Global COE Hi-Stat Discussion Paper Series

From Institute of Economic Research, Hitotsubashi University
Contact information at EDIRC.
Bibliographic data for series maintained by Tatsuji Makino ().

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08-049: Analysis on ƒÀ and ƒÐ Convergences of East Asian Currencies

Eiji Ogawa and Taiyo Yoshimi

08-048: External Adjustments and Coordinated Exchange Rate Policy in Asia

Eiji Ogawa and Kentaro Iwatsubo

08-047: The Japan-U.S. Exchange Rate, Productivity, and the Competitiveness of Japanese Industries

Robert Dekle and Kyoji Fukao

08-046: Vertical Foreign Direct Investment: Evidence from Japanese and U.S. Multinational Enterprises

Kiyoyasu Tanaka

08-045: Collective Rights Organizations and Investment in Upstream R&D

Rieko Aoki and Aaron Schiff

08-044: Patent Pools and Cross-Licensing in the Shadow of Patent Litigation

Jay Choi

08-043: An Economic Analysis on Pension Financing Methods: Is VAT Better than Wage Proportional Tax?

Junichiro Takahata

08-042: Re-examining Symmetry of Shocks for East Asia: Results Using a VAR with Sign Restrictions

Tuan Khai Vu

08-041: Income Risk, Consumption Inequality, and Macroeconomy in Japan

Tomoaki Yamada

08-040: Risks after Disasters: A Note on the Effects of Precautionary Saving on Equity Premiums

Shiba Suzuki

08-039: Information Loss in Volatility Measurement with Flat Price Trading

Peter Phillips and Jun Yu

08-038: A General Framework for Observation Driven Time-Varying Parameter Models

Drew Creal, Siem Jan Koopman and Andre Lucas

08-037: Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading

Ole Barndorff-Nielsen, Peter Hansen, Asger Lunde and Neil Shephard

08-036: Volatility Forecasting: The Jumps Do Matter

Fulvio Corsi, Davide Pirino and Roberto Renò

08-035: Nonparametric Stochastic Volatility

Federico M. Bandi and Roberto Renò

08-034: Duration-Based Volatility Estimation

Torben Andersen, Dobrislav Dobrev and Ernst Schaumburg

08-033: An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data

Hiroki Masuda and Takayki Morimoto

08-032: Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model

Isao Ishida and Toshiaki Watanabe

08-031: Managerial Compensation, Corporate Governance, and Business Performance in Japan: Evidence Using New Micro Data

Hideaki Sakawa and Naoki Watanabel

08-030: Public Pension and Household Saving: Evidence from urban China

Jin Feng, Lixin He and Hiroshi Sato

08-029: Downsian Model with Asymmetric Information: Possibility of Policy Divergence

Kazuya Kikuchi

08-028: Sequential Internet Auctions with Different Ending Rules

Toshihiro Tsuchihashi

08-027: Deposit Composition and Liquidity Demand of Commercial Banks: An Empirical Analysis Using Japanese Panel Data [in Japanese]

Taisuke Uchino

08-026: Job Search, Bargaining, and Wage Dynamics

Shintaro Yamaguchi

08-025: Career Progression and Comparative Advantage

Shintaro Yamaguchi

08-024: Universal Social Orderings

Marc Fleurbaey and Koichi Tadenuma

08-023: Growth of Villages in China, 1990-2002

Hiroshi Sato

08-022: An Empirical Analysis of Income Inequality between a Minority and the Majority in Urban China: The Case of Ningxia Hui Autonomous Region

Shi Li and Ding Sai

08-021: What Lies behind Rising Earnings Inequality in Urban China? Regression-based Decompositions

Deng Quheng and Shi Li

08-020: Happiness in the Dual Society of Urban China: Hukou Identity, Horizontal Inequality and Heterogeneous

Shiqing Jiang, Ming Lu and Hiroshi Sato

08-019: The Contribution of Social Networks to Income Inequality in Rural China: A Regression-Based Decomposition and Cross-Regional Comparison

Ming Lu and Jianzhi Zhao

08-018: Comparative Output and Labour Productivity in Manufacturing for China, Japan, Korea and the United States in Circa 1935 by a Production PPP Approach

Kyoji Fukao, Harry Wu and Tangjun Yuan

08-017: Political Mergers as Coalition Formation: Evidence from Japanese Municipal Amalgamations

Eric Weese

08-016: A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

Kaddour Hadri and Eiji Kurozumi

08-015: Intangible Investment in Japan: New Estimates and Contribution to Economic Growth

Kyoji Fukao, Tsutomu Miyagawa, Kentaro Mukai, Yukio Shinoda and Konomi Tonogi

08-014: Productivity, Resource Allocation, and Economic Growth in Japan [In Japanese]

Kyoji Fukao and YoungGak Kim

08-013: Greenhouse-gas Emission Controls and International Carbon Leakage through Trade Liberalization

Jota Ishikawa and Toshihiro Okubo

08-012: International Investment Agreements and FDI Heterogeneity: Industry Evidence from Japanese Multinational Companies

Marie-Ann Betschinger

08-011: The Value of Power in China: How Do Party Membership and Social Networks Affect Pay in Different Ownership Sectors?

Shuang Li, Ming Lu and Hiroshi Sato

08-010: Examination of Mining Production Data in Korea nder Japanese Occupation [in Jpanese]

Yasuhiro Hara

08-009: Forest History and the Great Divergence: China, Japan and the West

Osamu Saito

08-008: How Do Heterogeneous Social Interactions Affect the Peer Effect in Rural-Urban Migration?: Empirical Evidence from China

Zhao Chen, Shiqing Jiang, Ming Lu and Hiroshi Sato

08-007: Class Origin, Family Culture, and Intergenerational Correlation of Education in Rural China

Hiroshi Sato and Shi Li

08-006: Model Selection Criteria for the Leads-and-Lags Cointegrating Regression

In Choi and Eiji Kurozumi

08-005: Commercial Policy and Foreign Ownership

Jota Ishikawa, Yoichi Sugita and Laixun Zhao

08-004: FDI in Post-Production Services and Product Market Competition

Jota Ishikawa, Hodaka Morita and Hiroshi Mukunoki

08-003: R&D and Productivity Growth: An Empirical Analysis Based on Firm-Level Data [in Japanese]

Hyeog Ug Kwon, Kyoji Fukao and YoungGak Kim

08-002: Innovation and Productivity Growth: An Empirical Analysis Based on Micro Data of the Basic Survey of Business Structure and Activity and the Japanese National Innovation Survey [in Japanese]

Hyeog Ug Kwon, Kyoji Fukao and YoungGak Kim

08-001: The Impact of Outsourcing on the Japanese and South Korean Labor Markets: International Outsourcing of Intermediate Inputs and Assembly in East Asia

Sanghoon Ahn, Kyoji Fukao and Keiko Ito