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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
26
Impact Factor (IF)
0.45
5 Years IF
0.29
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
0000 0 6 6 0 0
1997 0 0.27 0.02 0 37 43 31 1 1 0 0 0 1 0.03 0.15
1998 0.03 0.3 0.02 0.03 46 89 37 2 3 37 1 37 1 0 1 0.02 0.18
1999 0.06 0.38 0.09 0.06 30 119 76 8 14 83 5 83 5 1 12.5 2 0.07 0.25
2000 0.08 0.52 0.13 0.08 32 151 79 16 34 76 6 113 9 10 62.5 5 0.16 0.24
2001 0.24 0.48 0.14 0.12 44 195 159 25 62 62 15 145 18 16 64 7 0.16 0.27
2002 0.28 0.52 0.18 0.16 45 240 65 42 106 76 21 189 31 17 40.5 7 0.16 0.29
2003 0.21 0.51 0.19 0.17 67 307 259 55 165 89 19 197 34 20 36.4 11 0.16 0.29
2004 0.32 0.57 0.2 0.28 57 364 142 69 237 112 36 218 60 11 15.9 5 0.09 0.35
2005 0.4 0.58 0.23 0.27 80 444 379 104 341 124 50 245 66 22 21.2 18 0.23 0.36
2006 0.34 0.58 0.19 0.25 67 511 264 98 439 137 47 293 72 16 16.3 10 0.15 0.34
2007 0.41 0.5 0.24 0.29 76 587 227 139 581 147 60 316 91 32 23 13 0.17 0.29
2008 0.26 0.58 0.22 0.32 70 657 132 147 728 143 37 347 111 23 15.6 7 0.1 0.3
2009 0.21 0.56 0.28 0.2 98 755 479 208 940 146 31 350 71 53 25.5 93 0.95 0.32
2010 0.57 0.51 0.35 0.38 76 831 421 290 1232 168 95 391 147 83 28.6 36 0.47 0.29
2011 0.43 0.6 0.24 0.28 49 880 105 212 1446 174 74 387 107 25 11.8 9 0.18 0.35
2012 0.58 0.65 0.35 0.44 41 921 83 319 1765 125 73 369 164 31 9.7 12 0.29 0.34
2013 0.34 0.64 0.3 0.4 40 961 99 287 2052 90 31 334 132 33 11.5 13 0.33 0.34
2014 0.46 0.65 0.27 0.4 39 1000 95 268 2320 81 37 304 121 15 5.6 11 0.28 0.34
2015 0.53 0.63 0.27 0.39 48 1048 115 278 2598 79 42 245 96 43 15.5 18 0.38 0.35
2016 0.37 0.63 0.18 0.22 38 1086 49 194 2792 87 32 217 47 18 9.3 5 0.13 0.34
2017 0.42 0.62 0.17 0.25 45 1131 49 188 2980 86 36 206 51 25 13.3 12 0.27 0.34
2018 0.24 0.62 0.15 0.23 26 1157 44 175 3156 83 20 210 48 12 6.9 1 0.04 0.35
2019 0.41 0.62 0.18 0.29 29 1186 50 212 3368 71 29 196 56 28 13.2 14 0.48 0.37
2020 0.38 0.7 0.11 0.23 22 1208 40 136 3505 55 21 186 43 12 8.8 8 0.36 0.72
2021 0.45 1.01 0.14 0.29 24 1232 8 174 3679 51 23 160 46 22 12.6 4 0.17 0.42
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
#YearTitleCited
12010Analyzing 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

75
22010Market 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

70
32009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf638.

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56
42005Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335.

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54
52009Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2009cf621.

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49
62009The 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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49
72009A 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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48
82006Exchange 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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42
92006Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405.

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41
102005The 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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40
112009Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699.

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35
12Indirect 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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34
132009Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613.

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33
142007Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523.

Full description at Econpapers || Download paper

31
152010Conditional 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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31
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.

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31
172010Do 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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30
182001A 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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29
192018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078.

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28
202013The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894.

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27
212018Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090.

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27
222007The 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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27
232009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

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27
242010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf752.

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27
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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26
262014Can 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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26
272008On 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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26
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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26
292001Pricing 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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25
302006Intra-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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24
312015Abenomics: 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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24
322012Perturbative 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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24
332005The 2005 Lawrence R. Klein Lecture: Emergent Class Structure. (2005). Matsuyama, Kiminori. In: CIRJE F-Series. RePEc:tky:fseres:2005cf383.

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23
341999Causes 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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23
352010Choice of Collateral Currency. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf778.

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23
362014Tests 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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22
372015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993.

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22
382001Modularization 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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22
392005Measuring 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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22
402009A 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.

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22
412006Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf430.

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21
422015An 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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21
432005Short-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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21
442009A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2009). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2009cf698.

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20
452010Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf781.

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20
46Volatility 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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20
472015Perturbative 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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20
482017Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038.

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19
492014Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932.

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19
502009Modelling 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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19
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Bitcoin 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

17
22010Analyzing 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

16
32018Bitcoin 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

16
42020A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition . (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1144.

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15
52019Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1133.

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13
62010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705.

Full description at Econpapers || Download paper

9
72015Abenomics: 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
82020Interest 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.

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8
92020A 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.

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8
102014Can 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

8
112005Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335.

Full description at Econpapers || Download paper

8
122006Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405.

Full description at Econpapers || Download paper

7
132014Tests 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
142009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

Full description at Econpapers || Download paper

6
152015The Influence Function of Semiparametric Estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney K. In: CIRJE F-Series. RePEc:tky:fseres:2015cf985.

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6
162019Inflation 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.

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6
172016The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation. (2016). Marszalec, Daniel. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1020.

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6
182007Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523.

Full description at Econpapers || Download paper

6
192018The 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.

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6
202009Volatility 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

6
212009Block 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

6
222010IV 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.

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5
232012A Characterization of the Plurality Rule. (2012). Sekiguchi, Yohei . In: CIRJE F-Series. RePEc:tky:fseres:2012cf833.

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5
242020Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146.

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5
252008On 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
262013The 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
272014Matrix 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
282020Online Learning During School Closure Due to COVID-19. (2020). Yamaguchi, Shintaro ; Ikeda, Masato. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1157.

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4
292005Short-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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4
302019Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations. (2019). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1117.

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4
312019Investor 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.

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4
322009Self-organizing Marketplaces. (2009). Tabuchi, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2009cf607.

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4
332020Mechanism Design with Blockchain Enforcement. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1145.

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4
342019Stochastic Differential Game in High Frequency Market. (2019). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1114.

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4
352006Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf430.

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4
362001Introduction to Repeated Games with Private Monitoring. (2001). Kandori, Michihiro. In: CIRJE F-Series. RePEc:tky:fseres:2001cf114.

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4
372011Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2011cf802.

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4
382016Impact 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.

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392015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993.

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402017Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038.

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412015An 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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422008Term 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.

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432021Portfolio Optimization with Choice of a Probability Measure. (2021). Saito, Taiga ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1165.

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3
442017The Impacts of Emerging Asia on Global Financial Markets. (2017). Fukuda, Shin-ichi ; Tanaka, Mariko ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1050.

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452021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1162.

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462015Optimal 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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472010Conditional 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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482000Defense Expenditures and Allied Cooperation. (2000). Ihori, Toshihiro. In: CIRJE F-Series. RePEc:tky:fseres:2000cf68.

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492012Testing the Number of Components in Finite Mixture Models. (2012). Shimotsu, Katsumi ; Kasahara, Hiroyuki. In: CIRJE F-Series. RePEc:tky:fseres:2012cf867.

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502017Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037.

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Citing documents used to compute impact factor: 23
YearTitle
2021An Assessment of Abenomics: Evolution and Achievements. (2021). Ito, Takatoshi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:190-219.

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2021Comment on “Assessment of Abenomics: Evolution and Achievement”. (2021). Fukuda, Shinichi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:222-223.

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2021Evaluation of Japan’s Macro-Fiscal Policy and its Challenges. (2021). Soma, Naoto ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: Public Policy Review. RePEc:mof:journl:ppr17_02_06.

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2021Causal effects of family income on educational investment and child outcomes: Evidence from a policy reform in Japan. (2021). Akabayashi, Hideo ; Naoi, Michio ; Shikishima, Chizuru ; Senoh, Wataru ; Sano, Shinpei ; Nozaki, Kayo ; Nakamura, Ryosuke. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:60:y:2021:i:c:s0889158321000010.

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2021Epistemological Implementation of Social Choice Functions. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf518.

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2021Dynamic factor, leverage and realized covariances in multivariate stochastic volatility. (2020). Omori, Yasuhiro ; Yamauchi, Yuta. In: Papers. RePEc:arx:papers:2011.06909.

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2021Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility. (2021). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1176.

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2021Auctions of Homogeneous Goods: A Case for Pay-as-Bid. (2021). Woodward, Kyle ; Pycia, Marek. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15656.

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2021Epistemological Mechanism Design (Revised version of CARF-F-496). (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf498.

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2021A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2010.09186.

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2021Deep Learning for Principal-Agent Mean Field Games. (2021). Chen, Yichao ; Shrivats, Arvind ; Campbell, Steven ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:2110.01127.

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2021Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1180.

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2021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf509.

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2021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1162.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1177.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf521.

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2021Portfolio Optimization with Choice of a Probability Measure. (2021). Saito, Taiga ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1165.

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2021Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks. (2021). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1173.

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2021The Deep Roots of Inequality. (2021). Kumon, Yuzuru. In: IAST Working Papers. RePEc:tse:iastwp:126149.

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2021Access to and Demand for Online School Education during the COVID-19 Pandemic in Japan. (2021). Zvedelikova, Mirka ; Taguchi, Shimpei ; Akabayashi, Hideo. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2021-013.

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2021Impact of Temporary School Closure Due to COVID-19 on the Academic Achievement of Elementary School Students. (2021). Ohtake, Fumio ; Asakawa, Shinsuke. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2114.

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2021Teamwise Mean Field Competitions. (2020). Zhang, Yuchong ; Yu, Xiang ; Zhou, Zhou. In: Papers. RePEc:arx:papers:2006.14472.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2003.03035.

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Recent citations
Recent citations received in 2021

YearCiting document
2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf521.

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2021Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks. (2021). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1173.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1177.

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2021Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1180.

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Recent citations received in 2020

YearCiting document
2020Price formation and optimal trading in intraday electricity markets with a major player. (2020). Tankov, Peter ; Tinsi, Laura. In: Papers. RePEc:arx:papers:2011.07655.

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2020A 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.

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2020Unique Information Elicitation. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf496.

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2020Probabilistic 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.

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2020Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902.

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2020Impacts of the Industrial Revolution on Wages and Skills of Workers: The Silk Weaving Industry in Early Twentieth-Century Japan. (2020). Okazaki, Tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1147.

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2020A 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.

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Recent citations received in 2019

YearCiting document
2019Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf452.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf462.

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2019Accuracy 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.

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2019Investor 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.

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2019Does 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.

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2019Does Inflation Targeting Always Matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; Villavicencio, Antonia Lopez ; LopezVillavicencio, Antonia . In: Post-Print. RePEc:hal:journl:hal-02082568.

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2019Does Inflation Targeting Always Matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; López Villavicencio, Antonia ; LopezVillavicencio, Antonia . In: Working Papers. RePEc:hal:wpaper:hal-02082568.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: KIER Working Papers. RePEc:kyo:wpaper:1018.

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2019Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1115.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1121.

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2019Accuracy 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.

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2019Investor 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.

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Recent citations received in 2018

YearCiting document
2018Corporate Governance, Accounting Transparency and Stock Exchange Sizes in Germany, Japan and “Anglo-Saxon” Economies, 1870-1950. (2018). Hannah, Leslie. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-77.

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