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

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

0.17

5 Years IF

0.16

Data available in this report

[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	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.14	0	0	0	0	0		0	0		0			0		0	0.07
1991	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1992	0	0.1	0	0	0	0	0		0	0		0			0		0	0.07
1993	0	0.13	0	0	0	0	0		0	0		0			0		0	0.07
1994	0	0.13	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.18	0	0	0	0	0		0	0		0			0		0	0.09
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.11
1997	0	0.23	0.03	0	37	37	26	1	1	0		0			0	1	0.03	0.12
1998	0.03	0.24	0.02	0.03	46	83	19	2	3	37	1	37	1		0	1	0.02	0.15
1999	0.05	0.32	0.08	0.05	30	113	48	7	12	83	4	83	4	1	14.3	2	0.07	0.21
2000	0.03	0.46	0.07	0.04	32	145	46	7	22	76	2	113	4	4	57.1	3	0.09	0.2
2001	0.15	0.39	0.09	0.08	44	189	115	17	39	62	9	145	11	9	52.9	6	0.14	0.22
2002	0.18	0.42	0.11	0.09	45	234	37	23	65	76	14	189	17	11	47.8	5	0.11	0.24
2003	0.1	0.41	0.13	0.08	67	301	183	35	103	89	9	197	16	16	45.7	9	0.13	0.24
2004	0.21	0.47	0.11	0.15	57	358	107	38	142	112	23	218	32	8	21.1	2	0.04	0.27
2005	0.26	0.49	0.14	0.16	80	438	204	62	204	124	32	245	39	15	24.2	13	0.16	0.29
2006	0.18	0.48	0.13	0.16	67	505	145	66	270	137	25	293	46	13	19.7	6	0.09	0.26
2007	0.22	0.4	0.14	0.18	76	581	122	84	354	147	32	316	56	21	25	6	0.08	0.22
2008	0.11	0.45	0.12	0.16	70	651	82	79	433	143	16	347	55	18	22.8	5	0.07	0.23
2009	0.08	0.43	0.15	0.09	98	749	301	113	547	146	11	350	30	32	28.3	52	0.53	0.23
2010	0.25	0.37	0.17	0.2	76	825	187	140	688	168	42	391	77	40	28.6	10	0.13	0.19
2011	0.24	0.47	0.14	0.15	49	874	59	117	807	174	42	387	59	8	6.8	1	0.02	0.25
2012	0.28	0.5	0.19	0.26	41	915	41	171	978	125	35	369	97	15	8.8	2	0.05	0.26
2013	0.13	0.52	0.18	0.25	40	955	62	169	1147	90	12	334	83	12	7.1	7	0.18	0.24
2014	0.23	0.55	0.17	0.23	39	994	46	166	1313	81	19	304	71	7	4.2	4	0.1	0.28
2015	0.43	0.54	0.2	0.31	48	1042	66	209	1522	79	34	245	75	28	13.4	15	0.31	0.28
2016	0.3	0.58	0.14	0.17	38	1080	24	154	1676	87	26	217	37	14	9.1	5	0.13	0.29
2017	0.34	0.6	0.14	0.21	44	1124	20	154	1830	86	29	206	44	24	15.6	7	0.16	0.3
2018	0.17	0.62	0.12	0.16	25	1149	1	133	1963	82	14	209	34	6	4.5		0	0.33

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations in y to articles published in y-1 plus y-2
%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	58
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	37
3	2006	Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers \|\| Download paper	32
4	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	31
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	29
6	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
7	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	24
8	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	24
9	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	23
10	2007	Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers \|\| Download paper	23
11	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	23
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	22
13	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	22
14	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	21
15	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	21
16	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	20
17	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	20
18	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	19
19	2005	Measuring 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. Full description at Econpapers \|\| Download paper	19
20	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	19
21	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	19
22	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	18
23	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	18
24		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	18
25	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	17
26	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	17
27	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	16
28	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	16
29	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	16
30	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
31	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	15
32	2004	Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya. In: CIRJE F-Series. RePEc:tky:fseres:2004cf270. Full description at Econpapers \|\| Download paper	14
33	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	14
34	2006	Exchange 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. Full description at Econpapers \|\| Download paper	14
35	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	13
36	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	13
37	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	13
38		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	13
39	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
40	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
41	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
42	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
43	2001	Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Tripathi, Gautam ; Ahn, Hyungtaik ; Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2001cf124. Full description at Econpapers \|\| Download paper	12
44	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	12
45	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	12
46	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
47	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
48	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
49	2009	Daily 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	11
50	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	11

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

#	Year	Title	Cited
1	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	14
2	2006	Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers \|\| Download paper	12
3	2007	Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers \|\| Download paper	12
4	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	11
5	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
6	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	10
7	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	9
8	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	9
9	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	8
10	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	8
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	8
12	0000	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (0000). Nakano, Masafumi ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1037. Full description at Econpapers \|\| Download paper	7
13	2005	Measuring 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. Full description at Econpapers \|\| Download paper	7
14	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	7
15	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037. Full description at Econpapers \|\| Download paper	7
16	2017	Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1058. Full description at Econpapers \|\| Download paper	7
17	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
18	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	6
19	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	6
20	2009	Daily 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
21	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	6
22	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	5
23	2017	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069. Full description at Econpapers \|\| Download paper	5
24	2009	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	5
25	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	5
26	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	5
27	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	5
28	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
29	2011	Stock 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. Full description at Econpapers \|\| Download paper	4
30	2009	A Note on Construction of Multiple Swap Curves with and without Collateral. (2009). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2009cf630. Full description at Econpapers \|\| Download paper	4
31	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	4
32	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
33	2012	A Characterization of the Plurality Rule. (2012). Sekiguchi, Yohei . In: CIRJE F-Series. RePEc:tky:fseres:2012cf833. Full description at Econpapers \|\| Download paper	4
34	2016	Reputational Effects in Sovereign Default. (2016). Fabinger, Michal ; Egorov, Konstantin. In: CIRJE F-Series. RePEc:tky:fseres:2016cf999. Full description at Econpapers \|\| Download paper	3
35	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	3
36	2010	Aggregation, 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	3
37	2015	The Influence Function of Semiparametric Estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney K. In: CIRJE F-Series. RePEc:tky:fseres:2015cf985. Full description at Econpapers \|\| Download paper	3
38	2016	Auctions For Complements Ã¢â¬âAn Experimental Analysis. (2016). Marszalec, Daniel. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1018. Full description at Econpapers \|\| Download paper	3
39	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	3
40	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	3
41	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
42	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	3
43	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
44	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	2
45	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	2
46	2005	Productivity Convergence at the Firm Level. (2005). Nakajima, Takanobu ; Kiyota, Kozo ; Nishimura, Kiyohiko G.. In: CIRJE F-Series. RePEc:tky:fseres:2005cf341. Full description at Econpapers \|\| Download paper	2
47	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	2
48	2006	Effects of a bank consolidation promotion policy: Evaluating Bank Law in 1927 Japan. (2006). SAWADA, MICHIRU ; okazaki, tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2006cf400. Full description at Econpapers \|\| Download paper	2
49	2019	Behavioral Theory of Repeated PrisonerÃ¢â¬â¢s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1115. Full description at Econpapers \|\| Download paper	2
50	2009	Self-organizing Marketplaces. (2009). Tabuchi, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2009cf607. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 14

Year	Title
2018	Multi-Dimensional Pass-Through and Welfare Measures under Imperfect Competition. (2018). Fabinger, Michal ; Adachi, Takanori. In: Papers. RePEc:arx:papers:1702.04967. Full description at Econpapers \|\| Download paper
2018	An Analysis of Peer Effects on Vaccination Behavior Using a Model of Privately Provided Public Goods. (2018). Itaya, Jun-ichi ; Ibuka, Yoko ; Miyazato, Naomi. In: Discussion paper series. A. RePEc:hok:dpaper:321. Full description at Econpapers \|\| Download paper
2018	The Performance of Core-Selecting Auctions: An Experiment. (2018). Ott, Marion ; Kittsteiner, Thomas ; Heczko, Alexander. In: EconStor Preprints. RePEc:zbw:esprep:176842. Full description at Econpapers \|\| Download paper
2018	Efficient Investments in the Implementation Problem. (2018). Tomoeda, Kentaro. In: Working Paper Series. RePEc:uts:ecowps:54. Full description at Econpapers \|\| Download paper
2018	State Space Approach to Adaptive Artificial Intelligence Modeling: Application to Financial Portfolio with Fuzzy System. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf422. Full description at Econpapers \|\| Download paper
2018	On the Effect of Bank of Japanâs Outright Purchase on the JGB Yield Curve. (2018). Nakano, Masafumi ; Tokioka, Takami ; Takahashi, Soichiro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9238-5. Full description at Econpapers \|\| Download paper
2018	Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf430. Full description at Econpapers \|\| Download paper
2018	Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078. Full description at Econpapers \|\| Download paper
2018	Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:587-609. Full description at Econpapers \|\| Download paper
2018	Objectives of governments in tax competition: Role of capital supply elasticity. (2018). Ogawa, Hikaru ; Wang, Wenming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:225-231. Full description at Econpapers \|\| Download paper
2018	Framing Game Theory. (2018). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf428. Full description at Econpapers \|\| Download paper
2018	Framing Game Theory. (2018). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1076. Full description at Econpapers \|\| Download paper
2018	Implementation without Expected Utility: Ex-Post Verifiability. (2018). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf443. Full description at Econpapers \|\| Download paper
2018	A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations. (2018). von Wurstemberger, Philippe ; Jentzen, Arnulf ; Hornung, Fabian ; Grohs, Philipp. In: Papers. RePEc:arx:papers:1809.02362. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document

Recent citations received in 2017

Year	Citing document
2017	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf423. Full description at Econpapers \|\| Download paper
2017	Framing Game Theory. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf425. Full description at Econpapers \|\| Download paper
2017	State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1067. Full description at Econpapers \|\| Download paper
2017	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069. Full description at Econpapers \|\| Download paper
2017	Framing Game Theory. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1072. Full description at Econpapers \|\| Download paper

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). Fukuda, Shin-ichi ; 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). 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. Full description at Econpapers \|\| Download paper
2016	Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations . (2016). Omori, Yasuhiro ; Yamauchi, Yuta. 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). Fukuda, Shin-ichi ; 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	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

10 most frequent citing series

#	Series	H	Cites
1	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	14	90
2	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	19	89
3	MPRA Paper / University Library of Munich, Germany	87	40
4	Papers / arXiv.org	51	31
5	Asia-Pacific Financial Markets / Springer	11	18
6	Tinbergen Institute Discussion Papers / Tinbergen Institute	28	17
7	Journal of the Japanese and International Economies / Elsevier	43	17
8	Computational Statistics & Data Analysis / Elsevier	37	15
9	Discussion papers / Research Institute of Economy, Trade and Industry (RIETI)	20	15
10	Journal of Econometrics / Elsevier	188	14
11	Economic Modelling / Elsevier	57	13