Printed from https://ideas.repec.org/s/tky/fseres2.html
Content
2016
- 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 –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 Japan’s Exports
by Shin-ichi Fukuda & Tsutomu Doita - CIRJE-F-966 Twentieth Century Enterprise Forms: Japan in Comparative Perspective
by Leslie Hannah & Makoto Kasuya - CIRJE-F-965 The SIML Estimation of Integrated Covariance and Hedging Coefficient under Round-off Errors, Micro-market Price Adjustments and Random Sampling
by Naoto Kunitomo & Hiroumi Misaki & Seisho Sato - CIRJE-F-964 A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises
by Seisho Sato & Naoto Kunitomo - CIRJE-F-963 Optimal Position Management for a Market Maker with Stochastic Price Impacts
by Masaaki Fujii - CIRJE-F-962 Deriving Customer Lifetime Value from RFM Measures:Insights into Customer Retention and Acquisition
by Makoto Abe - CIRJE-F-961 Incentives and Social Preferences: Experimental Evidence from a Seemingly Inefficient Traditional Labor Contract
by Jun Goto & Yasuyuki Sawada & Takeshi Aida & Keitaro Aoyagi - CIRJE-F-960 Connected Price Dynamics with Revealed Preferences and Auctioneer's Discretion in VCG Combinatorial Auction
by Hitoshi Matsushima - CIRJE-F-959 Deflation/Inflation Dynamics: Analysis based on Micro Prices
by Hiroshi Yoshikawa & Hideaki Aoyama & Yoshi Fujiwara & Hiroshi Iyetomi - CIRJE-F-958 Linear Shrinkage Estimation of Large Covariance Matrices with Use of Factor Models
by Yuki Ikeda & Tatsuya Kubokawa - CIRJE-F-957 Box-Cox Transformed Linear Mixed Models for Positive-Valued and Clustered Data
by Shonosuke Sugasawa & Tatsuya Kubokawa - CIRJE-F-956 Innovation Height and Firm Performance:Using Innovation Survey from Japan
by Daiya Isogawa & Kohei Nishikawa & Hiroshi Ohashi - CIRJE-F-955 Optimal Mechanism Design: Type-Independent Preference Orderings
by Hitoshi Matsushima - CIRJE-F-954 Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method
by Masaaki Fujii & Akihiko Takahshi - 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 VeriÖable and UnveriÖable 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