Details about Masanao Aoki

E-mail:
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)

Access statistics for papers by Masanao Aoki.

Last updated 2008-07-09. Update your information in the RePEc Author Service.

Short-id: pao1

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Working Papers

2007

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

2006

2. 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
3. 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
4. Patterns of Non-exponential Growth of Macroeconomic Models: Two-parameter Poisson-Dirichlet Models
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
5. Thermodynamic Limits of Macroeconomic or Financial Models: One-and Two-Parameter Poisson-Dirichlet Models
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations
   Also in
   UCLA Economics Online Papers, UCLA Department of Economics View citations
   See Also Journal Article in Journal of Economic Dynamics and Control (2008)

2005

6. A New Stochastic Framework for Macroeconomics: Some Illustrative Examples
   UCLA Economics Online Papers, UCLA Department of Economics
7. 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
8. 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)
9. 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
10. 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
11. Four Ingredients for New Approaches to Macroeconomic Modeling
    UCLA Economics Online Papers, UCLA Department of Economics
12. Statistical Physics and Combinatorial Stochastic Processes in Macroeconomic Modelings by M. Aoki and H. Yoshikawa
    UCLA Economics Online Papers, UCLA Department of Economics

2004

13. A New Model of Labor Dynamics: Ultrametrics, Okun's Law, and Transient Dynamics
    UCLA Economics Online Papers, UCLA Department of Economics
14. New Frameworks for Macroeconomic Modelings: Some Illustrative Examples
    UCLA Economics Online Papers, UCLA Department of Economics
15. Two Sources of Macroeconomic Sluggishness: Ultrametric Tree Structures and Entropic Barriers
    UCLA Economics Online Papers, UCLA Department of Economics

2003

16. A Simple Quantity Adjustment Model of Economic Fluctuations and Growth
    UCLA Economics Online Papers, UCLA Department of Economics View citations
17. Applications of Exchangeable Random Partitions to Economic Modeling
    UCLA Economics Online Papers, UCLA Department of Economics
18. The Long Stagnation and Monetary Policy in Japan: A Theoretical Explanation
    UCLA Economics Online Papers, UCLA Department of Economics
19. Uncertainty, Policy Ineffectiveness, and Long Stagnation of the Macroeconomy
    UCLA Economics Online Papers, UCLA Department of Economics View citations
    Also in
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003) View citations
    See Also Journal Article in Japan and the World Economy (2006)

2002

20. Open Models of Share Markets with Two Dominant Types of Participants
    UCLA Economics Online Papers, UCLA Department of Economics View citations
    See Also Journal Article in Journal of Economic Behavior & Organization (2002)

2001

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

2000

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

1999

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

1992

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

1991

29. Stochastic Aggregation and Dynamic Field Effects
    UCLA Economics Working Papers, UCLA Department of Economics
30. Two Complementary Representations of Multiple Time Series in State Space Innovation Forms
    UCLA Economics Working Papers, UCLA Department of Economics

1989

31. 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
32. Instrumental variable estimators for state space models
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis
33. 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

1988

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

1987

35. 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
36. 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
37. The Stock-Flow Analysis of Investment
    UCLA Economics Working Papers, UCLA Department of Economics

1982

38. Export Boom and Dutch Disease: A Dynamic Analysis
    UCLA Economics Working Papers, UCLA Department of Economics

Undated

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

Journal Articles

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
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
   See Also Working Paper (2006)

2006

3. Uncertainty, policy ineffectiveness, and long stagnation of the macroeconomy
   Japan and the World Economy, 2006, 18, (3), 261-272
   See Also Working Paper (2003)

2002

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

1994

6. 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
7. New macroeconomic modeling approaches: Hierarchical dynamics and mean-field approximation
   Journal of Economic Dynamics and Control, 1994, 18, (3-4), 865-877

1993

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

1992

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

1991

10. Remarks on deistler's comment
    Econometric Reviews, 1991, 10, (1), 97-99
11. State space modeling of multiple time series
    Econometric Reviews, 1991, 10, (1), 1-59 View citations

1989

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

1988

13. An instrumental variables interpretation of linear systems theory estimation
    Journal of Economic Dynamics and Control, 1988, 12, (1), 49-54 View citations
14. Cointegration, Error Correction, and Aggregation in Dynamic Models: A Comment
    Oxford Bulletin of Economics and Statistics, 1988, 50, (1), 89-95 View citations
15. 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
16. On alternative state space representations of time series models
    Journal of Economic Dynamics and Control, 1988, 12, (2-3), 595-607 View citations

1987

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

1986

19. 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
20. Asset price bubbles from poorly aggregated information: A parametric example
    Economics Letters, 1986, 21, (1), 49-52
21. Dynamic Adjustment Behaviour to Anticipated Supply Shocks in a Two-Country Model
    Economic Journal, 1986, 96, (381), 80-100 View citations
22. 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

1985

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

1984

25. 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

1983

26. 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 View citations
27. Oil export boom and Dutch-disease: A dynamic analysis
    Resources and Energy, 1983, 5, (3), 219-242 View citations

1980

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

1979

31. Do national variables converge to world averages?
    Economics Letters, 1979, 2, (1), 59-65
32. Perturbation and robustness analysis of a closed macroeconomic model
    Journal of Economic Dynamics and Control, 1979, 1, (1), 3-37
33. Reduced Forms of Rational Expectations Models
    The Quarterly Journal of Economics, 1979, 93, (1), 59-71 View citations
34. Sufficient Conditions for Control of Target Variables and Assignment of Instruments in Dynamic Macroeconomic Models
    International Economic Review, 1979, 20, (3), 605-16

1978

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

1977

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

1976

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

1975

40. On a Generalization of Tinbergen's Condition in the Theory of Policy to Dynamic Models
    Review of Economic Studies, 1975, 42, (2), 293-96 View citations

1974

41. Local Controllability of a Decentralized Economic System
    Review of Economic Studies, 1974, 41, (1), 51-63
42. Non-interacting control of macroeconomic variables: Implications on policy mix condiderations
    Journal of Econometrics, 1974, 2, (3), 261-281

1973

43. Approximation scheme for evaluating some terminal capital stock
    Journal of Economic Theory, 1973, 6, (3), 317-319
44. On Sufficient Conditions for Optimal Stabilization Policies
    Review of Economic Studies, 1973, 40, (1), 131-38