16
H index
21
i10 index
1107
Citations
University of Tokyo (80% share) | 16 H index 21 i10 index 1107 Citations RESEARCH PRODUCTION: 39 Articles 80 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mototsugu Shintani. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 5 |
Journal of International Money and Finance | 3 |
Economics Letters | 3 |
Journal of Monetary Economics | 3 |
Journal of the Japanese and International Economies | 2 |
The Japanese Economic Review | 2 |
Journal of Money, Credit and Banking | 2 |
Year | Title of citing document |
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2022 | Price dynamics, LOP and quantile regressions. (2021). , Santeramo. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:311030. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2023 | Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555. Full description at Econpapers || Download paper |
2022 | A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373. Full description at Econpapers || Download paper |
2022 | Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948. Full description at Econpapers || Download paper |
2022 | A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288. Full description at Econpapers || Download paper |
2023 | The Local Projection Residual Bootstrap for AR(1) Models. (2023). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889. Full description at Econpapers || Download paper |
2022 | Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10. Full description at Econpapers || Download paper |
2023 | A Behavioral New Keynesian Model of a Small Open Economy Under Limited Foresight. (2023). Xie, Yinxi ; Na, Seunghoon. In: Staff Working Papers. RePEc:bca:bocawp:23-44. Full description at Econpapers || Download paper |
2022 | Wiring China: The impact of telegraph construction on grain market integration in late imperial China, 1870–1911. (2022). , John ; John , ; Li, Yuanzhe ; Hao, YU. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:3:p:857-880. Full description at Econpapers || Download paper |
2022 | The economics of domestic market integration. (2022). Zhang, Cheng ; Gunessee, Saileshsingh. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:4:p:1069-1095. Full description at Econpapers || Download paper |
2023 | Geographic earnings inequality by race, 1960–2016. (2023). Nutting, Andrew W. In: Journal of Regional Science. RePEc:bla:jregsc:v:63:y:2023:i:2:p:290-339. Full description at Econpapers || Download paper |
2022 | Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM. (2022). Kurozumi, Takushi ; Oishi, Ryohei. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e03. Full description at Econpapers || Download paper |
2022 | Pass-Through of Cost-Push Pressures to Consumer Prices. (2022). Kurachi, Yoshiyuki ; Kawata, Hiroshi ; Yamada, Kotone ; Takahashi, Masato ; Yagi, Tomoyuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e17. Full description at Econpapers || Download paper |
2022 | A Nowcasting Model of Exports Using Maritime Big Data. (2022). Hisano, Ryohei ; Furukawa, Kakuho. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e19. Full description at Econpapers || Download paper |
2023 | Wage Developments in Japan: Four Key Issues for the Post-COVID-19 Wage Growth. (2023). Kido, Yosuke ; Fukunaga, Ichiro ; Takatomi, Kosuke ; Suita, Kotaro ; Okubo, Tomohiro ; Hogen, Yoshihiko ; Haba, Shunsuke ; Furukawa, Kakuho. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e04. Full description at Econpapers || Download paper |
2023 | The Slope of the Phillips Curve for Service Prices in Japan: Regional Panel Data Approach. (2023). Okuda, Tatsushi ; Kishaba, Yui. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e08. Full description at Econpapers || Download paper |
2023 | Nonlinear Input Cost Pass-through to Consumer Prices: A Threshold Approach. (2023). Nakajima, Jouchi ; Yamamoto, Hiroki ; Sasaki, Takatoshi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e09. Full description at Econpapers || Download paper |
2023 | Heterogeneity and Wage Growth of Full-time Workers in Japan: An Empirical Analysis Using Micro Data. (2023). Kurozumi, Takushi ; Sugioka, YU ; Nakazawa, Takashi ; Date, Daiki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e11. Full description at Econpapers || Download paper |
2022 | Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544. Full description at Econpapers || Download paper |
2022 | News-driven housing booms: Spain vs. Germany. (2022). Ruiz, Jesus ; Puch, Luis Antonio ; Voinea, Laurentiu Guinea. In: UC3M Working papers. Economics. RePEc:cte:werepe:35430. Full description at Econpapers || Download paper |
2022 | Nowcasting GDP using machine learning methods. (2022). Kant, Dennis ; Pick, Andreas ; de Winter, Jasper. In: Working Papers. RePEc:dnb:dnbwpp:754. Full description at Econpapers || Download paper |
2023 | ARE SHOCKS TO ELECTRICITY CONSUMPTION PERMANENT OR TRANSITORY? EVIDENCE FROM A PANEL STATIONARITY TEST WITH GRADUAL STRUCTURAL BREAKS FOR 25 OECD COUNTRIES. (2023). Kara, Murat S ; Husein, Jamal G. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_3. Full description at Econpapers || Download paper |
2022 | The rise and fall of global financial flows in EU 15: new evidence using dynamic panels with common correlated effects. (2022). Tamarit, Cecilio ; Camarero, Mariam ; Muoz, Silviano Alejandro. In: Working Papers. RePEc:eec:wpaper:2212. Full description at Econpapers || Download paper |
2023 | Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms. (2023). Sandubete, Julio E ; Escot, Lorenzo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:436:y:2023:i:c:s0096300322005720. Full description at Econpapers || Download paper |
2022 | The impact of highways on commodity prices: The price of butter in Japan. (2022). Tsubota, Kenmei ; Hayakawa, Kazunobu. In: Journal of Asian Economics. RePEc:eee:asieco:v:81:y:2022:i:c:s1049007822000604. Full description at Econpapers || Download paper |
2022 | Controversy in financial chaos research and nonlinear dynamics: A short literature review. (2022). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006543. Full description at Econpapers || Download paper |
2023 | Identifying the source of information rigidities in the expectations formation process. (2023). Ueda, Kozo ; Shintani, Mototsugu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000593. Full description at Econpapers || Download paper |
2022 | Conditional exchange rate pass-through and monetary policy credibility: Insights from Uruguay and Chile. (2022). Zacheo, Laura ; Medina, Juan Pablo ; Cuitio, Maria Fernanda. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001729. Full description at Econpapers || Download paper |
2023 | Chaos in long-maturity real rates. (2023). Serletis, Apostolos ; Islam, M M ; He, Mingyu. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000642. Full description at Econpapers || Download paper |
2022 | Analyzing cross-validation for forecasting with structural instability. (2022). Hirano, Keisuke ; Wright, Jonathan H. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:139-154. Full description at Econpapers || Download paper |
2023 | A higher-order correct fast moving-average bootstrap for dependent data. (2023). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:65-81. Full description at Econpapers || Download paper |
2023 | News shocks to investment-specific technology in business cycles. (2023). Liao, Shian-Yu ; Chen, Been-Lon. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002434. Full description at Econpapers || Download paper |
2023 | Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101. Full description at Econpapers || Download paper |
2022 | Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction. (2022). Choi, Jae Hoon ; Song, Seongho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000300. Full description at Econpapers || Download paper |
2022 | Forecast combination for VARs in large N and T panels. (2022). Greenaway-McGrevy, Ryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:142-164. Full description at Econpapers || Download paper |
2022 | Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy. (2022). Fujiwara, Yoshi ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:346-371. Full description at Econpapers || Download paper |
2022 | The origin of the law of one price deviations: Insights from the good-level real exchange rate volatility. (2022). Nakamura, Fumitaka. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001206. Full description at Econpapers || Download paper |
2023 | Liquidity-constrained consumers and optimal monetary policy in a currency union. (2023). Ida, Daisuke. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001905. Full description at Econpapers || Download paper |
2023 | Recent developments in exchange rate pass-through: What have we learned from uncertain times?. (2023). ben Ameur, Hachmi ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000062. Full description at Econpapers || Download paper |
2022 | Government spending news and surprise shocks: It’s the timing and persistence. (2022). Kim, So Young ; Kang, Ji Hye. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s016407042200043x. Full description at Econpapers || Download paper |
2022 | Inflation, oil prices and exchange rates. The Euro’s dampening effect. (2022). Luis, Hierro ; Antonio, Garzon. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:130-146. Full description at Econpapers || Download paper |
2022 | Doubts on natural rate of unemployment: Evidence and policy implications. (2022). Cheng, Ka Ming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:230-239. Full description at Econpapers || Download paper |
2022 | Systematic variations in exchange rate returns. (2022). Chang, Yu-Chien ; Liu, De-Chih. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:569-583. Full description at Econpapers || Download paper |
2022 | Artificial intelligence adoption in the insurance industry: Evidence using the technology–organization–environment framework. (2022). Pandey, Dharen ; Sahu, Ganesh P ; Ghardallou, Wafa ; Gupta, Somya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s027553192200143x. Full description at Econpapers || Download paper |
2022 | Sticky Information Versus Sticky Prices Revisited: A Bayesian VAR-GMM Approach. (2022). Van Zandweghe, Willem ; Kurozumi, Takushi ; Oishi, Ryohei. In: Working Papers. RePEc:fip:fedcwq:95111. Full description at Econpapers || Download paper |
2023 | Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27. Full description at Econpapers || Download paper |
2022 | Drivers of Inflation Convergence across Countries: The Role of Standard Gravity Variables. (2022). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2211. Full description at Econpapers || Download paper |
2023 | An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets. (2023). Goodwin, Barry ; Riquelme, Andres ; Guney, Selin. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:515-:d:1075655. Full description at Econpapers || Download paper |
2022 | Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?. (2022). Hsu, Chinning ; Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3328-:d:807894. Full description at Econpapers || Download paper |
2022 | Application of Machine Learning Algorithms for Sustainable Business Management Based on Macro-Economic Data: Supervised Learning Techniques Approach. (2022). Suud, Mazliham Mohd ; Abbas, Kumail ; Khan, Muhammad Anees ; Aziz, Roslizawati Che ; Amri, Nik Alif ; Jan, Amin ; Mehreen, Mehreen ; Aman, Nida ; Alam, Muhammad Mansoor ; Salameh, Anas A. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:9964-:d:886244. Full description at Econpapers || Download paper |
2022 | Using National Payment System Data to Nowcast Economic Activity in Azerbaijan. (2022). Valirzayev, Hikmat ; Ramazanova, Nazrin ; Huseynov, Ilkin. In: IHEID Working Papers. RePEc:gii:giihei:heidwp23-2022. Full description at Econpapers || Download paper |
2023 | Posterior Inferences on Incomplete Structural Models : The Minimal Econometric Interpretation. (2023). Kano, Takashi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-128. Full description at Econpapers || Download paper |
2022 | Individual Trend Inflation. (2022). Yoneyama, Shunichi ; Packer, Frank ; Sekine, Toshitaka. In: IMES Discussion Paper Series. RePEc:ime:imedps:22-e-14. Full description at Econpapers || Download paper |
2022 | Monetary Policy, Labor Force Participation, and Wage Rigidity. (2022). Muto, Ichiro ; Shintani, Mototsugu ; Kubota, Hiroyuki. In: IMES Discussion Paper Series. RePEc:ime:imedps:22-e-17. Full description at Econpapers || Download paper |
2023 | Automation and Nominal Rigidities. (2023). Sugisaki, YU ; Katsuki, Shinnosuke ; Fueki, Takuji. In: IMES Discussion Paper Series. RePEc:ime:imedps:23-e-01. Full description at Econpapers || Download paper |
2022 | Willingness to Purchase a House during Economic Lost Decades in Japanese Urban Housing Market. (2022). Wan-I Chen, ; Yang, Chien-Wen ; Chu, Fang-Ni . In: International Real Estate Review. RePEc:ire:issued:v:25:n:03:2022:p:333-370. Full description at Econpapers || Download paper |
2022 | The Role of Wage Bargaining Institutions in the Phillips curve Flattening. (2022). Thommen, Yann ; Saadaoui, Jamel ; Ligonniere, Ksamuel ; de Palma, Francesco. In: Working Papers REM. RePEc:ise:remwps:wp02362022. Full description at Econpapers || Download paper |
2023 | The Law of One Food Price. (2023). Vo, Hai Long ; Si, Jiawei ; Clements, Kenneth W. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09671-9. Full description at Econpapers || Download paper |
2022 | The Delphic forward guidance puzzle in New Keynesian models. (). Waki, Yuichiro ; Fujiwara, Ippei. In: Review of Economic Dynamics. RePEc:red:issued:19-50. Full description at Econpapers || Download paper |
2023 | Re-evaluating whether absolute or relative purchasing power parity is being tested when using price indices. (2023). Stewart, Chris. In: Economics Discussion Papers. RePEc:ris:kngedp:2023_001. Full description at Econpapers || Download paper |
2022 | High-Income Countries and Feldstein-Horioka Puzzle: Econometric Evidence from Dynamic Common-Correlated Effects Model. (2022). Ozdemir, Onur. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:1:p:45-67. Full description at Econpapers || Download paper |
2022 | Great Recession and news shocks: evidence based on an estimated DSGE model. (2022). Nebioglu, Deniz ; Nebiolu, Deniz. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02068-6. Full description at Econpapers || Download paper |
2023 | Noise shocks and business cycle fluctuations in three major European Economies. (2023). Reigl, Nicolas. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02272-y. Full description at Econpapers || Download paper |
2023 | A new quadratic asymmetric error correction model: does size matter?. (2023). Alsamara, Mouyad ; Mrabet, Zouhair ; Mnasri, Ayman. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02323-4. Full description at Econpapers || Download paper |
2023 | Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis. (2023). Serletis, Apostolos ; Karakasidis, Theodoros E ; Fragkou, Athanasios D ; Andreadis, Ioannis. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00419-5. Full description at Econpapers || Download paper |
2022 | The relationship between demographic change and house price: Chinese evidence. (2022). Kinugasa, Tomoko ; Wang, Yihua. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:16:y:2022:i:1:d:10.1007_s42495-021-00068-z. Full description at Econpapers || Download paper |
2022 | Forecasting the Japanese macroeconomy using high-dimensional data. (2022). Sueishi, Naoya ; Nakajima, Yoshiki. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:2:d:10.1007_s42973-020-00041-z. Full description at Econpapers || Download paper |
2022 | Dual labor market and the “Phillips curve puzzle”: the Japanese experience. (2022). Yoshikawa, Hiroshi ; Fujiwara, Yoshi ; Guilmi, Corrado ; Aoyama, Hideaki. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:32:y:2022:i:5:d:10.1007_s00191-022-00781-8. Full description at Econpapers || Download paper |
2022 | The Time-Varying Impact of External Shocks on the Consumer Price Components: Evidence from an Emerging Market. (2022). Ãnder, A. Ãzlem ; Karauka, Mehmet ; Atik, Abdurrahman Nazif. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:4:d:10.1007_s40953-022-00317-8. Full description at Econpapers || Download paper |
2023 | Synchronization of endogenous business cycles. (2023). Pangallo, Marco. In: LEM Papers Series. RePEc:ssa:lemwps:2023/01. Full description at Econpapers || Download paper |
2023 | Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216. Full description at Econpapers || Download paper |
2022 | The role of wage bargaining institutions in the Phillips curve flattening;. (2022). Thommen, Yann ; Saadaoui, Jamel ; Samuel, Ligonniere ; Francesco, De Palma. In: Working Papers of BETA. RePEc:ulp:sbbeta:2022-21. Full description at Econpapers || Download paper |
2022 | Individual Trend Inflation. (2022). Yoneyama, Shunichi ; Packer, Frank ; Sekine, Toshitaka. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:042. Full description at Econpapers || Download paper |
2022 | THE ICP, PPP AND HOUSEHOLD EXPENDITURE PATTERNS. (2022). Clements, Kenneth ; Liu, Haiyan ; Lan, Yihui. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:22-18. Full description at Econpapers || Download paper |
2023 | Robust Inference on Infinite and Growing Dimensional Time?Series Regression. (2023). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:4:p:1333-1361. Full description at Econpapers || Download paper |
2022 | The Term Structure of Currency Futures Risk Premia. (2022). Bernoth, Kerstin ; de Vries, Casper ; von Hagen, Jurgen ; Vonhagen, Jurgen. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:5-38. Full description at Econpapers || Download paper |
2022 | Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan. (2022). Ueda, Kozo ; Shintani, Mototsugu ; Iiboshi, Hirokuni. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:6:p:1637-1671. Full description at Econpapers || Download paper |
2023 | Downward Nominal Wage Rigidity and Inflation Dynamics during and after the Great Recession. (2023). Mineyama, Tomohide. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:5:p:1213-1244. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1996 | EXCESS SMOOTHNESS OF CONSUMPTION IN JAPAN In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 2 |
2013 | THE INF-T TEST FOR A UNIT ROOT AGAINST ASYMMETRIC EXPONENTIAL SMOOTH TRANSITION AUTOREGRESSIVE MODELS In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 6 |
2017 | Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 16 |
2015 | Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2015 | Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2018 | Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment In: Bank of Japan Research Laboratory Series. [Full Text][Citation analysis] | paper | 3 |
2020 | Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2002 | Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 63 |
2003 | Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos.(2003) In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2004 | Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
2002 | Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2003 | Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2002 | Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos.(2002) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2003 | Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos.(2003) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2019 | Forecasting Japanese inflation with a news-based leading indicator of economic activities In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
2020 | The Effects of QQE on Long-run Inflation Expectations in Japan In: CARF F-Series. [Full Text][Citation analysis] | paper | 2 |
2015 | Measuring international business cycles by saving for a rainy day In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 6 |
2011 | Measuring International Business Cycles by Saving for a Rainy Day.(2011) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2015 | Measuring international business cycles by saving for a rainy day.(2015) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2008 | Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 159 |
2008 | Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2008) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2011 | Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2011) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 159 | article | |
2009 | Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2009) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
2011 | Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2011) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | article | |
2002 | Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 20 |
2002 | Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data.(2002) In: NajEcon Working Paper Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2010 | Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 24 |
2005 | Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2004 | Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2003 | A Nonparametric Measure of Convergence Toward Purchasing Power Parity In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 15 |
2006 | A nonparametric measure of convergence towards purchasing power parity.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2004 | A Nonparametric Measure of Convergence Toward Purchasing Power Parity.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2004 | A Dynamic Factor Approach to Nonlinear Stability Analysis In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 0 |
2004 | A Dynamic Factor Approach to Nonlinear Stability Analysis.(2004) In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | A dynamic factor approach to nonlinear stability analysis.(2008) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2004 | A Dynamic Factor Approach to Nonlinear Stability Analysis.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | Persistence in Law-of-One-Price Deviations: Evidence from Micro-data In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 208 |
2008 | Persistence in law of one price deviations: Evidence from micro-data.(2008) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | article | |
2004 | Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data.(2004) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | paper | |
2006 | Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data.(2006) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 208 | paper | |
2006 | Testing for a Unit Root against Transitional Autoregressive Models In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 57 |
2005 | Testing for a Unit Root against Transitional Autoregressive Models.(2005) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2006 | Quantifying Inflation Pressure and Monetary Policy Response in the United States In: Levine's Bibliography. [Full Text][Citation analysis] | paper | 0 |
2006 | ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
1994 | Excess Smoothness of Consumption. In: ISER Discussion Paper. [Citation analysis] | paper | 1 |
1993 | Excess Smoothness of Consumption..(1993) In: ISER Discussion Paper. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1993 | Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons. In: ISER Discussion Paper. [Citation analysis] | paper | 5 |
1994 | Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons.(1994) In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
1994 | Capital Mobility in the World Economy: An Alternative Measure. In: ISER Discussion Paper. [Citation analysis] | paper | 1 |
1995 | The Effects of Demographics on the Japanese Housing Market. In: ISER Discussion Paper. [Citation analysis] | paper | 32 |
1996 | The effect of demographics on the Japanese housing market.(1996) In: Regional Science and Urban Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2018 | Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility In: ISER Discussion Paper. [Full Text][Citation analysis] | paper | 2 |
2019 | Current account dynamics under information rigidity and imperfect capital mobility.(2019) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2018 | Current account dynamics under information rigidity and imperfect capital mobility.(2018) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility.(2018) In: ESRI Discussion paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility.(2018) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2019 | Sticky-Wage Models and Knowledge Capital In: ISER Discussion Paper. [Full Text][Citation analysis] | paper | 1 |
2010 | The Law of One Price without the Border: The Role of Distance versus Sticky Prices In: Economic Journal. [Full Text][Citation analysis] | article | 53 |
2009 | The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2011 | Nonparametric lag selection for nonlinear additive autoregressive models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2014 | Real exchange rate dynamics in sticky wage models In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2006 | Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2001 | A simple cointegrating rank test without vector autoregression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
2000 | A Simple Cointegrating Rank Test Without Vector Autoregression.(2000) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2006 | Bootstrapping GMM estimators for time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 54 |
2003 | Bootstrapping GMM Estimators for Time Series.(2003) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2012 | Spurious regressions in technical trading In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
2018 | Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
2013 | Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2013 | Do sticky prices increase real exchange rate volatility at the sector level? In: European Economic Review. [Full Text][Citation analysis] | article | 5 |
2010 | Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?.(2010) In: Discussion papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2010 | Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2010 | Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?.(2010) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2010 | Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information In: Journal of International Economics. [Full Text][Citation analysis] | article | 33 |
2008 | Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information.(2008) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2008 | Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information.(2008) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2008 | Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2008 | Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information.(2008) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
1998 | Capital mobility in the world economy: an alternative test In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 50 |
2013 | Exchange rate pass-through and inflation: A nonlinear time series analysis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 73 |
2009 | Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis.(2009) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2012 | Exchange rate pass-through and inflation: a nonlinear time series analysis.(2012) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2020 | Macroeconomic forecasting using factor models and machine learning: an application to Japan In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 8 |
2006 | Chaotic monetary dynamics with confidence In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 15 |
2007 | Menu costs and Markov inflation: A theoretical revision with new evidence In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 23 |
2006 | Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence.(2006) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2015 | Noisy information, distance and law of one price dynamics across US cities In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 34 |
2014 | Noisy information, distance and law of one price dynamics across US cities.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2014 | Noisy information, distance and law of one price dynamics across US cities.(2014) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2012 | Noisy Information, Distance and Law of One Price Dynamics Across US Cities.(2012) In: Discussion papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2012 | Noisy Information, Distance and Law of One Price Dynamics Across US Cities.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2018 | Estimating a nonlinear new Keynesian model with the zero lower bound for Japan In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2002 | An Eastern Asian Macroeconometric LINK model (in Japanese) In: Economic Analysis. [Full Text][Citation analysis] | article | 1 |
2010 | Measuring business cycles by saving for a rainy day In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Measuring Business Cycles by Saving for a Rainy Day.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2003 | Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors In: International Economic Review. [Full Text][Citation analysis] | article | 22 |
2001 | Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors.(2001) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2008 | Spurious Regressions in Technical Trading: Momentum or Contrarian? In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
2018 | Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 16 |
2020 | A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Trading volume and serial correlation in stock returns: a threshold regression approach In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] | paper | 0 |
2016 | Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | Reassessing Cyclical Changes in Workers Labor Market Status: Gross Flows and the Types of Workers Who Determine Them In: ILR Review. [Full Text][Citation analysis] | article | 6 |
2014 | Quasi-Bayesian Model Selection In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 10 |
2018 | Quasi?Bayesian model selection.(2018) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2018 | Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach In: Econometric Reviews. [Full Text][Citation analysis] | article | 5 |
2015 | Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach.(2015) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2004 | Measuring the Economic Impact of Monetary Union: The Case of Okinawa In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
2003 | Measuring the Economic Impact of Monetary Union: The Case of Okinawa.(2003) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2004 | Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001 In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | On the Long-Run Variance Ratio Test for a Unit Root In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Great earthquakes, exchange rate volatility and government interventions In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Sticky-Wage Models and Knowledge Capital: A Note In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Consistent co?trending rank selection when both stochastic and non?linear deterministic trends are present In: Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
2011 | Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations In: EconStor Preprints. [Full Text][Citation analysis] | paper | 5 |
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