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Details about Kosei Fukuda

E-mail:
Homepage:http://c-faculty.chuo-u.ac.jp/~kfukuda/
Workplace:Faculty of Commerce, Chuo University, (more information at EDIRC)

Access statistics for papers by Kosei Fukuda.

Last updated 2014-04-18. Update your information in the RePEc Author Service.

Short-id: pfu81


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Journal Articles

2013

  1. A Happiness Study Using Age-Period-Cohort Framework
    Journal of Happiness Studies, 2013, 14, (1), 135-153 Downloads View citations (5)

2012

  1. Illustrating extraordinary shocks causing trend breaks
    Economic Modelling, 2012, 29, (4), 1045-1052 Downloads View citations (1)
  2. Population growth and local public finance in Japanese cities
    Applied Economics, 2012, 44, (15), 1941-1949 Downloads View citations (1)

2011

  1. A Cohort Analysis of Equity Shares in Japanese Household Financial Assets
    Journal of Financial Econometrics, 2011, 9, (2), 409-435 Downloads View citations (1)
  2. Cointegration rank switching model: an application to forecasting interest rates
    Journal of Forecasting, 2011, 30, (5), 509-522 Downloads View citations (2)

2010

  1. A cohort analysis of household vehicle expenditure in the U.S. and Japan: A possibility of generational marketing
    Marketing Letters, 2010, 21, (1), 53-64 Downloads View citations (2)
  2. Parameter changes in GARCH model
    Journal of Applied Statistics, 2010, 37, (7), 1123-1135 Downloads View citations (3)
  3. Three new empirical perspectives on the Hodrick–Prescott parameter
    Empirical Economics, 2010, 39, (3), 713-731 Downloads View citations (2)

2009

  1. Distribution switching in financial time series
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (5), 1711-1720 Downloads View citations (1)
  2. Distribution switching of stock returns: international evidence
    Applied Financial Economics, 2009, 19, (5), 371-377 Downloads
  3. Forecasting growth cycle turning points using US and Japanese professional forecasters
    Empirical Economics, 2009, 36, (2), 243-267 Downloads View citations (1)
  4. Measuring major and minor cycles in univariate economic time series
    Economic Modelling, 2009, 26, (5), 1093-1100 Downloads View citations (2)
  5. Related-variables selection in temporal disaggregation
    Journal of Forecasting, 2009, 28, (4), 343-357 Downloads View citations (1)

2008

  1. A COHORT ANALYSIS OF US AGE–EARNINGS PROFILES
    Bulletin of Economic Research, 2008, 60, (2), 191-207 Downloads View citations (1)
  2. A Cohort Analysis of US and Japanese Homeownership Rates
    European Journal of Housing Policy, 2008, 8, (3), 287-301 Downloads
  3. Age–Period–Cohort Decomposition of U.S. and Japanese Birth Rates
    Population Research and Policy Review, 2008, 27, (4), 385-402 Downloads View citations (1)
  4. Detection of switching cointegration rank allowing for switching lag structure: an application to money-demand function
    Applied Economics, 2008, 40, (12), 1571-1582 Downloads View citations (4)
  5. Differentiating between business cycles and growth cycles: evidence from 15 developed countries
    Applied Economics, 2008, 40, (7), 875-883 Downloads View citations (1)
  6. Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2008, 37, (6), 2214-2220 Downloads View citations (1)
  7. Model-selection-based unit-root detection in unemployment rates: international evidence
    Applied Economics, 2008, 40, (21), 2785-2791 Downloads
  8. The validity of trend-cycle decomposition using unobserved component model: Monte Carlo evidence
    Applied Economics Letters, 2008, 15, (5), 367-369 Downloads View citations (1)

2007

  1. A unified approach to detecting unit root and structural break
    Applied Economics, 2007, 39, (3), 279-289 Downloads View citations (3)
  2. Age-period-cohort decomposition of social security taxes and benefits in the USA and Japan
    International Economics and Economic Policy, 2007, 4, (3), 227-240 Downloads
  3. An empirical analysis of US and Japanese health insurance using age–period–cohort decomposition
    Health Economics, 2007, 16, (5), 475-489 Downloads View citations (2)
  4. Are trend and cycle innovations uncorrelated? International evidence
    Applied Economics Letters, 2007, 14, (12), 923-926 Downloads View citations (1)
  5. Flexible trend-cycle decomposition of nonstationary multivariate time series
    Applied Economics, 2007, 40, (2), 135-147 Downloads
  6. Forecasting real-time data allowing for data revisions
    Journal of Forecasting, 2007, 26, (6), 429-444 Downloads View citations (2)
  7. Joint detection of unit roots and cointegration: Data-based simulation
    Mathematics and Computers in Simulation (MATCOM), 2007, 75, (1), 28-36 Downloads
  8. Reexamination of the effects of monetary policy using spectral decomposition
    Applied Economics Letters, 2007, 14, (10), 769-774 Downloads
  9. Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth
    Statistical Papers, 2007, 48, (4), 559-580 Downloads View citations (2)

2006

  1. A cohort analysis of female labor participation rates in the U.S. and Japan
    Review of Economics of the Household, 2006, 4, (4), 379-393 Downloads View citations (13)
  2. Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates
    Journal of Applied Econometrics, 2006, 21, (7), 981-998 Downloads View citations (11)
  3. Monitoring unit root and multiple structural changes: An information criterion approach
    Mathematics and Computers in Simulation (MATCOM), 2006, 71, (2), 121-130 Downloads View citations (3)

2005

  1. Did the bubble burst cause structural breaks in the Japanese economy? Evidence from 84 manufacturing industries
    Applied Economics Letters, 2005, 12, (6), 369-373 Downloads
  2. Forecasting economic time series with measurement error
    Applied Economics Letters, 2005, 12, (15), 923-927 Downloads View citations (1)
  3. Unit-root detection allowing for measurement error
    Statistics & Probability Letters, 2005, 74, (4), 373-377 Downloads View citations (3)
 
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