sato & Yasuyuki Sawada - CIRJE-F-1105 Municipal Mergers and Capitalization: Evaluating the Heisei Territorial Reform in Japan
by Masayoshi Hayashi & Takafumi Suzuki - CIRJE-F-1104 Tax Competition and Fiscal Sustainability
by Kazutoshi Miyazawa & Hikaru Ogawa & Toshiki Tamai - CIRJE-F-1103 Tax Competition and Fiscal Sustainability
by Kazutoshi Miyazawa & Hikaru Ogawa & Toshiki Tamai - CIRJE-F-1102 Application of Online Booking Data to Hotel Revenue Management
by Taiga Saito & Akihiko Takahashi & Noriaki Koide & Yu Ichifuji - CIRJE-F-1101 Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach
by Kiyohiko G. Nishimura & Seisho Sato & Akihiko Takahashi - CIRJE-F-1100 Disasters Aggravate Present Bias Causing Depression: Evidence from the Great East Japan Earthquake
by Yasuyuki Sawada & Keiko Iwasaki & Toyo Ashida - CIRJE-F-1099 Bank Runs and Minimum Reciprocity
by Hitoshi Matsushima - CIRJE-F-1098 Optimal Taxation of Couples' Incomes with Endogenous Bargaining Power
by Mizuki Komura & Hikaru Ogawa & Yoshitomo Ogawa - CIRJE-F-1097 Impacts of High-Speed Rail Construction on Urban Agglomerations: Evidence from Kyushu in Japan
by Chigusa Okamoto & Yasuhiro Sato - CIRJE-F-1096 Epic Fail: How Below-Bid Pricing Backfires in Multiunit Auctions
by Sanna LaksÃ¡ & Daniel Marszalec & Alexander Teytelboym - CIRJE-F-1095 Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations
by Yuta Yamauchi & Yasuhiro Omori - CIRJE-F-1094 Asymptotic Expansion for Forward-Backward SDEs with Jumps
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1093 Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions
by Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto - CIRJE-F-1092 Functional Forms for Tractable Economic Models and the Cost Structure of International Trade
by Michal Fabinger & E. Glen Weyl - CIRJE-F-1091 Product Proliferation and First Mover Advantage in a Multiproduct Duopoly
by Yi-Ling Cheng & Takatoshi Tabuchi - CIRJE-F-1090 Bitcoin Technical Trading with Articial Neural Network
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1089 Free Trade Agreement with Endogenous Market Structure
by Lijun Pan & Takatoshi Tabuchi - CIRJE-F-1088 Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims
by Hitoshi Matsushima - CIRJE-F-1087 Online Supplement for "Stochastic Differential Game in High Frequency Market"
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1086 Solving Backward Stochastic Differential Equations with quadratic-growth drivers by Connecting the Short-term Expansions
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1085 Social Image Concern and Reference Point Formation
by Yosuke Hashidate - CIRJE-F-1084 Employment and Hours over the Business Cycle in a Model with Search Frictions
by Noritaka Kudoh & Hiroaki Miyamoto & Masaru Sasaki - CIRJE-F-1083 Preferences for Randomization and Anticipated Utility
by Yosuke Hashidate - CIRJE-F-1082 Dissatisficing-Averse Preferences
by Yosuke Hashidate - CIRJE-F-1081 The Role of Corporate Governance in Japanese Unlisted Companies
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima - CIRJE-F-1080 Particle rolling MCMC with double block sampling: conditional SMC update approach
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1079 Interlinked Transactions under Tenancy System: A Case from Meiji Japan
by Yohei Kojima - CIRJE-F-1078 Bitcoin technical trading with artificial neural network
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1077 Who Grew Rich? Anatomy and Intergenerational Dynamics of Economic Elites under Japan's Modernization
by Tomoko Matsumoto & Tetsuji Okazaki - CIRJE-F-1076 Framing Game Theory
by Hitoshi Matsushima - CIRJE-F-1075 Multiple-lock Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity
by Yuta Kurose & Yasuhiro Omori
2017
- CIRJE-F-1074 Testing the Validity of Non-Parametric Value Estimates in Treasury Bill Auctions Using Top-Up Auction Data
by Daniel Marszalec - CIRJE-F-1073 Excess Capacity and Effectiveness of Policy Interventions: Evidence from the Cement Industry
by Tetsuji Okazaki & Ken Onishi & Naoki Wakamori - CIRJE-F-1072 Framing Game Theory
by Hitoshi Matsushima - CIRJE-F-1071 International Capital Market and Repeated Tax Competition
by Satoshi Kasamatsu & Hikaru Ogawa - CIRJE-F-1070 Short-run Incentive and Information in Sequential Adoptions: An Antenatal Care Experiment in Rural Nigeria
by Yoshito Takasaki & Ryoko Sato - CIRJE-F-1069 Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs
by Masaaki Fujii & Akihiko Takahashi & Masayuki Takahashi - CIRJE-F-1068 Market Access, Technology, and Plant Lifecycles: A Natural Experiment from Japanâ€™s Opening to Trade in 1859
by Tomohiro Machikita & Tetsuji Okazaki - CIRJE-F-1067 State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1066 Particle rolling MCMC with Double Block Sampling: Conditional SMC Update Approach
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1065 Optimal Overbooking Strategy in Online Hotel Booking Systems
by Taiga Saito & Akihiko Takahashi & Noriaki Koide & Yu Ichifuji - CIRJE-F-1064 Do Central Grants Affect Welfare Caseloads? Evidence from Public Assistance in Japan
by Masayoshi Hayashi - CIRJE-F-1063 Development State Evolving: Japanâ€™s Graduation from a Middle Income Country
by Tetsuji Okazaki - CIRJE-F-1062 On the Effect of Bank of Japan's Outright Purchase on the JGB Yield Curve
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi & Takami Tokioka - CIRJE-F-1061 Hedging and Pricing Illiquid Options with Market Impacts
by Taiga Saito - CIRJE-F-1060 Demographics, Immigration, and Market Size
by Akihiko Matsui & Megumi Murakami - CIRJE-F-1059 Demographics, Immigration, and Market Size
by Koichi Fukumura & Kohei Nagamachi & Yasuhiro Sato & Kazuhiro Yamamoto - CIRJE-F-1058 Dynamic Implementation, Verification, and Detection
by Hitoshi Matsushima - CIRJE-F-1057 Mechanism Design in Hidden Action and Hidden Information: Richness and Pure-VCG
by Hitoshi Matsushima & Shunya Noda - CIRJE-F-1056 Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory
by Yutaka Kayaba & Hitoshi Matsushima & Tomohisa Toyama - CIRJE-F-1055 Disentangling the Effects of Technological and Organizational Changes during the Rise of the Factory: The Case of the Japanese Weaving Industry, 1905-1914
by Tetsuji Okazaki - CIRJE-F-1054 Endogenizing Government's Objectives in Tax Competition with Capital Ownership
by Keisuke Kawachi & Hikaru Ogawa & Taiki Susa - CIRJE-F-1053 Robust Technical Trading with Fuzzy Knowledge-based Systems
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1052 Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market--
by Taiga Saito & Takanori Adachi & Teruo Nakatsuma & Akihiko Takahashi & Hiroshi Tsuda & Naoyuki Yoshino - CIRJE-F-1051 Creative Destruction of Industries: Yokohama City in the Great Kanto Earthquake, 1923
by Tetsuji Okazaki & Toshihiro Okubo & Eric Strobl - CIRJE-F-1050 The Impacts of Emerging Asia on Global Financial Markets
by Shin-ichi Fukuda & Mariko Tanaka - CIRJE-F-1049 Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models
by Hiroyuki Kasahara & Katsumi Shimotsu - CIRJE-F-1047 Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1046 Transition of Spatial Distribution of Human Capital inã€€Japan
by Yasuhiro Sato & Masaaki Toma - CIRJE-F-1045 The Simultaneous Multivariate Hawkes-type Point Processes and Their Application to Financial Markets
by Naoto Kunitomo & Daisuke Kurisu & Yusuke Amano & Naoki Awaya - CIRJE-F-1044 Testing the Order of Multivariate Normal Mixture Models
by Hiroyuki Kasahara & Katsumi Shimotsu - CIRJE-F-1043 Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly
by Takanori Adachi & Michal Fabinger - CIRJE-F-1042 Mobility and Continuity of Political Elites over Phases of Regime Change: Case of Meiji Restoration Japan
by Tomoko Matsumoto & Tetsuji Okazaki - CIRJE-F-1041 Do Consumption Externalities Correspond to the Indivisible Tax Rates on Consumpiton?
by Yoichi Gokan - CIRJE-F-1040 Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly
by Takanori Adachi & Michal Fabinger - CIRJE-F-1039 Creating Investment Scheme with State Space Modeling
by James Andreoni & Michael Callen & Muhammad Karrar Hussain & Muhammad Yasir Khan & Charles Sprenger - CIRJE-F-1038 Creating Investment Scheme with State Space Modeling
by Masafumi Nakano & Akihiko Takahashi & Muhammad Soichiro Takahashi - CIRJE-F-1038 Creating Investment Scheme with State Space Modeling
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1037 Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi
2016
- CIRJE-F-1036 Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1035 Does Equalization Transfer Enhance Partial Tax Cooperation?
by Wang, Wenming & Keisuke Kawachi & Hikaru Ogawa - CIRJE-F-1034 Conflict, Institutions, and Economic Behavior: Legacies of the Cambodian Genocide
by Katsuo Kogure & Yoshito Takasaki - CIRJE-F-1033 Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar
by Hiroyuki Kasahara & Yasuyuki Sawada & Michio Suzuki - CIRJE-F-1032 Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar
by Shin-ichi Fukuda & Mariko Tanaka - CIRJE-F-1031 Leadership in Tax Ccompetition with Fiscal Equalization Transfers
by Junichi Haraguchi & Hikaru Ogawa - CIRJE-F-1030 Ad Valorem Capital Tax Competition
by Hikaru Ogawa & Atsushi Yamagishi - CIRJE-F-1029 Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations
by Yuta Yamauchi & Yasuhiro Omori - CIRJE-F-1028 The Average-Marginal Relationship and Tractable Equilibrium Forms
by Michal Fabinger & E. Glen Weyl - CIRJE-F-1027 DVD-based Distance-learning Program for University Entrance Exams: Experimental Evidence from Rural Bangladesh
by Hisaki Kono & Yasuyuki Sawada & Abu S. Shonchoy - CIRJE-F-1026 Industrial Structure in Urban Accounting
by Jun Oshiro & Yasuhiro Sato - CIRJE-F-1025 Impact Assessment of Credit Program for Tenant Farmers in Bangladesh: Evidence from a Field Experiment
by Marup Hossain & Mohammad Abdul Malek & Amzad Hossain & Hasib Reza & Shakil Ahmed - CIRJE-F-1024 Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity
by Yuta Kurose & Yasuhiro Omori - CIRJE-F-1023 Multiproduct Oligopoly and Trade Between Asymmetric Countries
by Yi-Ling Cheng & Akihiko Takahashi - CIRJE-F-1022 Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity
by Yuta Kurose & Yasuhiro Omori - CIRJE-F-1021 Revisiting the Anglo-Dutch Auction
by Daniel Marszalec - CIRJE-F-1020 The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation
by Daniel Marszalec - CIRJE-F-1019 Cholesky Realized Stochastic Volatility Model
by Shinichiro Shirota & Yasuhiro Omori & Hedibert. F. Lopes & Haixiang Piao - CIRJE-F-1018 Auctions For Complements â€“An Experimental Analysis
by Daniel Marszalec - CIRJE-F-1017 Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York
by Shin-ichi Fukuda - CIRJE-F-1016 Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1015 Mechanism Design in Hidden Action and Hidden Information: Richness and Pure Groves
by Hitoshi Matsushima & Shunya Noda - CIRJE-F-1014 Indirect Taxes in the Cross-border Shopping Model: A Monopolistic Competition Approach
by Hiroshi Aiura & Hikaru Ogawa - CIRJE-F-1013 Derivatives Pricing with Market Impact and Limit Order Book
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1012 Demographics and Tax Competition in Political Economy
by Tadashi Morita & Yasuhiro Sato & Kazuhiro Yamamoto - CIRJE-F-1011 Income Distribution in Prewar Japan
by Tetsuji Okazaki - CIRJE-F-1010 Style Analysis with Particle Filtering and Generalized Simulated Annealing
by Takaya Fukui & Seisho Sato & Akihiko Takahashi - CIRJE-F-1009 An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1008 Rebalancing Static Super-Replications
by Akihiko Takahashi & Yukihiro Tsuzuki - CIRJE-F-1007 A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-1006 Measuring the extent and implications of corporate political connections in prewar Japan
by Tetsuji Okazaki & Michiru Sawada - CIRJE-F-1005 Regional Business Cycle and Growth Features of Japan
by Masaru Inaba & Keisuke Otsu - CIRJE-F-1004 Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring:Experiments and Theory
by Yutaka Kayaba & Hitoshi Matsushima & Tomohisa Toyama - CIRJE-F-1003 Reputational Effects in Sovereign Default
by Taiga Saito & Akihiko Takahashi & Hiroshi Tsuda - CIRJE-F-1002 Peer Effects on Vaccination: Experimental Evidence from Rural Nigeria
by RyokoSato & Yoshito Takasaki - CIRJE-F-1001 Free Entry and Social Inefficiency in Vertical Relationships: The Case of the MRI Market
by Ken Onishi & Naoki Wakamori & Chiyo Hashimoto & Shun-ichiro Bessho - CIRJE-F-1000 A General Framework for the Benchmark pricing in a Fully Collateralized Market
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-999 Reputational Effects in Sovereign Default
by Konstantin Egorov & Michal Fabinger
2015
- CIRJE-F-998 An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-997 Quadratic-exponential Growth BSDEs with Jumps and their Malliavin's Differentiability
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-996 On Effects of Jump and Noise in High-Frequency Financial Econometrics
by Naoto Kunitomo & Daisuke Kurisu - CIRJE-F-995 Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory
by Tsubasa Ito & Tatsuya Kubokawa - CIRJE-F-994 Rethinking Corporate Finance Fables: Did the US Lag Europe before 1914?
by Leslie Hannah - CIRJE-F-993 Asymptotic Expansion for Forward-Backward SDEs with Jumps
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-992 Assessing the Effects of Japanese Industrial Policy Change during the 1960s
by Kozo Kiyota & Tetsuji Okazaki - CIRJE-F-991 Implementation, Verification, and Detection
by Hitoshi Matsushima - CIRJE-F-990 Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator
by Yoichi Arai & Hidehiko Ichimura - CIRJE-F-989 Inefficiency and Self-Determination: Simulation-based Evidence from Meiji Japan
by Eric Weese & Masayoshi Hayashi & Masashi Nishikawa - CIRJE-F-988 Choice of Collateral Currency Updated--A market model for the benchmark pricing--
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-987 Happiness in Life Domains: Evidence from Bangladesh Based on Parametric and Non-Parametric Models
by Minhaj Mahmud & Yasuyuki Sawada - CIRJE-F-986 Infrastructure and Well-being: Employment Effects of Jamuna Bridge in Bangladesh
by Minhaj Mahmud & Yasuyuki Sawada - CIRJE-F-985 The Influence Function of Semiparametric Estimators
by Hidehiko Ichimura & Whitney K. Newey - CIRJE-F-984 Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator
by Yoichi Arai & Hidehiko Ichimura - CIRJE-F-983 Psychic vs. Economic Barriers to Vaccine Take-up: Evidence from a Field Experiment in Nigeria
by Ryoko Sato & Yoshito Takasaki - CIRJE-F-982 Small Area Predictors with Dual Shrinkage of Means and Variances
by Hiromasa Tamae & Tatsuya Kubokawa - CIRJE-F-981 What Did Corporate Executives, Outside Directors, and Large Shareholders Really Do? Corporate Governance of Tokyo Marine Insurance and Taisho Marine and Fire Insurance
by Tetsuji Okazaki - CIRJE-F-980 Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-979 Cholesky Realized Stochastic Volatility Model
by Shinichiro Shirota & Yasuhiro Omori & Hedibert. F. Lopes & Haixiang Piao - CIRJE-F-978 Heteroscedastic Nested Error Regression Models with Variance Functions
by Shonosuke Sugasawa & Tatsuya Kubokawa - CIRJE-F-977 Trend, Seasonality and Economic Time Series:the Nonstationary Errors-in-variables Models
by Naoto Kunitomo & Seisho Sato - CIRJE-F-976 An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver
by Akihiko Takahashi & Toshiaki Watanabe - CIRJE-F-975 Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution
by Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori - CIRJE-F-974 The Effects of Domestic Mergers on Exports: A Case Study of the 1998 Korean Automobile Industry
by Hiroshi Ohashi & Yuta Toyama - CIRJE-F-973 An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-972 Bank Behavior in Regional Finance and the Development of Regional Industries: The Case of Prewar Fukushima, Japan
by Tetsuji Okazaki - CIRJE-F-971 A Variant of AIC Using Bayesian Marginal Likelihood
by Yuki Kawakubo & Tatsuya Kubokawa & Muni S. Srivastava - CIRJE-F-970 Comparison of Linear Shrinkage Estimators of a Large Covariance Matrix in Normal and Non-normal Distributions
by Yuki Ikeda & Tatsuya Kubokawa & Muni S. Srivastava - CIRJE-F-969 Abenomics: Why Was It So Successful in Changing Market Expectations?
by Shin-ichi Fukuda - CIRJE-F-968 The Expanding Empire and Spatial Distribution of Economic Activities: The Case of the Colonization of Korea by Japan in the Prewar Period
by Kentaro Nakajima & Tetsuji Okazaki - CIRJE-F-967 Unconventional Monetary Policy and its External Effects: Evidence from Japanâ€™s Exports
by Shin-ichi Fukuda & Tsutomu Doita - CIRJE-F-966 Twentieth Century Enterprise Forms: Japan in Comparative Perspective
by Leslie Hannah & Makoto Kasuya