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KIER Working Papers

From Kyoto University, Institute of Economic Research
Contact information at EDIRC.

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818: On Continuity of Robust Equilibria Downloads
Ori Haimanko and Atsushi Kajii
817: Modelling Long Memory Volatility in Agricultural Commodity Futures Return Downloads
Michael McAleer, Chia-Lin Chang and Roengchai Tansuchat
816: Risk Management and Financial Derivatives:An Overview Downloads
Michael McAleer and Shawkat Hammoudeh
815: Robust Ranking of Multivariate GARCH Models by Problem Dimension Downloads
Michael McAleer and Massimiliano Caporin
814: Investment for Patience in an Endogenous Growth Model Downloads
Taketo Kawagishi
813: Robust Ranking of Journal Quality:An Application to Economics Downloads
Michael McAleer, Chia-Lin Chang and Esfandiar Maasoumi
812: Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models Downloads
Michael McAleer, Manabu Asai and Massimiliano Caporin
811: Political Accountability, Electoral Control, and Media Bias Downloads
Takanori Adachi and Yoichi Hizen
810: Bootstrapping Anderson-Rubin Statistic and J Statistic in Linear IV Models with Many Instruments Downloads
Wenjie Wang
809: Real Options and Signaling in Strategic Investment Games Downloads
Takahiro Watanabe
808: How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics Downloads
Michael McAleer and Chia-Lin Chang
807: Price Competition or Tacit Collusion Downloads
Makoto Yano and Takashi Komatsubara
806: What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance Downloads
Michael McAleer and Chia-Lin Chang
805: Volatility Spillovers from the Chinese Stock Market to Economic Neighbours Downloads
Michael McAleer, David Allen and Ron Amram
804: Asset Bubbles, Credit Market Imperfections, and Technology Choice Downloads
Akihisa Shibata and Tarishi Matsuoka
803: Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints Downloads
Takanori Adachi and Takao Asano
802: Temporary Bubbles and Discount Window Policy Downloads
Tarishi Matsuoka
801: Foreign banks' entry into the Russian market: motivation, entry modes and strategies Downloads
Victor Gorshkov
800: The Welfare Effects of Third-Degree PriceDiscrimination in a Differentiated Oligopoly Downloads
Takanori Adachi and Noriaki Matsushima
799: Estimating Noncooperative and Cooperative Models of Bargaining: An Empirical Comparison Downloads
Masanori Mitsutsune and Takanori Adachi
798: Education, Innovation, and Long-Run Growth Downloads
Katsuhiko Hori and Katsunori Yamada
797: The Unofficial Economy in Russia Downloads
Byung-Yeon Kim
796: Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis Downloads
R. Braun and Tomoyuki Nakajima
795: The Rise and Fall of S&P500 Variance Futures Downloads
Chia-Lin Chang, Juan Jimenez-Martin, Michael McAleer and Teodosio Perez-Amaral
794: Analysis of Industrial Agglomeration Patterns: An Application to Manufacturing Industries in Japan Downloads
Tomoya Mori and Tony E. Smith
793: The Politics of Financial Development and Capital Accumulation Downloads
Tarishi Matsuoka, Katsuyuki Naito and Keigo Nishida
792: Consumption Externalities and Equilibrium Dynamics with Heterogenous Agents Downloads
Kazuo Mino and Yasuhiro Nakamoto
791: Globalization and Volatility under Alternative Trade Structures Downloads
Yunfang Hu and Kazuo Mino
790: Ethnic Diversity, Democracy, and Health: Theory and Evidence Downloads
Go Kotera, Nobuhiro Mizuno, Keisuke Okada and Sovannroeun Samreth
789: Are the Markets Afraid of Kim Jong-Il? Downloads
Byung-Yeon Kim and Gérard Roland
788: Making the Case for a Low Intertemporal Elasticity of Substitution Downloads
R. Braun and Tomoyuki Nakajima
787: A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES Downloads
Vance Martin, Yoshihiko Nishiyama and John Stachurski
786: The Impact of the European Union Emissions Trading Scheme on the Polish Economy:Interviews with Four Companies in Poland Downloads
Seiji Ikkatai, Katsuhiko Hori and Ikuma Kurita
785: Option Package Bundling Downloads
Takanori Adachi, Takeshi Ebina and Makoto Hanazono
784: Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures Downloads
Michael McAleer, Roberto Casarin, Chia-Lin Chang, Juan Jimenez-Martin and Teodosio Perez-Amaral
783: Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan Downloads
Michael McAleer, Chia-Lin Chang and Christine Lim
782: GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies Downloads
Michael McAleer, Paulo Santos, Juan Jimenez-Martin and Teodosio Perez-Amaral
781: Citations and Impact of ISI Tourism and Hospitality Journals Downloads
Michael McAleer and Chia-Lin Chang
780: Global Liquidity Trap Downloads
Ippei Fujiwara, Tomoyuki Nakajima, Nao Sudo and Yuki Teranishi
779: Analyzing Fixed-event Forecast Revisions Downloads
Michael McAleer, Philip Hans Franses and Chia-Lin Chang
778: Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation Downloads
Michael McAleer and Massimiliano Caporin
777: A Probabilistic Modeling Approach to the Detection of Industrial Agglomerations: Methodological Framework Downloads
Tomoya Mori and Tony E. Smith
776: The Dynamics of Energy-Grain Prices with Open Interest Downloads
Shawkat Hammoudeh, Soodabeh Sarafrazi, Chia-Lin Chang and Michael McAleer
775: Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range Downloads
Cathy W. S. Chen, Richard Gerlach, Bruce Hwang and Michael McAleer
774: Business Society and Corporate Social Responsibility: Comparative analysis in Russia and Japan Downloads
Satoshi Mizobata
773: Evaluating Individual and Mean Non-Replicable Forecasts Downloads
Chia-Lin Chang, Philip Hans Franses and Michael McAleer
772: Risk Spillovers in Oil-Related CDS, Stock and Credit Markets Downloads
Shawkat Hammoudeh, Teng Dong Liu, Chia-Lin Chang and Michael McAleer
771: Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments Downloads
Philip Hans Franses, Michael McAleer and Rianne Legerstee
770: Increasing Returns in Transportation and the Formation of Hubs Downloads
Tomoya Mori
769: Causality Between Market Liquidity and Depth for Energy and Grains Downloads
Ramazan Sarı, Shawkat Hammoudeh, Chia-Lin Chang and Michael McAleer
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