[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]
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 | 0.21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1997 | 0 | 0.23 | 0.03 | 0 | 37 | 37 | 26 | 1 | 1 | 0 | 0 | 0 | 1 | 0.03 | 0.13 | |||
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 | 0.09 | 0.05 | 30 | 113 | 52 | 7 | 13 | 83 | 4 | 83 | 4 | 1 | 14.3 | 2 | 0.07 | 0.21 |
2000 | 0.03 | 0.44 | 0.07 | 0.04 | 32 | 145 | 57 | 7 | 23 | 76 | 2 | 113 | 4 | 4 | 57.1 | 3 | 0.09 | 0.2 |
2001 | 0.15 | 0.4 | 0.1 | 0.08 | 44 | 189 | 123 | 17 | 41 | 62 | 9 | 145 | 11 | 9 | 52.9 | 6 | 0.14 | 0.22 |
2002 | 0.22 | 0.42 | 0.12 | 0.11 | 45 | 234 | 40 | 27 | 70 | 76 | 17 | 189 | 20 | 11 | 40.7 | 5 | 0.11 | 0.23 |
2003 | 0.1 | 0.42 | 0.13 | 0.09 | 67 | 301 | 183 | 34 | 108 | 89 | 9 | 197 | 17 | 16 | 47.1 | 7 | 0.1 | 0.24 |
2004 | 0.21 | 0.47 | 0.11 | 0.15 | 57 | 358 | 110 | 39 | 148 | 112 | 23 | 218 | 33 | 8 | 20.5 | 2 | 0.04 | 0.27 |
2005 | 0.27 | 0.49 | 0.15 | 0.17 | 80 | 438 | 225 | 65 | 213 | 124 | 33 | 245 | 41 | 15 | 23.1 | 14 | 0.18 | 0.29 |
2006 | 0.18 | 0.47 | 0.13 | 0.16 | 67 | 505 | 160 | 67 | 280 | 137 | 25 | 293 | 46 | 13 | 19.4 | 6 | 0.09 | 0.27 |
2007 | 0.22 | 0.39 | 0.15 | 0.18 | 76 | 581 | 133 | 86 | 366 | 147 | 33 | 316 | 57 | 21 | 24.4 | 6 | 0.08 | 0.22 |
2008 | 0.12 | 0.46 | 0.12 | 0.16 | 70 | 651 | 88 | 80 | 446 | 143 | 17 | 347 | 55 | 18 | 22.5 | 5 | 0.07 | 0.23 |
2009 | 0.08 | 0.43 | 0.15 | 0.09 | 98 | 749 | 299 | 110 | 557 | 146 | 12 | 350 | 32 | 32 | 29.1 | 46 | 0.47 | 0.22 |
2010 | 0.23 | 0.37 | 0.17 | 0.19 | 76 | 825 | 198 | 141 | 699 | 168 | 39 | 391 | 74 | 41 | 29.1 | 9 | 0.12 | 0.19 |
2011 | 0.18 | 0.46 | 0.11 | 0.12 | 49 | 874 | 66 | 95 | 796 | 174 | 31 | 387 | 47 | 8 | 8.4 | 1 | 0.02 | 0.25 |
2012 | 0.26 | 0.5 | 0.18 | 0.25 | 41 | 915 | 49 | 168 | 964 | 125 | 33 | 369 | 93 | 15 | 8.9 | 2 | 0.05 | 0.25 |
2013 | 0.13 | 0.5 | 0.18 | 0.24 | 40 | 955 | 68 | 170 | 1134 | 90 | 12 | 334 | 79 | 13 | 7.6 | 7 | 0.18 | 0.24 |
2014 | 0.26 | 0.53 | 0.17 | 0.23 | 39 | 994 | 69 | 173 | 1307 | 81 | 21 | 304 | 71 | 8 | 4.6 | 8 | 0.21 | 0.27 |
2015 | 0.43 | 0.53 | 0.2 | 0.29 | 48 | 1042 | 92 | 204 | 1511 | 79 | 34 | 245 | 72 | 30 | 14.7 | 15 | 0.31 | 0.27 |
2016 | 0.33 | 0.54 | 0.14 | 0.18 | 38 | 1080 | 44 | 152 | 1663 | 87 | 29 | 217 | 40 | 16 | 10.5 | 5 | 0.13 | 0.27 |
2017 | 0.34 | 0.54 | 0.14 | 0.21 | 45 | 1125 | 36 | 157 | 1820 | 86 | 29 | 206 | 44 | 24 | 15.3 | 9 | 0.2 | 0.27 |
2018 | 0.22 | 0.53 | 0.12 | 0.2 | 26 | 1151 | 19 | 139 | 1960 | 83 | 18 | 210 | 42 | 10 | 7.2 | 0 | 0.26 | |
2019 | 0.3 | 0.55 | 0.14 | 0.24 | 29 | 1180 | 26 | 169 | 2129 | 71 | 21 | 196 | 47 | 24 | 14.2 | 10 | 0.34 | 0.32 |
2020 | 0.27 | 0.63 | 0.07 | 0.18 | 22 | 1202 | 12 | 88 | 2217 | 55 | 15 | 186 | 33 | 5 | 5.7 | 5 | 0.23 | 0.58 |
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 |
# | 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 | 44 |
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 | 34 |
3 | Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Ohashi, Hiroshi ; Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261. Full description at Econpapers || Download paper | 34 | |
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 | 31 |
5 | 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 | 31 |
6 | 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 | 29 |
7 | 2008 | On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542. Full description at Econpapers || Download paper | 26 |
8 | 2007 | Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers || Download paper | 25 |
9 | 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 | 25 |
10 | 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 | 25 |
11 | 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 | 24 |
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 | 24 |
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 | 23 |
14 | 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 |
15 | 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 | 22 |
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 | 22 |
17 | 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 | 21 |
18 | 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 | 20 |
19 | 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 | 20 |
20 | 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 | 20 |
21 | 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 | 19 | |
22 | 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 | 19 |
23 | 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 |
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 | 19 |
25 | 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 | 18 |
26 | 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 | 18 |
27 | 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 | 18 |
28 | 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 | 18 |
29 | 2005 | Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348. Full description at Econpapers || Download paper | 17 |
30 | 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 | 17 |
31 | 2014 | Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932. Full description at Econpapers || Download paper | 17 |
32 | 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 | 17 |
33 | 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 | 17 |
34 | 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 | 16 |
35 | 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 | 15 |
36 | 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 | 15 |
37 | 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 |
38 | 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 | 14 |
39 | 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 | 14 |
40 | 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 | 14 |
41 | 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 | 14 | |
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 | 14 |
43 | 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 |
44 | 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 | 14 | |
45 | 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 | 13 |
46 | 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 |
47 | 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 | 13 |
48 | 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 |
49 | 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 |
50 | 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 11 |
2 | 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 | 10 |
3 | 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 |
4 | 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers || Download paper | 9 |
5 | 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 | 8 |
6 | 2016 | The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation. (2016). Marszalec, Daniel. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1020. Full description at Econpapers || Download paper | 7 |
7 | 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 | 7 |
8 | 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 | 7 |
9 | 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 | 7 |
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 | 7 |
11 | 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 | 6 |
12 | 2020 | A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition . (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1144. Full description at Econpapers || Download paper | 6 |
13 | 2019 | Inflation Target and Anchor of Inflation Forecasts in Japan. (2019). Soma, Naoto ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2019cf1108. Full description at Econpapers || Download paper | 6 |
14 | 2016 | Impact Assessment of Credit Program for Tenant Farmers in Bangladesh: Evidence from a Field Experiment. (2016). Hossain, Marup ; Abdul, Malek ; Hasib, MD ; Amzad, MD ; Malek, Mohammad Abdul ; Shakil, MD. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1025. Full description at Econpapers || Download paper | 6 |
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 | 6 |
16 | 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 |
17 | 2018 | Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090. Full description at Econpapers || Download paper | 6 |
18 | 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 |
19 | 2008 | On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542. Full description at Econpapers || Download paper | 5 |
20 | 2014 | Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932. Full description at Econpapers || Download paper | 5 |
21 | 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 |
22 | 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 |
23 | 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 | 5 |
24 | 2009 | Non-Classical Measurement Error in Long-Term Retrospective Recall Surveys. (2009). Kim, Bonggeun ; Gibson, John. In: CIRJE F-Series. RePEc:tky:fseres:2009cf658. Full description at Econpapers || Download paper | 4 |
25 | 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 |
26 | 2018 | The Role of Corporate Governance in Japanese Unlisted Companies. (2018). Fukuda, Shin-ichi ; Nakajima, Jouchi ; Kasuya, Munehisa ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2018cf1081. Full description at Econpapers || Download paper | 4 |
27 | 2008 | Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS. (2008). Nozawa, Wataru ; Takahashi, Akihiko ; Nakamura, Hisasi . In: CIRJE F-Series. RePEc:tky:fseres:2008cf603. Full description at Econpapers || Download paper | 4 |
28 | 2019 | Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations. (2019). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1117. Full description at Econpapers || Download paper | 4 |
29 | 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 | 4 |
30 | 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 | 4 |
31 | 2017 | Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1058. Full description at Econpapers || Download paper | 4 |
32 | 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 | 4 |
33 | 2008 | Term Structure of Interest Rates under Recursive Preferences in Continuous Time. (2008). Takahashi, Akihiko ; Nakayama, Keita ; Nakamura, Hisashi . In: CIRJE F-Series. RePEc:tky:fseres:2008cf540. Full description at Econpapers || Download paper | 4 |
34 | 2019 | Behavioral Theory of Repeated Prisonerâââ‰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 | 3 |
35 | 2006 | The Role of Trade Credit for Small Firms: An Implication from Japans Banking Crisis. (2006). Fukuda, Shin-ichi ; Akashi, Kentaro ; Kasuya, Munehisa. In: CIRJE F-Series. RePEc:tky:fseres:2006cf440. Full description at Econpapers || Download paper | 3 |
36 | 2017 | The Impacts of Emerging Asia on Global Financial Markets. (2017). Tanaka, Mariko ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1050. Full description at Econpapers || Download paper | 3 |
37 | 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 | 3 |
38 | 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 | 3 |
39 | 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 | 3 |
40 | 2005 | The Fall of Organ Bank Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-war Japan. (2005). SAWADA, MICHIRU ; okazaki, tetsuji ; Wang, KE. In: CIRJE F-Series. RePEc:tky:fseres:2005cf379. Full description at Econpapers || Download paper | 3 |
41 | 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 | 3 |
42 | 2020 | Mechanism Design with Blockchain Enforcement. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1145. Full description at Econpapers || Download paper | 3 |
43 | 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 | 3 |
44 | 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 | 3 |
45 | 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 | 3 |
46 | 2011 | Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2011cf802. Full description at Econpapers || Download paper | 3 |
47 | 2019 | Blockchain Disables Real-World Governance. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1119. Full description at Econpapers || Download paper | 3 |
48 | 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 | 3 |
49 | 2017 | 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 | 3 |
50 | 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 |
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2020 | The Effects of M&A on Corporate Performance in Japan:DID Analysis in the Era of Corporate Governance Reform. (2020). Fukuda, Akira. In: Japan and the World Economy. RePEc:eee:japwor:v:55:y:2020:i:c:s0922142520300141. Full description at Econpapers || Download paper | |
2020 | Bargaining power and the Phillips curve: a micro-macro analysis. (2020). Riggi, Marianna ; Lombardi, Marco ; Viviano, Eliana. In: BIS Working Papers. RePEc:bis:biswps:903. Full description at Econpapers || Download paper | |
2020 | Bargaining power and the Phillips curve: a micro-macro analysis. (2020). Viviano, Eliana ; Riggi, Marianna ; Lombardi, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1302_20. Full description at Econpapers || Download paper | |
2020 | Inflation control and adequacy of targeting to economic growth policy. (2020). Sukharev, Oleg S. In: Upravlenets. RePEc:url:upravl:v:11:y:2020:i:1:p:33-44. Full description at Econpapers || Download paper | |
2020 | Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre L. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-02. Full description at Econpapers || Download paper | |
2020 | Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations. (2020). Yetman, James. In: BIS Working Papers. RePEc:bis:biswps:895. Full description at Econpapers || Download paper | |
2020 | Effects of class-size reduction on cognitive and non-cognitive skills. (2020). Yamaguchi, Shintaro ; Nakamuro, Makiko ; Ito, Hirotake. In: Japan and the World Economy. RePEc:eee:japwor:v:53:y:2020:i:c:s0922142519300088. Full description at Econpapers || Download paper | |
2020 | Accuracy and retaliation in repeated games with imperfect private monitoring: Experiments. (2020). Matsushima, Hitoshi ; Kayaba, Yutaka ; Toyama, Tomohisa. In: Games and Economic Behavior. RePEc:eee:gamebe:v:120:y:2020:i:c:p:193-208. Full description at Econpapers || Download paper | |
2020 | Intergovernmental competition for donations: The case of the Furusato Nozei program in Japan. (2020). Ogawa, Hikaru ; Fukasawa, Takeshi. In: Journal of Asian Economics. RePEc:eee:asieco:v:67:y:2020:i:c:s1049007820300221. Full description at Econpapers || Download paper | |
2020 | Interest Rate Model With Investor Attitude and Text Mining. (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1152. Full description at Econpapers || Download paper | |
2020 | Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access). (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf479. Full description at Econpapers || Download paper | |
2020 | Incentivized Mergers and Cost Effciency: Evidence from the Electricity Distribution Industry. (2020). Clark, Robert ; Samano, Mario. In: Working Paper. RePEc:qed:wpaper:1447. Full description at Econpapers || Download paper | |
2020 | A Model Confidence Set approach to the combination of multivariate volatility forecasts. (2020). Amendola, Alessandra ; Storti, Giuseppe ; Candila, Vincenzo ; Braione, Manuela. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:873-891. Full description at Econpapers || Download paper | |
2020 | Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility. (2020). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1158. Full description at Econpapers || Download paper |
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2020 | A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf495. Full description at Econpapers || Download paper | |
2020 | Unique Information Elicitation. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf496. Full description at Econpapers || Download paper | |
2020 | Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2020). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf497. Full description at Econpapers || Download paper | |
2020 | A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1156. Full description at Econpapers || Download paper |
Year | Citing document | |
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2019 | Behavioral Theory of Repeated Prisonerâââ‰â¢s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf452. Full description at Econpapers || Download paper | |
2019 | Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf462. Full description at Econpapers || Download paper | |
2019 | Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments (Revised version of CARF-F-433). (2019). Matsushima, Hitoshi ; Toyama, Tomohisa ; Kayaba, Yutaka. In: CARF F-Series. RePEc:cfi:fseres:cf466. Full description at Econpapers || Download paper | |
2019 | Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470. Full description at Econpapers || Download paper | |
2019 | Does inflation targeting always matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; Lopez-Villavicencio, Antonia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:360-377. Full description at Econpapers || Download paper | |
2019 | Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: KIER Working Papers. RePEc:kyo:wpaper:1018. Full description at Econpapers || Download paper | |
2019 | Behavioral Theory of Repeated Prisonerâââ‰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 | |
2019 | Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1121. Full description at Econpapers || Download paper | |
2019 | Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments. (2019). Matsushima, Hitoshi ; Toyama, Tomohisa ; Yutaka, Kayaba . In: CIRJE F-Series. RePEc:tky:fseres:2019cf1125. Full description at Econpapers || Download paper | |
2019 | Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1136. Full description at Econpapers || Download paper |
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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 |