Citation analysis for CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.23

5 Years IF

0.18

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.13	0	0	0	0	0		0	0		0			0		0	0.07
1991	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1992	0	0.1	0	0	0	0	0		0	0		0			0		0	0.07
1993	0	0.13	0	0	0	0	0		0	0		0			0		0	0.07
1994	0	0.13	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.19	0	0	0	0	0		0	0		0			0		0	0.09
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.12
1997	0	0.23	0.03	0	37	37	26	1	1	0		0			0	1	0.03	0.12
1998	0.03	0.24	0.02	0.03	46	83	19	2	3	37	1	37	1		0	1	0.02	0.15
1999	0.05	0.32	0.08	0.05	30	113	49	7	12	83	4	83	4	1	14.3	2	0.07	0.21
2000	0.03	0.47	0.07	0.04	32	145	46	7	22	76	2	113	4	4	57.1	3	0.09	0.2
2001	0.15	0.4	0.09	0.08	44	189	116	17	39	62	9	145	11	9	52.9	6	0.14	0.22
2002	0.2	0.41	0.12	0.1	45	234	38	24	66	76	15	189	18	11	45.8	5	0.11	0.23
2003	0.1	0.42	0.13	0.08	67	301	185	35	104	89	9	197	16	16	45.7	9	0.13	0.24
2004	0.21	0.47	0.11	0.15	57	358	107	38	143	112	23	218	32	8	21.1	2	0.04	0.27
2005	0.27	0.49	0.14	0.16	80	438	206	63	206	124	33	245	40	15	23.8	13	0.16	0.29
2006	0.18	0.48	0.13	0.16	67	505	148	66	272	137	25	293	46	13	19.7	6	0.09	0.27
2007	0.22	0.41	0.14	0.18	76	581	122	84	356	147	32	316	56	21	25	6	0.08	0.22
2008	0.11	0.46	0.12	0.16	70	651	84	79	435	143	16	347	55	18	22.8	5	0.07	0.23
2009	0.08	0.43	0.15	0.09	98	749	309	113	549	146	11	350	30	32	28.3	52	0.53	0.23
2010	0.25	0.37	0.17	0.2	76	825	190	142	692	168	42	391	77	40	28.2	10	0.13	0.2
2011	0.25	0.47	0.14	0.16	49	874	61	119	813	174	43	387	60	8	6.7	1	0.02	0.25
2012	0.28	0.5	0.19	0.27	41	915	42	173	986	125	35	369	98	15	8.7	2	0.05	0.26
2013	0.13	0.52	0.18	0.25	40	955	62	169	1155	90	12	334	83	12	7.1	7	0.18	0.24
2014	0.23	0.54	0.17	0.23	39	994	58	169	1324	81	19	304	71	7	4.1	7	0.18	0.28
2015	0.44	0.54	0.2	0.31	48	1042	72	212	1536	79	35	245	77	30	14.2	15	0.31	0.28
2016	0.34	0.57	0.15	0.19	38	1080	29	159	1695	87	30	217	41	16	10.1	5	0.13	0.29
2017	0.34	0.58	0.14	0.21	44	1124	28	157	1852	86	29	206	44	24	15.3	7	0.16	0.28
2018	0.2	0.6	0.12	0.19	26	1150	3	140	1993	82	16	209	40	9	6.4		0	0.31
2019	0.23	0.65	0.12	0.18	29	1179	11	136	2129	70	16	195	36	18	13.2	8	0.28	0.38

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644. Full description at Econpapers \|\| Download paper	58
2		Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Ohashi, Hiroshi ; Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261. Full description at Econpapers \|\| Download paper	37
3	2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652. Full description at Econpapers \|\| Download paper	32
4	2006	Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers \|\| Download paper	32
5	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers \|\| Download paper	30
6	2008	On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542. Full description at Econpapers \|\| Download paper	29
7	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers \|\| Download paper	25
8	2005	The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach. (2005). Ueda, Kazuo ; Oda, Nobuyuki. In: CIRJE F-Series. RePEc:tky:fseres:2005cf336. Full description at Econpapers \|\| Download paper	24
9	2010	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706. Full description at Econpapers \|\| Download paper	23
10	2007	Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers \|\| Download paper	23
11	2009	Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: CIRJE F-Series. RePEc:tky:fseres:2009cf651. Full description at Econpapers \|\| Download paper	23
12	2010	IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers \|\| Download paper	22
13	2005	Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers \|\| Download paper	22
14	2013	The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894. Full description at Econpapers \|\| Download paper	21
15	2001	Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers \|\| Download paper	21
16	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers \|\| Download paper	21
17	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers \|\| Download paper	21
18	2010	Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713. Full description at Econpapers \|\| Download paper	20
19	2005	Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry. (2005). Yokoyama, Kazuki ; SAWADA, MICHIRU ; okazaki, tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2005cf355. Full description at Econpapers \|\| Download paper	20
20	2009	Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640. Full description at Econpapers \|\| Download paper	19
21	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers \|\| Download paper	19
22	2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers \|\| Download paper	18
23		Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639. Full description at Econpapers \|\| Download paper	18
24	1999	Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56. Full description at Econpapers \|\| Download paper	18
25	2007	The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie. In: CIRJE F-Series. RePEc:tky:fseres:2007cf460. Full description at Econpapers \|\| Download paper	17
26	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper	17
27	2014	Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers \|\| Download paper	16
28	2006	Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407. Full description at Econpapers \|\| Download paper	16
29	2003	On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator. (2003). Matsushita, Yukitoshi ; Kunitomo, Naoto. In: CIRJE F-Series. RePEc:tky:fseres:2003cf200. Full description at Econpapers \|\| Download paper	16
30	2006	Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through. (2006). Ito, Takatoshi ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2006cf406. Full description at Econpapers \|\| Download paper	16
31	2001	A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? . (2001). Fukuda, Shin-ichi ; Onodera, Takashi . In: CIRJE F-Series. RePEc:tky:fseres:2001cf101. Full description at Econpapers \|\| Download paper	15
32	2014	Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932. Full description at Econpapers \|\| Download paper	15
33	2003	The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation. (2003). Kletzer, Kenneth ; Dekle, Robert. In: CIRJE F-Series. RePEc:tky:fseres:2003cf225. Full description at Econpapers \|\| Download paper	15
34	2004	Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya. In: CIRJE F-Series. RePEc:tky:fseres:2004cf270. Full description at Econpapers \|\| Download paper	14
35	2005	Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348. Full description at Econpapers \|\| Download paper	14
36		Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf372. Full description at Econpapers \|\| Download paper	14
37	2017	Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038. Full description at Econpapers \|\| Download paper	14
38	2009	Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613. Full description at Econpapers \|\| Download paper	14
39	2014	Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933. Full description at Econpapers \|\| Download paper	13
40	2015	Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers \|\| Download paper	13
41	2001	Modularization in the Auto Industry: Interlinked Multiple Hierarchies of Product, Production, and Supplier Systems. (2001). Takeishi, Akira ; Fujimoto, Takahiro . In: CIRJE F-Series. RePEc:tky:fseres:2001cf107. Full description at Econpapers \|\| Download paper	13
42	2010	Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf752. Full description at Econpapers \|\| Download paper	13
43	2008	On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf577. Full description at Econpapers \|\| Download paper	13
44	2011	Life-Cycle Labor Search with Stochastic Match Quality. (2011). Fujimoto, Junichi ; Esteban-Pretel, Julen. In: CIRJE F-Series. RePEc:tky:fseres:2010cf783. Full description at Econpapers \|\| Download paper	13
45	2013	Interlinkage and Generous Tit-for-Tat Strategy. (2013). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf875. Full description at Econpapers \|\| Download paper	13
46	2001	Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Tripathi, Gautam ; Ahn, Hyungtaik ; Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2001cf124. Full description at Econpapers \|\| Download paper	12
47	2001	The Fable of the Keiretsu. (2001). Ramseyer, John ; Miwa, Yoshiro. In: CIRJE F-Series. RePEc:tky:fseres:2001cf109. Full description at Econpapers \|\| Download paper	12
48	2009	Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf691. Full description at Econpapers \|\| Download paper	12
49	2012	Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2012cf840. Full description at Econpapers \|\| Download paper	12
50	2007	Multivariate stochastic volatility. (2007). Omori, Yasuhiro ; Asai, Manabu ; Chib, Siddhartha . In: CIRJE F-Series. RePEc:tky:fseres:2007cf488. Full description at Econpapers \|\| Download paper	11

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers \|\| Download paper	14
2	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers \|\| Download paper	11
3	2017	Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038. Full description at Econpapers \|\| Download paper	11
4	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper	9
5	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037. Full description at Econpapers \|\| Download paper	8
6	2005	Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry. (2005). Yokoyama, Kazuki ; SAWADA, MICHIRU ; okazaki, tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2005cf355. Full description at Econpapers \|\| Download paper	8
7	2015	Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993. Full description at Econpapers \|\| Download paper	6
8	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers \|\| Download paper	6
9	2017	Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1058. Full description at Econpapers \|\| Download paper	6
10	2014	Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933. Full description at Econpapers \|\| Download paper	6
11	0000	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (0000). Nakano, Masafumi ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1037. Full description at Econpapers \|\| Download paper	5
12	2013	Interlinkage and Generous Tit-for-Tat Strategy. (2013). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf875. Full description at Econpapers \|\| Download paper	5
13	2007	Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers \|\| Download paper	5
14	2006	Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers \|\| Download paper	5
15	2015	Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers \|\| Download paper	5
16	2017	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069. Full description at Econpapers \|\| Download paper	5
17	2001	Modularization in the Auto Industry: Interlinked Multiple Hierarchies of Product, Production, and Supplier Systems. (2001). Takeishi, Akira ; Fujimoto, Takahiro . In: CIRJE F-Series. RePEc:tky:fseres:2001cf107. Full description at Econpapers \|\| Download paper	5
18	2009	Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Ling . In: CIRJE F-Series. RePEc:tky:fseres:2009cf687. Full description at Econpapers \|\| Download paper	5
19	2014	Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932. Full description at Econpapers \|\| Download paper	4
20	2009	Self-organizing Marketplaces. (2009). Tabuchi, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2009cf607. Full description at Econpapers \|\| Download paper	4
21	2009	Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf691. Full description at Econpapers \|\| Download paper	4
22	2009	A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf685. Full description at Econpapers \|\| Download paper	4
23	2010	IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers \|\| Download paper	3
24	2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers \|\| Download paper	3
25	2019	Blockchain Disables Real-World Governance. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1119. Full description at Econpapers \|\| Download paper	3
26	2015	Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf990. Full description at Econpapers \|\| Download paper	3
27	2011	Monitoring Accuracy and Retaliation in Infinitely Repeated Games with Imperfect Private Monitoring: Theory and Experiments. (2011). Matsushima, Hitoshi ; Toyama, Tomohisa . In: CIRJE F-Series. RePEc:tky:fseres:2011cf795. Full description at Econpapers \|\| Download paper	3
28	2013	Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879. Full description at Econpapers \|\| Download paper	3
29	2010	Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2010). McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf716. Full description at Econpapers \|\| Download paper	3
30	2005	The Fall of Organ Bank Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-war Japan. (2005). SAWADA, MICHIRU ; okazaki, tetsuji ; Wang, KE. In: CIRJE F-Series. RePEc:tky:fseres:2005cf379. Full description at Econpapers \|\| Download paper	3
31	2009	Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639. Full description at Econpapers \|\| Download paper	3
32	2006	Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through. (2006). Ito, Takatoshi ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2006cf406. Full description at Econpapers \|\| Download paper	3
33	2006	Effects of a bank consolidation promotion policy: Evaluating Bank Law in 1927 Japan. (2006). SAWADA, MICHIRU ; okazaki, tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2006cf400. Full description at Econpapers \|\| Download paper	3
34	2009	A Note on Construction of Multiple Swap Curves with and without Collateral. (2009). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2009cf630. Full description at Econpapers \|\| Download paper	3
35	2016	Impact Assessment of Credit Program for Tenant Farmers in Bangladesh: Evidence from a Field Experiment. (2016). Hossain, Marup ; Abdul, Malek ; Hasib, MD ; Amzad, MD ; Malek, Mohammad Abdul ; Shakil, MD. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1025. Full description at Econpapers \|\| Download paper	3
36	2019	Inflation Target and Anchor of Inflation Forecasts in Japan. (2019). Soma, Naoto ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2019cf1108. Full description at Econpapers \|\| Download paper	3
37	2009	Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640. Full description at Econpapers \|\| Download paper	3
38	2015	Infrastructure and Well-being: Employment Effects of Jamuna Bridge in Bangladesh. (2015). Sawada, Yasuyuki ; Mahmud, Minhaj. In: CIRJE F-Series. RePEc:tky:fseres:2015cf986. Full description at Econpapers \|\| Download paper	3
39	2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652. Full description at Econpapers \|\| Download paper	2
40	2015	The Influence Function of Semiparametric Estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney K. In: CIRJE F-Series. RePEc:tky:fseres:2015cf985. Full description at Econpapers \|\| Download paper	2
41	2005	Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CIRJE F-Series. RePEc:tky:fseres:2005cf369. Full description at Econpapers \|\| Download paper	2
42	2017	Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly. (2017). Fabinger, Michal ; Adachi, Takanori. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1040. Full description at Econpapers \|\| Download paper	2
43	2015	Psychic vs. Economic Barriers to Vaccine Take-up: Evidence from a Field Experiment in Nigeria. (2015). Takasaki, Yoshito ; Sato, Ryoko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf983. Full description at Econpapers \|\| Download paper	2
44	2016	Peer Effects on Vaccination: Experimental Evidence from Rural Nigeria. (2016). Takasaki, Yoshito ; Sato, Ryoko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1002. Full description at Econpapers \|\| Download paper	2
45	2008	Term Structure of Interest Rates under Recursive Preferences in Continuous Time. (2008). Takahashi, Akihiko ; Nakayama, Keita ; Nakamura, Hisashi . In: CIRJE F-Series. RePEc:tky:fseres:2008cf540. Full description at Econpapers \|\| Download paper	2
46	2015	Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf963. Full description at Econpapers \|\| Download paper	2
47	2012	A Characterization of the Plurality Rule. (2012). Sekiguchi, Yohei . In: CIRJE F-Series. RePEc:tky:fseres:2012cf833. Full description at Econpapers \|\| Download paper	2
48	2017	Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly. (2017). Fabinger, Muhammad Michal ; Adachi, Takanori. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1040. Full description at Econpapers \|\| Download paper	2
49	2017	Short-run Incentive and Information in Sequential Adoptions: An Antenatal Care Experiment in Rural Nigeria. (2017). Takasaki, Yoshito ; Sato, Ryoko. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1070. Full description at Econpapers \|\| Download paper	2
50	2019	Behavioral Theory of Repeated PrisonerÃ¢â¬â¢s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1115. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 16

Year	Title
2019	Optimality of Emission Pricing Policies Based on Emission Intensity Targets under Imperfect Competition. (2019). Matsumura, Toshihiro ; Ino, Hiroaki. In: Discussion Paper Series. RePEc:kgu:wpaper:199. Full description at Econpapers \|\| Download paper
2019	Unit versus ad valorem tax comparisons in a simple New Keynesian dynamic stochastic general equilibrium model. (2019). Hiraga, Kazuki. In: Eurasian Economic Review. RePEc:spr:eurase:v:9:y:2019:i:4:d:10.1007_s40822-018-0120-6. Full description at Econpapers \|\| Download paper
2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:1710.07030. Full description at Econpapers \|\| Download paper
2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets). (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf456. Full description at Econpapers \|\| Download paper
2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7. Full description at Econpapers \|\| Download paper
2019	Fighting Against Learning Crisis in Developing Countries: A Randomized Experiment of Self-Learning at the Right Level. (2019). Takahashi, Akihiko ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1128. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1136. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470. Full description at Econpapers \|\| Download paper
2019	Partial Ex-Post Verifiability and Unique Implementation of Social Choice Functions. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf453. Full description at Econpapers \|\| Download paper
2019	Partial Ex-Post Verifiability and Unique Implementation of Social Choice Functions. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1116. Full description at Econpapers \|\| Download paper
2019	Implementation without expected utility: ex-post verifiability. (2019). Matsushima, Hitoshi. In: Social Choice and Welfare. RePEc:spr:sochwe:v:53:y:2019:i:4:d:10.1007_s00355-019-01198-2. Full description at Econpapers \|\| Download paper
2019	Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions. (2019). , Justin ; Chen, Yangang. In: Papers. RePEc:arx:papers:1909.11532. Full description at Econpapers \|\| Download paper
2019	Altcoin-Bitcoin Arbitrage. (2019). Kakushadze, Zura ; Yu, Willie. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:6:y:2019:i:1:p:87-110. Full description at Econpapers \|\| Download paper
2019	News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356. Full description at Econpapers \|\| Download paper
2019	Listing and financial constraints. (2019). Goto, Yasuo ; Ishide, Akira ; Ueda, Kenichi. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:1-16. Full description at Econpapers \|\| Download paper
2019	Natural capital market design. (2019). Teytelboym, Alexander. In: Oxford Review of Economic Policy. RePEc:oup:oxford:v:35:y:2019:i:1:p:138-161.. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf462. Full description at Econpapers \|\| Download paper
2019	Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments (Revised version of CARF-F-433). (2019). Matsushima, Hitoshi ; Toyama, Tomohisa ; Kayaba, Yutaka. In: CARF F-Series. RePEc:cfi:fseres:cf466. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470. Full description at Econpapers \|\| Download paper
2019	Does inflation targeting always matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; Lopez-Villavicencio, Antonia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:360-377. Full description at Econpapers \|\| Download paper
2019	Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: KIER Working Papers. RePEc:kyo:wpaper:1018. Full description at Econpapers \|\| Download paper
2019	Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1121. Full description at Econpapers \|\| Download paper
2019	Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments. (2019). Matsushima, Hitoshi ; Toyama, Tomohisa ; Yutaka, Kayaba . In: CIRJE F-Series. RePEc:tky:fseres:2019cf1125. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1136. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document

Recent citations received in 2017

Year	Citing document
2017	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf423. Full description at Econpapers \|\| Download paper
2017	Framing Game Theory. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf425. Full description at Econpapers \|\| Download paper
2017	State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1067. Full description at Econpapers \|\| Download paper
2017	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069. Full description at Econpapers \|\| Download paper
2017	Framing Game Theory. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1072. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar. (2016). Fukuda, Shin-ichi ; Shin- ichi Fukuda, ; Tanaka, Mariko. In: CARF F-Series. RePEc:cfi:fseres:cf401. Full description at Econpapers \|\| Download paper
2016	Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates. (2016). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:109-122. Full description at Econpapers \|\| Download paper
2016	Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations . (2016). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1029. Full description at Econpapers \|\| Download paper
2016	Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar. (2016). Fukuda, Shin-ichi ; Shin- ichi Fukuda, ; Tanaka, Mariko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1032. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	19	98
2	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	15	87
3	MPRA Paper / University Library of Munich, Germany	90	35
4	Papers / arXiv.org	54	28
5	Asia-Pacific Financial Markets / Springer	12	18
6	Tinbergen Institute Discussion Papers / Tinbergen Institute	29	15
7	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	21	15
8	Journal of the Japanese and International Economies / Elsevier	44	15
9	Discussion papers / Research Institute of Economy, Trade and Industry (RIETI)	20	14
10	Journal of Econometrics / Elsevier	191	14
11	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	14	10