Jun Nagayasu : Citation Profile


Are you Jun Nagayasu?

Tohoku University

9

H index

9

i10 index

313

Citations

RESEARCH PRODUCTION:

31

Articles

55

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 13
   Journals where Jun Nagayasu has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 31 (9.01 %)

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   Permalink: http://citec.repec.org/pna93
   Updated: 2021-03-07    RAS profile: 2021-02-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jun Nagayasu.

Is cited by:

MacDonald, Ronald (9)

Cheung, Yin-Wong (8)

Chinn, Menzie (8)

Chang, Tsangyao (7)

De Haas, Ralph (6)

Byrne, Joseph (5)

Holmes, Mark (5)

Korobilis, Dimitris (5)

Ferreira, Alex (5)

Schmukler, Sergio (5)

Assenmacher, Katrin (4)

Cites to:

Frankel, Jeffrey (34)

MacDonald, Ronald (34)

Pesaran, M (24)

Bai, Jushan (19)

Ng, Serena (19)

Wei, Shang-Jin (18)

Engel, Charles (17)

Taylor, Mark (15)

Rogoff, Kenneth (13)

Obstfeld, Maurice (12)

Chinn, Menzie (12)

Main data


Where Jun Nagayasu has published?


Journals with more than one article published# docs
Journal of International Money and Finance3
Finance Research Letters2
International Review of Economics & Finance2
Bulletin of Economic Research2
Japan and the World Economy2
Journal of Economic Integration2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany24
DSSR Discussion Papers / Graduate School of Economics and Management, Tohoku University10
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)7
IMF Working Papers / International Monetary Fund7
Working Papers / University of Strathclyde Business School, Department of Economics5
Working Papers / Business School - Economics, University of Glasgow2

Recent works citing Jun Nagayasu (2021 and 2020)


YearTitle of citing document
2020Fourier nonlinear quantile unit root test and PPP in Africa. (2020). Bahmani-Oskooee, Mohsen ; Chang, Tsang Yao ; Bahmanioskooee, Mohsen ; Ranjbar, Omid ; Niroomand, Farhang. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:4:p:451-481.

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2020Liquidity shocks: A new solution to the forward premium puzzle. (2020). Kumar, Vikram. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:445-454.

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2020Forex interventions and exchange rate exposure: Evidence from emerging market firms. (2020). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:69-81.

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2020Uncertainty aversion, carry trades and agent heterogeneity in the FX market. (2020). Zhou, Chunyang ; Tong, Bin ; Li, Xiaoping. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930594x.

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2020The role of carry trades on the effectiveness of Japans quantitative easing. (2020). Chuffart, Thomas ; Dell'Eva, Cyril. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:30-40.

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2020Housing market shocks in italy: A GVAR approach. (2020). Parla, Fabio ; cipollini, andrea. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s1051137720300437.

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2020A lesson from the four recent large public Japanese FX interventions. (2020). Kitamura, Yoshihiro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:57:y:2020:i:c:s0889158320300241.

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2020The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies. (2020). Daglis, Theodoros ; Pasiouras, Alexandros. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special2:p:352-361.

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2020Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational. (2020). Goldberg, Michael D ; Ozabaci, Deniz ; Kozlova, Olesia. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:43-:d:454906.

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2020The Ripple Effect and Spatiotemporal Dynamics of Intra-Urban Housing Prices at the Submarket Level in Shanghai, China. (2020). Yuan, Feng ; Cai, Yuanyuan ; Xiong, Xuelei ; Hu, Jin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:5073-:d:374632.

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2020Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404.

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2020Does Exchange Rate Volatility Affect Economic Growth in Nigeria?. (2020). Nathaniel, Gbadebo ; Fumilade, Onipede Samuel ; Uwawunkonye, Ebuh Godday ; Victor, Oboh Ugbem ; Moses, Tule Kpughur. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:7:p:54.

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2020The spatial structure debate in spatial interaction modeling: 50 years on. (2020). Oshan, Taylor M. In: OSF Preprints. RePEc:osf:osfxxx:42vxn.

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2020.

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2020On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis. (2020). Ge, Xinyu ; Li, Xiao-Lin ; Si, Deng-Kui. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01803-4.

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2020Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2020). Kunze, Frederik. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:2:p:313-333.

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Works by Jun Nagayasu:


YearTitleTypeCited
2002Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study. In: Bulletin of Economic Research.
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article42
1998Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study.(1998) In: IMF Working Papers.
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This paper has another version. Agregated cites: 42
paper
2012COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research.
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article2
2011Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
paper
2011The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region In: Review of International Economics.
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article1
2010The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2013An Investigation of Housing Affordability in the UK Regions In: SIRE Discussion Papers.
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paper1
2013An investigation of housing affordability in the UK regions.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013The Forward Premium Puzzle and The Euro In: SIRE Discussion Papers.
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2014The forward premium puzzle and the Euro.(2014) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 1
article
2013The Forward Premium Puzzle And The Euro.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2013The forward premium puzzle and the euro.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: SIRE Discussion Papers.
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2013Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2013Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate In: SIRE Discussion Papers.
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2013Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2013UK House Prices: Convergence Clubs and Spillovers In: SIRE Discussion Papers.
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paper11
2015UK house price convergence clubs and spillovers.(2015) In: Journal of Housing Economics.
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This paper has another version. Agregated cites: 11
article
2013UK house prices: convergence clubs and spillovers.(2013) In: Working Papers.
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2008Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers.
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paper2
2008Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers.
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paper4
2010Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal.
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article
2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers.
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paper
2001Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand In: Journal of Asian Economics.
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article30
2000Currency Crisis and Contagion; Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand.(2000) In: IMF Working Papers.
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2004The effectiveness of Japanese foreign exchange interventions during 1991-2001 In: Economics Letters.
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article19
2019Financial flows, global interest rates, and political integration In: Finance Research Letters.
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2018Financial Flows, Global Interest Rates, and Political Integration.(2018) In: DSSR Discussion Papers.
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This paper has another version. Agregated cites: 0
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2007Putting the dividend-price ratio under the microscope In: Finance Research Letters.
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article2
2003Asymmetric effects of monetary indicators on the Japanese yen In: Japan and the World Economy.
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article1
2010Macroeconomic interdependence in East Asia In: Japan and the World Economy.
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2010Macroeconomic Interdependence in East Asia.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
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2002On the term structure of interest rates and inflation in Japan In: Journal of Economics and Business.
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article3
2007Empirical analysis of the exchange rate channel in Japan In: Journal of International Money and Finance.
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article6
2015Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate In: Journal of International Money and Finance.
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article5
2017Global and country-specific movements in real effective exchange rates: Implications for external competitiveness In: Journal of International Money and Finance.
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1998On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials In: Journal of the Japanese and International Economies.
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article19
2011Heterogeneity and convergence of regional inflation (prices) In: Journal of Macroeconomics.
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2003A re-examination of the Japanese money demand function and structural shifts In: Journal of Policy Modeling.
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article16
2009PPP: Further evidence from Japanese regional data In: International Review of Economics & Finance.
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2017Inflation and consumption of nontradable goods: Global implications from regional analyses In: International Review of Economics & Finance.
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2012The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries In: Structural Change and Economic Dynamics.
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article1
2012The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries.(2012) In: MPRA Paper.
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2004The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period In: Monetary and Economic Studies.
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article6
2003The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period.(2003) In: IMF Working Papers.
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1998Japanese Effective Exchange Rates and Determinants; Prices, Real Interest Rates, and Actual and Optimal Current Accounts In: IMF Working Papers.
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1999The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials; A Panel Study In: IMF Working Papers.
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2000The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study.(2000) In: IMF Staff Papers.
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1999Determinants of Angola’s Parallel Market Real Exchange Rate In: IMF Working Papers.
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2003The Efficiency of the Japanese Equity Market In: IMF Working Papers.
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paper9
2020Economic Activities and Regional Correlation During Economic and Natural Disasters In: MPRA Paper.
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2020Economic Activities and Regional Correlation During Economic and Natural Disasters.(2020) In: DSSR Discussion Papers.
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2009Regional Inflation in China In: MPRA Paper.
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2010Regional Inflation (Price) Behaviors: Heterogeneity and Convergence In: MPRA Paper.
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2010Domestic Capital Mobility: A Panel Data Approach In: MPRA Paper.
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2010Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns In: MPRA Paper.
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2011Financial Innovation and Regional Money In: MPRA Paper.
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2012Financial innovation and regional money.(2012) In: Applied Economics.
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2011Regional deposits and demographic changes In: MPRA Paper.
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2012Regional deposits and demographic changes.(2012) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 0
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2011The threshold nonstationary panel data approach to forward premiums In: MPRA Paper.
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2012Regional inflation and industrial structure in monetary union In: MPRA Paper.
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2012Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods In: MPRA Paper.
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2012The Forward Premium Puzzle And Risk Premiums In: MPRA Paper.
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2013Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: MPRA Paper.
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2014Regional inflation, spatial location and the Balassa-Samuelson effect In: MPRA Paper.
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2015Global and country-specific factors in real effective exchange rates In: MPRA Paper.
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2015Regional Inflation and Consumption Behaviors In: MPRA Paper.
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2016Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries In: MPRA Paper.
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2016Inflation and Bubbles in the Japanese Condominium Market In: MPRA Paper.
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2019Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration In: MPRA Paper.
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2019Is Inflation Fiscally Determined? In: MPRA Paper.
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2008Relative Prices and Wages in China: Evidence from a Panel of Provincial Data In: Journal of Economic Integration.
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2013Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations In: Journal of Economic Integration.
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2017Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan In: Urban Studies.
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2013A dynamic factor approach to domestic capital mobility In: Empirical Economics.
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2008Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data In: Applied Financial Economics.
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2020International and Interprefectural Migration in Japan : Implications for the Spatial Assimilation Theory In: DSSR Discussion Papers.
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2021Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance In: DSSR Discussion Papers.
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2021Causal and Frequency Analyses of Purchasing Power Parity In: DSSR Discussion Papers.
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2018Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan In: DSSR Discussion Papers.
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2018Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data In: DSSR Discussion Papers.
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2018Productivity Spillovers in the Global Market In: DSSR Discussion Papers.
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2018Spatial Dependence and Social Networks in Regional Labor Migration In: DSSR Discussion Papers.
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2018Homeownership and Residential Mobility during the Lost Decades In: DSSR Discussion Papers.
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