Citation analysis for CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo

CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo

0.37

Impact Factor

0.3

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.05
1992		0.11			0				0		0		(%)			0.06
1993		0.14			0				0		0		(%)			0.07
1994		0.12			0				0		0		(%)			0.06
1995		0.16			0				0		0		(%)			0.1
1996		0.2			0				0		0		(%)			0.09
1997		0.21		37	37	1	0.03	24	0		0		1 (4.2%)	1	0.03	0.09
1998		0.22		46	83	1	0.01	16	37		37		2 (12.5%)	1	0.02	0.13
1999	0.05	0.28	0.05	30	113	8	0.07	36	83	4	83	4	4 (11.1%)	2	0.07	0.16
2000	0.03	0.37	0.04	32	145	8	0.06	40	76	2	113	4	9 (22.5%)	3	0.09	0.14
2001	0.15	0.36	0.08	44	189	17	0.09	88	62	9	145	11	19 (21.6%)	6	0.14	0.17
2002	0.18	0.37	0.08	45	234	25	0.11	32	76	14	189	16	6 (18.8%)	4	0.09	0.18
2003	0.09	0.4	0.08	67	301	36	0.12	136	89	8	197	16	23 (16.9%)	9	0.13	0.19
2004	0.18	0.42	0.13	57	358	34	0.09	92	112	20	218	29	15 (16.3%)	2	0.04	0.19
2005	0.23	0.43	0.16	80	438	58	0.13	151	124	29	245	39	33 (21.9%)	12	0.15	0.21
2006	0.16	0.45	0.14	67	505	56	0.11	96	137	22	293	42	23 (24%)	5	0.07	0.2
2007	0.2	0.39	0.16	76	581	71	0.12	87	147	29	316	50	11 (12.6%)	5	0.07	0.17
2008	0.12	0.39	0.14	70	651	65	0.1	61	143	17	347	48	11 (18%)	3	0.04	0.17
2009	0.07	0.37	0.07	98	749	99	0.13	222	146	10	350	26	21 (9.5%)	38	0.39	0.18
2010	0.24	0.33	0.18	76	825	118	0.14	123	168	41	391	70	14 (11.4%)	9	0.12	0.15
2011	0.22	0.41	0.14	49	874	101	0.12	38	174	38	387	56	10 (26.3%)			0.2
2012	0.26	0.46	0.22	41	915	135	0.15	31	125	33	369	83	6 (19.4%)	2	0.05	0.21
2013	0.12	0.5	0.23	40	955	146	0.15	35	90	11	334	76	11 (31.4%)	5	0.13	0.21
2014	0.17	0.54	0.19	38	993	131	0.13	26	81	14	304	57	1 (3.8%)	4	0.11	0.26
2015	0.37	0.6	0.3	48	1041	183	0.18	28	78	29	244	74	8 (28.6%)	12	0.25	0.3

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published in year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series:

#	Year	Title	Cited
1	2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644. Full description at Econpapers \|\| Download paper	56
2		Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Ohashi, Hiroshi ; Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261. Full description at Econpapers \|\| Download paper	34
3	2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652. Full description at Econpapers \|\| Download paper	29
4	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers \|\| Download paper	26
5	2005	The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach. (2005). Ueda, Kazuo ; Oda, Nobuyuki . In: CIRJE F-Series. RePEc:tky:fseres:2005cf336. Full description at Econpapers \|\| Download paper	23
6	2009	Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: CIRJE F-Series. RePEc:tky:fseres:2009cf651. Full description at Econpapers \|\| Download paper	22
7	2008	On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542. Full description at Econpapers \|\| Download paper	20
8	2005	Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers \|\| Download paper	20
9	2006	Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers \|\| Download paper	19
10	2010	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706. Full description at Econpapers \|\| Download paper	19
11	2010	Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713. Full description at Econpapers \|\| Download paper	17
12	2001	Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers \|\| Download paper	16
13	2010	IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers \|\| Download paper	16
14	2009	Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640. Full description at Econpapers \|\| Download paper	16
15	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers \|\| Download paper	15
16	2003	On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator. (2003). Matsushita, Yukitoshi ; Kunitomo, Naoto . In: CIRJE F-Series. RePEc:tky:fseres:2003cf200. Full description at Econpapers \|\| Download paper	14
17	2003	The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation. (2003). Kletzer, Kenneth ; Dekle, Robert. In: CIRJE F-Series. RePEc:tky:fseres:2003cf225. Full description at Econpapers \|\| Download paper	14
18	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers \|\| Download paper	13
19	2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers \|\| Download paper	13
20	2008	On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf577. Full description at Econpapers \|\| Download paper	13
21	2011	Life-Cycle Labor Search with Stochastic Match Quality. (2011). Fujimoto, Junichi ; Esteban-Pretel, Julen. In: CIRJE F-Series. RePEc:tky:fseres:2010cf783. Full description at Econpapers \|\| Download paper	13
22		Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639. Full description at Econpapers \|\| Download paper	13
23	2004	Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2004cf270. Full description at Econpapers \|\| Download paper	12
24	2001	The Fable of the Keiretsu. (2001). Ramseyer, John ; Miwa, Yoshiro. In: CIRJE F-Series. RePEc:tky:fseres:2001cf109. Full description at Econpapers \|\| Download paper	12
25	2007	Multivariate stochastic volatility. (2007). Omori, Yasuhiro ; Asai, Manabu ; Chib, Siddhartha . In: CIRJE F-Series. RePEc:tky:fseres:2007cf488. Full description at Econpapers \|\| Download paper	11
26	1997	International Price Linkage within a Region The Case of East Asia. (1997). Kano, Takashi ; Fukuda, Shin-ichi. In: CIRJE F-Series. RePEc:tky:fseres:97f06. Full description at Econpapers \|\| Download paper	11
27	2007	Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers \|\| Download paper	11
28	2001	Dynamic Optimality of Yield Curve Strategies. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Tokioka, Norio . In: CIRJE F-Series. RePEc:tky:fseres:2001cf141. Full description at Econpapers \|\| Download paper	10
29	2005	Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348. Full description at Econpapers \|\| Download paper	10
30	2003	Does Natural Selection Mechanism Still Work in Severe Recessions? -- ]Examination of the Japanese Economy in the 1990s ---. (2003). Nakajima, Takanobu ; Kiyota, Kozo ; Nishimura, Kiyohiko G.. In: CIRJE F-Series. RePEc:tky:fseres:2003cf222. Full description at Econpapers \|\| Download paper	10
31	2014	Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers \|\| Download paper	10
32		Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf372. Full description at Econpapers \|\| Download paper	10
33	1999	Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56. Full description at Econpapers \|\| Download paper	10
34	2013	On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2013cf902. Full description at Econpapers \|\| Download paper	10
35	2003	Asian Monetary Integration: A Structural VAR Approach. (2003). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2003cf212. Full description at Econpapers \|\| Download paper	10
36	2012	Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf840. Full description at Econpapers \|\| Download paper	9
37	2009	Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613. Full description at Econpapers \|\| Download paper	9
38	2013	The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894. Full description at Econpapers \|\| Download paper	9
39	2007	Estimating Interregional Utility Differentials. (2007). Tabuchi, Takatoshi ; Nakajima, Kentaro. In: CIRJE F-Series. RePEc:tky:fseres:2007cf496. Full description at Econpapers \|\| Download paper	9
40	2001	Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Tripathi, Gautam ; Ahn, Hyungtaik . In: CIRJE F-Series. RePEc:tky:fseres:2001cf124. Full description at Econpapers \|\| Download paper	9
41	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers \|\| Download paper	9
42	2010	Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: CIRJE F-Series. RePEc:tky:fseres:2010cf752. Full description at Econpapers \|\| Download paper	9
43	2001	A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? . (2001). Fukuda, Shin-ichi ; Onodera, Takashi . In: CIRJE F-Series. RePEc:tky:fseres:2001cf101. Full description at Econpapers \|\| Download paper	9
44	2009	Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf680. Full description at Econpapers \|\| Download paper	9
45	2010	A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options. (2010). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf734. Full description at Econpapers \|\| Download paper	8
46		Fat Tails and Asymmetry in Financial Volatility Models. (2003). McAleer, Michael ; Verhoeven, Peter . In: CIRJE F-Series. RePEc:tky:fseres:2003cf211. Full description at Econpapers \|\| Download paper	8
47	2006	Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf407. Full description at Econpapers \|\| Download paper	8
48	2000	Rethinking Relationship-Specific Investments: Subcontracting in the Japanese Automobile Industry. (2000). Ramseyer, John ; Miwa, Yoshiro. In: CIRJE F-Series. RePEc:tky:fseres:2000cf70. Full description at Econpapers \|\| Download paper	8
49	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper	8
50		A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments. (2006). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2006cf399. Full description at Econpapers \|\| Download paper	8

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers \|\| Download paper	13
2	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers \|\| Download paper	13
3	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers \|\| Download paper	11
4	2010	IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers \|\| Download paper	11
5	2014	Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers \|\| Download paper	10
6	2013	On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2013cf902. Full description at Econpapers \|\| Download paper	10
7	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper	8
8	2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652. Full description at Econpapers \|\| Download paper	8
9	2006	Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers \|\| Download paper	8
10	2012	Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf840. Full description at Econpapers \|\| Download paper	8
11	2013	The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894. Full description at Econpapers \|\| Download paper	8
12	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers \|\| Download paper	7
13	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers \|\| Download paper	7
14	2009	Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf680. Full description at Econpapers \|\| Download paper	7
15	2009	Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640. Full description at Econpapers \|\| Download paper	6
16	2010	A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options. (2010). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf734. Full description at Econpapers \|\| Download paper	6
17	2010	Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: CIRJE F-Series. RePEc:tky:fseres:2010cf752. Full description at Econpapers \|\| Download paper	6
18	2007	The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie . In: CIRJE F-Series. RePEc:tky:fseres:2007cf460. Full description at Econpapers \|\| Download paper	6
19	2010	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706. Full description at Econpapers \|\| Download paper	6
20	2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644. Full description at Econpapers \|\| Download paper	5
21	2008	On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542. Full description at Econpapers \|\| Download paper	5
22	2004	Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2004cf270. Full description at Econpapers \|\| Download paper	5
23	2007	Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers \|\| Download paper	4
24	2011	Monitoring Accuracy and Retaliation in Infinitely Repeated Games with Imperfect Private Monitoring: Theory and Experiments. (2011). Matsushima, Hitoshi ; Toyama, Tomohisa . In: CIRJE F-Series. RePEc:tky:fseres:2011cf795. Full description at Econpapers \|\| Download paper	4
25	2010	Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713. Full description at Econpapers \|\| Download paper	4
26	2001	Modularization in the Auto Industry: Interlinked Multiple Hierarchies of Product, Production, and Supplier Systems. (2001). Takeishi, Akira ; Fujimoto, Takahiro . In: CIRJE F-Series. RePEc:tky:fseres:2001cf107. Full description at Econpapers \|\| Download paper	4
27	2015	Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf984. Full description at Econpapers \|\| Download paper	4
28	2014	Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933. Full description at Econpapers \|\| Download paper	4
29	2015	An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2015cf973. Full description at Econpapers \|\| Download paper	4
30	2001	Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers \|\| Download paper	4
31	2005	Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348. Full description at Econpapers \|\| Download paper	4
32	2012	An Asymptotic Expansion for Forward-Backward SDEs; A Malliavin Calculus Aproach. (2012). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2012cf865. Full description at Econpapers \|\| Download paper	4
33	2009	Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: CIRJE F-Series. RePEc:tky:fseres:2009cf651. Full description at Econpapers \|\| Download paper	3
34	2013	Interlinkage and Generous Tit-for-Tat Strategy. (2013). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf875. Full description at Econpapers \|\| Download paper	3
35	2007	An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates. (2007). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2007cf474. Full description at Econpapers \|\| Download paper	3
36	2014	Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932. Full description at Econpapers \|\| Download paper	3
37	2013	Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879. Full description at Econpapers \|\| Download paper	3
38	2009	Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2009cf621. Full description at Econpapers \|\| Download paper	3
39	2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers \|\| Download paper	3
40	2005	Testing for the Null Hypothesis of Cointegration with Structural Breaks. (2005). Kurozumi, Eiji ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2005cf319. Full description at Econpapers \|\| Download paper	3
41	2011	Life-Cycle Labor Search with Stochastic Match Quality. (2011). Fujimoto, Junichi ; Esteban-Pretel, Julen. In: CIRJE F-Series. RePEc:tky:fseres:2010cf783. Full description at Econpapers \|\| Download paper	3
42	1997	The Foreign Exchange Allocation Policy in Postwar Japan: Its Institutional Framework and Function. (1997). okazaki, tetsuji ; Korenaga, Takafumi . In: CIRJE F-Series. RePEc:tky:fseres:97f19. Full description at Econpapers \|\| Download paper	3
43	2015	Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf963. Full description at Econpapers \|\| Download paper	3
44	2007	Selection and Performance Analysis of Asia-Pacific Hedge Funds. (2007). Takahashi, Akihiko ; Hakamada, Takeshi ; Yamamoto, Kyo . In: CIRJE F-Series. RePEc:tky:fseres:2007cf524. Full description at Econpapers \|\| Download paper	3
45	2008	Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise. (2008). Kunitomo, Naoto ; Sato, Seisho . In: CIRJE F-Series. RePEc:tky:fseres:2008cf581. Full description at Econpapers \|\| Download paper	3
46	2012	An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2012). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf871. Full description at Econpapers \|\| Download paper	3
47	2005	Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf372. Full description at Econpapers \|\| Download paper	3
48	2007	Demand for non-life insurance: A cross-country analysis. (2007). Sawada, Yasuyuki ; Nakata, Hiroyuki. In: CIRJE F-Series. RePEc:tky:fseres:2007cf461. Full description at Econpapers \|\| Download paper	3
49	2012	Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models. (2012). MÃÂ©ango, Romuald ; Henry, Marc ; Queyranne, Maurice ; Romuald Méango, . In: CIRJE F-Series. RePEc:tky:fseres:2012cf837. Full description at Econpapers \|\| Download paper	3
50	2005	The Fall of Organ Bank Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-war Japan. (2005). okazaki, tetsuji ; Wang, KE ; Sawada, Michiru . In: CIRJE F-Series. RePEc:tky:fseres:2005cf379. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 29:

Year	Title
2015	Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf963. Full description at Econpapers \|\| Download paper
2015	The effect of coresidence on parental health in Japan. (2015). Maruyama, Shiko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:35:y:2015:i:c:p:1-22. Full description at Econpapers \|\| Download paper
2015	Long-Term Care Reform and the Labor Supply of Household Members: Evidence from a Quasi-Experiment. (2015). Korfhage, Thorben ; Geyer, Johannes. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp785. Full description at Econpapers \|\| Download paper
2015	Long-Term Care Reform and the Labor Supply of Household Members: Evidence from a Quasi-Experiment. (2015). Korfhage, Thorben ; Geyer, Johannes. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1500. Full description at Econpapers \|\| Download paper
2015	Long-term care reform and the labor supply of household members: Evidence from a quasi-experiment. (2015). Korfhage, Thorben ; Geyer, Johannes. In: Ruhr Economic Papers. RePEc:zbw:rwirep:574. Full description at Econpapers \|\| Download paper
2015	Indirect fiscal effects of long-term care insurance. (2015). Korfhage, Thorben ; Geyer, Johannes ; Haan, Peter . In: Ruhr Economic Papers. RePEc:zbw:rwirep:584. Full description at Econpapers \|\| Download paper
2015	The âCostsâ of Informal Care: An Analysis of the Impact of Elderly Care on Caregivers Subjective Well-being in Japan. (2015). Niimi, Yoko. In: MPRA Paper. RePEc:pra:mprapa:67825. Full description at Econpapers \|\| Download paper
2015	Indirect Fiscal Effects of Long-Term Care Insurance. (2015). Korfhage, Thorben ; Geyer, Johannes ; Haan, Peter . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1520. Full description at Econpapers \|\| Download paper
2015	The Costs of Informal Care: An Analysis of the Impact of Elderly Care on Caregivers Subjective Well-being in Japan. (2015). Niimi, Yoko. In: AGI Working Paper Series. RePEc:agi:wpaper:00000082. Full description at Econpapers \|\| Download paper
2015	Long-term care reform and the labor supply of household members - evidence from a quasi-experiment. (2015). Korfhage, Thorben ; Geyer, Johannes. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113152. Full description at Econpapers \|\| Download paper
2015	Estimation of the mean vector in a singular multivariate normal distribution. (2015). Tsukuma, Hisayuki ; Kubokawa, Tatsuya . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:140:y:2015:i:c:p:245-258. Full description at Econpapers \|\| Download paper
2015	Flexibility of Deficit Ceiling and Income Fluctuation. (2015). Ihori, Toshihiro . In: Public Policy Review. RePEc:mof:journl:ppr028a. Full description at Econpapers \|\| Download paper
2015	Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance. (2015). McAleer, Michael ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:251-262. Full description at Econpapers \|\| Download paper
2015	Modeling interest rate volatility: A Realized GARCH approach. (2015). Hamori, Shigeyuki ; Tian, Shuairu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:158-171. Full description at Econpapers \|\| Download paper
2015	Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf356. Full description at Econpapers \|\| Download paper
2015	On robust properties of the SIML estimation of volatility under micro-market noise and random sampling. (2015). Misaki, Hiroumi ; Kunitomo, Naoto . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:265-281. Full description at Econpapers \|\| Download paper
2015	Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers \|\| Download paper
2015	. Full description at Econpapers \|\| Download paper
2015	The First Arrow Hitting the Currency Target: A Long-run Risk Perspective. (2015). Kano, Takashi ; Wada, Kenji . In: Discussion paper series. RePEc:hit:hiasdp:hias-e-13. Full description at Econpapers \|\| Download paper
2015	. Full description at Econpapers \|\| Download paper
2015	Abenomics: Why was it so successful in changing market expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:37:y:2015:i:c:p:1-20. Full description at Econpapers \|\| Download paper
2015	Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?. (2015). Shioji, Etsuro . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:37:y:2015:i:c:p:43-58. Full description at Econpapers \|\| Download paper
2015	Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf360. Full description at Econpapers \|\| Download paper
2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers \|\| Download paper
2015	A weak approximation with asymptotic expansion and multidimensional Malliavin weights. (2015). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf358. Full description at Econpapers \|\| Download paper
2015	An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2015cf973. Full description at Econpapers \|\| Download paper
2015	An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf361. Full description at Econpapers \|\| Download paper
2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf363. Full description at Econpapers \|\| Download paper
2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Papers. RePEc:arx:papers:1510.03220. Full description at Econpapers \|\| Download paper
2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf363. Full description at Econpapers \|\| Download paper
2015	Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf372. Full description at Econpapers \|\| Download paper
2015	An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models (Forthcoming in Stochastics). (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf377. Full description at Econpapers \|\| Download paper
2015	Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?. (2015). Shioji, Etsuro . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:37:y:2015:i:c:p:43-58. Full description at Econpapers \|\| Download paper
2015	Optimal bandwidth selection for the fuzzy regression discontinuity estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CeMMAP working papers. RePEc:ifs:cemmap:49/15. Full description at Econpapers \|\| Download paper
2015	Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:15-13. Full description at Econpapers \|\| Download paper
2015	A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises. (2015). Kunitomo, Naoto ; Sato, Seisho . In: CIRJE F-Series. RePEc:tky:fseres:2015cf964. Full description at Econpapers \|\| Download paper
2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper
2015	Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf990. Full description at Econpapers \|\| Download paper
2015	Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: CIRJE F-Series. RePEc:tky:fseres:2015cf993. Full description at Econpapers \|\| Download paper
2015	An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2015cf998. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Endogenous Labor Supply and International Trade. (2014). Tabuchi, Takatoshi ; Takanori, Ago ; Kazuhiro, Yamamoto ; Takatoshi, Tabuchi ; Tadashi, Morita . In: Discussion papers. RePEc:eti:dpaper:14062. Full description at Econpapers \|\| Download paper
2014	The Effect of Measurement Error in the Sharp Regression Discontinuity Design. (2014). Yanagi, Takahide . In: KIER Working Papers. RePEc:kyo:wpaper:910. Full description at Econpapers \|\| Download paper
2014	Main lessons of the NBBâs 2014 conference âTotal factor productivity : measurement, determinants and effectsâ. (2014). Fuss, Catherine ; Dhyne, Emmanuel. In: Economic Review. RePEc:nbb:ecrart:y:2014:m:december:i:iii:p:63-76. Full description at Econpapers \|\| Download paper
2014	Main lessons of the NBBâs 2014 conference on âTotal factor productivity : measurement, determinants and effectsâ. (2014). Fuss, Catherine . In: Economic Review. RePEc:nbb:ecrart:y:2014:m:december:i:iii:p:69-82. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CARF F-Series. RePEc:cfi:fseres:cf309. Full description at Econpapers \|\| Download paper
2013	Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit. (2013). McCauley, Robert ; He, Dong. In: Working Papers. RePEc:hkm:wpaper:152013. Full description at Econpapers \|\| Download paper
2013	Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879. Full description at Econpapers \|\| Download paper
2013	An Interval Regression Analysis for Tenures of Japanese Elder Care Workers Using Matched Employer-Employee Data. (2013). Sugawara, Shinya. In: CIRJE F-Series. RePEc:tky:fseres:2013cf887. Full description at Econpapers \|\| Download paper
2013	Incentive Pay that Causes Inefficient Managerial Replacement . (2013). Sato, Meg . In: CIRJE F-Series. RePEc:tky:fseres:2013cf890. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Note on an Extension of an Asymptotic Expansion Scheme. (2012). Takahashi, Akihiko ; Toda, Masashi . In: CIRJE F-Series. RePEc:tky:fseres:2012cf860. Full description at Econpapers \|\| Download paper
2012	An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2012). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf871. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	79
2	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	36
3	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	32
4	MPRA Paper / University Library of Munich, Germany	31
5	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	30
6	Journal of Econometrics / Elsevier	16
7	Tinbergen Institute Discussion Papers / Tinbergen Institute	15
8	Working Papers in Economics / University of Canterbury, Department of Economics and Finance	10
9	The North American Journal of Economics and Finance / Elsevier	10
10	Computational Statistics & Data Analysis / Elsevier	9
11	Energy Economics / Elsevier	8

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.