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

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

0.27

Impact Factor

0.17

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		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.11
1996		0.22			0				0		0		(%)			0.1
1997		0.22		37	37	1	0.03	25	0		0		1 (4%)	1	0.03	0.09
1998		0.24		46	83	1	0.01	18	37		37		2 (11.1%)	1	0.02	0.13
1999	0.05	0.3	0.05	30	113	9	0.08	43	83	4	83	4	5 (11.6%)	2	0.07	0.16
2000	0.03	0.37	0.04	32	145	10	0.07	45	76	2	113	4	9 (20%)	3	0.09	0.14
2001	0.15	0.37	0.08	44	189	17	0.09	98	62	9	145	11	19 (19.4%)	6	0.14	0.17
2002	0.18	0.37	0.09	45	234	26	0.11	35	76	14	189	17	6 (17.1%)	4	0.09	0.18
2003	0.1	0.4	0.09	67	301	37	0.12	159	89	9	197	17	27 (17%)	9	0.13	0.19
2004	0.18	0.41	0.14	57	358	35	0.1	100	112	20	218	30	15 (15%)	2	0.04	0.18
2005	0.23	0.43	0.16	80	438	58	0.13	169	124	29	245	39	33 (19.5%)	12	0.15	0.21
2006	0.16	0.44	0.14	67	505	56	0.11	103	137	22	293	42	24 (23.3%)	5	0.07	0.19
2007	0.2	0.37	0.17	76	581	75	0.13	94	147	30	316	53	13 (13.8%)	5	0.07	0.17
2008	0.12	0.39	0.15	70	651	69	0.11	69	143	17	347	52	11 (15.9%)	3	0.04	0.17
2009	0.08	0.36	0.08	98	749	107	0.14	252	146	11	350	29	21 (8.3%)	38	0.39	0.17
2010	0.25	0.34	0.18	76	825	123	0.15	139	168	42	391	72	14 (10.1%)	9	0.12	0.15
2011	0.25	0.41	0.16	49	874	113	0.13	43	174	43	387	63	11 (25.6%)			0.2
2012	0.27	0.45	0.25	41	915	152	0.17	36	125	34	369	93	7 (19.4%)	2	0.05	0.21
2013	0.13	0.5	0.25	40	955	154	0.16	46	90	12	334	82	12 (26.1%)	5	0.13	0.2
2014	0.19	0.55	0.21	38	993	144	0.15	34	81	15	304	65	1 (2.9%)	4	0.11	0.25
2015	0.41	0.57	0.32	48	1041	195	0.19	45	78	32	244	78	10 (22.2%)	12	0.25	0.26
2016	0.27	0.66	0.17	38	1079	137	0.13	16	86	23	216	36	5 (31.3%)	4	0.11	0.34

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	57
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	35
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	30
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	28
5	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	25
6	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
7	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	22
8	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
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	22
10	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
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	19
12	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	18
13	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	17
14	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	16
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	16
16	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
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	15
18	2007	Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers \|\| Download paper	14
19	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	14
20		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	14
21	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
22	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	14
23	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
24	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
25	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
26	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	13
27	2004	Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2004cf270. Full description at Econpapers \|\| Download paper	13
28	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	13
29	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	12
30		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	12
31	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
32	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	12
33	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	11
34	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	11
35	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
36	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
37	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
38	2001	Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Tripathi, Gautam ; Kitamura, Yuichi ; Ahn, Hyungtaik . In: CIRJE F-Series. RePEc:tky:fseres:2001cf124. Full description at Econpapers \|\| Download paper	10
39	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	10
40	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
41	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
42	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
43	2006	Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407. Full description at Econpapers \|\| Download paper	9
44	1999	Political Business Cycles and Russian Elections, or the Manipulations of Chudar. (1999). Treisman, Daniel ; Gimpelson, Vladimir. In: CIRJE F-Series. RePEc:tky:fseres:99cf39. Full description at Econpapers \|\| Download paper	9
45	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
46	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
47	1999	Improved Nonnegative Estimation of Multivariate Components of Variance. (1999). Srivastava, M. S. ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:99cf38. Full description at Econpapers \|\| Download paper	9
48	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	9
49	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	9
50		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

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	16
2	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	14
3	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	12
4	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	11
5	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	11
6	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	10
7	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
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	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	7
10	2013	Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879. Full description at Econpapers \|\| Download paper	7
11	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	6
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	6
13	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	6
14	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
15	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	6
16	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
17	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	6
18	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	5
19	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	5
20	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	5
21	2003	Repeated Games with Private Monitoring: Two Players. (2003). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2003cf242. Full description at Econpapers \|\| Download paper	5
22	2017	Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038. 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	5
24	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	5
25	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	5
26	2016	Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York . (2016). Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1017. Full description at Econpapers \|\| Download paper	5
27	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	5
28	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	5
29	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	5
30	2009	A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf685. Full description at Econpapers \|\| Download paper	4
31	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
32	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	4
33	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Nakano, Masafumi ; Takahashi, Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037. Full description at Econpapers \|\| Download paper	4
34	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
35	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	4
36	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	4
37	2004	Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2004cf270. Full description at Econpapers \|\| Download paper	4
38	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
39	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1037. Full description at Econpapers \|\| Download paper	4
40	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
41	2015	Quadratic-exponential Growth BSDEs with Jumps and their Malliavins Differentiability. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf997. Full description at Econpapers \|\| Download paper	4
42	2009	Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity. (2009). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2009cf694. Full description at Econpapers \|\| Download paper	4
43	2016	The Average-Marginal Relationship and Tractable Equilibrium Forms. (2016). Fabinger, Michal ; Weyl, Glen E. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1028. Full description at Econpapers \|\| Download paper	4
44	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
45	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	3
46	2009	Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Ling . In: CIRJE F-Series. RePEc:tky:fseres:2009cf687. Full description at Econpapers \|\| Download paper	3
47	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
48	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
49	2005	Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CIRJE F-Series. RePEc:tky:fseres:2005cf369. Full description at Econpapers \|\| Download paper	3
50	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

Citing documents used to compute impact factor 23:

Year	Title
2016	Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1016. Full description at Econpapers \|\| Download paper
2016	Counterparty risk and funding: immersion and beyond. (2016). Crepey, Stephane ; Song, Shiqi . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:4:d:10.1007_s00780-016-0305-3. Full description at Econpapers \|\| Download paper
2016	European Political Boundaries as the Outcome of a Self-Organizing Process. (2016). Weese, Eric. In: Discussion Papers. RePEc:koe:wpaper:1629. Full description at Econpapers \|\| Download paper
2016	Optimal bandwidth selection for the fuzzy regression discontinuity estimator. (2016). Ichimura, Hidehiko ; Arai, Yoichi. In: Economics Letters. RePEc:eee:ecolet:v:141:y:2016:i:c:p:103-106. Full description at Econpapers \|\| Download paper
2016	Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf387. Full description at Econpapers \|\| Download paper
2016	Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: Papers. RePEc:arx:papers:1606.04285. Full description at Econpapers \|\| Download paper
2016	Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions(Revised version of CARF-F-387). (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf398. Full description at Econpapers \|\| Download paper
2016	A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance (Forthcoming in European Journal of Op. (2016). Shiraya, Kenichiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf382. Full description at Econpapers \|\| Download paper
2016	A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance. (2016). Shiraya, Kenichiro ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1007. Full description at Econpapers \|\| Download paper
2016	Linear shrinkage estimation of large covariance matrices using factor models. (2016). Ikeda, Yuki ; Kubokawa, Tatsuya . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:61-81. Full description at Econpapers \|\| Download paper
2016	Econophysics Point of View of Trade Liberalization: Community dynamics, synchronization, and controllability as example of collective motions. (2016). Yuichi, IKEDA ; Tsutomu, WATANABE ; Yohei, Sakamoto ; Takaaki, OHNISHI ; Takayuki, MIZUNO ; Hiroshi, Iyetomi ; Hideaki, Aoyama . In: Discussion papers. RePEc:eti:dpaper:16026. Full description at Econpapers \|\| Download paper
2016	Convergence of Economic Growth and the Great Recession as Seen From a Celestial Observatory. (2016). Duede, Eamon ; Zhorin, Victor . In: Papers. RePEc:arx:papers:1604.04312. Full description at Econpapers \|\| Download paper
2016	An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach. (2016). Takahashi, Akihiko ; Yamada, Toshihiro. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1009. Full description at Econpapers \|\| Download paper
2016	An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Forthcoming in Asia-Pacific Financial Markets). (2016). Yamada, Toshihiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf394. Full description at Econpapers \|\| Download paper
2016	An Asymptotic Expansion for ForwardâBackward SDEs: A Malliavin Calculus Approach. (2016). Takahashi, Akihiko ; Yamada, Toshihiro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9220-z. Full description at Econpapers \|\| Download paper
2016	Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles. (2016). Kobayashi, Genya . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:1:d:10.1007_s00180-015-0596-4. Full description at Econpapers \|\| Download paper
2016	Taking the lords name in vain: The impact of connected directors on 19th century British banks. (2016). Grossman, Richard ; Imai, Masami . In: Explorations in Economic History. RePEc:eee:exehis:v:59:y:2016:i:c:p:75-93. Full description at Econpapers \|\| Download paper
2016	The âCostsâ of informal care: an analysis of the impact of elderly care on caregiversâ subjective well-being in Japan. (2016). Niimi, Yoko. In: Review of Economics of the Household. RePEc:kap:reveho:v:14:y:2016:i:4:d:10.1007_s11150-016-9333-1. Full description at Econpapers \|\| Download paper
2016	Sharp minimax tests for large Toeplitz covariance matrices with repeated observations. (2016). Butucea, Cristina ; Zgheib, Rania . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:164-176. Full description at Econpapers \|\| Download paper
2016	More powerful tests for sparse high-dimensional covariances matrices. (2016). Chen, Song ; Peng, Liuhua ; Zhou, Wen . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:124-143. Full description at Econpapers \|\| Download paper
2016	A simpler spatial-sign-based two-sample test for high-dimensional data. (2016). Li, Yang ; Zou, Changliang ; Wang, Zhaojun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:192-198. Full description at Econpapers \|\| Download paper
2016	A note on tests for high-dimensional covariance matrices. (2016). Mao, Guangyu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:117:y:2016:i:c:p:89-92. Full description at Econpapers \|\| Download paper
2016	Matrix exponential stochastic volatility with cross leverage. (2016). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:331-350. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar. (2016). Shin- ichi Fukuda, ; Tanaka, Mariko . In: CARF F-Series. RePEc:cfi:fseres:cf401. Full description at Econpapers \|\| Download paper
2016	Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates. (2016). Shin- ichi Fukuda, . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:109-122. Full description at Econpapers \|\| Download paper
2016	Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations . (2016). Yamauchi, Yuta ; Omori, Yasuhiro . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1029. Full description at Econpapers \|\| Download paper
2016	Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar. (2016). Shin- ichi Fukuda, ; Tanaka, Mariko . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1032. Full description at Econpapers \|\| Download paper

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 ; Morita, Tadashi ; 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 ; Toyama, Tomohisa ; Tanaka, Tomomi . 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 ; Toyama, Tomohisa ; Tanaka, Tomomi . 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

10 most frequent citing series

#	Series	Cites
1	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	69
2	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	33
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	18
7	Tinbergen Institute Discussion Papers / Tinbergen Institute	16
8	The North American Journal of Economics and Finance / Elsevier	10
9	Working Papers in Economics / University of Canterbury, Department of Economics and Finance	10
10	Energy Economics / Elsevier	9
11	Computational Statistics & Data Analysis / Elsevier	9

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.