KIER Working Papers

From Kyoto University, Institute of Economic Research
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812: Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models

Michael McAleer, Manabu Asai and Massimiliano Caporin

811: Political Accountability, Electoral Control, and Media Bias

Takanori Adachi and Yoichi Hizen

810: Bootstrapping Anderson-Rubin Statistic and J Statistic in Linear IV Models with Many Instruments

Wenjie Wang

809: Real Options and Signaling in Strategic Investment Games

Takahiro Watanabe

808: How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics

Michael McAleer and Chia-Lin Chang

807: Price Competition or Tacit Collusion

Makoto Yano and Takashi Komatsubara

806: What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance

Michael McAleer and Chia-Lin Chang

805: Volatility Spillovers from the Chinese Stock Market to Economic Neighbours

Michael McAleer, David Allen and Ron Amram

804: Asset Bubbles, Credit Market Imperfections, and Technology Choice

Akihisa Shibata and Tarishi Matsuoka

803: Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints

Takanori Adachi and Takao Asano

802: Temporary Bubbles and Discount Window Policy

Tarishi Matsuoka

801: Foreign banks' entry into the Russian market: motivation, entry modes and strategies

Victor Gorshkov

800: The Welfare Effects of Third-Degree PriceDiscrimination in a Differentiated Oligopoly

Takanori Adachi and Noriaki Matsushima

799: Estimating Noncooperative and Cooperative Models of Bargaining: An Empirical Comparison

Masanori Mitsutsune and Takanori Adachi

798: Education, Innovation, and Long-Run Growth

Katsuhiko Hori and Katsunori Yamada

797: The Unofficial Economy in Russia

Byung-Yeon Kim

796: Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis

R. Braun and Tomoyuki Nakajima

795: The Rise and Fall of S&P500 Variance Futures

Chia-Lin Chang, Juan-à ngel Jiménez-Martín, Michael McAleer and Teodosio Pérez-Amaral

794: Analysis of Industrial Agglomeration Patterns: An Application to Manufacturing Industries in Japan

Tomoya Mori and Tony E. Smith

793: The Politics of Financial Development and Capital Accumulation

Tarishi Matsuoka, Katsuyuki Naito and Keigo Nishida

792: Consumption Externalities and Equilibrium Dynamics with Heterogenous Agents

Kazuo Mino and Yasuhiro Nakamoto

791: Globalization and Volatility under Alternative Trade Structures

Yunfang Hu and Kazuo Mino

790: Ethnic Diversity, Democracy, and Health: Theory and Evidence

Go Kotera, Nobuhiro Mizuno, Keisuke Okada and Sovannroeun Samreth

789: Are the Markets Afraid of Kim Jong-Il?

Byung-Yeon Kim and Gérard Roland

788: Making the Case for a Low Intertemporal Elasticity of Substitution

R. Braun and Tomoyuki Nakajima

787: A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES

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

Seiji Ikkatai, Katsuhiko Hori and Ikuma Kurita

785: Option Package Bundling

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

Michael McAleer, Roberto Casarin, Chia-Lin Chang, Juan-à ngel Jiménez-Martín and Teodosio Pérez-Amaral

783: Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan

Michael McAleer, Chia-Lin Chang and Christine Lim

782: GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

Michael McAleer, Paulo Santos, Juan-à ngel Jiménez-Martín and Teodosio Pérez-Amaral

781: Citations and Impact of ISI Tourism and Hospitality Journals

Michael McAleer and Chia-Lin Chang

780: Global Liquidity Trap

Ippei Fujiwara, Tomoyuki Nakajima, Nao Sudo and Yuki Teranishi

779: Analyzing Fixed-event Forecast Revisions

Michael McAleer, Philip Hans Franses and Chia-Lin Chang

778: Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation

Michael McAleer and Massimiliano Caporin

777: A Probabilistic Modeling Approach to the Detection of Industrial Agglomerations: Methodological Framework

Tomoya Mori and Tony E. Smith

776: The Dynamics of Energy-Grain Prices with Open Interest

Shawkat Hammoudeh, Soodabeh Sarafrazi, Chia-Lin Chang and Michael McAleer

775: Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range

Cathy W. S. Chen, Richard Gerlach, Bruce Hwang and Michael McAleer

774: Business Society and Corporate Social Responsibility: Comparative analysis in Russia and Japan

Satoshi Mizobata

773: Evaluating Individual and Mean Non-Replicable Forecasts

Chia-Lin Chang, Philip Hans Franses and Michael McAleer

772: Risk Spillovers in Oil-Related CDS, Stock and Credit Markets

Shawkat Hammoudeh, Teng Dong Liu, Chia-Lin Chang and Michael McAleer

771: Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments

Philip Hans Franses, Michael McAleer and Rianne Legerstee

770: Increasing Returns in Transportation and the Formation of Hubs

Tomoya Mori

769: Causality Between Market Liquidity and Depth for Energy and Grains

Ramazan Sarı, Shawkat Hammoudeh, Chia-Lin Chang and Michael McAleer

768: Agency Contracts, Noncommitment Timing Strategies, and Real Options

Keiichi Hori and Hiroshi Osano

767: Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?

Michael McAleer, Juan-à ngel Jiménez-Martín and Teodosio Pérez-Amaral

766: Poverty Trap and Inferior Goods in a Dynamic Heckscher-Ohlin Model

Eric Bond, Kazumichi Iwasa and Kazuo Nishimura

765: Risk Management of Precious Metals

Shawkat Hammoudeh, Farooq Malik and Michael McAleer

764: Baby Boom and Baby Bust in Gender-Gap Model: A Quantitative Analysis

Masako Kimura

763: Localized knowledge spillovers and patent citations: A distance-based approach

Yasusada Murata, Ryo Nakajima, Ryosuke Okamoto and Ryuichi Tamura