Mototsugu Shintani : Citation Profile


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

17

H index

23

i10 index

1151

Citations

RESEARCH PRODUCTION:

40

Articles

81

Papers

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 38
   Journals where Mototsugu Shintani has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 53 (4.4 %)

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ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh5
   Updated: 2025-04-12    RAS profile: 2023-01-30    
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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)

Ben Cheikh, Nidhaleddine (20)

Kim, Hyeongwoo (19)

Bask, Mikael (19)

Tsoukalas, John (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)

Perron, Pierre (18)

Schorfheide, Frank (18)

Mankiw, N. Gregory (17)

Andrews, Donald (17)

Campbell, John (17)

Watson, Mark (16)

Christiano, Lawrence (16)

Main data


Production by document typearticlepaper1993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 17Most cited documents123456789101112131415161718190100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Mototsugu Shintani has published?


Journals with more than one article published# docs
Journal of Econometrics5
Journal of Monetary Economics3
Economics Letters3
Journal of International Money and Finance3
Journal of Money, Credit and Banking2
The Japanese Economic Review2
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
NBER Working Papers / National Bureau of Economic Research, Inc6
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan6
Globalization Institute Working Papers / Federal Reserve Bank of Dallas4
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2
Discussion papers / Graduate School of Economics Project Center, Kyoto University2

Recent works citing Mototsugu Shintani (2025 and 2024)


Year  ↓Title of citing document  ↓
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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2025The 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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2024THE ASYMMETRIC EFFECT OF EXCHANGE RATE PASS-THROUGH TO DOMESTIC PRICES: EVIDENCE FROM NIGERIA. (2024). Aminu, Alarudeen ; Afolabi, Joshua Adeyemi. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:243:p:117-141.

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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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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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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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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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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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2024.

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2025.

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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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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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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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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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2024Monetary Policy and Unemployment in Morocco: A DSGE Model Approach with Labor Market Frictions and Nash Wage Bargaining. (2024). Moustabchir, Abdelhamid ; Ouakil, Hicham ; 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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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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Works by Mototsugu Shintani:


Year  ↓Title  ↓Type  ↓Cited  ↓
1996EXCESS SMOOTHNESS OF CONSUMPTION IN JAPAN In: The Japanese Economic Review.
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article2
2013THE INF-T TEST FOR A UNIT ROOT AGAINST ASYMMETRIC EXPONENTIAL SMOOTH TRANSITION AUTOREGRESSIVE MODELS In: The Japanese Economic Review.
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article8
2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics.
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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.
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paper3
2020Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise In: Boston University - Department of Economics - Working Papers Series.
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paper0
2002Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos In: STICERD - Econometrics Paper Series.
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paper65
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: 65
paper
2004Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos.(2004) In: Journal of Econometrics.
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article
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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paper
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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paper
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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paper
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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This paper has nother version. Agregated cites: 65
paper
2019Forecasting Japanese inflation with a news-based leading indicator of economic activities In: CARF F-Series.
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paper1
2020The Effects of QQE on Long-run Inflation Expectations in Japan In: CARF F-Series.
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paper3
2015Measuring international business cycles by saving for a rainy day In: Canadian Journal of Economics.
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article6
2011Measuring International Business Cycles by Saving for a Rainy Day.(2011) In: IMES Discussion Paper Series.
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paper
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.
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paper164
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: 164
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: 164
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: 164
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: 164
article
2002Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data In: Levine's Working Paper Archive.
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paper21
2002Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data.(2002) In: NajEcon Working Paper Reviews.
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This paper has nother version. Agregated cites: 21
paper
2010Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan In: Levine's Working Paper Archive.
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paper25
2005Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan..(2005) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 25
article
2004Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan.(2004) In: Vanderbilt University Department of Economics Working Papers.
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paper
2003A Nonparametric Measure of Convergence Toward Purchasing Power Parity In: Levine's Working Paper Archive.
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paper15
2006A nonparametric measure of convergence towards purchasing power parity.(2006) In: Journal of Applied Econometrics.
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article
2004A Nonparametric Measure of Convergence Toward Purchasing Power Parity.(2004) In: Vanderbilt University Department of Economics Working Papers.
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paper
2004A Dynamic Factor Approach to Nonlinear Stability Analysis In: Levine's Bibliography.
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paper0
2004A Dynamic Factor Approach to Nonlinear Stability Analysis.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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This paper has nother version. Agregated cites: 0
paper
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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paper211
2008Persistence in law of one price deviations: Evidence from micro-data.(2008) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 211
article
2004Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data.(2004) In: Vanderbilt University Department of Economics Working Papers.
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paper
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: 211
paper
2006Testing for a Unit Root against Transitional Autoregressive Models In: Levine's Bibliography.
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paper57
2005Testing for a Unit Root against Transitional Autoregressive Models.(2005) In: Vanderbilt University Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 57
paper
2006Quantifying Inflation Pressure and Monetary Policy Response in the United States In: Levine's Bibliography.
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paper0
2006ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT In: Econometric Theory.
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article9
1994Excess Smoothness of Consumption. In: ISER Discussion Paper.
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paper0
1993Excess Smoothness of Consumption. In: ISER Discussion Paper.
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paper1
1993Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons. In: ISER Discussion Paper.
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paper1
1994Capital Mobility in the World Economy: An Alternative Measure. In: ISER Discussion Paper.
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paper1
1995The Effects of Demographics on the Japanese Housing Market. In: ISER Discussion Paper.
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paper2
2018Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility In: ISER Discussion Paper.
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paper3
2019Current account dynamics under information rigidity and imperfect capital mobility.(2019) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 3
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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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This paper has nother version. Agregated cites: 3
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2019Sticky-Wage Models and Knowledge Capital In: ISER Discussion Paper.
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paper1
2010The Law of One Price without the Border: The Role of Distance versus Sticky Prices In: Economic Journal.
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article54
2009The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 54
paper
2011Nonparametric lag selection for nonlinear additive autoregressive models In: Economics Letters.
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article0
2014Real exchange rate dynamics in sticky wage models In: Economics Letters.
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article3
2006Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data In: Economics Letters.
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article5
2001A simple cointegrating rank test without vector autoregression In: Journal of Econometrics.
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article15
2000A Simple Cointegrating Rank Test Without Vector Autoregression.(2000) In: Vanderbilt University Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 15
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2006Bootstrapping GMM estimators for time series In: Journal of Econometrics.
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article56
2003Bootstrapping GMM Estimators for Time Series.(2003) In: Vanderbilt University Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 56
paper
2012Spurious regressions in technical trading In: Journal of Econometrics.
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article4
2018Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes In: Journal of Econometrics.
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article9
2013Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes.(2013) In: KIER Working Papers.
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This paper has nother version. Agregated cites: 9
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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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article50
2013Exchange rate pass-through and inflation: A nonlinear time series analysis In: Journal of International Money and Finance.
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article78
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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article11
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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article5
2006Chaotic monetary dynamics with confidence In: Journal of Macroeconomics.
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article15
2007Menu costs and Markov inflation: A theoretical revision with new evidence In: Journal of Monetary Economics.
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article23
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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1996The effect of demographics on the Japanese housing market In: Regional Science and Urban Economics.
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article31
2018Estimating a nonlinear new Keynesian model with the zero lower bound for Japan In: CAMA Working Papers.
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paper10
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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article1
2010Measuring business cycles by saving for a rainy day In: Globalization Institute Working Papers.
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paper0
2010Measuring Business Cycles by Saving for a Rainy Day.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0
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In: .
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paper23
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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This paper has nother version. Agregated cites: 23
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2018Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions In: Working Papers.
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paper4
2008Spurious Regressions in Technical Trading: Momentum or Contrarian? In: IMES Discussion Paper Series.
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paper0
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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paper5
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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paper19
2020A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate In: NBER Working Papers.
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paper2
2010Trading volume and serial correlation in stock returns: a threshold regression approach In: Discussion Papers in Economics and Business.
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paper0
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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paper0
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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article6
2014Quasi-Bayesian Model Selection In: Departmental Working Papers.
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2018Quasi‐Bayesian model selection.(2018) In: Quantitative Economics.
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This paper has nother version. Agregated cites: 10
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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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This paper has nother version. Agregated cites: 4
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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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