Yoshihiko Nishiyama : Citation Profile


Are you Yoshihiko Nishiyama?

Kyoto University

7

H index

6

i10 index

228

Citations

RESEARCH PRODUCTION:

10

Articles

10

Papers

RESEARCH ACTIVITY:

   21 years (1992 - 2013). See details.
   Cites by year: 10
   Journals where Yoshihiko Nishiyama has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 2 (0.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni202
   Updated: 2022-01-23    RAS profile: 2013-10-18    
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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 Yoshihiko Nishiyama.

Is cited by:

GUPTA, RANGAN (56)

Balcilar, Mehmet (40)

Wohar, Mark (14)

Demirer, Riza (13)

Chen, Xiaohong (9)

Shahbaz, Muhammad (9)

LINTON, OLIVER (9)

Tiwari, Aviral (9)

Pierdzioch, Christian (9)

Suleman, Tahir (6)

Kyei, Clement (6)

Cites to:

Wooldridge, Jeffrey (3)

Fukao, Kyoji (2)

Sims, Christopher (2)

Imbens, Guido (2)

Lewbel, Arthur (2)

KWON, Hyeog Ug (2)

Bierens, Herman (2)

Newey, Whitney (2)

Robinson, Peter (2)

Stachurski, John (2)

Dybvig, Phillip (1)

Main data


Where Yoshihiko Nishiyama has published?


Journals with more than one article published# docs
Journal of the Japanese and International Economies2
Econometrica2

Working Papers Series with more than one paper published# docs
KIER Working Papers / Kyoto University, Institute of Economic Research3

Recent works citing Yoshihiko Nishiyama (2021 and 2020)


YearTitle of citing document
2020Efficiency of the Retail Industry and Inelastic Supply. (2020). Konishi, Yoko ; Nishiyama, Yoshihiko. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:134-166.

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2020Efficiency of the Retail Industry and Inelastic Supply. (2020). Nishiyama, Yoshihiko ; Konishi, Yoko . In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:134-166.

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2020Revisiting the Epps effect using volume time averaging: An exercise in R. (2019). Gebbie, Tim ; Bukuru, Roger ; Chang, Patrick. In: Papers. RePEc:arx:papers:1912.02416.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

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2021Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280.

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2022Semiparametrically efficient estimation of the average linear regression function. (2022). Pinto, Cristine ; de Xavier, Cristine Campos ; Graham, Bryan S. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:115-138.

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2021Equivalent models for observables under the assumption of missing at random. (2021). Patilea, Valentin ; Hristache, Marian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:153-165.

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2021Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic?. (2021). Mokni, Khaled ; Ben Salha, Ousama ; Ajmi, Ahdi Noomen ; Ben-Salha, Ousama ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321003947.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2020Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

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2020Stock price fluctuation and the business cycle in the BRICS countries: A nonparametric quantiles causality approach. (2020). Liu, Xiaoxing ; Shi, Guangping. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300753.

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2021Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test. (2021). Li, Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312978.

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2021A time–frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets. (2021). Kang, Sanghoon ; Ur, Mobeen. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302763.

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2020Cryptocurrencies and precious metals: A closer look from diversification perspective. (2020). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308669.

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2020The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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2021How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson A ; Fasanya, Ismail O ; Agbatogun, Taofeek ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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2021On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. (2021). Adekoya, Oluwasegun B ; Fasanya, Ismail O ; Adetokunbo, Abiodun M. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001240.

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2021Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach. (2021). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:290-302.

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2021Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test. (2021). GUPTA, RANGAN ; Shivambu, Rinsuna ; Kyei, Clement Kweku ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:200-206.

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2021Identifying the fair value of Sharpe ratio by an option valuation approach. (2021). Li, Xiu-Yan ; Lu, Jin-Ray. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:63-70.

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2021Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Chen, Jinyu ; Zhang, Hua ; Shao, Liuguo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419.

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2020Likelihood inference on semiparametric models with generated regressors. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102696.

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2021.

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2020Rank-size Distribution of Cities and Municipalities in Bangladesh. (2020). Sultana, Salima ; Bajracharya, Pankaj. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4643-:d:368112.

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2021The Probability Distribution of Worldwide Forest Areas. (2021). Gonzalez-Val, Rafael. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1361-:d:488687.

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2020.

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2021.

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2020Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104.

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2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Balcilar, Mehmet ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202113.

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2021On Zipf’s law and the bias of Zipf regressions. (2021). Schluter, Christian. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01879-3.

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2021The causal nexus of geopolitical risks, consumer and producer confidence indexes: evidence from selected economies. (2021). Alola, Andrew Adewale ; Akda, Saffet ; Pehlivanolu, Ferhat. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:55:y:2021:i:4:d:10.1007_s11135-020-01053-y.

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2021A likelihood-based approach for cure regression models. (2021). Patilea, Valentin ; Burke, Kevin. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00738-8.

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2020Total Factor Productivity Changes in Japanese Small and Medium-Sized Enterprises in 1982–2016: Suggestive Indications of an IT Revolution?*. (2020). Saito, Takashi ; Konishi, Yoko . In: Asian Economic Papers. RePEc:tpr:asiaec:v:19:y:2020:i:3:p:21-37.

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2020Economic Development and the Death of the Free Market. (2020). Fix, Blair. In: Working Papers on Capital as Power. RePEc:zbw:capwps:202001.

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2021Living the Good Life in a Non-Growth World. Investigating the Role of Hierarchy. (2021). Fix, Blair. In: Working Papers on Capital as Power. RePEc:zbw:capwps:202102.

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2021Economic Development and the Death of the Free Market. (2021). Fix, Blair. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:242969.

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Works by Yoshihiko Nishiyama:


YearTitleTypeCited
2011A Goodness of Fit Test for Ergodic Markov Processes In: ANU Working Papers in Economics and Econometrics.
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paper0
2011A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES.(2011) In: KIER Working Papers.
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This paper has another version. Agregated cites: 0
paper
2008OLS ESTIMATION AND THE t TEST REVISITED IN RANK?SIZE RULE REGRESSION* In: Journal of Regional Science.
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article22
2010Moment Restriction-based Econometric Methods: An Overview In: Working Papers in Economics.
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paper0
2010Moment Restriction-based Econometric Methods: An Overview.(2010) In: KIER Working Papers.
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This paper has another version. Agregated cites: 0
paper
2008A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS In: Econometric Theory.
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article10
2000Edgeworth Expansions for Semiparametric Averaged Derivatives In: Econometrica.
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article31
2005The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives In: Econometrica.
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article18
2004The bootstrap and the Edgeworth correction for semiparametric averaged derivatives.(2004) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 18
paper
2013Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options In: The North American Journal of Economics and Finance.
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article7
2011A consistent nonparametric test for nonlinear causality—Specification in time series regression In: Journal of Econometrics.
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article98
1992Corporate hierarchy, promotion, and firm growth: Japanese internal labor market in transition In: Journal of the Japanese and International Economies.
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article20
1995Recent Changes in the Internal Structure of Wages and Employment in Japan In: Journal of the Japanese and International Economies.
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article1
2010Productivity of Service Providers: Microeconometric measurement in the case of hair salons In: Discussion papers.
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paper6
2011An Econometric Analysis of Firm Specific Productivities: Evidence from Japanese plant level data In: Discussion papers.
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paper6
2012Determinants of Transport Costs for Inter-regional Trade In: Discussion papers.
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paper3
2013Decomposition of Supply and Demand Shocks in the Production Function using the Current Survey of Production In: Discussion papers.
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paper0
2008Hypothesis Testing in Rank Size Regression In: Economic Review.
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article1
2005A Consistent Nonparametric Test for Causality In: KIER Working Papers.
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paper0
2008Nonparametric Estimation Methods of Integrated Multivariate Volatilities In: Econometric Reviews.
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article5

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