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Citation Profile [Updated: 2021-03-03 18:38:23]
5 Years H
20
Impact Factor
0.29
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 0.14 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 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 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 0.09 0.05 30 113 52 7 13 83 4 83 4 1 14.3 2 0.07 0.21
2000 0.03 0.46 0.07 0.04 32 145 54 7 23 76 2 113 4 4 57.1 3 0.09 0.2
2001 0.15 0.4 0.1 0.08 44 189 120 17 41 62 9 145 11 9 52.9 6 0.14 0.22
2002 0.22 0.42 0.12 0.11 45 234 39 27 70 76 17 189 20 11 40.7 5 0.11 0.23
2003 0.1 0.42 0.13 0.09 67 301 190 34 108 89 9 197 17 16 47.1 7 0.1 0.24
2004 0.21 0.47 0.11 0.15 57 358 109 39 148 112 23 218 33 8 20.5 2 0.04 0.27
2005 0.27 0.5 0.15 0.17 80 438 218 65 213 124 33 245 41 15 23.1 14 0.18 0.29
2006 0.18 0.48 0.13 0.16 67 505 158 67 280 137 25 293 46 13 19.4 6 0.09 0.27
2007 0.22 0.4 0.15 0.18 76 581 134 87 367 147 33 316 58 21 24.1 6 0.08 0.23
2008 0.12 0.46 0.13 0.17 70 651 92 82 449 143 17 347 58 18 22 5 0.07 0.23
2009 0.09 0.44 0.16 0.09 98 749 334 116 566 146 13 350 32 32 27.6 52 0.53 0.23
2010 0.24 0.38 0.18 0.2 76 825 204 146 713 168 41 391 78 41 28.1 10 0.13 0.2
2011 0.25 0.48 0.14 0.16 49 874 65 119 834 174 43 387 60 8 6.7 1 0.02 0.25
2012 0.28 0.51 0.19 0.27 41 915 45 177 1011 125 35 369 101 15 8.5 2 0.05 0.26
2013 0.13 0.52 0.19 0.26 40 955 64 179 1190 90 12 334 87 13 7.3 7 0.18 0.24
2014 0.25 0.55 0.18 0.24 39 994 67 179 1369 81 20 304 74 8 4.5 10 0.26 0.28
2015 0.43 0.54 0.2 0.31 48 1042 84 211 1580 79 34 245 77 30 14.2 15 0.31 0.27
2016 0.34 0.56 0.15 0.19 38 1080 41 159 1739 87 30 217 41 16 10.1 5 0.13 0.28
2017 0.34 0.56 0.14 0.21 44 1124 30 158 1897 86 29 206 44 24 15.2 7 0.16 0.28
2018 0.21 0.57 0.12 0.2 26 1150 9 141 2039 82 17 209 42 10 7.1 0 0.29
2019 0.26 0.6 0.14 0.22 29 1179 22 160 2199 70 18 195 43 24 15 10 0.34 0.36
2020 0.29 0.7 0.07 0.18 21 1200 6 83 2282 55 16 185 33 5 6 6 0.29 0.77
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
#YearTitleCited
12009A 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.

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59
2Indirect 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.

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35
32006Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405.

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34
42009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652.

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34
52009Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699.

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32
62010IV 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.

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31
72008On 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.

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31
82010Market 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.

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26
92005The 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.

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25
102005Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335.

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25
112007Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523.

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25
122010Conditional 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.

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23
132010Analyzing 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.

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23
142009Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: CIRJE F-Series. RePEc:tky:fseres:2009cf651.

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22
152009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

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22
162013The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894.

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22
17Volatility 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.

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21
181999Causes 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.

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21
192001Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140.

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21
202005Measuring 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.

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20
212010Do 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.

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20
222015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976.

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20
232009Modelling 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.

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20
242015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf954.

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19
252014Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932.

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19
262003Estimation 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.

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19
272014Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924.

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18
282007The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie. In: CIRJE F-Series. RePEc:tky:fseres:2007cf460.

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18
292005Short-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.

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17
302006Intra-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.

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17
312006Exchange 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.

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16
322001A 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.

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16
332003On 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.

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16
342003The 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.

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15
35A 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.

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15
362015Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969.

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15
37Public 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.

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14
382014Tests 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.

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14
392001Modularization 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.

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14
402009Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613.

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14
412017Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038.

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14
422013Interlinkage and Generous Tit-for-Tat Strategy. (2013). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf875.

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14
432004Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya. In: CIRJE F-Series. RePEc:tky:fseres:2004cf270.

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14
442009Interdependence 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.

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13
452008On 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.

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13
462015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993.

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13
472010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf752.

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13
482011Life-Cycle Labor Search with Stochastic Match Quality. (2011). Fujimoto, Junichi ; Esteban-Pretel, Julen. In: CIRJE F-Series. RePEc:tky:fseres:2010cf783.

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13
492013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879.

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12
502009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf691.

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12
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Analyzing 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

9
22005Measuring 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
32015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976.

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7
42015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993.

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7
52017Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038.

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6
62017Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037.

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6
72016Impact 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.

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6
82015Abenomics: 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

6
92013Interlinkage and Generous Tit-for-Tat Strategy. (2013). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf875.

Full description at Econpapers || Download paper

5
102010Market 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.

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5
112014Tests 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.

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5
122016The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation. (2016). Marszalec, Daniel. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1020.

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5
132010IV 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.

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5
142019Inflation 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.

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4
152020A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition . (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1144.

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4
162009The 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

4
172014Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932.

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4
182018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078.

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4
192008Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS. (2008). Nozawa, Wataru ; Takahashi, Akihiko ; Nakamura, Hisasi . In: CIRJE F-Series. RePEc:tky:fseres:2008cf603.

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4
202009A 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.

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4
212015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf954.

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4
222008Term 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.

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4
232005The 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.

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3
242017Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1058.

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3
252011Monitoring 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.

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3
262009Non-Classical Measurement Error in Long-Term Retrospective Recall Surveys. (2009). Kim, Bonggeun ; Gibson, John. In: CIRJE F-Series. RePEc:tky:fseres:2009cf658.

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3
272013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879.

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3
282009Volatility 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.

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3
292011Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2011cf802.

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3
302019Blockchain Disables Real-World Governance. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1119.

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3
312005Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335.

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3
322009A 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.

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3
330000Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (0000). Nakano, Masafumi ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1037.

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3
342019Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations. (2019). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1117.

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3
352006Effects 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.

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362019Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1115.

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372009Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699.

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382017Multi-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.

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392009Self-organizing Marketplaces. (2009). Tabuchi, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2009cf607.

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402005Short-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.

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412009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

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422015Box-Cox Transformed Linear Mixed Models for Positive-Valued and Clustered Data. (2015). Sugasawa, Shonosuke ; Kubokawa, Tatsuya. In: CIRJE F-Series. RePEc:tky:fseres:2015cf957.

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432003Estimation 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.

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442015Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf990.

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452019State Space Approach to Adaptive Fuzzy Modeling for Financial Investment. (2019). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1120.

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462015Psychic 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.

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472018The Role of Corporate Governance in Japanese Unlisted Companies. (2018). Fukuda, Shin-ichi ; Nakajima, Jouchi ; Kasuya, Munehisa ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2018cf1081.

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482018Employment and Hours over the Business Cycle in a Model with Search Frictions. (2018). Miyamoto, Hiroaki ; Sasaki, Masaru ; Kudoh, Noritaka. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1084.

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492019Accuracy 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.

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502015The Influence Function of Semiparametric Estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney K. In: CIRJE F-Series. RePEc:tky:fseres:2015cf985.

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Citing documents used to compute impact factor: 16
YearTitle
2020The Effects of M&A on Corporate Performance in Japan:DID Analysis in the Era of Corporate Governance Reform. (2020). Fukuda, Akira. In: Japan and the World Economy. RePEc:eee:japwor:v:55:y:2020:i:c:s0922142520300141.

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2020Bargaining power and the Phillips curve: a micro-macro analysis. (2020). Riggi, Marianna ; Lombardi, Marco ; Viviano, Eliana. In: BIS Working Papers. RePEc:bis:biswps:903.

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2020Bargaining power and the Phillips curve: a micro-macro analysis. (2020). Viviano, Eliana ; Riggi, Marianna ; Lombardi, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1302_20.

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2020Inflation control and adequacy of targeting to economic growth policy. (2020). Sukharev, Oleg S. In: Upravlenets. RePEc:url:upravl:v:11:y:2020:i:1:p:33-44.

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2020Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre L. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-02.

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2020Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations. (2020). Yetman, James. In: BIS Working Papers. RePEc:bis:biswps:895.

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2020Effects of class-size reduction on cognitive and non-cognitive skills. (2020). Yamaguchi, Shintaro ; Nakamuro, Makiko ; Ito, Hirotake. In: Japan and the World Economy. RePEc:eee:japwor:v:53:y:2020:i:c:s0922142519300088.

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2020Accuracy and retaliation in repeated games with imperfect private monitoring: Experiments. (2020). Matsushima, Hitoshi ; Kayaba, Yutaka ; Toyama, Tomohisa. In: Games and Economic Behavior. RePEc:eee:gamebe:v:120:y:2020:i:c:p:193-208.

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2020Intergovernmental competition for donations: The case of the Furusato Nozei program in Japan. (2020). Ogawa, Hikaru ; Fukasawa, Takeshi. In: Journal of Asian Economics. RePEc:eee:asieco:v:67:y:2020:i:c:s1049007820300221.

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2020Teamwise Mean Field Competitions. (2020). Zhang, Yuchong ; Yu, Xiang ; Zhou, Zhou. In: Papers. RePEc:arx:papers:2006.14472.

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2020Interest Rate Model With Investor Attitude and Text Mining. (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1152.

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2020Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access). (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf479.

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2020Incentivized Mergers and Cost Effciency: Evidence from the Electricity Distribution Industry. (2020). Clark, Robert ; Samano, Mario. In: Working Paper. RePEc:qed:wpaper:1447.

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2020A Model Confidence Set approach to the combination of multivariate volatility forecasts. (2020). Amendola, Alessandra ; Storti, Giuseppe ; Candila, Vincenzo ; Braione, Manuela. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:873-891.

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2020Dynamic factor, leverage and realized covariances in multivariate stochastic volatility. (2020). Omori, Yasuhiro ; Yamauchi, Yuta. In: Papers. RePEc:arx:papers:2011.06909.

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2020Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility. (2020). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1158.

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Recent citations
Recent citations received in 2020

YearCiting document
2020A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2010.09186.

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2020A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf495.

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2020Unique Information Elicitation. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf496.

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2020Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2020). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf497.

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2020A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1156.

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Recent citations received in 2019

YearCiting document
2019Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf452.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf462.

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2019Accuracy 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.

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2019Investor 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.

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2019Does 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.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: KIER Working Papers. RePEc:kyo:wpaper:1018.

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2019Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1115.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1121.

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2019Accuracy 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.

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2019Investor 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.

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Recent citations received in 2018

YearCiting document

Recent citations received in 2017

YearCiting document
2017Asymptotic 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.

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2017Framing Game Theory. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf425.

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2017State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1067.

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2017Asymptotic 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.

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2017Framing Game Theory. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1072.

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