Details about Mototsugu Shintani

Access statistics for papers by Mototsugu Shintani.

Last updated 2009-09-14. Update your information in the RePEc Author Service.

Short-id: psh5

Working Papers

2009

1. The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices
   NBER Working Papers, National Bureau of Economic Research, Inc

2008

2. Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2008) View citations
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008) View citations
3. Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations
   Also in Levine's Bibliography, UCLA Department of Economics (2008) View citations
4. Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
   Working Papers, Department of Economics, Vanderbilt University View citations
   Also in Working Papers, Department of Economics, Vanderbilt University (2006) View citations
   Working Papers, Department of Economics, Vanderbilt University (2004) View citations
   Levine's Bibliography, UCLA Department of Economics (2006) View citations
   See also Journal Article in Journal of Monetary Economics (2008)
5. Spurious Regressions in Technical Trading: Momentum or Contrarian?
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan

2006

6. Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence
   Working Papers, Department of Economics, Vanderbilt University View citations
   See also Journal Article in Journal of Monetary Economics (2007)
7. Quantifying Inflation Pressure and Monetary Policy Response in the United States
   Levine's Bibliography, UCLA Department of Economics
8. Testing for a Unit Root against Transitional Autoregressive Models
   Levine's Bibliography, UCLA Department of Economics
   Also in Working Papers, Department of Economics, Vanderbilt University (2005) View citations

2005

9. On the Long-Run Variance Ratio Test for a Unit Root
   Working Papers, Department of Economics, Vanderbilt University

2004

10. A Dynamic Factor Approach to Nonlinear Stability Analysis
    Econometric Society 2004 Far Eastern Meetings, Econometric Society
    Also in Working Papers, Department of Economics, Vanderbilt University (2004)
    Levine's Bibliography, UCLA Department of Economics (2004)
    See also Journal Article in Journal of Economic Dynamics and Control (2008)
11. A Nonparametric Measure of Convergence Toward Purchasing Power Parity
    Working Papers, Department of Economics, Vanderbilt University View citations
    Also in Levine's Bibliography, UCLA Department of Economics (2003)
    See also Journal Article in Journal of Applied Econometrics (2006)
12. Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001
    Working Papers, Department of Economics, Vanderbilt University View citations
13. Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
    Working Papers, Department of Economics, Vanderbilt University View citations
    See also Journal Article in Journal of Money, Credit and Banking (2005)

2003

14. Bootstrapping GMM Estimators for Time Series
    Working Papers, Department of Economics, Vanderbilt University View citations
    See also Journal Article in Journal of Econometrics (2006)
15. Measuring the Economic Impact of Monetary Union: The Case of Okinawa
    Working Papers, Department of Economics, Vanderbilt University
    See also Journal Article in The Review of Economics and Statistics (2004)
16. Nonlinear Analysis of Business Cycles Using Diffusion Indexes: Applications to Japan and the U.S
    Levine's Bibliography, UCLA Department of Economics
17. Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002)
    Working Papers, Department of Economics, Vanderbilt University (2003) View citations
    See also Journal Article in Journal of Econometrics (2004)

2002

18. Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data
    NajEcon Working Paper Reviews, www.najecon.org View citations

2001

19. Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
    FMG Discussion Papers, Financial Markets Group View citations
    Also in Working Papers, Department of Economics, Vanderbilt University (2001)
    See also Journal Article in International Economic Review (2003)

2000

20. A Simple Cointegrating Rank Test Without Vector Autoregression
    Working Papers, Department of Economics, Vanderbilt University
    See also Journal Article in Journal of Econometrics (2001)

1995

21. The Effects of Demographics on the Japanese Housing Market
    Working Papers, Osaka - Institute of Social and Economic Research View citations
    See also Journal Article in Regional Science and Urban Economics (1996)

1994

22. Capital Mobility in the World Economy: An Alternative Measure
    Working Papers, Osaka - Institute of Social and Economic Research
23. Excess Smoothness of Consumption
    Working Papers, Osaka - Institute of Social and Economic Research
    Also in Working Papers, Osaka - Institute of Social and Economic Research (1993)

1993

24. Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons
    Working Papers, Osaka - Institute of Social and Economic Research
    See also Journal Article in Journal of the Japanese and International Economies (1994)

Journal Articles

2008

1. A dynamic factor approach to nonlinear stability analysis
   Journal of Economic Dynamics and Control, 2008, 32, (9), 2788-2808
   See also Working Paper (2004)
2. Persistence in law of one price deviations: Evidence from micro-data
   Journal of Monetary Economics, 2008, 55, (3), 629-644 View citations
   See also Working Paper (2008)
3. Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them
   Industrial and Labor Relations Review, 2008, 61, (2), 244-257

2007

4. Menu costs and Markov inflation: A theoretical revision with new evidence
   Journal of Monetary Economics, 2007, 54, (3), 753-784 View citations
   See also Working Paper (2006)

2006

5. A nonparametric measure of convergence towards purchasing power parity
   Journal of Applied Econometrics, 2006, 21, (5), 589-604
   See also Working Paper (2004)
6. Bootstrapping GMM estimators for time series
   Journal of Econometrics, 2006, 133, (2), 531-555 View citations
   See also Working Paper (2003)
7. Chaotic monetary dynamics with confidence
   Journal of Macroeconomics, 2006, 28, (1), 228-252 View citations
8. Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data
   Economics Letters, 2006, 93, (2), 255-260
9. ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT
   Econometric Theory, 2006, 22, (03), 347-372 View citations

2005

10. Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
    Journal of Money, Credit and Banking, 2005, 37, (3), 517-38 View citations
    See also Working Paper (2004)

2004

11. Measuring the Economic Impact of Monetary Union: The Case of Okinawa
    The Review of Economics and Statistics, 2004, 86, (4), 858-867
    See also Working Paper (2003)
12. Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
    Journal of Econometrics, 2004, 120, (1), 1-33 View citations
    See also Working Paper (2003)

2003

13. Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
    International Economic Review, 2003, 44, (1), 331-357 View citations
    See also Working Paper (2001)

2001

14. A simple cointegrating rank test without vector autoregression
    Journal of Econometrics, 2001, 105, (2), 337-362 View citations
    See also Working Paper (2000)

1998

15. Capital mobility in the world economy: an alternative test
    Journal of International Money and Finance, 1998, 17, (5), 741-756 View citations

1996

16. The effect of demographics on the Japanese housing market
    Regional Science and Urban Economics, 1996, 26, (2), 189-201
    See also Working Paper (1995)

1994

17. Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons
    Journal of the Japanese and International Economies, 1994, 8, (2), 144-172
    See also Working Paper (1993)