Mototsugu Shintani : Citation Profile


Are you Mototsugu Shintani?

University of Tokyo (80% share)
Bank of Japan (20% share)

14

H index

18

i10 index

853

Citations

RESEARCH PRODUCTION:

39

Articles

81

Papers

RESEARCH ACTIVITY:

   27 years (1993 - 2020). See details.
   Cites by year: 31
   Journals where Mototsugu Shintani has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 48 (5.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh5
   Updated: 2021-11-20    RAS profile: 2020-12-04    
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Relations with other researchers


Works with:

Tsuruga, Takayuki (8)

Shibata, Akihisa (5)

Iiboshi, Hirokuni (3)

Perron, Pierre (2)

Huang, Kevin (2)

Yabu, Tomoyoshi (2)

Katayama, Munechika (2)

Muto, Ichiro (2)

Ueda, Kozo (2)

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

Is cited by:

Ben Cheikh, Nidhaleddine (20)

Tsoukalas, John (19)

Bask, Mikael (17)

Crucini, Mario (17)

Zanetti, Francesco (15)

Landry, Anthony (13)

Görtz, Christoph (13)

Kim, Hyeongwoo (12)

Serletis, Apostolos (11)

Zachariadis, Marios (10)

Rault, Christophe (9)

Cites to:

Phillips, Peter (26)

Crucini, Mario (19)

Andrews, Donald (16)

Mankiw, N. Gregory (15)

Schorfheide, Frank (14)

Perron, Pierre (13)

Watson, Mark (13)

Stock, James (12)

Obstfeld, Maurice (12)

Campbell, John (12)

Gertler, Mark (11)

Main data


Where Mototsugu Shintani has published?


Journals with more than one article published# docs
Journal of Econometrics5
Journal of International Money and Finance3
Economics Letters3
Journal of Monetary Economics3
Journal of Money, Credit and Banking2
The Japanese Economic Review2
Journal of the Japanese and International Economies2

Working Papers Series with more than one paper published# docs
ISER Discussion Paper / Institute of Social and Economic Research, Osaka University7
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan6
Globalization Institute Working Papers / Federal Reserve Bank of Dallas4
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2
Discussion papers / Graduate School of Economics Project Center, Kyoto University2

Recent works citing Mototsugu Shintani (2021 and 2020)


YearTitle of citing document
2020Causes of Current Account Fluctuations in West African Monetary Union. (2020). Diallo, Amadou Woury. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:46-63.

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2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2020A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Papers. RePEc:arx:papers:2001.04867.

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2021Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770.

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2021The interaction of forward guidance in a two-country new Keynesian model. (2021). Iiboshi, Hirokuni ; Ida, Daisuke. In: Papers. RePEc:arx:papers:2103.12503.

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2021Imperfect Information, Heterogenous Demand Shocks, and Inflation Dynamics. (2021). Zanetti, Francesco ; Tsuruga, Tomohiro ; Okuda, Tatsushi. In: BCAM Working Papers. RePEc:bbk:bbkcam:2104.

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2021Monetary policy strategy and inflation in Japan. (2021). del Rio, Pedro ; Egea, Fructuoso Borrallo. In: Occasional Papers. RePEc:bde:opaper:2116e.

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2020Asymmetries in effects of domestic inflation drivers in the Baltic States: a Phillips curve-based nonlinear ARDL approach. (2020). Mihajlovici, Vladimir ; Marjanovici, Gordana. In: Baltic Journal of Economics. RePEc:bic:journl:v:20:y:2020:i:1:p:94-116.

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2021News Shocks under Financial Frictions. (2021). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:21-08.

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2020Transportation Costs in Archipelagos: Evidence from Indonesia. (2020). Hayakawa, Kazunobu ; Isono, Ikumo ; Kumagai, Satoru. In: The Developing Economies. RePEc:bla:deveco:v:58:y:2020:i:3:p:227-241.

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2020A Stochastic Model with Penalized Coefficients for Spatial Price Comparisons: An Application to Regional Price Indexes in Italy. (2020). Minguez, Roman ; Laureti, Tiziana ; Montero, Josemaria ; Fernandezaviles, Gema. In: Review of Income and Wealth. RePEc:bla:revinw:v:66:y:2020:i:3:p:512-533.

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2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2020Flattening of the Wage Phillips Curve and Downward Nominal Wage Rigidity: The Japanese Experience in the 2010s. (2020). Hirata, Wataru ; Mineyama, Tomohide ; Maruyama, Toshitaka. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp20e04.

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2020Liquidity constraints, international trade, and optimal monetary policy. (2020). Ho, Wai-Ming ; Wai-Ming, HO. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:2:p:29:n:1.

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2020News Shocks under Financial Frictions. (2020). Zanetti, Francesco ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8728.

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2021Repricing Avalanches. (2021). Nirei, Makoto ; Scheinkman, Jos A. In: CARF F-Series. RePEc:cfi:fseres:cf510.

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2021Identifying the Source of Information Rigidities in the Expectations Formation Process. (2021). Ueda, Kozo ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf516.

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2020Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866.

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2020Sectoral inflation persistence, market concentration and imperfect common knowledge. (2020). Tsuruga, Takayuki ; Okuda, Tatsushi ; Kato, Ryo. In: ISER Discussion Paper. RePEc:dpr:wpaper:1082.

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2021A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate. (2021). Crucini, Mario ; Tsuruga, Takayuki ; Shintani, Mototsugu. In: ISER Discussion Paper. RePEc:dpr:wpaper:1121.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102.

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2020Chaotic signals inside some tick-by-tick financial time series. (2020). Escot, Lorenzo ; Sandubete, Julio E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302526.

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2020Rigidities and adjustments of daily prices to costs: Evidence from supermarket data. (2020). Waterson, Michael ; Giulietti, Monica ; Otero, Jesus. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300956.

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2020China and international market integration: Evidence from the law of one price in the Middle East and Africa. (2020). Chan, Kenneth S ; Yu, Alan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081930292x.

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2020Determining individual or time effects in panel data models. (2020). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:60-83.

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2020Deviance information criterion for latent variable models and misspecified models. (2020). Yu, Jun ; Zeng, Tao ; Li, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:450-493.

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2021Missing wage inflation? Estimating the natural rate of unemployment in a nonlinear DSGE model. (2021). Muto, Ichiro ; Shintani, Mototsugu ; Iwasaki, Yuto. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302567.

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2021Asymmetric responses of consumer spending to energy prices: A threshold VAR approach. (2021). Knotek, Edward ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000323.

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2021Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries. (2021). USMAN, OJONUGWA ; Balcilar, Mehmet ; Wohar, Mark E ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001547.

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2021The effects of the oil price and oil price volatility on inflation in Turkey. (2021). Unal, Emre ; Kose, Nezir. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006411.

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2021Are online markets more integrated than traditional markets? Evidence from consumer electronics. (2021). Verboven, Frank ; Romahn, Andre ; Grzybowski, Lukasz ; Duch-Brown, Nestor. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000532.

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2020News and why it is not shocking: The role of micro-foundations. (2020). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300834.

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2020Measuring the Natural Rate of Interest with Financial Gaps: The Cases of Japan and South Korea. (2020). Park, Ki Young ; Hahm, Joon-Ho ; Lee, Dongjin. In: Japan and the World Economy. RePEc:eee:japwor:v:54:y:2020:i:c:s0922142519300635.

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2021Mixed-frequency approaches to nowcasting GDP: An application to Japan. (2021). Kido, Yosuke ; Hirakata, Naohisa ; Otaka, Kazuki ; Chikamatsu, Kyosuke. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142521000049.

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2020Inflation and exchange rate pass-through. (2020). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Stocker, Marc M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560620301431.

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2020What happened to the worlds potential growth after the 2008–2009 global financial crisis?. (2020). Felipe, Jesus ; Estrada, Gemma. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:56:y:2020:i:c:s0889158320300095.

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2020The zero lower bound and estimation accuracy. (2020). Throckmorton, Nathaniel ; Atkinson, Tyler ; Richter, Alexander W. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:249-264.

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2020The expectational effects of news in business cycles: Evidence from forecast data. (2020). Nguyen, Thuy Lan ; Miyamoto, Wataru. In: Journal of Monetary Economics. RePEc:eee:moneco:v:116:y:2020:i:c:p:184-200.

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2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50. (2020). Yu, Shang-Ru ; Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300078.

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2020Observed expectations, news shocks, and the business cycle. (2020). Rajbhandari, Ashish ; Milani, Fabio. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:2:p:95-118.

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2021Anticipated versus unanticipated productivity shocks and hours-worked. (2021). Qureshi, Irfan ; Ali, Syed Zahid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:547-572.

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2021Dual labor market and the Phillips curve puzzle. (2021). Di Guilmi, Corrado ; Aoyama, Hideaki ; Yoshikawa, Hiroshi ; Fujiwara, Yoshi. In: CAMA Working Papers. RePEc:een:camaaa:2021-49.

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2020Family Planning Policy and Housing Price in China. (2020). Ma, Shichang. In: European Journal of Economics and Business Studies Articles. RePEc:eur:ejesjr:336.

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2021Aging and the Real Interest Rate in Japan: A Labor Market Channel. (2021). Fujita, Shigeru ; Fujiwara, Ippei. In: Working Papers. RePEc:fip:fedpwp:92541.

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2021Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers. (2021). Sudo, Nao ; Nakamura, Fumitaka ; Sugisaki, YU. In: IMES Discussion Paper Series. RePEc:ime:imedps:21-e-06.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Tamarit, Cecilio ; Camarero, Mariam ; Munoz, Alejandro. In: Working Papers. RePEc:inf:wpaper:2021.04.

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2020.

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2020Economic Production as Life: A Classical Approach to Computational Social Science. (2020). Codina, Oriol Valles. In: Working Papers. RePEc:new:wpaper:2001.

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2021Teori Kewirausahaan Limpahan Pengetahuan: Inovasi dari Mobilisasi Informasi. (2021). Purnomo, Agung. In: OSF Preprints. RePEc:osf:osfxxx:k26vh.

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2020The effect of design protection on price and price dispersion: Evidence from automotive spare parts. (2020). Mejer, Malwina ; Herz, Benedikt. In: MPRA Paper. RePEc:pra:mprapa:104137.

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2021Price dynamics, LOP and quantile regressions. (2021). Santeramo, Fabio. In: MPRA Paper. RePEc:pra:mprapa:107454.

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2021The effect of design protection on price and price dispersion: Evidence from automotive spare parts. (2021). Mejer, Malwina ; Herz, Benedikt. In: MPRA Paper. RePEc:pra:mprapa:109645.

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2020Cooperative Dynamic Games with Durable Controls: Theory and Application. (2020). , David ; David, ; Petrosyan, Leon A. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:10:y:2020:i:4:d:10.1007_s13235-019-00336-w.

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2021International confidence spillovers and business cycles in small open economies. (2021). Kotłowski, Jacek ; Brzoza-Brzezina, Michal ; Kotowski, Jacek. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01887-3.

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2020Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan. (2020). Ueda, Kozo ; Iiboshi, Hirokuni ; Shintani, Mototsugu. In: Working Papers. RePEc:tcr:wpaper:e154.

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2021Imperfect Information, Heterogeneous Demand Shocks,and Inflation Dynamics. (2021). Zanetti, Francesco ; Tsuruga, Tomohiro ; Okuda, Tatsushi. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:030.

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2021Large fluctuations of Chinas commodity prices: Main sources and heterogeneous effects. (2021). Lin, Boqiang ; Xu, Bin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2074-2089.

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2021Economic growth in China and its impact on international commodity prices. (2021). Pundit, Madhavi ; Ghoshray, Atanu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2776-2789.

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2020Differencing versus nondifferencing in factor‐based forecasting. (2020). Choi, In ; Jeong, Hanbat. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:728-750.

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2021Out?of?sample performance of bias?corrected estimators for diffusion processes. (2021). Guo, Ziyi. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:243-268.

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2020On What States Do Prices Depend? Answers From Ecuador. (2020). Landry, Anthony ; Benedict, Craig ; Crucini, Mario J. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:8:p:1909-1935.

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2021Market Instability, Investor Sentiment, And Probability Judgment Error in Index Option Prices. (2021). Charles-Cadogan, G. In: CRETA Online Discussion Paper Series. RePEc:wrk:wcreta:71.

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Works by Mototsugu Shintani:


YearTitleTypeCited
1996EXCESS SMOOTHNESS OF CONSUMPTION IN JAPAN In: The Japanese Economic Review.
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article2
2013THE INF-T TEST FOR A UNIT ROOT AGAINST ASYMMETRIC EXPONENTIAL SMOOTH TRANSITION AUTOREGRESSIVE MODELS In: The Japanese Economic Review.
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article5
2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics.
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article10
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Vanderbilt University Department of Economics Working Papers.
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2018Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment In: Bank of Japan Research Laboratory Series.
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paper1
2020Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise In: Boston University - Department of Economics - Working Papers Series.
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paper0
2002Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos In: STICERD - Econometrics Paper Series.
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2003Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos.(2003) In: STICERD - Econometrics Paper Series.
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2004Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2004) In: Journal of Econometrics.
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2002Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2002) In: LSE Research Online Documents on Economics.
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2003Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2003) In: LSE Research Online Documents on Economics.
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2002Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos.(2002) In: LSE Research Online Documents on Economics.
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2003Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos.(2003) In: Vanderbilt University Department of Economics Working Papers.
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2019Forecasting Japanese inflation with a news-based leading indicator of economic activities In: CARF F-Series.
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paper0
2020The Effects of QQE on Long-run Inflation Expectations in Japan In: CARF F-Series.
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paper0
2015Measuring international business cycles by saving for a rainy day In: Canadian Journal of Economics.
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article5
2011Measuring International Business Cycles by Saving for a Rainy Day.(2011) In: IMES Discussion Paper Series.
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2015Measuring international business cycles by saving for a rainy day.(2015) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2008Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach In: Levine's Working Paper Archive.
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2008Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2008) In: IMES Discussion Paper Series.
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2011Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2011) In: Journal of Money, Credit and Banking.
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2009Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2009) In: Vanderbilt University Department of Economics Working Papers.
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This paper has another version. Agregated cites: 150
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2011Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2011) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 150
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2002Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data In: Levine's Working Paper Archive.
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paper9
2002Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data.(2002) In: NajEcon Working Paper Reviews.
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2010Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan In: Levine's Working Paper Archive.
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2005Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan..(2005) In: Journal of Money, Credit and Banking.
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2004Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan.(2004) In: Vanderbilt University Department of Economics Working Papers.
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2003A Nonparametric Measure of Convergence Toward Purchasing Power Parity In: Levine's Working Paper Archive.
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2006A nonparametric measure of convergence towards purchasing power parity.(2006) In: Journal of Applied Econometrics.
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2004A Nonparametric Measure of Convergence Toward Purchasing Power Parity.(2004) In: Vanderbilt University Department of Economics Working Papers.
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2004A Dynamic Factor Approach to Nonlinear Stability Analysis In: Levine's Bibliography.
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2004A Dynamic Factor Approach to Nonlinear Stability Analysis.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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2008A dynamic factor approach to nonlinear stability analysis.(2008) In: Journal of Economic Dynamics and Control.
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2004A Dynamic Factor Approach to Nonlinear Stability Analysis.(2004) In: Vanderbilt University Department of Economics Working Papers.
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2006Persistence in Law-of-One-Price Deviations: Evidence from Micro-data In: Levine's Bibliography.
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2008Persistence in law of one price deviations: Evidence from micro-data.(2008) In: Journal of Monetary Economics.
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2004Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data.(2004) In: Vanderbilt University Department of Economics Working Papers.
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2006Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data.(2006) In: Vanderbilt University Department of Economics Working Papers.
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2006Testing for a Unit Root against Transitional Autoregressive Models In: Levine's Bibliography.
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2005Testing for a Unit Root against Transitional Autoregressive Models.(2005) In: Vanderbilt University Department of Economics Working Papers.
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2006Quantifying Inflation Pressure and Monetary Policy Response in the United States In: Levine's Bibliography.
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2006ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT In: Econometric Theory.
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1994Excess Smoothness of Consumption. In: ISER Discussion Paper.
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1993Excess Smoothness of Consumption..(1993) In: ISER Discussion Paper.
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2008Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information.(2008) In: IMES Discussion Paper Series.
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2008Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information.(2008) In: NBER Working Papers.
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2008Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information.(2008) In: Vanderbilt University Department of Economics Working Papers.
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2012Noisy Information, Distance and Law of One Price Dynamics Across US Cities.(2012) In: Discussion papers.
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2004Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001 In: Vanderbilt University Department of Economics Working Papers.
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