Global COE Hi-Stat Discussion Paper Series

From Institute of Economic Research, Hitotsubashi University
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12-249: Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions

Yohei Yamamoto

12-248: Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity

Hiroaki Chigira and Tsunemasa Shiba

12-247: Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures

Hiroyuki Kasahara and Katsumi Shimotsu

12-246: Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures

Kazuko Kano, Takashi Kano and Kazutaka Takechi

12-245: Exaggerated Death of Distance: Revisiting Distance Effects on Regional Price Dispersions

Kazuko Kano, Takashi Kano and Kazutaka Takechi

12-244: Ethnicity and Income in China: The Case of Ningxia

Hiroshi Sato and Sai Ding

12-243: Changing Unchanged Inequality: Higher Education, Youth Population, and the Japan's Seniority Wages

Ken Yamada and Daiji Kawaguchi

12-242: News Impact Curve for Stochastic Volatility Models

Makoto Takahashi, Yasuhiro Omori and Toshiaki Watanabe

12-241: An Empirical Analysis of the Nikkei 225 Put Options Using Realized GARCH Models

Asuka Takeuchi-Nogimori

12-240: Consolidation and Scale Economies in the Japanese Sewerage Industry

Eiji Satoh

12-239: Mortality Trends in Russia Revisited: A Survey

Kazuhiro Kumo

12-238: Optimal Design of Scoring Auction with Multidimensional Quality

Takeshi Nishimura

12-237: Bundling Decision in Procurement Auctions with Risk-Averse Suppliers

Takeshi Nishimura

12-236: The Korean Economy in the Eighteenth Century: Laying the Foundation for Modern Economic Growth

Lee Hun-Chang

12-235: Long-Term Development Path of the Second Industry in Central Asia

Ichiro Iwasaki

12-234: Nuclear Energy in Asia: Safety Post-Fukushima

Takako Kimura

12-233: The Effects of a Megabank Merger on Firm-Bank Relationships and Borrowing Costs

Taisuke Uchino and Iichiro Uesugi

12-232: Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -

Jouchi Nakajima and Toshiaki Watanabe

11-231: Asset Accumulation Behavior of Rural Households in the Reconstruction Period following the Showa Depression: A Panel Data Analysis Using the Third Period MAF Survey of Farm Household Economy

Motoi Kusadokoro, Takeshi Maru and Masanori Takashima

11-230: Income Inequality and Evaluation of Tax Effect on Redistribution of Income in Japan 1984-2004

Ximing Yue and Jing Xu

11-229: Weakened Redistributive Impacts of Personal Income Tax in Urban China: Evaluation of the Personal Income Tax Reform Implemented in September 2011

Ximing Yue, Jing Xu and Qian Liu

11-228: Redistributive Impacts of Personal Income Tax in Urban China

Ximing Yue and Jing Xu

11-227: Testing for Multiple Structural Changes with Non-Homogeneous Regressors

Eiji Kurozumi

11-226: Multidimensional Political Competition with Non-Common Beliefs

Kazuya Kikuchi

11-225: FDI-Trade Nexus: New Evidence from Product-Level Data

Shuhei Nishitateno

11-224: Scoring Auction by an Informed Principal

Takeshi Nishimura

11-223: Agricultural Production and Economic Growth in Ancient Japan: A Quantitative Analysis of Arable Land, Land Productivity and Agricultural Output

Masanori Takashima

11-222: Local Public Goods Provision in the Post-Agricultural Tax Era in Rural China

Hiroshi Sato and Sai Ding

11-221: Hukou and Consumption Heterogeneity: Migrants' Expenditure Is Depressed by Institutional Constraints in Urban China

Binkai Chen, Ming Lu and Ninghua Zhong

11-220: Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003

Hiroyuki Kasahara, Katsumi Shimotsu and Michio Suzuki

11-219: Expansionary Effect of an Anticipated Fiscal Policy on Consumption in Japan

Hiroshi Morita

11-218: Energy-Saving Technological Change in Japan

Takeshi Niizeki

11-217: From Divergence to Convergence: Re-evaluating the History Behind China's Economic Boom

Loren Brandt, Debin Ma and Thomas Rawski

11-216: The Philippine National Bank and Credit Inflation after World War I

Yoshiko Nagano

11-215: Livestock Transactions as Coping Strategies in Zambia: New Evidence from High-Frequency Panel Data

Ken Miura, Hiromitsu Kanno and Takeshi Sakurai

11-214: Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion

Masato Ubukata and Toshiaki Watanabe

11-213: The Emergence of Modern Banking System in the Philippines during the American Colonial Period

Yoshiko Nagano

11-212: The Philippine National Bank and Lending in Agriculture: 1916-1930

Yoshiko Nagano

11-211: Nontransferable Water Rights and Technical Inefficiency in the Japanese Water Supply Industry

Eiji Satoh

11-210: The Wavelet-based Estimation for Long Memory Signal Plus Noise Models

Kei Nanamiya

11-209: Regression with a Slowly Varying Regressor in the Presence of a Unit Root

Yoshimasa Uematsu

11-208: Asymptotic Efficiency of the OLS Estimator with Singular Limiting Sample Moment Matrices

Yoshimasa Uematsu

11-207: Nonparametric LAD Cointegrating Regression

Toshio Honda

11-206: A Core-Periphery Model of Urban Economic Growth: Empirical Evidence using Chinese City-Level Data, 1990-2006

Zhao Chen, Ming Lu and Zheng Xu

11-205: Does Political Reservation Affect Voting Behavior? Empirical Evidence from India

Yuko Mori and Takashi Kurosaki

11-204: Environmental Management Policy under International Carbon Leakage

Kazuharu Kiyono and Jota Ishikawa

11-203: The Determinations of the Type and the Level of Consideration: An Analysis of China's Split Share Structure Reform

Qing-yuan Sui

11-202: What Effect Does Female Autonomy Have on Child Health? Microeconometric Evidence from Rural India

Kazuya Wada

11-201: Strategic Interaction between Inter Vivos Gifts and Housing Acquisition

Norifumi Yukutake, Shinichiro Iwata and Takako Idee

11-200: A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise

Daisuke Nagakura and Toshiaki Watanabe