Details about Kosei Fukuda

Access statistics for papers by Kosei Fukuda.

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

Short-id: pfu81

Journal Articles

2013

1. A Happiness Study Using Age-Period-Cohort Framework
   Journal of Happiness Studies, 2013, 14, (1), 135-153 View citations (12)

2012

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

2011

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

2010

6. 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 View citations (4)
7. Parameter changes in GARCH model
   Journal of Applied Statistics, 2010, 37, (7), 1123-1135 View citations (3)
8. Three new empirical perspectives on the Hodrick–Prescott parameter
   Empirical Economics, 2010, 39, (3), 713-731 View citations (2)

2009

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

2008

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

2007

22. A unified approach to detecting unit root and structural break
    Applied Economics, 2007, 39, (3), 279-289 View citations (3)
23. 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
24. An empirical analysis of US and Japanese health insurance using age–period–cohort decomposition
    Health Economics, 2007, 16, (5), 475-489 View citations (2)
25. Are trend and cycle innovations uncorrelated? International evidence
    Applied Economics Letters, 2007, 14, (12), 923-926 View citations (1)
26. Flexible trend-cycle decomposition of nonstationary multivariate time series
    Applied Economics, 2007, 40, (2), 135-147
27. Forecasting real-time data allowing for data revisions
    Journal of Forecasting, 2007, 26, (6), 429-444 View citations (2)
28. Joint detection of unit roots and cointegration: Data-based simulation
    Mathematics and Computers in Simulation (MATCOM), 2007, 75, (1), 28-36
29. Reexamination of the effects of monetary policy using spectral decomposition
    Applied Economics Letters, 2007, 14, (10), 769-774
30. Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth
    Statistical Papers, 2007, 48, (4), 559-580 View citations (2)

2006

31. 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 View citations (14)
32. 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 View citations (11)
33. Monitoring unit root and multiple structural changes: An information criterion approach
    Mathematics and Computers in Simulation (MATCOM), 2006, 71, (2), 121-130 View citations (3)

2005

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