Content
2015
- CIRJE-F-953 Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori - CIRJE-F-952 Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori - CIRJE-F-952 Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori
2014
- CIRJE-F-951 Information Sharing, Neighborhood Demarcation, and Yardstick Competition: An Empirical Analysis of Intergovernmental Expenditure Interaction in Japan
by Masayoshi Hayashi & Wataru Yamamoto - CIRJE-F-950 Asymptotic Expansion Approach in Finance
by Akihiko Takahashi - CIRJE-F-949 Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution
by Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori - CIRJE-F-948 Factor Decomposition of Inter-prefectural Health Care Expenditure Disparities in Japan
by Masayoshi Hayashi & Akiko Oyama - CIRJE-F-947 Price Impacts of Imperfect Collateralization
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-946 Measuring the Extent and Implications of Corporate Political Connections in Prewar Japan
by Tetsuji Okazaki & Michiru Sawada - CIRJE-F-945 Acquisitions, Productivity, and Profitability: Evidence from the Japanese Cotton Spinning Industry
by Serguey Braguinsky & Atsushi Ohyama & Tetsuji Okazaki & Chad Syverson - CIRJE-F-944 Conditional AIC under Covariate Shift with Application to Small Area Prediction
by Yuki Kawakubo & Shonosuke Sugasawa & Tatsuya Kubokawa - CIRJE-F-943 Bayesian Estimation of Entry Games with Multiple Players and Multiple Equilibria
by Yuko Onishi & Yasuhiro Omori - CIRJE-F-942 A Discrete/Continuous Choice Model on a Nonconvex Budget Set
by Yuta Kurose & Yasuhiro Omori & Akira Hibiki - CIRJE-F-941 Dynamic Equicorrelation Stochastic Volatility
by Yuta Kurose & Yasuhiro Omori - CIRJE-F-940 An Empirical Analysis for a Case-based Decision to Watch Japanese TV dramas
by Keita Kinjo & Shinya Sugawara - CIRJE-F-939 Prediction in Heteroscedastic Nested Error Regression Models with Random Dispersions
by Tatsuya Kubokawa & Shonosuke Sugasawa & Malay Ghosh & Sanjay Chaudhuri - CIRJE-F-938 Matrix Exponential Stochastic Volatility with Cross Leverage
by Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai - CIRJE-F-937 Unified Improvements in Estimation of a Normal Covariance Matrix in High and Low Dimesions
by Hisayuki Tsukuma & Tatsuya Kubokawa - CIRJE-F-936 On Improved Shrinkage Estimators for Concave Loss
by Tatsuya Kubokawa & Éric Marchand & William E. Strawderman - CIRJE-F-935 On Predictive Density Estimation for Location Families under Integrated L 2 and L 1 Losses
by Tatsuya Kubokawa & Éric Marchand & William E. Strawderman - CIRJE-F-934 On Conditional Mean Squared Errors of Empirical Bayes Estimators in Mixed Models with Application to Small Area Estimation
by Shonosuke Sugasawa & Tatsuya Kubokawa - CIRJE-F-933 Tests for Covariance Matrices in High Dimension with Less Sample Size
by Muni S. Srivastava & Hirokazu Yanagihara & Tatsuya Kubokawa - CIRJE-F-932 Matrix Exponential Stochastic Volatility with Cross Leverage
by Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai - CIRJE-F-931 A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing
by Masaaki Fujii - CIRJE-F-930 Estimation and Prediction Intervals in Transformed Linear Mixed Models
by Hisayuki Tsukuma & Tatsuya Kubokawa - CIRJE-F-929 Estimation and Prediction Intervals in Transformed Linear Mixed Models
by Shonosuke Sugasawa & Tatsuya Kubokawa - CIRJE-F-928 On the Mechanics of Human Cooperation: An OLG Repeated Game in a Community Union
by Michihiro Kandori & Shinya Obayashi - CIRJE-F-927 Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator
by Yoichi Arai & Hidehiko Ichimura - CIRJE-F-926 A Unified Approach to Estimating a Normal Mean Matrix in High and Low Dimensions
by Hisayuki Tsukuma & Tatsuya Kubokawa - CIRJE-F-925 Effects of Consumer Subsidies for Renewable Energy on Industry Growth and Welfare: Japanese Solar Energy
by Satoshi Myojo & Hiroshi Ohashi - CIRJE-F-924 Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience
by Shinya Sugawara & Jiro Nakamura - CIRJE-F-923 Channels of Peer Effects and Guilt Aversion in Crime: Experimental and Empirical Evidence from Bangladesh
by Masahiro Shoji - CIRJE-F-922 Does Local Spending Have Repercussion from Tax Structure?--Evidence from Japan--
by Nobuki Mochida - CIRJE-F-921 Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution
by Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori - CIRJE-F-920 Commitment, Deficit Ceiling, and Fiscal Privilege
by Toshihiro Ihori - CIRJE-F-919 Urban Land Policy in Frankfurt am Main at the Turn of the Twentieth Century: A Case Study of a German 'Social City'
by Satoshi Baba - CIRJE-F-918 Benchmarked Empirical Bayes Methods in Multiplicative Area-level Models with Risk Evaluation
by Malay Ghosh & Tatsuya Kubokawa & Yuki Kawakubo - CIRJE-F-917 A New Improvement Scheme for Approximation Methods of Probability Density Functions
by Akihiko Takahashi & Yukihiro Tsuzuki - CIRJE-F-916 Incentive for Gatekeepers and Their Demand Inducement: An Empirical Analysis of Care Managers in the Japanese Long-Term Care Insurance
by Shinya Sugawara & Jiro Nakamura - CIRJE-F-915 Technological Progress and Economic Geography
by Takatoshi Tabuchi & Jacques-François Thisse & Xiwei Zhu - CIRJE-F-914 Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-913 Pricing Basket Options under Local Stochastic Volatility with Jumps
by Kenichiro Shiraya & Akihiko Takahashi
2013
- CIRJE-F-912 Intensive Margins, Extensive Margins, and Spousal Allowances in the Japanes e System of Personal Income Taxes: A Discrete Choice Analysis
by Shun-ichiro Bessho & Masayoshi Hayashi - CIRJE-F-911 Parametric Transformed Fay-Herriot Model for Small Area Estimation
by Shonosuke Sugasawa & Tatsuya Kubokawa - CIRJE-F-910 On the Decomposition of Regional Stabilization and Redistribution
by Masayoshi Hayashi - CIRJE-F-909 A Weak Approximation with Asymptotic Expansion and Multidimensional Malliavin Weights
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-908 Firm-driven Management for Longevity Risk: Analysis of Lump-sum Forward Payments in Japanese Nursing Homes
by Shinya Sugawara - CIRJE-F-907 Dynamic Equicorrelation Stochastic Volatility
by Yuta Kurose & Yasuhiro Omori - CIRJE-F-906 Optimal Ridge-type Estimators of Covariance Matrix in High Dimension
by Tatsuya Kubokawa & Muni S. Srivastava - CIRJE-F-905 Role of Credit Default Swap in Bubbles and Crashes
by Hitoshi Matsushima - CIRJE-F-904 Matrix Exponential Stochastic Volatility with Cross Leverage
by Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai - CIRJE-F-903 Do Wild Fluctuations in Quarterly Inventory Investment Data Matter?: A Study of Japanese GDP Statistics, 1994-2010
by Yoshiro Miwa - CIRJE-F-902 On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-901 General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters
by Tatsuya Kubokawa - CIRJE-F-900 Strategies and Organizations for Managing "Greater East Asia Co-Prosperity Sphere"
by Tetsuji Okazaki - CIRJE-F-899 Development and Management of Manchurian Economy under the Japan Empire
by Tetsuji Okazaki - CIRJE-F-898 Political Economy of Trade Liberalization: The Case of Postwar Japan
by Megumi Naoi & Tetsuji Okazaki - CIRJE-F-897 On Error Estimates for Asymptotic Expansions with Malliavin Weights -- Application to Stochastic Volatility Model --
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-896 Multiperiod Contract Problems with VeriÃ–able and UnveriÃ–able Outputs
by Kazuya Kamiya & Meg Adachi-Sato - CIRJE-F-895 Modfiied Conditional AIC in Linear Mixed Models
by Yuki Kawakubo & Tatsuya Kubokawa - CIRJE-F-894 The Response of Asset Prices to Monetary Policy under Abenomics
by Kazuo Ueda - CIRJE-F-893 The SIML Estimation of Integrated Covariance and Hedging Coefficient under Micro-market noise and Random Sampling
by Naoto Kunitomo & Hiroumi Misaki - CIRJE-F-892 On Robust Properties of the SIML Estimation of Volatility under Micro-market noise and Random Sampling
by Hiroumi Misaki & Naoto Kunitomo - CIRJE-F-891 Making Mean-Variance Hedging Implementable in a Partially Observable Market -with supplementary contents for stochastic interest rates-
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-890 Incentive Pay that Causes Inefficient Managerial Replacement
by Meg Adachi-Sato - CIRJE-F-889 Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design
by Yoichi Arai & Hidehiko Ichimura - CIRJE-F-888 Is Elderly Care Socialized in Japan? Analyzing the Effects of the 2006 Amendment to the LTCI on the Female Labor Supply
by Shinya Sugawara & Jiro Nakamura - CIRJE-F-887 An Interval Regression Analysis for Tenures of Japanese Elder Care Workers Using Matched Employer-Employee Data
by Shinya Sugawara - CIRJE-F-886 Task Trade and the Size Distribution of Cities
by Kohei Nagamachi - CIRJE-F-885 The Response of Asset Prices to Abenomics: Is It a Case of Self-Fulfilling Expectations?
by Kazuo Ueda - CIRJE-F-884 Bartlett Adjustments for Hypothesis Testing in Linear Models with General Error Covariance Matrices
by Masahiro Kojima & Tatsuya Kubokawa - CIRJE-F-883 Momentum-Space Approach to Asymptotic Expansion for Stochastic Filtering
by Masaaki Fujii - CIRJE-F-882 An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection
by Shinya Sugawara & Yasuhiro Omori - CIRJE-F-881 A Discrete/Continuous Choice Model on the Nonconvex Budget Set
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki - CIRJE-F-880 Realized Stochastic Volatility with Leverage and Long Memory
by Shinichiro Shirota & Takayuki Hizu & Yasuhiro Omori - CIRJE-F-879 Behavioral Approach to Repeated Games with Private Monitoring
by Hitoshi Matsushima & Tomomi Tanaka & Tomohisa Toyama - CIRJE-F-878 A Global Census of Corporations in 1910
by Leslie Hannah - CIRJE-F-877 The Corporate Economies of America and Europe 1790-1860
by Leslie Hannah - CIRJE-F-876 Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage: Awareness Heterogeneity
by Hitoshi Matsushima - CIRJE-F-875 Interlinkage and Generous Tit-for-Tat Strategy
by Hitoshi Matsushima - CIRJE-F-874 A New Improvement Scheme for Approximation Methods of Probability Density Functions
by Akihiko Takahashi & Yukihiro Tsuzuki - CIRJE-F-873 An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model
by Takashi Kato & Akihiko Takahashi & Toshihiro Yamada
2012
- CIRJE-F-872 A Variable Selection Criterion for Linear Discriminant Rule and its Optimality in High Dimensional Setting
by Masashi Hyodo & Tatsuya Kubokawa - CIRJE-F-871 An FBSDE Approach to American Option Pricing with an Interacting Particle Method
by Masaaki Fujii & Seisho Sato & Akihiko Takahashi - CIRJE-F-870 Process Manipulation in Unique Implementation
by Hitoshi Matsushima - CIRJE-F-869 Realized stochastic volatility with leverage and long memory
by Shinichiro Shirota & Takayuki Hizu & Yasuhiro Omori - CIRJE-F-868 Comparative Advantage and Skill Premium of Regions
by Kohei Nagamachi - CIRJE-F-867 Testing the Number of Components in Finite Mixture Models
by Hiroyuki Kasahara & Katsumi Shimotsu - CIRJE-F-866 Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures
by Hiroyuki Kasahara & Katsumi Shimotsu - CIRJE-F-865 An Asymptotic Expansion for Forward-Backward SDEs; A Malliavin Calculus Aproach
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-864 Some Consequences of the Early Twentieth Century Divorce of Ownership from Control
by James Foreman-Peck & Leslie Hannah - CIRJE-F-863 Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity
by Shin-ichi Fukuda - CIRJE-F-862 How Strongly Do "Financing Constraints" Affect Firm Behavior?: Japanese Corporate Investment since the Mid-1980s
by Yoshiro Miwa - CIRJE-F-861 On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimatee
by Tatsuya Kubokawa & Mana Hasukawa & Kunihiko Takahashi - CIRJE-F-860 Note on an Extension of an Asymptotic Expansion Scheme
by Akihiko Takahashi & Masashi Toda - CIRJE-F-859 Role of Leverage in Bubbles and Crashes
by Hitoshi Matsushima - CIRJE-F-858 Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices
by Hisayuki Tsukuma & Tatsuya Kubokawa - CIRJE-F-857 Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes
by Hitoshi Matsushima - CIRJE-F-856 Inequalities in Japanese Economy during the Lost Decades
by Nao Sudo & Michio Suzuki & Tomoaki Yamada - CIRJE-F-855 Estimation of Covariance and Precision Matrices in High Dimension
by Tatsuya Kubokawa & Akira Inoue - CIRJE-F-854 Are NEG Models Capable of Simulating Agglomeration in the Real World?
by Takatoshi Tabuchi - CIRJE-F-853 Optimal Multiunit Exchange Design
by Hitoshi Matsushima - CIRJE-F-852 Congestion, Technical Returns, and the Minimum Efficient Scales of Local Public Expenditures: An Empirical Analysis for Japanese Cities
by Masayoshi Hayashi - CIRJE-F-851 Productivity Change and Mine Dynamics: The Coal Industry in Japan during World War II
by Tetsuji Okazaki - CIRJE-F-850 Estimating a Search and Matching Model of the Aggregate Labor Market in Japan
by Ching-Yang Lin & Hiroaki Miyamoto - CIRJE-F-849 An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection Problems
by Shinya Sugawara & Yasuhiro Omori - CIRJE-F-848 Should the Japanese Tax System Be More Progressive? An Evaluation Using Simulated SMCFs Based on the Discrete Choice Model of Labor Supply
by Shun-ichiro Bessho & Masayoshi Hayashi - CIRJE-F-847 Channels of Stabilization in a System of Local Public Health Insurance: The Case of the National Health Insurance in Japan
by Masayoshi Hayashi - CIRJE-F-846 Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program
by Masayoshi Hayashi - CIRJE-F-845 Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline
by Yuta Kurose & Yasuhiro Omori - CIRJE-F-844 Pricing Multi-Asset Cross Currency Optionss
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-843 Minimaxity in Predictive Density Estimation with Parametric Constraints
by Tatsuya Kubokawa & Éric Marchand & William E. Strawderman & Jean-Philippe Turcotte - CIRJE-F-842 A Remark on Approximation of the Solutions to Partial Differential Equations in Finance
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-841 A Semi-group Expansion for Pricing Barrier Options
by Takashi Kato & Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-840 Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-839 Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods
by Kui-Wai Li - CIRJE-F-838 Asset Bubbles and Bailout
by Tomohiro Hirano & Noriyuki Yanagawa - CIRJE-F-837 Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models
by Marc Henry & Romuald Méango & Maurice Queyranne - CIRJE-F-836 Local Utility and Multivariate Risk Aversion
by Arthur Charpentier & Alfred Galichon & Marc Henry - CIRJE-F-835 Sharp Bounds in the Binary Roy Model
by Marc Henry & Ismael Mourifié - CIRJE-F-834 Empirical Analysis of the National Treatment Obligation Under the WTO: The Case of Japanese Shochu
by Naoshi Doi & Hiroshi Ohashi - CIRJE-F-833 A Characterization of the Plurality Rule
by Yohei Sekiguchi - CIRJE-F-832 Mixed Effects Prediction under Benchmarking and Applications to Small Area Estimation
by Tatsuya Kubokawa
2011
- CIRJE-F-831 Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality
by Muni S. Srivastava & Tatsuya Kubokawa - CIRJE-F-830 Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010
by Petra Gerlach & Robert N McCauley & Kazuo Ueda - CIRJE-F-829 Clean Valuation Framework for the USD Silo -An implication for the forthcoming Standard Credit Support Annex (SCSA)-
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-828 Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007
by Kazuo Ueda - CIRJE-F-827 Stochastic Macro-equilibrium and A Microfoundation for the Keynesian Economics
by Hiroshi Yoshikawa - CIRJE-F-826 Efficient Combinatorial Exchanges
by Hitoshi Matsushima - CIRJE-F-825 A Dynamic Multitask Model: Fixed Wages, No Externalities, and Holdup Problems
by Meg Adachi-Sato & Kazuya Kamiya - CIRJE-F-824 An Asymptotic Expansion with Push-Down of Malliavin Weights
by Akihiko Takahashi & Yoshihiro Yajima - CIRJE-F-823 Covariance Tapering for Prediction of Large Spatial Data Sets in Transformed Random Fields
by Toshihiro Hirano & Yoshihiro Yajima - CIRJE-F-822 Euclidean Revealed Preferences: Testing the Spatial Voting Model
by Marc Henry & Ismael Mourifie - CIRJE-F-821 Set Coverage and Robust Policy
by Marc Henry & Alexei Onatski - CIRJE-F-820 Set Inference in Latent Variables Models
by Isabel Mourifie & Marc Henry - CIRJE-F-819 Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase . during Japan's Lost Decades?
by Shin-ichi Fukuda & Junji Yamada - CIRJE-F-818 Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension
by Tatsuya Kubokawa & Masashi Hyodo & Muni S. Srivastava - CIRJE-F-817 Estimating the Social Marginal Cost of Public Funds: A Micro-data Approach
by Shun-ichiro Bessho & Masayoshi Hayashi - CIRJE-F-816 The Effects of Medical Factors on Transfer Deficits in Public Assistance in Japan: A Quantile Regression Analysis
by Masayoshi Hayashi - CIRJE-F-815 On Approximation of the Solutions to Partial Differential Equations in Finance
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-814 The Effectiveness of Non-traditional Monetary Policy Measures: The Case of the Bank of Japan
by Kazuo Ueda - CIRJE-F-813 Matrix Exponential Stochastic Volatility with Cross Leverage
by Tsuyoshi Nakamura & Hiroshi Ohashi - CIRJE-F-812 Matrix Exponential Stochastic Volatility with Cross Leverage
by Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai - CIRJE-F-811 A Note on the Decomposition Technique of Economic Indices
by Pascal Mossay & Takatoshi Tabuchi - CIRJE-F-810 A Note on the Decomposition Technique of Economic Indices
by Kohta Mori & Saki Sugano & Joe Chen & Yun Jeong Choi & Yasuyuki Sawada - CIRJE-F-809 Admissibility and Minimaxity of Benchmarked Shrinkage Estimators
by Tatsuya Kubokawa & William E. Strawderman - CIRJE-F-808 Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009
by Yoshiro Miwa - CIRJE-F-806 Price-Based Combinatorial Auction: Connectedness and Representative Valuations
by Hitoshi Matsushima - CIRJE-F-805 Interbank Networks in Prewar Japan: Structure and Implications
by Tetsuji Okazaki & Michiru Sawada - CIRJE-F-804 Does the Employment of Fewer Caseworkers Lead to the Rationing of Caseloads? Evidence from Public Assistance in Japan
by Masayoshi Hayashi - CIRJE-F-803 A Robust Estimation of Realized Volatility and Covariance with Micro-market Adjustments and Round-off Errors
by Seisho Sato & Naoto Kunitomo - CIRJE-F-802 Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-801 Parametric Bootstrap Methods for Bias Correction in Linear Mixed Models
by Tatsuya Kubokawa & Bui Nagashima - CIRJE-F-800 Multi-period Contract Problems with Verifiable and Unverifiable Outputs
by Kazuya Kamiya & Meg Sato - CIRJE-F-799 Collateralized CDS and Default Dependence -Implications for the Central Clearing-
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-798 Bayesian Analysis of Stochastic Quantiles Using a Smoothing Spline
by Yuta Kurose & Yasuhiro Omori - CIRJE-F-797 Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game
by Shinya Sugawara & Yasuhiro Omori - CIRJE-F-796 Rebalancing Static Super-Replications
by Masaaki Fujii & Yukihiro Tsuzuki - CIRJE-F-795 Monitoring Accuracy and Retaliation in Infinitely Repeated Games with Imperfect Private Monitoring: Theory and Experiments
by Hitoshi Matsushima & Tomohisa Toyama - CIRJE-F-794 Strategic Voting on Environmental Policy Making: The Case for "Political Race to the Top"
by Yukihiro Nishimura & Kimiko Terai - CIRJE-F-793 Hotelling Meets Weber
by Fu-Chuan Lai & So Kubota - CIRJE-F-792 Efficient estimation and particle filter for max-stable processes
by Kazuya Kamiya & So Kubota & Kayuna Nakajima - CIRJE-F-791 Efficient estimation and particle filter for max-stable processes
by Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang - CIRJE-F-790 Investment and Ultimatum Games: Experiments
by Hitoshi Matsushima & Toshihiko Shima - CIRJE-F-789 Exclusive Dealing Contracts by Distributors
by Ryoko Oki & Noriyuki Yanagawa - CIRJE-F-788 Evaluation and Formation of Human Capital in Prewar Japan: The Case of White-Collar Workers in Mitsubishi Zaibatsu
by Tetsuji Okazaki - CIRJE-F-787 A General Computation Scheme for a High-Order Asymptotic Expansion Method
by Akihiko Takahashi & Kohta Takehara & Masashi Toda - CIRJE-F-786 A Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators
by Tatsuya Kubokawa & William E. Strawderman - CIRJE-F-785 A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics â€“ 1994~2009: Introduction and Summary
by Yoshiro Miwa - CIRJE-F-784 How Does Yield Curve Predict GDP Growth? A Macro-Finance Approach Revisited
by Junko Koeda - CIRJE-F-783 Life-Cycle Labor Search with Stochastic Match Quality
by Julen Esteban-Pretel & Junichi Fujimoto - CIRJE-F-782 Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter
2010
- CIRJE-F-781 Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-780 An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity
by Naoto Kunitomo & Kentaro Akashi - CIRJE-F-779 Housework and the Consumption History in pre-war Japan
by Masayuki Tanimoto - CIRJE-F-778 Choice of Collateral Currency
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-777 Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments
by Akihiko Takahashi & Yukihiro Tsuzuki & Akira Yamazaki - CIRJE-F-776 Price-Based Combinatorial Auction Design: Representative Valuations
by Hitoshi Matsushima - CIRJE-F-775 Japan's Deflation and the Bank of Japan's Experience with Non-traditional Monetary Policy
by Kazuo Ueda - CIRJE-F-774 Japan's Bubble, America's Bubble and China's Bubble
by Kazuo Ueda - CIRJE-F-773 The Henry George Theorem in A Second-Best World
by Kristian Behrens & Yoshitsugu Kanemoto & Yasusada Murata - CIRJE-F-772 Globalised sports in a historical perspective
by Christer Ericsson & Bjorn Horgby - CIRJE-F-771 Company Strategies and Sport Models
by Christer Ericsson - CIRJE-F-770 Discrete/Continuous Choice Model of the Residential Gas Demand on the Nonconvex Budget Set
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki - CIRJE-F-769 Laffer paradox, Leviathan, and Political Contest
by Toshihiro Ihori & C.C. Yang - CIRJE-F-768 Firm Heterogeneity under Financial Imperfection: Impacts of Trade and Capital Movement
by Taiji Furusawa & Noriyuki Yanagawa - CIRJE-F-767 Financial Institution, Asset Bubbles and Economic Performance
by Tomohiro Hirano & Noriyuki Yanagawa - CIRJE-F-766 A Theory of Fiduciary Relationships: Non-Contractual Foundation of the Duty of Loyalty, Disgorgement Damages, and Strict Liability
by Katsuhito Iwai - CIRJE-F-765 Hysteresis in Dynamic General Equilibrium Models with Cash-in-Advance Constraints
by Kazuya Kamiya & Takashi Shimizu - CIRJE-F-764 Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki - CIRJE-F-763 Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game
by Shinya Sugawara & Yasuhiro Omori - CIRJE-F-762 Modeling of Interest Rate Term Structures under Collateralization and its Implications
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-761 Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics
by Masanao Aoki & Hiroshi Yoshikawa - CIRJE-F-760 Exaggerated Death of Distance: Revisiting Distance Effects on Regional Price Dispersions
by Kazuko Kano & Takashi Kano & Kazutaka Takechi - CIRJE-F-759 Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London
by Shin-ichi Fukuda - CIRJE-F-758 On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise
by Naoto Kunitomo & Seisho Sato - CIRJE-F-757 Bayesian Estimation and Particle Filter for Max-Stable Processes
by Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang - CIRJE-F-756 Financing Harmful Bubbles
by Hitoshi Matsushima - CIRJE-F-755 Supplier Networks and Aircraft Production in Wartime Japan
by Tetsuji Okazaki - CIRJE-F-754 On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy
by Tatsuya Kubokawa