Mototsugu Shintani : Citation Profile

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

17

H index

23

i10 index

1177

Citations

RESEARCH PRODUCTION:

40

Articles

82

Papers

RESEARCH ACTIVITY:

   32 years (1993 - 2025). See details.
   Cites by year: 36
   Journals where Mototsugu Shintani has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 53 (4.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh5
   Updated: 2026-01-03    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

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

Is cited by:

Crucini, Mario (28)

Tsoukalas, John (20)

Ben Cheikh, Nidhaleddine (20)

Bask, Mikael (19)

Kim, Hyeongwoo (19)

Zanetti, Francesco (17)

Serletis, Apostolos (16)

Landry, Anthony (15)

Görtz, Christoph (14)

Kurozumi, Takushi (12)

Zachariadis, Marios (11)

Cites to:

Crucini, Mario (30)

Phillips, Peter (28)

Smets, Frank (23)

Wouters, Raf (20)

Schorfheide, Frank (18)

Perron, Pierre (18)

Campbell, John (17)

Mankiw, N. Gregory (17)

Andrews, Donald (17)

Christiano, Lawrence (16)

Watson, Mark (16)

Main data

Where Mototsugu Shintani has published?

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

Working Papers Series with more than one paper published# docs
ISER Discussion Paper / Institute of Social and Economic Research, The University of Osaka7
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan6
NBER Working Papers / National Bureau of Economic Research, Inc6
Globalization Institute Working Papers / Federal Reserve Bank of Dallas4
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2
Discussion papers / Graduate School of Economics Project Center, Kyoto University2
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2

Recent works citing Mototsugu Shintani (2025 and 2024)

YearTitle of citing document
2024Synchronization of endogenous business cycles. (2024). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2024The international forward guidance transmission under a global liquidity trap. (2024). Iiboshi, Hirokuni ; Ida, Daisuke. In: Papers. RePEc:arx:papers:2103.12503.

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2025The Local Projection Residual Bootstrap for AR(1) Models. (2025). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

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2025Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590.

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2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

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2024THE ASYMMETRIC EFFECT OF EXCHANGE RATE PASS-THROUGH TO DOMESTIC PRICES: EVIDENCE FROM NIGERIA. (2024). Afolabi, Joshua ; Aminu, Alarudeen. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:243:p:117-141.

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2025EXCHANGE RATE PASS-THROUGH AND INFLATIONARY DYNAMICS IN BANGLADESH: A COINTEGRATION AND VECM ANALYSIS. (2025). Rahman, Jillur ; Akter, Sazeda. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:246:p:37-67.

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2024Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2024Generalized Rotemberg Price-Setting. (2024). Wende, Adrian ; Reiter, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11297.

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2025Data-Driven Learning About Trend Productivity Growth. (2025). van Norden, Simon ; Jacobs, Jan ; Goto, Eiji. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-29.

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2024The Causal Effects of Expected Depreciations. (2024). Pedemonte, Mathieu ; Hofstetter, Marc ; Delgado, Martha Elena ; Herreo, Juan. In: Documentos CEDE. RePEc:col:000089:021114.

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2025Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning. (2025). Rincn, Juan Jos. In: Documentos CEDE. RePEc:col:000089:021388.

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2025Monetary policy, labor force participation, and wage rigidity. (2025). Muto, Ichiro ; Iwasaki, Yuto ; Shintani, Mototsugu ; Kubota, Hiroyuki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s016518892500051x.

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2025Firm entry, endogenous wage moderation, and labor market dynamics. (2025). rossi, lorenza ; Colciago, Andrea ; Fasani, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s001429212400268x.

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2024Cross-country price dispersion: Retail network or national border?. (2024). Strasser, Georg ; Rumler, Fabio ; Messner, Teresa. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001235.

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2024Impact of the Kuroda Bazooka on Japanese households’ borrowing intentions. (2024). Gunji, Hiroshi. In: Japan and the World Economy. RePEc:eee:japwor:v:69:y:2024:i:c:s0922142524000033.

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2024A fiscal theory of central bank’s solvency: Perils of the quantitative and qualitative monetary easing. (2024). Niwa, Hidekazu. In: Japan and the World Economy. RePEc:eee:japwor:v:70:y:2024:i:c:s092214252400015x.

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2025The anchoring of inflation expectations in Japan: A learning-approach perspective. (2025). Okuma, Ryoichi ; Hogen, Yoshihiko. In: Japan and the World Economy. RePEc:eee:japwor:v:73:y:2025:i:c:s0922142524000562.

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2024Canal and trade: Transportation infrastructure and market integration in China, 1780–1911. (2024). Li, Jianan ; Yao, Qin ; Chen, Shuo. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:52:y:2024:i:4:p:793-812.

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2025Synchronization of endogenous business cycles. (2025). Pangallo, Marco. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004414.

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2024Heterogeneity and wage growth of full-time workers in Japan: An empirical analysis using micro data. (2024). Kurozumi, Takushi ; Sugioka, YU ; Nakazawa, Takashi ; Date, Daiki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:73:y:2024:i:c:s0889158324000200.

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2025Optimal monetary policy in a liquidity trap: Evaluations for Japan’s monetary policy. (2025). Teranishi, Yuki ; Hasui, Kohei. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:76:y:2025:i:c:s0889158325000103.

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2025Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727.

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2025Learning from news. (2025). Vázquez, Jesús ; Vzquez, Jess ; Herrera, Luis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000278.

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2025Re-assessment of sustainability of current account deficit in India: Insights from threshold cointegration and NARDL analysis. (2025). Mallick, Lingaraj. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s109094432500016x.

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2024Time-varying exchange rate pass-through over 2005–2021 using dynamic model averaging. (2024). Erden, Lutfi ; Colak, Yasemin ; Ozkan, Ibrahim. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005069.

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2025Enhancing economic cycle forecasting based on interpretable machine learning and news narrative sentiment. (2025). Sun, Weixin ; Wang, Yong ; Zhang, LI ; Chen, Xihui Haviour ; Hoang, Yen Hai. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:215:y:2025:i:c:s0040162525001258.

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2024Quantifying Forward Guidance and Yield Curve Control. (2024). Wei, Bin ; Koeda, Junko. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:99037.

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2024The Causal Effects of Expected Depreciations. (2024). Pedemonte, Mathieu ; Hofstetter, Marc ; Herreño, Juan ; Delgado, Martha Elena ; Herreo, Juan. In: Working Papers. RePEc:fip:fedcwq:97957.

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2024A Study on the Nature of Complexity in the Spanish Electricity Market Using a Comprehensive Methodological Framework. (2024). Gonzalez, Sandra ; Inglada-Perez, Lucia. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:6:p:893-:d:1358995.

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2025A Hybrid Vector Autoregressive Model for Accurate Macroeconomic Forecasting: An Application to the U.S. Economy. (2025). Allohibi, Jeza ; Alharbi, Abdulmajeed Atiah ; Rodrigues, Paulo Canas ; Khan, Imran ; Iftikhar, Hasnain. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1706-:d:1662285.

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2025Forecasting of Inflation Based on Univariate and Multivariate Time Series Models: An Empirical Application. (2025). Khan, Faridoon ; Rodrigues, Paulo Canas ; Alharbi, Abdulmajeed Atiah ; Iftikhar, Hasnain ; Allohibi, Jeza. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1121-:d:1623158.

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2025Good Luck or Not : Bank of Japan’s Monetary Policy. (2025). Teranishi, Yuki ; ハスイ, コウヘイ, ; 蓮井, 康平, ; Hasui, Kohei. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-149.

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2024The Causal Effects of Expected Depreciations. (2024). Pedemonte, Mathieu ; Hofstetter, Marc ; Herreo, Juan David ; Delgado, Martha Elena. In: IDB Publications (Working Papers). RePEc:idb:brikps:13761.

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2025Modeling economic growth in pandemic times with machine learning regression algorithms. (2025). Sánchez Carrera, Edgar ; Policardo, Laura ; Navarro, Jess Alejandro ; Mendoza, Valeria Soto ; Snchez, Edgar Javier. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:20:y:2025:i:1:a:2.

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2025Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w.

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2025Nonlinearity in exchange rate pass-through across BRICS: Role of business cycle and inflation. (2025). Parray, Waseem Ahmad ; Bhat, Sajad Ahmad. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00635-7.

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2024Building Bridges or Walls? Understanding Urban-Rural Price Convergence in China. (2024). Shi, Yingying ; Glushenkova, Marina. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:4:d:10.1007_s11079-024-09765-6.

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2024An affine model for short rates when monetary policy is path dependent. (2024). Al-Zoubi, Haitham A. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09202-3.

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2024Developing and impulse response matching estimation of the DSGE model for the Russian economy. (2024). Polbin, Andrey ; Sinelnikov-Murylev, Sergey. In: Applied Econometrics. RePEc:ris:apltrx:0489.

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2024The International Capital Flows and Domestic Savings€“domestic Investment Nexus: A Comparative Evidence Between Heterogeneous Developing Regions. (2024). Pal, Shreya. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:13:y:2024:i:2:p:169-212.

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2025Nowcasting GDP using machine learning methods. (2025). de Winter, Jasper ; Pick, Andreas ; Kant, Dennis. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:1:d:10.1007_s10182-024-00515-0.

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2024Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5.

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2024Nelson and Plosser revisited: macroeconomic and financial stability of Turkey. (2024). Kilic, Emre ; Nazlioglu, Saban ; Tarakci, Dogukan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02536-1.

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2024Investment-specific technology shocks and business cycle: evidence from a sign restriction approach. (2024). Islam, Saidul. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:1:d:10.1007_s41775-024-00216-0.

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2024Skill, status and the Matthew effect: a theoretical framework. (2024). Bask, Mikael. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:3:d:10.1007_s42001-024-00298-z.

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2024Monetary Policy and Unemployment in Morocco: A DSGE Model Approach with Labor Market Frictions and Nash Wage Bargaining. (2024). Ouakil, Hicham ; MOUSTABCHIR, Abdelhamid ; EL OUAZZANI, Hicham. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00415-9.

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2024Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence. (2024). Omay, Tolga ; Abioglu, Vasif Abiyev ; Hasanov, Mubariz. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:3:d:10.1007_s10258-023-00245-2.

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2024Demographics Outlook, Credit Conditions, and Property Prices. (2024). Deng, Yongheng ; Inoue, Tomoo ; Nishimura, Kiyohiko ; Shimizu, Chihiro. In: Working Papers. RePEc:tcr:wpaper:e198.

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2024Optimal Monetary Policy in a Liquidity Trap: Evaluations for Japan’s Monetary Policy. (2024). Teranishi, Yuki ; Hasui, Kohei. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:050.

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2025Forward Guidance and Its Effectiveness: A Macro-Finance Shadow-Rate Framework. (2025). Koeda, Junko ; Wei, Bin. In: Working Papers. RePEc:wap:wpaper:2423.

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2024REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING. (2024). Hong, Yongmiao ; Feng, Guanhao ; Cui, Liyuan. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:2:p:851-883.

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2024Exchange rate pass‐through to consumer prices in India – nonlinear evidence from a smooth transition model. (2024). Bhat, Sajad Ahmad ; Nain, Md Zulquar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:927-942.

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Works by Mototsugu Shintani:

YearTitleTypeCited
1996EXCESS SMOOTHNESS OF CONSUMPTION IN JAPAN In: The Japanese Economic Review.
[Full Text][Citation analysis]		article2
2013THE INF-T TEST FOR A UNIT ROOT AGAINST ASYMMETRIC EXPONENTIAL SMOOTH TRANSITION AUTOREGRESSIVE MODELS In: The Japanese Economic Review.
[Full Text][Citation analysis]		article8
2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article17
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 17		paper
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Vanderbilt University Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2018Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment In: Bank of Japan Research Laboratory Series.
[Full Text][Citation analysis]		paper3
2020Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2002Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper67
2003Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos.(2003) In: STICERD - Econometrics Paper Series.
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This paper has nother version. Agregated cites: 67		paper
2004Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2004) In: Journal of Econometrics.
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2002Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2002) In: LSE Research Online Documents on Economics.
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2003Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2003) In: LSE Research Online Documents on Economics.
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2002Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos.(2002) In: LSE Research Online Documents on Economics.
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2003Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos.(2003) In: Vanderbilt University Department of Economics Working Papers.
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2019Forecasting Japanese inflation with a news-based leading indicator of economic activities In: CARF F-Series.
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2020The Effects of QQE on Long-run Inflation Expectations in Japan In: CARF F-Series.
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2025Credit Market Tightness and Zombie Firms: Theory and Evidence In: Discussion Papers.
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2015Measuring international business cycles by saving for a rainy day In: Canadian Journal of Economics.
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2011Measuring International Business Cycles by Saving for a Rainy Day.(2011) In: IMES Discussion Paper Series.
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2015Measuring international business cycles by saving for a rainy day.(2015) In: Canadian Journal of Economics/Revue canadienne d'économique.
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This paper has nother version. Agregated cites: 6		article
2008Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper167
2008Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2008) In: IMES Discussion Paper Series.
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This paper has nother version. Agregated cites: 167		paper
2011Can 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 nother version. Agregated cites: 167		article
2009Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2009) In: Vanderbilt University Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 167		paper
2011Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2011) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 167		article
2002Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper21
2002Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data.(2002) In: NajEcon Working Paper Reviews.
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2010Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper26
2005Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan..(2005) In: Journal of Money, Credit and Banking.
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2004Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan.(2004) In: Vanderbilt University Department of Economics Working Papers.
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2003A Nonparametric Measure of Convergence Toward Purchasing Power Parity In: Levine's Working Paper Archive.
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2006A nonparametric measure of convergence towards purchasing power parity.(2006) In: Journal of Applied Econometrics.
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2004A Nonparametric Measure of Convergence Toward Purchasing Power Parity.(2004) In: Vanderbilt University Department of Economics Working Papers.
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2004A Dynamic Factor Approach to Nonlinear Stability Analysis In: Levine's Bibliography.
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2004A Dynamic Factor Approach to Nonlinear Stability Analysis.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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2008A dynamic factor approach to nonlinear stability analysis.(2008) In: Journal of Economic Dynamics and Control.
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2004A Dynamic Factor Approach to Nonlinear Stability Analysis.(2004) In: Vanderbilt University Department of Economics Working Papers.
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2006Persistence in Law-of-One-Price Deviations: Evidence from Micro-data In: Levine's Bibliography.
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2008Persistence in law of one price deviations: Evidence from micro-data.(2008) In: Journal of Monetary Economics.
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2004Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data.(2004) In: Vanderbilt University Department of Economics Working Papers.
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2006Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data.(2006) In: Vanderbilt University Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 214		paper
2006Testing for a Unit Root against Transitional Autoregressive Models In: Levine's Bibliography.
[Full Text][Citation analysis]		paper57
2005Testing for a Unit Root against Transitional Autoregressive Models.(2005) In: Vanderbilt University Department of Economics Working Papers.
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2006Quantifying Inflation Pressure and Monetary Policy Response in the United States In: Levine's Bibliography.
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2006ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT In: Econometric Theory.
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1994Excess Smoothness of Consumption. In: ISER Discussion Paper.
[Citation analysis]		paper0
1993Excess Smoothness of Consumption. In: ISER Discussion Paper.
[Citation analysis]		paper1
1993Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons. In: ISER Discussion Paper.
[Citation analysis]		paper1
1994Capital Mobility in the World Economy: An Alternative Measure. In: ISER Discussion Paper.
[Citation analysis]		paper1
1995The Effects of Demographics on the Japanese Housing Market. In: ISER Discussion Paper.
[Citation analysis]		paper2
2018Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility In: ISER Discussion Paper.
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2019Current account dynamics under information rigidity and imperfect capital mobility.(2019) In: Journal of International Money and Finance.
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2018Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility.(2018) In: CAMA Working Papers.
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2018Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility.(2018) In: ESRI Discussion paper series.
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2018Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility.(2018) In: Globalization Institute Working Papers.
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2019Sticky-Wage Models and Knowledge Capital In: ISER Discussion Paper.
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2010The Law of One Price without the Border: The Role of Distance versus Sticky Prices In: Economic Journal.
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2009The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices.(2009) In: NBER Working Papers.
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2011Nonparametric lag selection for nonlinear additive autoregressive models In: Economics Letters.
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2014Real exchange rate dynamics in sticky wage models In: Economics Letters.
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2006Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data In: Economics Letters.
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2001A simple cointegrating rank test without vector autoregression In: Journal of Econometrics.
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2000A Simple Cointegrating Rank Test Without Vector Autoregression.(2000) In: Vanderbilt University Department of Economics Working Papers.
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2006Bootstrapping GMM estimators for time series In: Journal of Econometrics.
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2003Bootstrapping GMM Estimators for Time Series.(2003) In: Vanderbilt University Department of Economics Working Papers.
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2012Spurious regressions in technical trading In: Journal of Econometrics.
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2018Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes In: Journal of Econometrics.
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2013Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes.(2013) In: KIER Working Papers.
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2013Do sticky prices increase real exchange rate volatility at the sector level? In: European Economic Review.
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2010Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?.(2010) In: Discussion papers.
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2010Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?.(2010) In: NBER Working Papers.
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2011Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?.(2011) In: 2011 Meeting Papers.
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2010Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?.(2010) In: Vanderbilt University Department of Economics Working Papers.
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2010Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information In: Journal of International Economics.
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2008Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information.(2008) In: Globalization Institute Working Papers.
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2008Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information.(2008) In: IMES Discussion Paper Series.
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2008Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information.(2008) In: NBER Working Papers.
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2008Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information.(2008) In: Vanderbilt University Department of Economics Working Papers.
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1998Capital mobility in the world economy: an alternative test In: Journal of International Money and Finance.
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2013Exchange rate pass-through and inflation: A nonlinear time series analysis In: Journal of International Money and Finance.
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2009Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis.(2009) In: Vanderbilt University Department of Economics Working Papers.
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2012Exchange rate pass-through and inflation: a nonlinear time series analysis.(2012) In: Vanderbilt University Department of Economics Working Papers.
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2020Macroeconomic forecasting using factor models and machine learning: an application to Japan In: Journal of the Japanese and International Economies.
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1994Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons In: Journal of the Japanese and International Economies.
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2006Chaotic monetary dynamics with confidence In: Journal of Macroeconomics.
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2007Menu costs and Markov inflation: A theoretical revision with new evidence In: Journal of Monetary Economics.
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2006Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence.(2006) In: Vanderbilt University Department of Economics Working Papers.
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2015Noisy information, distance and law of one price dynamics across US cities In: Journal of Monetary Economics.
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2014Noisy Information, Distance and Law of One Price Dynamics Across US Cities.(2014) In: CAMA Working Papers.
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2014Noisy information, distance and law of one price dynamics across US cities.(2014) In: Globalization Institute Working Papers.
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2012Noisy Information, Distance and Law of One Price Dynamics Across US Cities.(2012) In: Discussion papers.
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2012Noisy Information, Distance and Law of One Price Dynamics Across US Cities.(2012) In: NBER Working Papers.
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2018Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan In: CAMA Working Papers.
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2018Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan.(2018) In: Working Papers.
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2002An Eastern Asian Macroeconometric LINK model (in Japanese) In: Economic Analysis.
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2010Measuring business cycles by saving for a rainy day In: Globalization Institute Working Papers.
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2010Measuring Business Cycles by Saving for a Rainy Day.(2010) In: NBER Working Papers.
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2003Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors.(2003) In: International Economic Review.
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2001Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors.(2001) In: Vanderbilt University Department of Economics Working Papers.
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2018Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions In: Working Papers.
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2008Spurious Regressions in Technical Trading: Momentum or Contrarian? In: IMES Discussion Paper Series.
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2017Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve In: IMES Discussion Paper Series.
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2023Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis.(2023) In: Review of Economic Dynamics.
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2018Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model In: IMES Discussion Paper Series.
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2020A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate In: NBER Working Papers.
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2010Trading volume and serial correlation in stock returns: a threshold regression approach In: Discussion Papers in Economics and Business.
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2016Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model In: MPRA Paper.
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2008Reassessing Cyclical Changes in Workers Labor Market Status: Gross Flows and the Types of Workers Who Determine Them In: ILR Review.
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2014Quasi-Bayesian Model Selection In: Departmental Working Papers.
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2018Quasi‐Bayesian model selection.(2018) In: Quantitative Economics.
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2018Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach In: Econometric Reviews.
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2015Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach.(2015) In: Vanderbilt University Department of Economics Working Papers.
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2004Measuring the Economic Impact of Monetary Union: The Case of Okinawa In: The Review of Economics and Statistics.
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2003Measuring the Economic Impact of Monetary Union: The Case of Okinawa.(2003) In: Vanderbilt University Department of Economics Working Papers.
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2004Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001 In: Vanderbilt University Department of Economics Working Papers.
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2005On the Long-Run Variance Ratio Test for a Unit Root In: Vanderbilt University Department of Economics Working Papers.
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2013Great earthquakes, exchange rate volatility and government interventions In: Vanderbilt University Department of Economics Working Papers.
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2017Sticky-Wage Models and Knowledge Capital: A Note In: Vanderbilt University Department of Economics Working Papers.
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2013Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present In: Econometrics Journal.
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2011Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations In: EconStor Preprints.
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