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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:Faculty of Economics, Keio University, (more information at EDIRC)

Access statistics for papers by Masao Ogaki.

Last updated 2017-07-05. Update your information in the RePEc Author Service.

Short-id: pog9


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Working Papers

2017

  1. Education and pro-family altruistic discrimination against foreigners: Five-country comparisons
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University Downloads View citations (1)
  2. Introducing Virtue Ethics into Normative Economics for Models with Endogenous Preferences
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads
  3. Worldviews and Intergenerational Altruism: A Comparison of Turkish People Living in Turkey and Germany
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (3)

2015

  1. A Reformulation of Normative Economics for Models with Endogenous Preferences
    UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics Downloads View citations (2)
    Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2014) Downloads

2014

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

2013

  1. Cultures, Worldviews, and Intergenerational Altruism
    ERSA conference papers, European Regional Science Association Downloads
  2. 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) Downloads View citations (1)
    See also Journal Article in International Review of Economics & Finance (2015)
  3. Purchasing Power Parity and the Taylor Rule
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University (2013) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011) Downloads View citations (2)
    Working Papers, Ohio State University, Department of Economics (2009) Downloads View citations (5)

    See also Journal Article in Journal of Applied Econometrics (2015)
  4. Worldviews and Intergenerational Altruism: Empirical Evidence for Germany
    ERSA conference papers, European Regional Science Association Downloads View citations (1)

2011

  1. 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 Downloads

2007

  1. Long-run real exchange rate changes and the properties of the variance of k-differences
    Working Papers, Ohio State University, Department of Economics Downloads View citations (3)

2005

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

2004

  1. A Spurious Regression Approach to Estimating Structural Parameters
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads View citations (2)
    Also in Working Papers, Ohio State University, Department of Economics (2004) Downloads View citations (2)
  2. Dynamic Seemingly Unrelated Cointegrating Regression
    Working Papers, Ohio State University, Department of Economics Downloads View citations (11)
    Also in Working Papers, Department of Economics, The University of Auckland (2003) Downloads View citations (4)
    NBER Technical Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (13)

    See also Journal Article in Review of Economic Studies (2005)
  3. Money Demand in Japan and the Liquidity Trap
    Working Papers, Ohio State University, Department of Economics Downloads View citations (1)
  4. 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 (5)
    See also Journal Article in Monetary and Economic Studies (2004)

2003

  1. A Theory of Exchange Rates and the Term Structure of Interest Rates
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (5)
    Also in Working Papers, Ohio State University, Department of Economics (1999) Downloads View citations (4)

    See also Journal Article in Review of Development Economics (2013)
  2. 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) Downloads View citations (3)

2002

  1. The Distortionary Effects of Inflation: An Empirical Investigation
    Working Papers, Ohio State University, Department of Economics Downloads View citations (3)

2001

  1. Structural Error Correction Models: Instrumental Variables Methods and Application to an Exchange Rate Model
    Working Papers, Ohio State University, Department of Economics Downloads View citations (1)
  2. The Effects of Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach
    Working Papers, Ohio State University, Department of Economics Downloads View citations (8)
    See also Journal Article in Journal of the Japanese and International Economies (2004)
  3. The Gauss-Markov Theorem and Spurious Regressions
    Working Papers, Ohio State University, Department of Economics Downloads View citations (6)

2000

  1. Decreasing Relative Risk Aversion and Tests of Risk Sharing
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (4)
    Also in Working Papers, Ohio State University, Department of Economics (1998) Downloads View citations (2)

    See also Journal Article in Econometrica (2001)
  2. Risk Sharing in Village India: the Rule of Decreasing Relative Risk Aversion
    Working Papers, Ohio State University, Department of Economics Downloads View citations (1)

1999

  1. A Empirical Investigation of Exchange Rates and the Term Structure of Interest Rates
    Working Papers, Ohio State University, Department of Economics Downloads View citations (5)
  2. The Exchange Rate and the Term Structure of Interest Rates in Mexico
    Working Papers, Ohio State University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Development Economics (2000)

1998

  1. Intertemporal substitution and durable goods: long-run data
    MPRA Paper, University Library of Munich, Germany Downloads View citations (17)
    See also Journal Article in Economics Letters (1998)

1996

  1. Saving Behavior in Low- and Middle-Income Developing Countries: A Comparison
    MPRA Paper, University Library of Munich, Germany Downloads View citations (94)
    Also in MPRA Paper, University Library of Munich, Germany (1995) Downloads View citations (16)
    IMF Working Papers, International Monetary Fund (1995) Downloads View citations (56)

    See also Journal Article in IMF Staff Papers (1996)

1995

  1. Measuring Intertemporal Substitution: The Role of Durable Goods
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (15)
    Also in MPRA Paper, University Library of Munich, Germany (1995) Downloads View citations (14)

    See also Journal Article in Journal of Political Economy (1998)

1993

  1. CCR: A User Guide
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (6)
  2. 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 (2)
  3. Unit Roots In Macroeconomics: A Survey
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (4)

1992

  1. An Introduction to the Generalized Method of Moments
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (4)

1991

  1. 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 in Economics Letters (1992)
  2. 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)
  3. Consumption, Income, and Cointegration Further Analysis
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (5)
  4. Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (23)
  5. Seemingly Unrelated Canonical Cointegrating Regressions
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (13)
  6. 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 (6)
    See also Journal Article in Journal of Monetary Economics (1996)

1990

  1. A CHI-SQUARE TEST FOR UNIT ROOT
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (4)
    See also Journal Article in Economics Letters (1990)
  2. A SPECIFICATION TEST FOR A MODEL OF ENGEL'S LAW AND SAVING
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
  3. AGGREGATION OF INTRATEMPORAL PREFERENCES UNDER COMPLETE MARKET
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (1)
  4. ENGEL'S LAW AND COINTEGRATION
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (2)
    See also Journal Article in Journal of Political Economy (1992)
  5. ENGEL'S LAW AND SAVING
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)

1989

  1. A COINTEGRATION APPROACH TO ESTIMATING PREFERENCE PARAMETERS
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (30)
    See also Journal Article in Journal of Econometrics (1997)

Journal Articles

2016

  1. Announcement
    The Japanese Economic Review, 2016, 67, (1), 31-32 Downloads

2015

  1. Conference on Normative Economics from the Traditional and Nontraditional Views: Introduction
    The Japanese Economic Review, 2015, 66, (2), 147-149 Downloads
  2. Granger causality from exchange rates to fundamentals: What does the bootstrap test show us?
    International Review of Economics & Finance, 2015, 38, (C), 198-206 Downloads View citations (1)
    See also Working Paper (2013)
  3. Normative Behavioural Economics Based on Unconditional Love and Moral Virtue
    The Japanese Economic Review, 2015, 66, (2), 226-246 Downloads
    See also Working Paper (2014)
  4. Purchasing Power Parity and the Taylor Rule
    Journal of Applied Econometrics, 2015, 30, (6), 874-903 Downloads View citations (1)
    See also Working Paper (2013)

2013

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

2012

  1. TOUGH LOVE AND INTERGENERATIONAL ALTRUISM
    International Economic Review, 2012, 53, (3), 791-814 Downloads View citations (18)

2011

  1. Special Issue Editors’ Introduction
    Journal of Money, Credit and Banking, 2011, 43, 1-1

2008

  1. Robust estimation for structural spurious regressions and a Hausman-type cointegration test
    Journal of Econometrics, 2008, 142, (1), 327-351 Downloads View citations (22)

2007

  1. 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 Downloads View citations (3)

2006

  1. 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 Downloads
  2. Money Demand in Japan and Nonlinear Cointegration
    Journal of Money, Credit and Banking, 2006, 38, (6), 1659-1667 Downloads View citations (17)

2005

  1. Dynamic Seemingly Unrelated Cointegrating Regressions
    Review of Economic Studies, 2005, 72, (3), 797-820 Downloads View citations (44)
    See also Working Paper (2004)

2004

  1. Decreasing Relative Risk Aversion, Risk Sharing, and the Permanent Income Hypothesis
    Journal of Business & Economic Statistics, 2004, 22, 421-430 Downloads View citations (12)
  2. Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach
    Monetary and Economic Studies, 2004, 22, (1), 1-25 Downloads View citations (1)
    See also Working Paper (2004)
  3. 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 Downloads View citations (15)
    See also Working Paper (2001)

2003

  1. Aggregation under Complete Markets
    Review of Economic Dynamics, 2003, 6, (4), 977-986 Downloads View citations (3)
  2. 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 Downloads View citations (5)

2001

  1. Decreasing Relative Risk Aversion and Tests of Risk Sharing
    Econometrica, 2001, 69, (2), 515-26 View citations (114)
    See also Working Paper (2000)

2000

  1. The exchange rate and the term structure of interest rates in Mexico
    Journal of Development Economics, 2000, 63, (1), 135-155 Downloads View citations (3)
    See also Working Paper (1999)

1999

  1. Real exchange rates and nontradables: A relative price approach
    Journal of Empirical Finance, 1999, 6, (2), 193-215 Downloads View citations (34)

1998

  1. Intertemporal substitution and durable goods: long-run data
    Economics Letters, 1998, 61, (1), 85-90 Downloads View citations (21)
    See also Working Paper (1998)
  2. Measuring Intertemporal Substitution: The Role of Durable Goods
    Journal of Political Economy, 1998, 106, (5), 1078-1098 Downloads View citations (229)
    See also Working Paper (1995)
  3. On the Granger Representation Theorem: a counter example?
    Economics Letters, 1998, 60, (1), 19-21 Downloads View citations (1)

1997

  1. A cointegration approach to estimating preference parameters
    Journal of Econometrics, 1997, 82, (1), 107-134 Downloads View citations (81)
    See also Working Paper (1989)
  2. Consumption, income and cointegration
    International Review of Economics & Finance, 1997, 6, (2), 107-117 Downloads View citations (4)
  3. Rate Of Time Preference, Intertemporal Elasticity Of Substitution, And Level Of Wealth
    The Review of Economics and Statistics, 1997, 79, (4), 564-572 Downloads View citations (42)

1996

  1. A Time Series Analysis of Real Wages, Consumption, and Asset Returns
    Journal of Applied Econometrics, 1996, 11, (2), 119-34 Downloads View citations (33)
  2. Saving Behavior in Low- and Middle-Income Developing Countries: A Comparison
    IMF Staff Papers, 1996, 43, (1), 38-71 Downloads View citations (126)
    See also Working Paper (1996)
  3. Wealth-varying intertemporal elasticities of substitution: Evidence from panel and aggregate data
    Journal of Monetary Economics, 1996, 38, (3), 507-534 Downloads View citations (107)
    See also Working Paper (1991)

1993

  1. Cotrending and the stationarity of the real interest rate
    Economics Letters, 1993, 42, (2-3), 133-138 Downloads View citations (13)
  2. Unit Roots in Macroeconometrics: A Survey
    Monetary and Economic Studies, 1993, 11, (2), 131-154 Downloads View citations (9)

1992

  1. A consistent test for the null of stationarity against the alternative of a unit root
    Economics Letters, 1992, 39, (1), 7-11 Downloads View citations (11)
    See also Working Paper (1991)
  2. Engel's Law and Cointegration
    Journal of Political Economy, 1992, 100, (5), 1027-46 Downloads View citations (50)
    See also Working Paper (1990)
  3. Growth in open economies: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1992, 36, (1), 47-56 Downloads View citations (3)

1991

  1. Efficiency bound calculations for a time series model, with conditional heteroskedasticity
    Economics Letters, 1991, 35, (2), 167-171 Downloads View citations (1)

1990

  1. A chi-square test for a unit root
    Economics Letters, 1990, 34, (1), 37-42 Downloads View citations (4)
    See also Working Paper (1990)
  2. The Indirect and Direct Substition Effects
    American Economic Review, 1990, 80, (5), 1271-75 Downloads View citations (8)
 
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