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Details about Mototsugu Shintani

Homepage:https://sites.google.com/site/motoshintani/
Workplace:Faculty of Economics, University of Tokyo, (more information at EDIRC)
Bank of Japan, (more information at EDIRC)

Access statistics for papers by Mototsugu Shintani.

Last updated 2023-01-30. Update your information in the RePEc Author Service.

Short-id: psh5


Jump to Journal Articles

Working Papers

2020

  1. A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. The Effects of QQE on Long-run Inflation Expectations in Japan
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (3)
  3. Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads

2019

  1. Forecasting Japanese inflation with a news-based leading indicator of economic activities
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (1)
  2. Sticky-Wage Models and Knowledge Capital
    ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka Downloads View citations (1)

2018

  1. Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility
    ESRI Discussion paper series, Economic and Social Research Institute (ESRI) Downloads
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018) Downloads
    ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka (2018) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads

    See also Journal Article Current account dynamics under information rigidity and imperfect capital mobility, Journal of International Money and Finance, Elsevier (2019) Downloads View citations (3) (2019)
  2. Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in Working Papers, Georgetown University, Department of Economics (2018) Downloads View citations (3)
  3. Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan
    Working Papers, Tokyo Center for Economic Research Downloads View citations (7)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads View citations (9)
  4. Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment
    Bank of Japan Research Laboratory Series, Bank of Japan Downloads View citations (3)
  5. Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (4)

2017

  1. Sticky-Wage Models and Knowledge Capital: A Note
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (2)
  2. Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (4)
    See also Journal Article Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) Downloads View citations (1) (2023)

2016

  1. Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2015

  1. Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (2)
    See also Journal Article Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach, Econometric Reviews, Taylor & Francis Journals (2018) Downloads View citations (3) (2018)
  2. Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (8)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2015) Downloads View citations (9)

    See also Journal Article Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017) Downloads View citations (9) (2017)

2014

  1. Noisy information, distance and law of one price dynamics across US cities
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (6)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) Downloads View citations (8)
    Discussion papers, Graduate School of Economics Project Center, Kyoto University (2012) Downloads View citations (6)

    See also Journal Article Noisy information, distance and law of one price dynamics across US cities, Journal of Monetary Economics, Elsevier (2015) Downloads View citations (26) (2015)
  2. Quasi-Bayesian Model Selection
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads View citations (4)
    See also Journal Article Quasi‐Bayesian model selection, Quantitative Economics, Econometric Society (2018) Downloads View citations (8) (2018)

2013

  1. Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (1)
    See also Journal Article Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes, Journal of Econometrics, Elsevier (2018) Downloads View citations (8) (2018)
  2. Great earthquakes, exchange rate volatility and government interventions
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (1)

2012

  1. Exchange rate pass-through and inflation: a nonlinear time series analysis
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (1)
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2009) Downloads View citations (15)

    See also Journal Article Exchange rate pass-through and inflation: A nonlinear time series analysis, Journal of International Money and Finance, Elsevier (2013) Downloads View citations (67) (2013)

2011

  1. Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2010) Downloads
    Discussion papers, Graduate School of Economics Project Center, Kyoto University (2010) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads

    See also Journal Article Do sticky prices increase real exchange rate volatility at the sector level?, European Economic Review, Elsevier (2013) Downloads View citations (8) (2013)
  2. Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads View citations (5)
  3. Measuring International Business Cycles by Saving for a Rainy Day
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (1)
    See also Journal Article Measuring international business cycles by saving for a rainy day, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2015) Downloads View citations (5) (2015)

2010

  1. Measuring Business Cycles by Saving for a Rainy Day
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2010) Downloads
  2. Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
    Levine's Working Paper Archive, David K. Levine Downloads View citations (5)
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2004) Downloads View citations (2)

    See also Journal Article Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan, Journal of Money, Credit and Banking, Blackwell Publishing (2005) View citations (21) (2005)
  3. Trading volume and serial correlation in stock returns: a threshold regression approach
    Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics Downloads

2009

  1. Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (44)
    Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008) Downloads View citations (34)
    Levine's Working Paper Archive, David K. Levine (2008) Downloads View citations (55)

    See also Journal Article Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach, Journal of Money, Credit and Banking, Blackwell Publishing (2011) Downloads View citations (19) (2011)
  2. The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article The Law of One Price without the Border: The Role of Distance versus Sticky Prices, Economic Journal, Royal Economic Society (2010) View citations (57) (2010)

2008

  1. 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 Downloads View citations (10)
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2008) Downloads View citations (9)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2008) Downloads View citations (9)
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008) Downloads View citations (9)

    See also Journal Article Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information, Journal of International Economics, Elsevier (2010) Downloads View citations (35) (2010)
  2. Spurious Regressions in Technical Trading: Momentum or Contrarian?
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (1)

2006

  1. Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (3)
    See also Journal Article Menu costs and Markov inflation: A theoretical revision with new evidence, Journal of Monetary Economics, Elsevier (2007) Downloads View citations (28) (2007)
  2. Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (16)
    Also in Levine's Bibliography, UCLA Department of Economics (2006) Downloads View citations (26)
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2004) Downloads View citations (15)

    See also Journal Article Persistence in law of one price deviations: Evidence from micro-data, Journal of Monetary Economics, Elsevier (2008) Downloads View citations (195) (2008)
  3. Quantifying Inflation Pressure and Monetary Policy Response in the United States
    Levine's Bibliography, UCLA Department of Economics Downloads
  4. Testing for a Unit Root against Transitional Autoregressive Models
    Levine's Bibliography, UCLA Department of Economics Downloads View citations (2)
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2005) Downloads View citations (56)

2005

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

2004

  1. A Dynamic Factor Approach to Nonlinear Stability Analysis
    Econometric Society 2004 Far Eastern Meetings, Econometric Society
    Also in Levine's Bibliography, UCLA Department of Economics (2004) Downloads
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2004) Downloads

    See also Journal Article A dynamic factor approach to nonlinear stability analysis, Journal of Economic Dynamics and Control, Elsevier (2008) Downloads View citations (2) (2008)
  2. A Nonparametric Measure of Convergence Toward Purchasing Power Parity
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads
    Also in Levine's Working Paper Archive, David K. Levine (2003) Downloads

    See also Journal Article A nonparametric measure of convergence towards purchasing power parity, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) Downloads View citations (15) (2006)
  3. Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (2)

2003

  1. Bootstrapping GMM Estimators for Time Series
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (6)
    See also Journal Article Bootstrapping GMM estimators for time series, Journal of Econometrics, Elsevier (2006) Downloads View citations (52) (2006)
  2. Measuring the Economic Impact of Monetary Union: The Case of Okinawa
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads
    See also Journal Article Measuring the Economic Impact of Monetary Union: The Case of Okinawa, The Review of Economics and Statistics, MIT Press (2004) Downloads View citations (4) (2004)
  3. Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (2)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads View citations (1)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2003) Downloads View citations (2)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002) Downloads

    See also Journal Article Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos, Journal of Econometrics, Elsevier (2004) Downloads View citations (66) (2004)

2002

  1. Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data
    NajEcon Working Paper Reviews, www.najecon.org Downloads View citations (21)
    Also in Levine's Working Paper Archive, David K. Levine (2002) Downloads View citations (20)

2001

  1. Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (1)
    Also in FMG Discussion Papers, Financial Markets Group (2001) Downloads View citations (4)

    See also Journal Article Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2003) Downloads View citations (33) (2003)

2000

  1. A Simple Cointegrating Rank Test Without Vector Autoregression
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads
    See also Journal Article A simple cointegrating rank test without vector autoregression, Journal of Econometrics, Elsevier (2001) Downloads View citations (17) (2001)

Journal Articles

2023

  1. Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis
    Review of Economic Dynamics, 2023, 51, 506-520 Downloads View citations (1)
    See also Working Paper Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve, IMES Discussion Paper Series (2017) Downloads View citations (4) (2017)

2020

  1. Macroeconomic forecasting using factor models and machine learning: an application to Japan
    Journal of the Japanese and International Economies, 2020, 58, (C) Downloads View citations (8)

2019

  1. Current account dynamics under information rigidity and imperfect capital mobility
    Journal of International Money and Finance, 2019, 92, (C), 153-176 Downloads View citations (3)
    See also Working Paper Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility, ESRI Discussion paper series (2018) Downloads (2018)

2018

  1. Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
    Journal of Econometrics, 2018, 204, (2), 147-158 Downloads View citations (8)
    See also Working Paper Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes, KIER Working Papers (2013) Downloads View citations (1) (2013)
  2. Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach
    Econometric Reviews, 2018, 37, (4), 360-379 Downloads View citations (3)
    See also Working Paper Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach, Vanderbilt University Department of Economics Working Papers (2015) Downloads View citations (2) (2015)
  3. Quasi‐Bayesian model selection
    Quantitative Economics, 2018, 9, (3), 1265-1297 Downloads View citations (8)
    See also Working Paper Quasi-Bayesian Model Selection, Departmental Working Papers (2014) Downloads View citations (4) (2014)

2017

  1. Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
    Oxford Bulletin of Economics and Statistics, 2017, 79, (5), 822-850 Downloads View citations (9)
    See also Working Paper Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component, Vanderbilt University Department of Economics Working Papers (2015) Downloads View citations (8) (2015)

2015

  1. Measuring international business cycles by saving for a rainy day
    Canadian Journal of Economics/Revue canadienne d'économique, 2015, 48, (4), 1266-1290 Downloads View citations (5)
    Also in Canadian Journal of Economics, 2015, 48, (4), 1266-1290 (2015) Downloads View citations (5)

    See also Working Paper Measuring International Business Cycles by Saving for a Rainy Day, IMES Discussion Paper Series (2011) Downloads View citations (1) (2011)
  2. Noisy information, distance and law of one price dynamics across US cities
    Journal of Monetary Economics, 2015, 74, (C), 52-66 Downloads View citations (26)
    See also Working Paper Noisy information, distance and law of one price dynamics across US cities, CAMA Working Papers (2014) Downloads (2014)

2014

  1. Real exchange rate dynamics in sticky wage models
    Economics Letters, 2014, 123, (2), 160-163 Downloads View citations (3)

2013

  1. Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present
    Econometrics Journal, 2013, 16, (3), 473-484 Downloads View citations (1)
  2. Do sticky prices increase real exchange rate volatility at the sector level?
    European Economic Review, 2013, 62, (C), 58-72 Downloads View citations (8)
    See also Working Paper Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?, 2011 Meeting Papers (2011) Downloads View citations (1) (2011)
  3. Exchange rate pass-through and inflation: A nonlinear time series analysis
    Journal of International Money and Finance, 2013, 32, (C), 512-527 Downloads View citations (67)
    See also Working Paper Exchange rate pass-through and inflation: a nonlinear time series analysis, Vanderbilt University Department of Economics Working Papers (2012) Downloads View citations (1) (2012)
  4. THE INF-T TEST FOR A UNIT ROOT AGAINST ASYMMETRIC EXPONENTIAL SMOOTH TRANSITION AUTOREGRESSIVE MODELS
    The Japanese Economic Review, 2013, 64, (1), 3-15 Downloads View citations (6)

2012

  1. Spurious regressions in technical trading
    Journal of Econometrics, 2012, 169, (2), 301-309 Downloads View citations (5)

2011

  1. Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
    Journal of Money, Credit and Banking, 2011, 43, (1), 1-29 Downloads View citations (19)
    Also in Journal of Money, Credit and Banking, 2011, 43, (1), 1-29 (2011) View citations (114)

    See also Working Paper Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach, Vanderbilt University Department of Economics Working Papers (2009) Downloads View citations (44) (2009)
  2. Nonparametric lag selection for nonlinear additive autoregressive models
    Economics Letters, 2011, 111, (2), 131-134 Downloads

2010

  1. Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information
    Journal of International Economics, 2010, 81, (1), 48-60 Downloads View citations (35)
    See also Working Paper Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information, NBER Working Papers (2008) Downloads View citations (10) (2008)
  2. The Law of One Price without the Border: The Role of Distance versus Sticky Prices
    Economic Journal, 2010, 120, (544), 462-480 View citations (57)
    See also Working Paper The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices, NBER Working Papers (2009) Downloads View citations (5) (2009)

2008

  1. A dynamic factor approach to nonlinear stability analysis
    Journal of Economic Dynamics and Control, 2008, 32, (9), 2788-2808 Downloads View citations (2)
    See also Working Paper A Dynamic Factor Approach to Nonlinear Stability Analysis, Econometric Society 2004 Far Eastern Meetings (2004) (2004)
  2. Persistence in law of one price deviations: Evidence from micro-data
    Journal of Monetary Economics, 2008, 55, (3), 629-644 Downloads View citations (195)
    See also Working Paper Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data, Vanderbilt University Department of Economics Working Papers (2006) Downloads View citations (16) (2006)
  3. Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them
    ILR Review, 2008, 61, (2), 244-257 Downloads View citations (7)

2007

  1. Menu costs and Markov inflation: A theoretical revision with new evidence
    Journal of Monetary Economics, 2007, 54, (3), 753-784 Downloads View citations (28)
    See also Working Paper Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence, Vanderbilt University Department of Economics Working Papers (2006) Downloads View citations (3) (2006)

2006

  1. A nonparametric measure of convergence towards purchasing power parity
    Journal of Applied Econometrics, 2006, 21, (5), 589-604 Downloads View citations (15)
    See also Working Paper A Nonparametric Measure of Convergence Toward Purchasing Power Parity, Vanderbilt University Department of Economics Working Papers (2004) Downloads (2004)
  2. Bootstrapping GMM estimators for time series
    Journal of Econometrics, 2006, 133, (2), 531-555 Downloads View citations (52)
    See also Working Paper Bootstrapping GMM Estimators for Time Series, Vanderbilt University Department of Economics Working Papers (2003) Downloads View citations (6) (2003)
  3. Chaotic monetary dynamics with confidence
    Journal of Macroeconomics, 2006, 28, (1), 228-252 Downloads View citations (15)
  4. Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data
    Economics Letters, 2006, 93, (2), 255-260 Downloads View citations (5)
  5. ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT
    Econometric Theory, 2006, 22, (3), 347-372 Downloads View citations (9)

2005

  1. Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
    Journal of Money, Credit and Banking, 2005, 37, (3), 517-38 View citations (21)
    See also Working Paper Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan, Levine's Working Paper Archive (2010) Downloads View citations (5) (2010)

2004

  1. Measuring the Economic Impact of Monetary Union: The Case of Okinawa
    The Review of Economics and Statistics, 2004, 86, (4), 858-867 Downloads View citations (4)
    See also Working Paper Measuring the Economic Impact of Monetary Union: The Case of Okinawa, Vanderbilt University Department of Economics Working Papers (2003) Downloads (2003)
  2. Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
    Journal of Econometrics, 2004, 120, (1), 1-33 Downloads View citations (66)
    See also Working Paper Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos, Vanderbilt University Department of Economics Working Papers (2003) Downloads View citations (2) (2003)

2003

  1. Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
    International Economic Review, 2003, 44, (1), 331-357 Downloads View citations (33)
    See also Working Paper Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors, Vanderbilt University Department of Economics Working Papers (2001) Downloads View citations (1) (2001)

2002

  1. An Eastern Asian Macroeconometric LINK model (in Japanese)
    Economic Analysis, 2002, 164, 3-205 Downloads View citations (1)

2001

  1. A simple cointegrating rank test without vector autoregression
    Journal of Econometrics, 2001, 105, (2), 337-362 Downloads View citations (17)
    See also Working Paper A Simple Cointegrating Rank Test Without Vector Autoregression, Vanderbilt University Department of Economics Working Papers (2000) Downloads (2000)

1998

  1. Capital mobility in the world economy: an alternative test
    Journal of International Money and Finance, 1998, 17, (5), 741-756 Downloads View citations (54)

1996

  1. EXCESS SMOOTHNESS OF CONSUMPTION IN JAPAN
    The Japanese Economic Review, 1996, 47, (3), 271-285 Downloads View citations (2)
  2. The effect of demographics on the Japanese housing market
    Regional Science and Urban Economics, 1996, 26, (2), 189-201 Downloads View citations (31)

1994

  1. 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 Downloads View citations (8)
 
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