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


0.37

Impact Factor

0.26

5-Years IF

17

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.09
19970.22373710.0326001 (3.8%)10.030.09
19980.030.240.03468320.02193713712 (10.5%)10.020.12
19990.050.30.053011390.08488348345 (10.4%)20.070.15
20000.030.360.0432145100.074776211349 (19.1%)30.090.14
20010.150.360.0844189170.091126291451119 (17%)60.140.16
20020.180.370.0945234260.11377614189176 (16.2%)40.090.18
20030.10.390.0967301370.121798991971727 (15.1%)90.130.19
20040.210.40.1657358390.11107112232183415 (14%)20.040.18
20050.260.420.1880438620.14193124322454333 (17.1%)120.150.2
20060.180.450.1667505660.13138137252934826 (18.8%)60.090.19
20070.220.380.1976581840.14119147333166016 (13.4%)60.080.16
20080.130.390.1770651790.1276143193475911 (14.5%)30.040.17
20090.080.360.09987491120.15283146123503321 (7.4%)380.390.17
20100.260.340.21768251390.17171168433918115 (8.8%)100.130.15
20110.250.40.17498741160.1355174443876414 (25.5%)10.020.19
20120.290.440.27419151670.184112536369987 (17.1%)20.050.2
20130.130.490.25409551670.175790123348412 (21.1%)70.180.2
20140.250.520.25389931640.17438120304771 (2.3%)40.110.23
20150.440.540.354810412070.25778342448510 (17.5%)110.230.24
20160.30.60.193810791530.14218626216426 (28.6%)40.110.27
20170.370.640.264311221590.14168632205545 (31.3%)60.140.28
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:


#YearTitleCited
12009A 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.

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58
2Indirect 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.

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37
32006Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405.

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30
42009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652.

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30
52009Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699.

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28
62008On 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.

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27
72005The 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.

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24
82009Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: CIRJE F-Series. RePEc:tky:fseres:2009cf651.

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23
92010Conditional 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.

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22
102005Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335.

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21
112007Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523.

Full description at Econpapers || Download paper

21
122010Do 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.

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20
132013The 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

20
142001Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140.

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20
152009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

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19
162010IV 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

19
172010Market 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.

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19
18Volatility 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.

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17
191999Causes 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.

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17
202007The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie. In: CIRJE F-Series. RePEc:tky:fseres:2007cf460.

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16
212003On 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.

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16
222015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf954.

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16
232009Modelling 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.

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16
242014Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924.

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16
252003Estimation 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.

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15
262006Intra-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.

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15
272010Analyzing 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.

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15
282003The 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.

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15
292001A 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.

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14
302015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976.

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14
312004Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya. In: CIRJE F-Series. RePEc:tky:fseres:2004cf270.

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13
322005Short-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.

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13
332011Life-Cycle Labor Search with Stochastic Match Quality. (2011). Fujimoto, Junichi ; Esteban-Pretel, Julen. In: CIRJE F-Series. RePEc:tky:fseres:2010cf783.

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13
34Public 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.

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13
352006Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through. (2006). Ito, Takatoshi ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2006cf406.

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13
362008On 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.

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13
372009Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613.

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12
382001Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Tripathi, Gautam ; Ahn, Hyungtaik ; Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2001cf124.

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12
392012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2012cf840.

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12
402005Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry. (2005). Yokoyama, Kazuki ; SAWADA, MICHIRU ; okazaki, tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2005cf355.

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12
412001The Fable of the Keiretsu. (2001). Ramseyer, John ; Miwa, Yoshiro. In: CIRJE F-Series. RePEc:tky:fseres:2001cf109.

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12
422007Multivariate stochastic volatility. (2007). Omori, Yasuhiro ; Asai, Manabu ; Chib, Siddhartha . In: CIRJE F-Series. RePEc:tky:fseres:2007cf488.

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11
432010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf752.

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11
442013On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro. In: CIRJE F-Series. RePEc:tky:fseres:2013cf902.

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11
452003Asian Monetary Integration: A Structural VAR Approach. (2003). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2003cf212.

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11
461997International Price Linkage within a Region The Case of East Asia. (1997). Kano, Takashi ; Fukuda, Shin-ichi. In: CIRJE F-Series. RePEc:tky:fseres:97f06.

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11
472009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf691.

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11
482001Modularization 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.

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11
492003Does 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.

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10
502010A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options. (2010). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf734.

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10

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


#YearTitleCited
12015Perturbative 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

12
22015An 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

12
32010Market 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

12
42007Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523.

Full description at Econpapers || Download paper

11
52006Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405.

Full description at Econpapers || Download paper

11
62017Creating 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

9
72014Tests 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.

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9
82010Analyzing 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

8
92015Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969.

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7
102009Interdependence 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.

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7
112013Behavioral 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
122010IV 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

7
132015Asymptotic 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

7
142009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf691.

Full description at Econpapers || Download paper

6
152014Can 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

6
162013The 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

6
172009Modelling 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
182011Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase . during Japans Lost Decades?. (2011). Fukuda, Shin-ichi ; Yamada, Junji . In: CIRJE F-Series. RePEc:tky:fseres:2011cf819.

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5
191999Causes 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

5
202013Interlinkage and Generous Tit-for-Tat Strategy. (2013). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf875.

Full description at Econpapers || Download paper

5
212017Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1037.

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5
222003Repeated Games with Private Monitoring: Two Players. (2003). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2003cf242.

Full description at Econpapers || Download paper

5
232011Monitoring 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.

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5
242005Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CIRJE F-Series. RePEc:tky:fseres:2005cf369.

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5
252017Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1058.

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5
262016Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York . (2016). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1017.

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5
272006Intra-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

5
282017Fuzzy 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

5
292009A 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

5
302009Volatility 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

4
312009The 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

4
322001Modularization 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
332010Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2010). McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf716.

Full description at Econpapers || Download paper

4
342005Public 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

4
352001A 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

4
362010Asset 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

4
372001Pricing 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
382012Perturbative 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

4
392017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069.

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4
402015Quadratic-exponential Growth BSDEs with Jumps and their Malliavins Differentiability. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf997.

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4
412012A Characterization of the Plurality Rule. (2012). Sekiguchi, Yohei . In: CIRJE F-Series. RePEc:tky:fseres:2012cf833.

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4
422016The Average-Marginal Relationship and Tractable Equilibrium Forms. (2016). Fabinger, Michal ; Weyl, Glen E. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1028.

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4
432015The Influence Function of Semiparametric Estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney K. In: CIRJE F-Series. RePEc:tky:fseres:2015cf985.

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3
442001Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Tripathi, Gautam ; Ahn, Hyungtaik ; Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2001cf124.

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3
452016Auctions For Complements –An Experimental Analysis. (2016). Marszalec, Daniel. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1018.

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3
462015Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf984.

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3
472007The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie. In: CIRJE F-Series. RePEc:tky:fseres:2007cf460.

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3
482010Do 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.

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3
492015Deflation/Inflation Dynamics: Analysis based on Micro Prices . (2015). Aoyama, Hideaki ; Fujiwara, Yoshi ; Yoshikawa, Hiroshi ; Iyetomi, Hiroshi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf959.

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3
502004Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya. In: CIRJE F-Series. RePEc:tky:fseres:2004cf270.

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3

Citing documents used to compute impact factor 32:


YearTitle
2017DERIVATIVE PRICING WITH COLLATERALIZATION AND FX MARKET DISLOCATIONS. (2017). Moreni, Nicola ; Pallavicini, Andrea. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500406.

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2017An Invitation to Market Design. (2017). Teytelboym, Alexander ; Kominers, Scott ; Crawford, Vincent. In: Working Papers. RePEc:hka:wpaper:2017-069.

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2017An invitation to market design. (2017). Kominers, Scott ; Crawford, Vincent ; Teytelboym, Alexander. In: Oxford Review of Economic Policy. RePEc:oup:oxford:v:33:y:2017:i:4:p:541-571..

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2017Monetary policy and covered interest parity in the post GFC period: Evidence from the Australian dollar and the NZ dollar. (2017). Fukuda, Shin-ichi ; Tanaka, Mariko ; Shin- ichi Fukuda, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:301-317.

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2017What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions. (2017). Krištoufek, Ladislav ; Ferreira, Paulo ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:554-566.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: Papers. RePEc:arx:papers:1710.07030.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CARF F-Series. RePEc:cfi:fseres:cf423.

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2017Testing the Validity of Non-Parametric Value Estimates in Treasury Bill Auctions Using Top-Up Auction Data. (2017). Marszalec, Daniel. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1074.

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2017Impacts of an ICT-assisted Program on Attitudes and English Communicative Abilities: An experiment in a Japanese high school. (2017). Higuchi, Yuki ; Yuki, Higuchi ; Makiko, Nakamuro ; Miyuki, Sasaki . In: Discussion papers. RePEc:eti:dpaper:17030.

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2017Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly. (2017). Adachi, Takanori ; Fabinger, Muhammad Michal . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1040.

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2017Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly. (2017). Fabinger, Michal ; Adachi, Takanori. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1040.

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2017Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly. (2017). Fabinger, Michal ; Adachi, Takanori. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1043.

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2017Endogenous Political Turnover and Fluctuations in Sovereign Default Risk. (2017). Eyigungor, Burcu ; Chatterjee, Satyajit. In: Working Papers. RePEc:fip:fedpwp:17-1.

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2017A model of sovereign debt with private information. (2017). Phan, Toan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:1-17.

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2017Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers. (2017). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf409.

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2017Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers. (2017). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1047.

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2017Numerical implementation of the QuEST function. (2017). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:215.

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2017Numerical implementation of the QuEST function. (2017). Ledoit, Olivier ; Wolf, Michael . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:199-223.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: Papers. RePEc:arx:papers:1710.07030.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CARF F-Series. RePEc:cfi:fseres:cf423.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069.

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2017Double/Debiased Machine Learning for Treatment and Structural Parameters. (2017). Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Chernozhukov, Victor ; Robins, James ; Demirer, Mert ; Chetverikov, Denis. In: NBER Working Papers. RePEc:nbr:nberwo:23564.

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2017Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2017Double/debiased machine learning for treatment and structural parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney K ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: CeMMAP working papers. RePEc:ifs:cemmap:28/17.

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2017Optimal bandwidth selection for local linear estimation of discontinuity in density. (2017). Jales, Hugo ; Yu, Zhengfei ; Ma, Jun. In: Economics Letters. RePEc:eee:ecolet:v:153:y:2017:i:c:p:23-27.

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2017Regression discontinuity with categorical outcomes. (2017). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:1-18.

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2017Spillover Effects of Japan’s Quantitative and Qualitative Easing on East Asian Economies. (2017). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: ADBI Working Papers. RePEc:ris:adbiwp:0631.

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2017Heterogeneous Investor Behaviors and Market Volatility in the Tokyo Stock Exchange. (2017). Yosuke, Kimura . In: Discussion papers. RePEc:eti:dpaper:17003.

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2017The first arrow hitting the currency target: A long-run risk perspective. (2017). Kano, Takashi ; Wada, Kenji . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:337-352.

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2017Inflation, expectation, and the real economy in Japan. (2017). Ono, Masanori . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:45:y:2017:i:c:p:13-26.

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2017Is the yen misaligned more during the Abenomics period?. (2017). Baak, Saang Joon. In: Japan and the World Economy. RePEc:eee:japwor:v:44:y:2017:i:c:p:26-34.

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2017Influence of Inefficiency in Government Expenditure on the Multiplier of Public Investment. (2017). Ogibayashi, Shigeaki ; Takashima, Kosei. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-017-9671-y.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: Papers. RePEc:arx:papers:1710.07030.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CARF F-Series. RePEc:cfi:fseres:cf423.

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2017Framing Game Theory. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf425.

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2017State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment. (2017). Nakano, Masafumi ; Takahashi, Soichiro. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1067.

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2017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Fujii, Masaaki ; Takahashi, Masayuki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069.

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2017Framing Game Theory. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1072.

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Recent citations received in 2016

YearCiting document
2016Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar. (2016). Fukuda, Shin-ichi ; Shin- ichi Fukuda, ; Tanaka, Mariko. In: CARF F-Series. RePEc:cfi:fseres:cf401.

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2016Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates. (2016). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:109-122.

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2016Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations . (2016). Omori, Yasuhiro ; Yamauchi, Yuta . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1029.

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2016Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar. (2016). Fukuda, Shin-ichi ; Shin- ichi Fukuda, ; Tanaka, Mariko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1032.

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Recent citations received in 2015

YearCiting document
2015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf363.

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2015Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372.

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2015An 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.

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2015Time 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.

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2015Optimal bandwidth selection for the fuzzy regression discontinuity estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CeMMAP working papers. RePEc:ifs:cemmap:49/15.

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2015Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:15-13.

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2015A 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.

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2015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976.

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2015Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf990.

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2015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993.

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2015An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CIRJE F-Series. RePEc:tky:fseres:2015cf998.

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Recent citations received in 2014

YearCiting document
2014Endogenous 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.

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2014The Effect of Measurement Error in the Sharp Regression Discontinuity Design. (2014). Yanagi, Takahide. In: KIER Working Papers. RePEc:kyo:wpaper:910.

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2014Main lessons of the NBB’s 2014 conference “Total factor productivity : measurement, determinants and effects”. (2014). Fuss, Catherine ; Dhyne, Emmanuel. In: Economic Review. RePEc:nbb:ecrart:y:2014:m:december:i:iii:p:63-76.

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2014Main lessons of the NBB’s 2014 conference on “Total factor productivity : measurement, determinants and effects”. (2014). Fuss, Catherine. In: Economic Review. RePEc:nbb:ecrart:y:2014:m:december:i:iii:p:69-82.

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team