17
H index
20
i10 index
1124
Citations
University of Tokyo (80% share) | 17 H index 20 i10 index 1124 Citations RESEARCH PRODUCTION: 38 Articles 80 Papers RESEARCH ACTIVITY: 30 years (1993 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh5 |
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 |
Economics Letters | 3 |
Journal of International Money and Finance | 3 |
Journal of Monetary Economics | 3 |
The Japanese Economic Review | 2 |
Journal of Money, Credit and Banking | 2 |
Journal of the Japanese and International Economies | 2 |
Year | Title of citing document |
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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 |
2024 | Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555. Full description at Econpapers || Download paper |
2024 | The interaction of forward guidance in a two-country new Keynesian model. (2021). Iiboshi, Hirokuni ; Ida, Daisuke. In: Papers. RePEc:arx:papers:2103.12503. Full description at Econpapers || Download paper |
2024 | 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 |
2024 | Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. 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 |
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 |
2024 | Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029. 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 |
2024 | The Causal Effects of Expected Depreciations. (2024). Hofstetter, Marc ; Delgado, Martha Elena ; Pedemonte, Mathieu ; Herreo, Juan. In: Documentos CEDE. RePEc:col:000089:021114. 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 |
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 |
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 |
2023 | On the significance of quality-of-capital news shocks. (2023). Vázquez, Jesús ; Herrera, Luis ; Vazquez, Jesus. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323000950. 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 |
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 | The oil price-inflation nexus: The exchange rate pass- through effect. (2023). Du, Min ; Cui, Tianxiang ; Zheng, Dandan ; Ding, Shusheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003262. 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 |
2023 | Unconventional monetary policy and the bond market in Japan: A new Keynesian perspective. (2023). Wada, Kenji ; Basu, Parantap. In: Japan and the World Economy. RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000336. Full description at Econpapers || Download paper |
2024 | Impact 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. 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 |
2024 | The Causal Effects of Expected Depreciations. (2024). Pedemonte, Mathieu ; Herreño, Juan ; Hofstetter, Marc ; Herreo, Juan ; Delgado, Martha Elena. In: Working Papers. RePEc:fip:fedcwq:97957. 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 |
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 |
2024 | . Full description at Econpapers || Download paper |
2023 | Yachting Tourism Consumption Potential and Its Influencing Factors: Considering 12 Coastal Cities in China as Examples. (2023). Parmak, Merle ; Zhou, Xiaoxing ; Li, Zishan ; Yao, Yunhao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:16:p:12490-:d:1218969. 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 |
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 |
2024 | Developing 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. 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 |
2023 | Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry. In: Working Papers. RePEc:rnp:wpaper:w20220250. 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 |
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 | . 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 |
2023 | News Shocks, Business Cycles, and the Disinflation Puzzle. (2023). Kemoe, Laurent ; Bouakez, Hafedh. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:8:p:2115-2151. 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 | 17 |
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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | 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 | 64 |
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 nother version. Agregated cites: 64 | 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 nother version. Agregated cites: 64 | 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 nother version. Agregated cites: 64 | 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 nother version. Agregated cites: 64 | 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 nother version. Agregated cites: 64 | 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 nother version. Agregated cites: 64 | 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 | 3 |
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 nother 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 nother 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 | 163 |
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 nother version. Agregated cites: 163 | 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 nother version. Agregated cites: 163 | 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 nother version. Agregated cites: 163 | 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 nother version. Agregated cites: 163 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 210 |
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 nother version. Agregated cites: 210 | 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 nother version. Agregated cites: 210 | 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 nother version. Agregated cites: 210 | 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 nother 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 nother 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 nother 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 | 33 |
1996 | The effect of demographics on the Japanese housing market.(1996) In: Regional Science and Urban Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2018 | Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility In: ISER Discussion Paper. [Full Text][Citation analysis] | paper | 3 |
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 nother version. Agregated cites: 3 | article | |
2018 | Current account dynamics under information rigidity and imperfect capital mobility.(2018) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 nother version. Agregated cites: 3 | 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 nother version. Agregated cites: 3 | 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 nother 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 | 15 |
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 nother version. Agregated cites: 15 | paper | |
2006 | Bootstrapping GMM estimators for time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
2003 | Bootstrapping GMM Estimators for Time Series.(2003) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 36 |
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 nother version. Agregated cites: 36 | 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 nother version. Agregated cites: 36 | 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 nother version. Agregated cites: 36 | 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 nother version. Agregated cites: 36 | 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 | 77 |
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 nother version. Agregated cites: 77 | 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 nother version. Agregated cites: 77 | 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 nother 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 | 35 |
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 nother version. Agregated cites: 35 | 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 nother version. Agregated cites: 35 | 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 nother version. Agregated cites: 35 | 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 nother version. Agregated cites: 35 | 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 nother 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 nother 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 nother 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 |
2023 | Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis.(2023) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
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 | 17 |
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 | 4 |
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 nother 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 nother 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 | 1 |
2017 | Sticky-Wage Models and Knowledge Capital: A Note In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 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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