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CARF F-Series

From Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
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2021: Household Inventory, Temporary Sales, and Price Indices Downloads
Kozo Ueda, Kota Watanabe and Tsutomu Watanabe
2021: Frequency Regression and Smoothing for Noisy Nonstationary Time Series Downloads
Seisho Sato and Naoto Kunimoto
2021: Epistemological Implementation of Social Choice Functions Downloads
Hitoshi Matsushima
2021: Backward Smoothing for Noisy Non-stationary Time Series Downloads
Seisho Sato and Naoto Kunitomo
2021: Identifying the Source of Information Rigidities in the Expectations Formation Process Downloads
Mototsugu Shintani and Kozo Ueda
2021: Auctions with Ethical Concerns Downloads
Hitoshi Matsushima
2021: Assignments with Ethical Concerns Downloads
Hitoshi Matsushima
2021: Approximation Method Using Black-Scholes Formula for Barrier Option Pricing under Lévy Models Downloads
Yuan Li, Kaimon Miyachi, Kenichiro Shiraya and Akira Yamazaki
2021: The Return of the Dead? The COVID-19 Business Support Programs in Japan Downloads
Takeo Hoshi, Daiji Kawaguchi and Kenichi Ueda
2021: Budget Ratcheting and Debtholders’ Monitoring: Evidence from Private Colleges and Universities Downloads
Makoto Kuroki and Akinobu Shuto
2021: The Bright and Dark Side of Financial Support from Local and Central Banks after a Natural Disaster: Evidence from the Great Kanto Earthquake, 1923 Japan Downloads
Tetsuji Okazaki, Toshihiro Okubo and Eric Strobl
2021: Repricing Avalanches Downloads
Makoto Nirei and José A. Scheinkman
2021: Equilibrium Price Formation with a Major Player and its Mean Field Limit Downloads
Masaaki Fujii and Akihiko Takahashi
2021: Japan's Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data Downloads
Tsutomu Watanabe and Tomoyoshi Yabu
2021: Supplementary file for †Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach†Downloads
Taiga Saito and Akihiko Takahashi
2021: Bank Regulatory Reforms and Declining Diversity of Bank Credit Allocation Downloads
Takeo Hoshi and Ke Wang
2021: Epistemological Mechanism Design (Revised version of CARF-F-496) Downloads
Hitoshi Matsushima and Shunya Noda
2021: Covid-19 and Output in Japan Downloads
Daisuke Fujii and Taisuke Nakata
2021: A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver Downloads
Akihiko Takahashi, Yoshifumi Tsuchida and Toshihiro Yamada
2021: A New Interval Type-2 Fuzzy Logic System Under Dynamic Environment: Application to Financial Investment (Subsequently published in "Engineering Applications of Artificial Intelligence")
Akihiko Takahashi and Soichiro Takahashi
2021: A general control variate method for time-changed Lévy processes: An application to option pricing Downloads
Kenichiro Shiraya, Cong Wang and Akira Yamazaki
2021: A novel approach to asset pricing with choice of probability measures Downloads
Taiga Saito and Akihiko Takahashi
2020: High-frequency Identification of Unconventional Monetary Policy Shocks in Japan Downloads
Hiroyuki Kubota and Mototsugu Shintani
2020: Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis Downloads
Markus Heckel and Kiyohiko G. Nishimura
2020: Implementation, Honesty, and Common Knowledge Downloads
Hitoshi Matsushima
2020: Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations Downloads
Masaaki Fujii
2020: Are More Able Managers Good Future Tellers? Learning from Japan (Forthcoming in Journal of Accounting and Public Policy) Downloads
Souhei Ishida, Takuma Kochiyama and Akinobu Shuto
2020: Unique Information Elicitation Downloads
Hitoshi Matsushima and Shunya Noda
2020: A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit Downloads
Masaaki Fujii and Akihiko Takahashi
2020: The Effects of QQE on Long-run Inflation Expectations in Japan Downloads
Mototsugu Shintani and Naoto Soma
2020: The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020 Downloads
Tsutomu Watanabe
2020: Japan’s Voluntary Lockdown Downloads
Tsutomu Watanabe and Tomoyoshi Yabu
2020: Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan Downloads
Kozo Ueda, Kota Watanabe and Tsutomu Watanabe
2020: Who Suffers from the COVID-19 Shocks? Labor Market Heterogeneity and Welfare Consequences in Japan (Forthcoming in the Journal of the Japanese and the International Economies) Downloads
Shinnosuke Kikuchi, Sagiri Kitao and Minamo Mikoshiba
2020: A new investment method with AutoEncoder: Applications to crypto currencies(Forthcoming in "Expert Systems with Applications")
Masafumi Nakano and Akihiko Takahashi
2020: Online Consumption During the COVID-19 Crisis: Evidence from Japan Downloads
Tsutomu Watanabe and Yuki Omori
2020: Listing Advantages Around the World Downloads
Kenichi Ueda and Somnath Sharma
2020: Average Inflation Targeting and the Interest Rate Lower Bound Downloads
Flora Budianto, Taisuke Nakata and Sebastian Schmidt
2020: Credible Forward Guidance Downloads
Taisuke Nakata and Takeki Sunakawa
2020: Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit Downloads
Hess Chung, Etienne Gagnon, Taisuke Nakata, Matthias Paustian, Bernd Schlusche, James Trevino, Diego Vilán and Wei Zheng
2020: Equilibrium Yield Curves and the Interest Rate Lower Bound Downloads
Taisuke Nakata and Hiroatsu Tanaka
2020: A Promised Value Approach to Optimal Monetary Policy Downloads
Timothy Hills, Taisuke Nakata and Takeki Sunakawa
2020: Speed Limit Policy and Liquidity Traps Downloads
Taisuke Nakata, Sebastian Schmidt and Paul Yoo
2020: Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access) Downloads
Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito and Akihiko Takahashi
2020: Optimal Inflation Target with Expectations-Driven Liquidity Traps Downloads
Philip Coyle and Taisuke Nakata
2020: How Much Did People Refrain from Service Consumption due to the Outbreak of COVID-19? Downloads
Tsutomu Watanabe and Yuki Omori
2020: Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan Downloads
Tsutomu Watanabe
2020: Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan Downloads
Tetsuji Okazaki and Koji Sakai
2020: Mechanism Design with Blockchain Enforcement Downloads
Hitoshi Matsushima and Shunya Noda
2020: A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition Downloads
Masaaki Fujii and Akihiko Takahashi
2020: Recurrent Preemption Games Downloads
Hitoshi Matsushima
2020: A General Control Variate Method for Lévy Models in Finance (Published in European Journal of Operational Research.)
Kenichiro Shiraya, Hiroki Uenishi and Akira Yamazaki
Page updated 2021-09-17
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