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Details about Mototsugu Shintani

Homepage:https://sites.google.com/site/motoshintani/
Workplace:University of Tokyo, Research Center for Advanced Science and Technology
Bank of Japan, (more information at EDIRC)
Faculty of Economics, University of Tokyo, (more information at EDIRC)

Access statistics for papers by Mototsugu Shintani.

Last updated 2017-02-02. Update your information in the RePEc Author Service.

Short-id: psh5


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Working Papers

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)
  2. Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2015) Downloads

2014

  1. Noisy information, distance and law of one price dynamics across US cities
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (2)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads
    Discussion papers, Graduate School of Economics Project Center, Kyoto University (2012) Downloads View citations (1)

    See also Journal Article in Journal of Monetary Economics (2015)
  2. Quasi-Bayesian Model Selection
    Departmental Working Papers, Southern Methodist University, Department of Economics Downloads

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)
  2. Great earthquakes, exchange rate volatility and government interventions
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads

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
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2009) Downloads View citations (13)

    See also Journal Article in Journal of International Money and Finance (2013)

2011

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

    See also Journal Article in European Economic Review (2013)

2010

  1. Measuring Business Cycles by Saving for a Rainy Day
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Globalization and Monetary Policy Institute Working Paper, 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 in Journal of Money, Credit and Banking (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 and Osaka School of International Public Policy (OSIPP) 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 (7)
    Also in Levine's Working Paper Archive, David K. Levine (2008) Downloads View citations (53)
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008) Downloads View citations (10)

    See also Journal Article in Journal of Money, Credit and Banking (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 (4)
    See also Journal Article in Economic Journal (2010)

2008

  1. Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (7)
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008) Downloads View citations (6)
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas (2008) Downloads View citations (7)

    See also Journal Article in Journal of International Economics (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 (2)
    See also Journal Article in Journal of Monetary Economics (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 (10)
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2004) Downloads View citations (4)
    Levine's Bibliography, UCLA Department of Economics (2006) Downloads View citations (26)

    See also Journal Article in Journal of Monetary Economics (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 (11)

    See also Journal Article in International Economic Review (2016)

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
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads
    Also in Levine's Bibliography, UCLA Department of Economics (2004) Downloads
    Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004)

    See also Journal Article in Journal of Economic Dynamics and Control (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 in Journal of Applied Econometrics (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 (1)
    See also Journal Article in Journal of Econometrics (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 in The Review of Economics and Statistics (2004)
  3. 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 Downloads
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) Downloads
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2003) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads

    See also Journal Article in Journal of Econometrics (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 (8)
    Also in Levine's Working Paper Archive, David K. Levine (2002) Downloads View citations (3)

2001

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

    See also Journal Article in International Economic Review (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 in Journal of Econometrics (2001)

1995

  1. The Effects of Demographics on the Japanese Housing Market
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University View citations (2)
    See also Journal Article in Regional Science and Urban Economics (1996)

1994

  1. Capital Mobility in the World Economy: An Alternative Measure
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University View citations (1)
  2. Excess Smoothness of Consumption
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University
    Also in ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (1993) View citations (1)

1993

  1. Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University View citations (2)
    See also Journal Article in Journal of the Japanese and International Economies (1994)

Journal Articles

2016

  1. TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS
    International Economic Review, 2016, 57, 635-664 Downloads
    See also Working Paper (2006)

2015

  1. Measuring international business cycles by saving for a rainy day
    Canadian Journal of Economics, 2015, 48, (4), 1266-1290 Downloads View citations (4)
  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 (2)
    See also Working Paper (2014)

2014

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

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
  2. Do sticky prices increase real exchange rate volatility at the sector level?
    European Economic Review, 2013, 62, (C), 58-72 Downloads View citations (3)
    See also Working Paper (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 (21)
    See also Working Paper (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 (5)

2012

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

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 View citations (57)
    See also Working Paper (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 (19)
    See also Working Paper (2008)
  2. The Law of One Price without the Border: The Role of Distance versus Sticky Prices
    Economic Journal, 2010, 120, (544), 462-480 Downloads View citations (31)
    See also Working Paper (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 (1)
    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 Downloads View citations (116)
    See also Working Paper (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 (2)

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 (17)
    See also Working Paper (2006)

2006

  1. A nonparametric measure of convergence towards purchasing power parity
    Journal of Applied Econometrics, 2006, 21, (5), 589-604 Downloads View citations (10)
    See also Working Paper (2004)
  2. Bootstrapping GMM estimators for time series
    Journal of Econometrics, 2006, 133, (2), 531-555 Downloads View citations (38)
    See also Working Paper (2003)
  3. Chaotic monetary dynamics with confidence
    Journal of Macroeconomics, 2006, 28, (1), 228-252 Downloads View citations (11)
  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 (2)
  5. ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT
    Econometric Theory, 2006, 22, (03), 347-372 Downloads View citations (4)

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 (12)
    See also Working Paper (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 (2)
    See also Working Paper (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 (39)
    See also Working Paper (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 (24)
    See also Working Paper (2001)

2002

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

2001

  1. A simple cointegrating rank test without vector autoregression
    Journal of Econometrics, 2001, 105, (2), 337-362 Downloads View citations (10)
    See also Working Paper (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 (35)

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 (15)
    See also Working Paper (1995)

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 (4)
    See also Working Paper (1993)
 
Page updated 2017-08-17