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KIER Working Papers

From Kyoto University, Institute of Economic Research
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868: The Role of Intra-Industry Trade in the Industrial Upgrading of the 10 CEECs New Members of the European Union Downloads
Károly Attila Soós
867: Recovery from the Mega-quake in Japan: Evidence from Manufacturing Firms Downloads
Ryuhei Wakasugi and Ayumu Tanaka
866: Nonparametric Multiple Change Point Analysis of the Global Financial Crisis Downloads
David Allen, Michael McAleer, Robert Powell and Abhay Singh
865: Modelling and Simulation: An Overview Downloads
Michael McAleer, Felix Chan and Les Oxley
864: Inward entry of Japanese banks into the Russian market Downloads
Victor Gorshkov
863: Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model Downloads
Hiroshi Osano and Keiichi Hori
862: Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs Downloads
Chiaki Hara
861: Irreversible Investment under Competition with a Markov Switching Regime Downloads
Makoto Goto, Katsumasa Nishide and Ryuta Takashima
860: Competition and the Bad News Principle in a Real Options Framework Downloads
Katsumasa Nishide and Kyoko Yagi
859: Pricing of Discount Bonds with a Markov Switching Regime Downloads
Robert Elliott and Katsumasa Nishide
858: Investment and capital structure decisions under time-inconsistent preferences Downloads
Masaaki Kijima and Yuan Tian
857: An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options Downloads
Hideharu Funahashi and Masaaki Kijima
856: The Effects of Foreign Direct Investment on Industrial Growth: Evidence from a Regulation Change in China Downloads
Mitsuo Inada
855: Generalized Least Squares Model Averaging Downloads
Qingfeng Liu, Ryo Okui and Arihiro Yoshimura
854: Ten Things You Should Know About DCC Downloads
Massimiliano Caporin and Michael McAleer
853: Taxing capital is a good idea: the role of idiosyncratic risk in an OLG model Downloads
Ryoji Hiraguchi and Akihisa Shibata
852: Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence Downloads
Chia-Lin Chang, Michael McAleer and Les Oxley
851: What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance Downloads
Chia-Lin Chang and Michael McAleer
850: Interest in Private Assets and the Voracity Effect Downloads
Yohei Tenryu
849: Financial shocks in Japan: A case for a small open economy Downloads
Yue Zhao
848: A Fractionally Integrated Wishart Stochastic Volatility Model Downloads
Manabu Asai and Michael McAleer
847: Inequalities and Patience for Tomorrow Downloads
Kazumichi Iwasa and Laixun Zhao
846: Increased Regressivity of the Optimal Capital Tax under a Welfare Constraint for Newborn Children Downloads
Yosuke Furukawa
845: Procurement Auctions with General Price-Quality Evaluation Downloads
Makoto Hanazono, Jun Nakabayashi and Masanori Tsuruoka
844: Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility Downloads
Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen and Michael McAleer
843: Financial Dependence Analysis: Applications of Vine Copulae Downloads
David Allen, Mohammad Ashraf, Michael McAleer, Robert Powell and Abhay Singh
842: Recent Developments in Financial Economics and Econometrics:An Overview Downloads
Chia-Lin Chang, David Allen and Michael McAleer
841: Trade Structure and Belief-Driven Fluctuations in a Global Economy Downloads
Yunfang Hu and Kazuo Mino
840: Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing Downloads
Manabu Asai and Michael McAleer
839: Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism Downloads
Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer
838: Volatility spillovers from the US to Australia and China across the GFC Downloads
David Allen, Michael McAleer, Robert Powell and Abhay Singha
837: Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan Downloads
Lan-Fen Chu, Michael McAleer and Szu-Hua Wang
836: Estimating implied recovery rates from the term structure of CDS spreads Downloads
Marcin Jaskowski and Michael McAleer
835: Statistical Modelling of Extreme Rainfall in Taiwan Downloads
Lan-Fen Chu, Michael McAleer and Ching-Chung Chang
834: Public Policy and the Income-Fertility Relationship in Economic Development Downloads
Masako Kimura and Daishin Yasui
833: Wage growth through job hopping in China Downloads
Kenn Ariga, Fumio Ohtake, Masaru Sasaki and Zheren Wu
832: Has the Basel Accord Improved Risk Management During the Global Financial Crisis? Downloads
Michael McAleer, Juan Jimenez-Martin and Teodosio Perez-Amaral
831: The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions Downloads
David Allen, Abhay Singh, Robert Powell, Michael McAleer, James Taylor and Lyn Thomas
830: Foreign activity of Russian banks:reconsidering multinational banking theory Downloads
Victor Gorshkov
829: How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? Downloads
Lan-Fen Chu, Michael McAleer and Chi-Chung Chen
828: Coase meets Tarski: New Insights from Coase's Theory of the Firm Downloads
Tomoo Kikuch, Kazuo Nishimura and John Stachurski
827: A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 Downloads
David Allen, A. Kramadibrata, Michael McAleer, Robert Powell and A. Singh
826: Composition of Public Education Expenditures and Human Capital Accumulation Downloads
Katsuyuki Naito and Keigo Nishida
825: Conformism and Structural Change Downloads
Takeo Hori, Masako Ikefuji and Kazuo Mino
824: Welfare Implications and Equilibrium Indeterminacy in a Two-sector Growth Model with Consumption Externalities Downloads
Been-Lon Chen, Yu-Shan Hsu and Kazuo Mino
823: A Numerical Evaluation on a Sustainable Size of Primary Deficit in Japan Downloads
Real Arai and Junji Ueda
822: Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence Downloads
Chia-Lin Chang, Michael McAleer and Les Oxley
821: Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments Downloads
Philip Hans Franses, Michael McAleer and Rianne Legerstee
820: Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China Downloads
Zhidong Bai, Hua Li, Michael McAleer and Wing-Keung Wong
819: Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability Downloads
Michael McAleer and Chia-Lin Chang
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