Mototsugu Shintani : Citation Profile

Are you Mototsugu Shintani?

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

17

H index

21

i10 index

1130

Citations

RESEARCH PRODUCTION:

38

Articles

80

Papers

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 37
   Journals where Mototsugu Shintani has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 50 (4.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh5
   Updated: 2024-12-03    RAS profile: 2023-01-30    
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Relations with other researchers

Works with:

Tsuruga, Takayuki (3)

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)

Ben Cheikh, Nidhaleddine (20)

Kim, Hyeongwoo (19)

Tsoukalas, John (19)

Bask, Mikael (19)

Zanetti, Francesco (17)

Serletis, Apostolos (16)

Landry, Anthony (15)

Görtz, Christoph (14)

Kurozumi, Takushi (11)

Zachariadis, Marios (11)

Cites to:

Crucini, Mario (30)

Phillips, Peter (27)

Smets, Frank (23)

Wouters, Raf (20)

Schorfheide, Frank (18)

Perron, Pierre (18)

Andrews, Donald (17)

Campbell, John (17)

Christiano, Lawrence (16)

Mankiw, N. Gregory (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
Journal of Monetary Economics3
Economics Letters3
Journal of the Japanese and International Economies2
The Japanese Economic Review2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
ISER Discussion Paper / Institute of Social and Economic Research, Osaka University7
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 (2024 and 2023)

YearTitle of citing document
2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2024Synchronization of endogenous business cycles. (2020). Pangallo, Marco. In: Papers. RePEc:arx:papers:2002.06555.

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2024The interaction of forward guidance in a two-country new Keynesian model. (2021). Iiboshi, Hirokuni ; Ida, Daisuke. In: Papers. RePEc:arx:papers:2103.12503.

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2024The Local Projection Residual Bootstrap for AR(1) Models. (2023). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

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2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

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2023A 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.

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2023Geographic 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.

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2024Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2023Wage 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.

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2023The 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.

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2023Nonlinear 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.

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2023Heterogeneity 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.

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

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2023ARE 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.

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2023Estimating 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.

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2023Identifying 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.

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2023On 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.

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2023Chaos 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.

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2023A 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.

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2023News 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.

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2023The 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.

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2023Nonlinearities 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.

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2023Unconventional 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.

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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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2023Liquidity-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.

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2023Recent 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.

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

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2023Financial 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.

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2023An 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.

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2024.

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2023Yachting 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.

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2023Automation and Nominal Rigidities. (2023). Sugisaki, YU ; Katsuki, Shinnosuke ; Fueki, Takuji. In: IMES Discussion Paper Series. RePEc:ime:imedps:23-e-01.

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2023The 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.

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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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2023Re-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.

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2023Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry. In: Working Papers. RePEc:rnp:wpaper:w20220250.

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2023Noise 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.

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2023A 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.

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2023Nonlinear 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.

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2023Synchronization of endogenous business cycles. (2023). Pangallo, Marco. In: LEM Papers Series. RePEc:ssa:lemwps:2023/01.

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2023.

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2023Downward 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.

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2023News 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.

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2023A search for long?range dependence and chaotic structure in Indian stock market. (2011). Bhanumurthy, N R ; Sehgal, Sanjay ; Mishra, Ritesh Kumar. In: Review of Financial Economics. RePEc:wly:revfec:v:20:y:2011:i:2:p:96-104.

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Works by Mototsugu Shintani:

YearTitleTypeCited
1996EXCESS SMOOTHNESS OF CONSUMPTION IN JAPAN In: The Japanese Economic Review.
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2013THE INF-T TEST FOR A UNIT ROOT AGAINST ASYMMETRIC EXPONENTIAL SMOOTH TRANSITION AUTOREGRESSIVE MODELS In: The Japanese Economic Review.
[Full Text][Citation analysis]		article6
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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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.
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2003Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos.(2003) In: STICERD - Econometrics Paper Series.
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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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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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2008Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper163
2008Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2008) In: IMES Discussion Paper Series.
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2011Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach.(2011) In: Journal of Money, Credit and Banking.
[Citation analysis]
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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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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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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.
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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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2006Testing for a Unit Root against Transitional Autoregressive Models In: Levine's Bibliography.
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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.
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1993Excess Smoothness of Consumption..(1993) In: ISER Discussion Paper.
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1993Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons. In: ISER Discussion Paper.
[Citation analysis]		paper5
1994Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons.(1994) In: Journal of the Japanese and International Economies.
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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]		paper33
1996The effect of demographics on the Japanese housing market.(1996) In: Regional Science and Urban Economics.
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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.
[Full Text][Citation analysis]		article15
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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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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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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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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2018Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions In: Working Papers.
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2003Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors 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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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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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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2011Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations In: EconStor Preprints.
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