Details about Masao Ogaki

Homepage:	https://sites.google.com/site/masaoogakiphd/home
Postal address:	Faculty of Economics Keio University 612 Mita-Kenkyu-shitsu 2-15-45 Mita Minato-ku, Tokyo 108-8345 JAPAN
Workplace:	Department of Economics, Doshisha University, (more information at EDIRC)

Access statistics for papers by Masao Ogaki.

Last updated 2024-05-30. Update your information in the RePEc Author Service.

Short-id: pog9

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Working Papers

2023

1. Economics of the Community Mechanism
   Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University
   See also Journal Article Economics of the community mechanism, The Japanese Economic Review, Springer (2022) View citations (2) (2022)

2022

2. Comparing data gathered in an online and a laboratory experiment using the Trustlab platform
   ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka View citations (3)

2021

3. Persistent Divides in Beliefs, Conflict, and Innovation
   Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University View citations (1)

2018

4. Wealth, Financial Literacy and Behavioral Biases: Evidence from Japan
   Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University View citations (10)
5. Worldviews and Tough Love Altruism
   Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University

2017

6. Education and pro-family altruistic discrimination against foreigners: Five-country comparisons
   ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka View citations (2)
7. Introducing Virtue Ethics into Normative Economics for Models with Endogenous Preferences
   RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (1)
8. Worldviews and Intergenerational Altruism: A Comparison of Turkish People Living in Turkey and Germany
   CESifo Working Paper Series, CESifo View citations (4)

2015

9. A Reformulation of Normative Economics for Models with Endogenous Preferences
   UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics View citations (2)
   Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2014) View citations (2)
10. Effects of the Great East Japan Earthquake on Subjective Well-Being
    Working Papers, Tokyo Center for Economic Research View citations (2)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2014) View citations (1)
    Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University (2014) View citations (1)

2014

11. Altruistic Economic Behaviors and Implicit Worldviews
    ERSA conference papers, European Regional Science Association View citations (1)
12. An Experimental Study of Intergenerational Altruism with Parent-Child Pairs
    Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University View citations (4)
13. Normative Behavioral Economics Based on Unconditional Love and Moral Virtue
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (2)
    See also Journal Article Normative Behavioural Economics Based on Unconditional Love and Moral Virtue, The Japanese Economic Review, Japanese Economic Association (2015) View citations (3) (2015)
14. Worldviews and Altruistic Behavior: A Progress Report on Experimental Study
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2014) View citations (1)

2013

15. Cultures, Worldviews, and Intergenerational Altruism
    ERSA conference papers, European Regional Science Association View citations (2)
16. Granger Causality from Exchange Rates to Fundamentals: What Does the Bootstrap Test Show Us?
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (2)
    See also Journal Article Granger causality from exchange rates to fundamentals: What does the bootstrap test show us?, International Review of Economics & Finance, Elsevier (2015) View citations (10) (2015)
17. Purchasing Power Parity and the Taylor Rule
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University (2013)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011) View citations (3)
    Working Papers, Ohio State University, Department of Economics (2009) View citations (6)
    See also Journal Article Purchasing Power Parity and the Taylor Rule, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (3) (2015)
18. Worldviews and Intergenerational Altruism: Empirical Evidence for Germany
    ERSA conference papers, European Regional Science Association View citations (1)

2011

19. The Cross-Euler Equation Approach in Estimating the Elasticity of Intertemporal Substitution for Food and Non-Food Consumption in Japan
    TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University

2007

20. Long-run real exchange rate changes and the properties of the variance of k-differences
    Working Papers, Ohio State University, Department of Economics View citations (5)

2005

21. Structural Spurious Regressions and A Hausman-type Cointegration Test
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (3)

2004

22. A Spurious Regression Approach to Estimating Structural Parameters
    Working Papers, Ohio State University, Department of Economics View citations (5)
    Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (5)
23. Dynamic Seemingly Unrelated Cointegrating Regression
    Working Papers, Ohio State University, Department of Economics View citations (12)
    Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2003) View citations (18)
    Working Papers, Department of Economics, The University of Auckland (2003) View citations (9)
    See also Journal Article Dynamic Seemingly Unrelated Cointegrating Regressions, The Review of Economic Studies, Review of Economic Studies Ltd (2005) View citations (100) (2005)
24. Money Demand in Japan and the Liquidity Trap
    Working Papers, Ohio State University, Department of Economics View citations (2)
25. Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (10)
    See also Journal Article Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan (2004) View citations (9) (2004)

2003

26. A Theory of Exchange Rates and the Term Structure of Interest Rates
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (9)
    Also in Working Papers, Ohio State University, Department of Economics (1999) View citations (12)
    See also Journal Article A Theory of Exchange Rates and the Term Structure of Interest Rates, Review of Development Economics, Wiley Blackwell (2013) View citations (2) (2013)
27. Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (4)

2002

28. The Distortionary Effects of Inflation: An Empirical Investigation
    Working Papers, Ohio State University, Department of Economics View citations (5)

2001

29. Structural Error Correction Models: Instrumental Variables Methods and Application to an Exchange Rate Model
    Working Papers, Ohio State University, Department of Economics View citations (1)
30. The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach
    Working Papers, Ohio State University, Department of Economics View citations (8)
    See also Journal Article The effects of monetary policy shocks on exchange rates: A structural vector error correction model approach, Journal of the Japanese and International Economies, Elsevier (2004) View citations (30) (2004)
31. The Gauss-Markov Theorem and Spurious Regressions
    Working Papers, Ohio State University, Department of Economics View citations (6)

2000

32. Decreasing Relative Risk Aversion and Tests of Risk Sharing
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (6)
    Also in Working Papers, Ohio State University, Department of Economics (1998) View citations (2)
    See also Journal Article Decreasing Relative Risk Aversion and Tests of Risk Sharing, Econometrica, Econometric Society (2001) View citations (149) (2001)
33. Risk Sharing in Village India: the Rule of Decreasing Relative Risk Aversion
    Working Papers, Ohio State University, Department of Economics View citations (2)

1999

34. A Empirical Investigation of Exchange Rates and the Term Structure of Interest Rates
    Working Papers, Ohio State University, Department of Economics View citations (7)
35. The Exchange Rate and the Term Structure of Interest Rates in Mexico
    Working Papers, Ohio State University, Department of Economics View citations (2)
    See also Journal Article The exchange rate and the term structure of interest rates in Mexico, Journal of Development Economics, Elsevier (2000) View citations (3) (2000)

1998

36. Intertemporal substitution and durable goods: long-run data
    MPRA Paper, University Library of Munich, Germany View citations (28)
    See also Journal Article Intertemporal substitution and durable goods: long-run data, Economics Letters, Elsevier (1998) View citations (32) (1998)

1996

37. Saving Behavior in Low- and Middle-Income Developing Countries: A Comparison
    MPRA Paper, University Library of Munich, Germany View citations (190)
    Also in MPRA Paper, University Library of Munich, Germany (1995) View citations (37)
    IMF Working Papers, International Monetary Fund (1995) View citations (69)
    See also Journal Article Saving Behavior in Low- and Middle-Income Developing Countries: A Comparison, IMF Staff Papers, Palgrave Macmillan (1996) View citations (214) (1996)

1995

38. Measuring Intertemporal Substitution: The Role of Durable Goods
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (17)
    Also in MPRA Paper, University Library of Munich, Germany (1995) View citations (15)
    See also Journal Article Measuring Intertemporal Substitution: The Role of Durable Goods, Journal of Political Economy, University of Chicago Press (1998) View citations (405) (1998)

1993

39. CCR: A User Guide
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (8)
40. The Rate of Time Preference, The Intertemporal Elasticity of Substitution, and the leval of Wealth
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (3)
    See also Journal Article Rate Of Time Preference, Intertemporal Elasticity Of Substitution, And Level Of Wealth, The Review of Economics and Statistics, MIT Press (1997) View citations (60) (1997)
41. Unit Roots In Macroeconomics: A Survey
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (8)

1992

42. An Introduction to the Generalized Method of Moments
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (5)

1991

43. A Consistent Test for the Null of Stationarity Against the Alternative of Unit Root
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (1)
    See also Journal Article A consistent test for the null of stationarity against the alternative of a unit root, Economics Letters, Elsevier (1992) View citations (15) (1992)
44. A Time Series Analysis of Real Wages, Consumption, and Asset returns Under Optimal Libor Contrecting: A Cointegration-Euler Equation Approach
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (2)
45. Consumption, Income, and Cointegration Further Analysis
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (7)
46. Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (36)
47. Seemingly Unrelated Canonical Cointegrating Regressions
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (17)
48. Wealth-Varying Intertemporal Elasticities of Substitution Evidence from Panel and Aggregate Data
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (7)
    See also Journal Article Wealth-varying intertemporal elasticities of substitution: Evidence from panel and aggregate data, Journal of Monetary Economics, Elsevier (1996) View citations (193) (1996)

1990

49. A CHI-SQUARE TEST FOR UNIT ROOT
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (6)
    See also Journal Article A chi-square test for a unit root, Economics Letters, Elsevier (1990) View citations (6) (1990)
50. A SPECIFICATION TEST FOR A MODEL OF ENGEL'S LAW AND SAVING
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
51. AGGREGATION OF INTRATEMPORAL PREFERENCES UNDER COMPLETE MARKET
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (1)
52. ENGEL'S LAW AND COINTEGRATION
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (2)
    See also Journal Article Engel's Law and Cointegration, Journal of Political Economy, University of Chicago Press (1992) View citations (54) (1992)
53. ENGEL'S LAW AND SAVING
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)

1989

54. A COINTEGRATION APPROACH TO ESTIMATING PREFERENCE PARAMETERS
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (31)
    See also Journal Article A cointegration approach to estimating preference parameters, Journal of Econometrics, Elsevier (1997) View citations (94) (1997)

Journal Articles

2022

1. Economics of the community mechanism
   The Japanese Economic Review, 2022, 73, (3), 433-457 View citations (2)
   See also Working Paper Economics of the Community Mechanism, Keio-IES Discussion Paper Series (2023) (2023)
2. Wealth, Financial Literacy and Behavioral Biases in Japan: the Effects of Various Types of Financial Literacy
   Journal of the Japanese and International Economies, 2022, 64, (C) View citations (6)

2016

3. 2015 Japanese Economic Association—Nakahara Prize
   The Japanese Economic Review, 2016, 67, (1), 31-32
4. Announcement
   The Japanese Economic Review, 2016, 67, (1), 31-32

2015

5. Conference on Normative Economics from the Traditional and Nontraditional Views: Introduction
   The Japanese Economic Review, 2015, 66, (2), 147-149
6. Granger causality from exchange rates to fundamentals: What does the bootstrap test show us?
   International Review of Economics & Finance, 2015, 38, (C), 198-206 View citations (10)
   See also Working Paper Granger Causality from Exchange Rates to Fundamentals: What Does the Bootstrap Test Show Us?, RCER Working Papers (2013) View citations (2) (2013)
7. Normative Behavioural Economics Based on Unconditional Love and Moral Virtue
   The Japanese Economic Review, 2015, 66, (2), 226-246 View citations (3)
   See also Working Paper Normative Behavioral Economics Based on Unconditional Love and Moral Virtue, IMES Discussion Paper Series (2014) View citations (2) (2014)
8. Purchasing Power Parity and the Taylor Rule
   Journal of Applied Econometrics, 2015, 30, (6), 874-903 View citations (3)
   See also Working Paper Purchasing Power Parity and the Taylor Rule, CAMA Working Papers (2013) (2013)

2013

9. A Theory of Exchange Rates and the Term Structure of Interest Rates
   Review of Development Economics, 2013, 17, (1), 74-87 View citations (2)
   See also Working Paper A Theory of Exchange Rates and the Term Structure of Interest Rates, RCER Working Papers (2003) View citations (9) (2003)

2012

10. TOUGH LOVE AND INTERGENERATIONAL ALTRUISM
    International Economic Review, 2012, 53, (3), 791-814 View citations (25)

2011

11. Special Issue Editors’ Introduction
    Journal of Money, Credit and Banking, 2011, 43, (s1), 1-1
    Also in Journal of Money, Credit and Banking, 2011, 43, 1-1 (2011)

2008

12. Editors' Introduction
    Journal of Money, Credit and Banking, 2008, 40, (8), 1555-1555
13. Robust estimation for structural spurious regressions and a Hausman-type cointegration test
    Journal of Econometrics, 2008, 142, (1), 327-351 View citations (45)

2007

14. Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model
    Journal of Money, Credit and Banking, 2007, 39, (8), 2057-2075 View citations (2)
    Also in Journal of Money, Credit and Banking, 2007, 39, (8), 2057-2075 (2007) View citations (5)

2006

15. An Editors' Comment on "Lessons from the JMCB Archive" by B.D. McCullough, Kerry Anne McGeary, and Teresa D. Harrison
    Journal of Money, Credit and Banking, 2006, 38, (4), 1109
16. Money Demand in Japan and Nonlinear Cointegration
    Journal of Money, Credit and Banking, 2006, 38, (6), 1659-1667 View citations (30)

2005

17. Dynamic Seemingly Unrelated Cointegrating Regressions
    The Review of Economic Studies, 2005, 72, (3), 797-820 View citations (100)
    See also Working Paper Dynamic Seemingly Unrelated Cointegrating Regression, Working Papers (2004) View citations (12) (2004)

2004

18. Decreasing Relative Risk Aversion, Risk Sharing, and the Permanent Income Hypothesis
    Journal of Business & Economic Statistics, 2004, 22, 421-430 View citations (16)
19. Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach
    Monetary and Economic Studies, 2004, 22, (1), 1-25 View citations (9)
    See also Working Paper Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach, Econometric Society 2004 Far Eastern Meetings (2004) View citations (10) (2004)
20. The effects of monetary policy shocks on exchange rates: A structural vector error correction model approach
    Journal of the Japanese and International Economies, 2004, 18, (1), 99-114 View citations (30)
    See also Working Paper The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach, Working Papers (2001) View citations (8) (2001)

2003

21. Aggregation under Complete Markets
    Review of Economic Dynamics, 2003, 6, (4), 977-986 View citations (4)
22. The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach
    Monetary and Economic Studies, 2003, 21, (1), 1-34 View citations (7)

2001

23. Decreasing Relative Risk Aversion and Tests of Risk Sharing
    Econometrica, 2001, 69, (2), 515-26 View citations (149)
    See also Working Paper Decreasing Relative Risk Aversion and Tests of Risk Sharing, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (6) (2000)

2000

24. The exchange rate and the term structure of interest rates in Mexico
    Journal of Development Economics, 2000, 63, (1), 135-155 View citations (3)
    See also Working Paper The Exchange Rate and the Term Structure of Interest Rates in Mexico, Working Papers (1999) View citations (2) (1999)

1999

25. Real exchange rates and nontradables: A relative price approach
    Journal of Empirical Finance, 1999, 6, (2), 193-215 View citations (41)

1998

26. Intertemporal substitution and durable goods: long-run data
    Economics Letters, 1998, 61, (1), 85-90 View citations (32)
    See also Working Paper Intertemporal substitution and durable goods: long-run data, MPRA Paper (1998) View citations (28) (1998)
27. Measuring Intertemporal Substitution: The Role of Durable Goods
    Journal of Political Economy, 1998, 106, (5), 1078-1098 View citations (405)
    See also Working Paper Measuring Intertemporal Substitution: The Role of Durable Goods, RCER Working Papers (1995) View citations (17) (1995)
28. On the Granger Representation Theorem: a counter example?
    Economics Letters, 1998, 60, (1), 19-21 View citations (2)

1997

29. A cointegration approach to estimating preference parameters
    Journal of Econometrics, 1997, 82, (1), 107-134 View citations (94)
    See also Working Paper A COINTEGRATION APPROACH TO ESTIMATING PREFERENCE PARAMETERS, RCER Working Papers (1989) View citations (31) (1989)
30. Consumption, income and cointegration
    International Review of Economics & Finance, 1997, 6, (2), 107-117 View citations (11)
31. Rate Of Time Preference, Intertemporal Elasticity Of Substitution, And Level Of Wealth
    The Review of Economics and Statistics, 1997, 79, (4), 564-572 View citations (60)
    See also Working Paper The Rate of Time Preference, The Intertemporal Elasticity of Substitution, and the leval of Wealth, RCER Working Papers (1993) View citations (3) (1993)

1996

32. A Time Series Analysis of Real Wages, Consumption, and Asset Returns
    Journal of Applied Econometrics, 1996, 11, (2), 119-34 View citations (52)
33. Saving Behavior in Low- and Middle-Income Developing Countries: A Comparison
    IMF Staff Papers, 1996, 43, (1), 38-71 View citations (214)
    See also Working Paper Saving Behavior in Low- and Middle-Income Developing Countries: A Comparison, MPRA Paper (1996) View citations (190) (1996)
34. Wealth-varying intertemporal elasticities of substitution: Evidence from panel and aggregate data
    Journal of Monetary Economics, 1996, 38, (3), 507-534 View citations (193)
    See also Working Paper Wealth-Varying Intertemporal Elasticities of Substitution Evidence from Panel and Aggregate Data, RCER Working Papers (1991) View citations (7) (1991)

1993

35. Cotrending and the stationarity of the real interest rate
    Economics Letters, 1993, 42, (2-3), 133-138 View citations (13)
36. Unit Roots in Macroeconometrics: A Survey
    Monetary and Economic Studies, 1993, 11, (2), 131-154 View citations (16)

1992

37. A consistent test for the null of stationarity against the alternative of a unit root
    Economics Letters, 1992, 39, (1), 7-11 View citations (15)
    See also Working Paper A Consistent Test for the Null of Stationarity Against the Alternative of Unit Root, RCER Working Papers (1991) View citations (1) (1991)
38. Engel's Law and Cointegration
    Journal of Political Economy, 1992, 100, (5), 1027-46 View citations (54)
    See also Working Paper ENGEL'S LAW AND COINTEGRATION, RCER Working Papers (1990) View citations (2) (1990)
39. Growth in open economies: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1992, 36, (1), 47-56 View citations (3)

1991

40. Efficiency bound calculations for a time series model, with conditional heteroskedasticity
    Economics Letters, 1991, 35, (2), 167-171 View citations (5)

1990

41. A chi-square test for a unit root
    Economics Letters, 1990, 34, (1), 37-42 View citations (6)
    See also Working Paper A CHI-SQUARE TEST FOR UNIT ROOT, RCER Working Papers (1990) View citations (6) (1990)
42. The Indirect and Direct Substition Effects
    American Economic Review, 1990, 80, (5), 1271-75 View citations (8)

Books

2017

1. Behavioral Economics
   Springer Texts in Business and Economics, Springer

Chapters

2019

1. Correction to: Behavioral Economics
   Springer

2017

2. Bounded Rationality
   Springer
3. Culture and Identity
   Springer
4. Economic Behavior Under Uncertainty
   Springer
5. Intertemporal Behavior
   Springer
6. Learning Theory and Experiments in Neuroeconomics
   Springer
7. Normative Behavioral Economics
   Springer
8. Prospect Theory
   Springer
9. Social Preferences
   Springer
10. The Economics of Happiness
    Springer
11. What Is Behavioral Economics?
    Springer
12. What Is Neuroeconomics?
    Springer View citations (1)