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Details about Masanao Aoki

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Postal address:405 Hilgard Ave, University of California, Los Angeles, 90095-1477, Department of Economics
Workplace:Department of Economics, University of California-Los Angeles (UCLA), (more information at EDIRC)

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Last updated 2010-06-08. Update your information in the RePEc Author Service.

Short-id: pao1


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Working Papers

2008

  1. Macroeconomic Relaxation: Adjustment Processes of Hierarchical Economic Structures
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2009)
  2. The Nature of Equilibrium in Macroeconomics: A Critique of Equilibrium Search Theory
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2009)

2007

  1. Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (5)
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2007) Downloads View citations (2)

2006

  1. Growth Patterns of Two Types of Macro-Models: Limiting Behavior of One-and Two-Parameter Poisson-Dirichlet Models
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  2. Long-run Behavior of Macroeconomic Models with Heterogeneous Agents: Asymptotic Behavior of One- and Two-Parameter Poisson-Dirichlet Distributions
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  3. Patterns of Non-exponential Growth of Macroeconomic Models: Two-parameter Poisson-Dirichlet Models
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  4. Thermodynamic Limits of Macroeconomic or Financial Models: One-and Two-Parameter Poisson-Dirichlet Models
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (3)
    Also in UCLA Economics Online Papers, UCLA Department of Economics Downloads View citations (6)

    See also Journal Article in Journal of Economic Dynamics and Control (2008)

2005

  1. A New Stochastic Framework for Macroeconomics: Some Illustrative Examples
    UCLA Economics Online Papers, UCLA Department of Economics Downloads
  2. Cluster Size Distributions of Heterogeneous Economic Agents: Are there non-self-averaging phenomena in economics?
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  3. Effects of Demand Managements on Sector Sizes and Okun's Law
    UCLA Economics Online Papers, UCLA Department of Economics
    Also in UCLA Economics Online Papers, UCLA Department of Economics (2005) Downloads
  4. Effects of Demand Share Patterns and Allocative Disturbances on GDP, Okun's Law and the Beveridge Curves
    UCLA Economics Online Papers, UCLA Department of Economics Downloads
  5. Effects of Demand Share Patterns on GDP, Okun's Law, Beveridge Curves, and Sector Sizes
    Computing in Economics and Finance 2005, Society for Computational Economics
  6. Four Ingredients for New Approaches to Macroeconomic Modeling
    UCLA Economics Online Papers, UCLA Department of Economics Downloads
  7. Statistical Physics and Combinatorial Stochastic Processes in Macroeconomic Modelings by M. Aoki and H. Yoshikawa
    UCLA Economics Online Papers, UCLA Department of Economics

2004

  1. A New Model of Labor Dynamics: Ultrametrics, Okun's Law, and Transient Dynamics
    UCLA Economics Online Papers, UCLA Department of Economics Downloads
  2. New Frameworks for Macroeconomic Modelings: Some Illustrative Examples
    UCLA Economics Online Papers, UCLA Department of Economics Downloads View citations (1)
  3. Two Sources of Macroeconomic Sluggishness: Ultrametric Tree Structures and Entropic Barriers
    UCLA Economics Online Papers, UCLA Department of Economics Downloads

2003

  1. A Simple Quantity Adjustment Model of Economic Fluctuations and Growth
    UCLA Economics Online Papers, UCLA Department of Economics Downloads View citations (2)
  2. Applications of Exchangeable Random Partitions to Economic Modeling
    UCLA Economics Online Papers, UCLA Department of Economics Downloads
  3. The Long Stagnation and Monetary Policy in Japan: A Theoretical Explanation
    UCLA Economics Online Papers, UCLA Department of Economics Downloads View citations (1)
  4. Uncertainty, Policy Ineffectiveness, and Long Stagnation of the Macroeconomy
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in UCLA Economics Online Papers, UCLA Department of Economics (2003) Downloads View citations (1)

    See also Journal Article in Japan and the World Economy (2006)

2002

  1. Growth and Fluctuations of Personal Income
    Papers, arXiv.org Downloads View citations (7)
  2. Open Models of Share Markets with Two Dominant Types of Participants
    UCLA Economics Online Papers, UCLA Department of Economics Downloads View citations (10)
    See also Journal Article in Journal of Economic Behavior & Organization (2002)

2001

  1. A New Model of Economic Fluctuations and Growth
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  2. Modeling Aggregate Behavior and Fluctuations in Economics: Stochastic Views of Interacting Agents
    UCLA Economics Online Papers, UCLA Department of Economics Downloads View citations (8)

2000

  1. Assymetrical Cycles and Equilibrium Selection in Finitary Evolutionary Economic Models
    UCLA Economics Online Papers, UCLA Department of Economics Downloads
  2. Cluster Size Distribution of Economics Agents of Many Types in Market
    UCLA Economics Online Papers, UCLA Department of Economics Downloads View citations (6)
  3. Demand Creation and Economic Growth
    UCLA Economics Online Papers, UCLA Department of Economics Downloads
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (1999) View citations (3)

1999

  1. Stochastic Views on Diamond Search Model: Asymmetrical Cycles and Fluctuations
    UCLA Economics Online Papers, UCLA Department of Economics Downloads

1992

  1. Analysis of U.S. Real GNP and Unemployment Interactions: State Space Approach
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (1993)
  2. Interactions of Real GNP Business Cycles in a Three Country Time Series Model
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (2)

1991

  1. Stochastic Aggregation and Dynamic Field Effects
    UCLA Economics Working Papers, UCLA Department of Economics Downloads
  2. Two Complementary Representations of Multiple Time Series in State Space Innovation Forms
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (1)

1989

  1. Comparisons of alternative identification schemes for the U.S. real GNP- unemployment level correlation: sensitivity analysis
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads
  2. Instrumental variable estimators for state space models
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads
  3. Structural changes in the real GNP interdependence of the U.S., West Germany, and Japan during the period 1970-1986
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis Downloads

1988

  1. A State Space Time Series Modeling Method Without Prior Detrending
    UCLA Economics Working Papers, UCLA Department of Economics Downloads

1987

  1. Evidence of Unit Roots and Co-integration in the Time Series for US GNP, MI and CPI
    UCLA Economics Working Papers, UCLA Department of Economics Downloads
  2. How to Build State Space Models for Nonstationary Time Series and How to Measure Random Walk Components
    UCLA Economics Working Papers, UCLA Department of Economics Downloads
  3. The Stock-Flow Analysis of Investment
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (1)

1982

  1. Export Boom and Dutch Disease: A Dynamic Analysis
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (2)

Undated

  1. A New Non-ergodic Endogenous Growth Model
    UCLA Economics Online Papers, UCLA Department of Economics Downloads
  2. Long Run Behavior of Macroeconomy with Several Types of Agents: Non-self averaging phenomena in Macroeconomics
    UCLA Economics Online Papers, UCLA Department of Economics Downloads
  3. Reconstructing Macroeconomics: A Perspective from Statistical Physics and Combinatorial Stochastic Processes
    UCLA Economics Online Papers, UCLA Department of Economics Downloads View citations (16)
  4. Statistical Description of Market Shares in Emergent Market
    Working Papers, University of California at Los Angeles, Center for Computable Economics Downloads

Journal Articles

2009

  1. Macroeconomic Relaxation: Adjustment Processes of Hierarchical Economic Structures
    Economics - The Open-Access, Open-Assessment E-Journal, 2009, 3, 1-21 Downloads View citations (2)
    See also Working Paper (2008)
  2. The nature of equilibrium in macroeconomics: A critique of equilibrium search theory
    Economics - The Open-Access, Open-Assessment E-Journal, 2009, 3, 1-9 Downloads View citations (1)
    See also Working Paper (2008)

2008

  1. Dispersion of growth paths of macroeconomic models in thermodynamic limits: two-parameter Poisson–Dirichlet models
    Journal of Economic Interaction and Coordination, 2008, 3, (1), 3-13 Downloads
  2. Thermodynamic limits of macroeconomic or financial models: One- and two-parameter Poisson-Dirichlet models
    Journal of Economic Dynamics and Control, 2008, 32, (1), 66-84 Downloads View citations (5)
    See also Working Paper (2006)

2006

  1. Stock Prices and the Real Economy: Power Law versus Exponential Distributions
    Journal of Economic Interaction and Coordination, 2006, 1, (1), 45-73 Downloads View citations (3)
  2. Uncertainty, policy ineffectiveness, and long stagnation of the macroeconomy
    Japan and the World Economy, 2006, 18, (3), 261-272 Downloads View citations (1)
    See also Working Paper (2003)

2002

  1. Demand saturation-creation and economic growth
    Journal of Economic Behavior & Organization, 2002, 48, (2), 127-154 Downloads View citations (33)
  2. Open models of share markets with two dominant types of participants
    Journal of Economic Behavior & Organization, 2002, 49, (2), 199-216 Downloads View citations (14)
    See also Working Paper (2002)

1994

  1. Modeling economic time series by forward and backward state space innovation models and IV estimators
    European Journal of Operational Research, 1994, 73, (2), 265-278 Downloads
  2. New macroeconomic modeling approaches: Hierarchical dynamics and mean-field approximation
    Journal of Economic Dynamics and Control, 1994, 18, (3-4), 865-877 Downloads View citations (5)

1993

  1. Analysis of US real GNP and unemployment interactions: State space approach
    Journal of Economic Dynamics and Control, 1993, 17, (3), 385-399 Downloads View citations (1)
    See also Working Paper (1992)

1992

  1. Inefficient Information Aggregation as a
    Bulletin of Economic Research, 1992, 44, (4), 251-79 View citations (3)

1989

  1. A method for approximate representation of vector-valued time series and its relation to two alternatives
    Journal of Econometrics, 1989, 42, (2), 181-199 Downloads View citations (11)

1988

  1. An instrumental variables interpretation of linear systems theory estimation
    Journal of Economic Dynamics and Control, 1988, 12, (1), 49-54 Downloads View citations (7)
  2. Cointegration, Error Correction, and Aggregation in Dynamic Models: A Comment
    Oxford Bulletin of Economics and Statistics, 1988, 50, (1), 89-95 View citations (1)
  3. Nonstationarity, cointegration, and error correction in economic modeling: Editor's introduction and overview
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 199-201 Downloads
  4. On alternative state space representations of time series models
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 595-607 Downloads View citations (4)

1987

  1. An alternative measure of random walk components in time series
    Economics Letters, 1987, 24, (3), 227-230 Downloads
  2. No unit root conditions for bivariate series when a component univariate series has a unit root
    Economics Letters, 1987, 25, (4), 323-327 Downloads

1986

  1. Approximate state space models of some vector-valued macroeconomic time series for cross-country comparisons
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 149-155 Downloads View citations (1)
  2. Asset price bubbles from poorly aggregated information: A parametric example
    Economics Letters, 1986, 21, (1), 49-52 Downloads View citations (2)
  3. Dynamic Adjustment Behaviour to Anticipated Supply Shocks in a Two-Country Model
    Economic Journal, 1986, 96, (381), 80-100 Downloads View citations (2)
  4. Effects of anticipated central bank actions on Tobin's Q, share prices and exchange rate in a small open economy
    European Economic Review, 1986, 30, (2), 285-304 Downloads View citations (1)

1985

  1. Misadjustment to anticipated shocks: an example of exchange-rate response
    Journal of International Money and Finance, 1985, 4, (3), 415-420 Downloads View citations (6)
  2. Monetary reaction functions in a small open economy
    Journal of Economic Dynamics and Control, 1985, 9, (1), 1-24 Downloads

1984

  1. The identical country assumption and CPI inflation adjustment processes in a two-country world under flexible exchange rate regime
    Economics Letters, 1984, 16, (1-2), 119-122 Downloads

1983

  1. A fundamental inequality to compare dynamic effects of real and asset sector disturbances in a three-country model of the world under alternative exchange rate regimes
    Economics Letters, 1983, 11, (3), 263-267 Downloads View citations (1)
  2. Oil export boom and Dutch-disease: A dynamic analysis
    Resources and Energy, 1983, 5, (3), 219-242 Downloads View citations (11)

1980

  1. A comparative dynamic analysis of a growth model under alternate policy regimes
    Journal of Macroeconomics, 1980, 2, (1), 1-39 Downloads
  2. Note on Comparative Dynamic Analysis
    Econometrica, 1980, 48, (5), 1319-25 Downloads View citations (1)
  3. The Role of Fiscal Policy in a Financially Disaggregated Macroeconomic Model: A Comment
    Journal of Money, Credit and Banking, 1980, 12, (3), 552-56 Downloads

1979

  1. Do national variables converge to world averages?
    Economics Letters, 1979, 2, (1), 59-65 Downloads
  2. Perturbation and robustness analysis of a closed macroeconomic model
    Journal of Economic Dynamics and Control, 1979, 1, (1), 3-37 Downloads
  3. Sufficient Conditions for Control of Target Variables and Assignment of Instruments in Dynamic Macroeconomic Models
    International Economic Review, 1979, 20, (3), 605-16 Downloads View citations (2)

1978

  1. Conditions for short-run stability of a small open economy under flexible exchange rates
    Economics Letters, 1978, 1, (2), 157-162 Downloads
  2. On patterns of dynamic interdependence in a two-country world under flexible exchange rates
    Economics Letters, 1978, 1, (4), 371-377 Downloads

1977

  1. A note on the stability of the interaction of monetary policies
    Journal of International Economics, 1977, 7, (1), 81-94 Downloads View citations (2)

1976

  1. Cybernetics and Macroeconomics: A Comment
    Economic Inquiry, 1976, 14, (2), 251-58
  2. On decentralized stabilization policies and dynamic assignment problems
    Journal of International Economics, 1976, 6, (2), 143-171 Downloads View citations (2)

1974

  1. Non-interacting control of macroeconomic variables: Implications on policy mix condiderations
    Journal of Econometrics, 1974, 2, (3), 261-281 Downloads

1973

  1. Approximation scheme for evaluating some terminal capital stock
    Journal of Economic Theory, 1973, 6, (3), 317-319 Downloads

Books

2007

  1. Reconstructing Macroeconomics
    Cambridge Books, Cambridge University Press View citations (9)

2004

  1. Modeling Aggregate Behavior and Fluctuations in Economics
    Cambridge Books, Cambridge University Press View citations (3)
    Also in Cambridge Books, Cambridge University Press (2001) View citations (4)

1998

  1. New Approaches to Macroeconomic Modeling
    Cambridge Books, Cambridge University Press View citations (6)

Chapters

1977

  1. Macroeconomic Policy in a Dynamic Two Country Model
    A chapter in Annals of Economic and Social Measurement, Volume 6, number 5, 1977, pp 631-650 Downloads

1974

  1. On Some Price Adjustment Schemes
    A chapter in Annals of Economic and Social Measurement, Volume 3, number 1, 1974, pp 95-116 Downloads View citations (1)
 
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