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KIER Working Papers

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

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718: Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach Downloads
Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong
717: Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets Downloads
Chia-Lin Chang, Michael McAleer and Roengchai Tansuchat
716: Endogenous Voter Turnout and Income Redistribution Downloads
Go Kotera
715: Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns Downloads
Chia-Lin Chang, Michael McAleer and Roengchai Tansuchat
714: Great Expectatrics: Great Papers, Great Journals, Great Econometrics Downloads
Chia-Lin Chang, Michael McAleer and Les Oxley
713: Inequality and Economic Development:The Role of Corruption Downloads
Nobuhiro Mizuno, Katsuyuki Naito and Ryosuke Okazawa
712: Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates Downloads
Chia-Lin Chang and Michael McAleer
711: Financing Harmful Bubbles Downloads
Hitoshi Matsushima
710: Ten Things We Should Know About Time Series Downloads
Michael McAleer and Les Oxley
708: IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development Downloads
Chia-Lin Chang, Thanchanok Khamkaew and Michael McAleer
707: How does Zinfluence Affect Article Influence? Downloads
Chia-Lin Chang, Michael McAleer and Les Oxley
706: What Makes a Great Journal Great in Economics? The Singer Not the Song Downloads
Chia-Lin Chang, Michael McAleer and Les Oxley
705: Modeling the Volatility in Global Fertilizer Prices Downloads
Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen and Michael McAleer
704: Liquidity, Interbank Market, and Capital Formation Downloads
Tarishi Matsuoka
703: Japano-Sclerosis? Downloads
Kenn Ariga and Ryosuke Okazawa
702: Indeterminacy and expectation-driven uctuations with non-separable preferences Downloads
Kazuo Nishimura and Alain Venditti
701: Heterogeneous Beliefs in a Continuous-Time Model Downloads
Chiaki Hara
700: A Fundamental Difficulty Underlying International Harmonization of Competition Policies
Makoto Yano and Takakazu Honryo
699: Observability of Chaotic Economic Dynamics in the Matsuyama Model
Makoto Yano, Kenji Sato and Yuichi Furukawa
698: A Two-Country Game of Competition Policies
Makoto Yano and Takakazu Honryo
697: Centralization and Local Public Finance in Russia
Kazuho Yokogawa
696: Risk and Uncertainty in Health Investment Downloads
Takao Asano and Akihisa Shibata
695: Securities Pricing with Information-Sensitive Discounting Downloads
Andrea Macrina and Priyanka Parbhoo
694: Constrained Inefficiency and Optimal Taxation with Uninsurable Risks Downloads
Piero Gottardi, Atsushi Kajii and Tomoyuki Nakajima
693: Lévy Random Bridges and the Modelling of Financial Information Downloads
Edward Hoyle, Lane Hughston and Andrea Macrina
692: Pricing Fixed-Income Securities in an Information-Based Framework Downloads
Lane Hughston and Andrea Macrina
691: Discrete-Time Interest Rate Modelling Downloads
Lane Hughston and Andrea Macrina
690: Trade Structure and Equilibrium Indeterminacy in a Two-Country Model Downloads
Yunfang Hu and Kazuo Mino
689: Do All Exporters Benefit from Export Boom? -Evidence from Japan Downloads
Naomitsu Yashiro and Daisuke Hirano
688: The Economic Crisis in Russia: Fragility and Robustness of Globalisation Downloads
Satoshi Mizobata
687: An Industrial Agglomeration Approach to Central Place and City Size Regularities Downloads
Tomoya Mori and Smith Tony
686: A Dynamic Two Country Heckscher-Ohlin Model with Non-Homothetic Preferences Downloads
Eric Bond, Kazumichi Iwasa and Kazuo Nishimura
685: Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods Downloads
Chiaki Hara
684: Production Structure, Household Time Allocation, and Fertility Downloads
Masako Kimura and Daishin Yasui
683: Consumption Externalities and Wealth Distribution in a Neoclassical Growth Model Downloads
Kazuo Mino and Yasuhiro Nakamoto
682: A Probabilistic Modeling Approach to the Detection of Industrial Agglomerations Downloads
Tomoya Mori and Smith Tony
681: Firm Heterogeneity and Different Modes of Internationalization: Evidence from Japanese Firms Downloads
Ryuhei Wakasugi and Ayumu Tanaka
680: The Japanese Economic System under the Global Crisis: Change and Continuity Downloads
Satoshi Mizobata
679: Location and organization choice of firms
Kenmei Tsubota
678: How do high school graduates in Japan compete for regular, full time jobs? An empirical analysis based upon an internet survey of the youth Downloads
Kenn Ariga, Masako Kurosawa, Fumio Ohtake and Masaru Sasaki
677: Long-Run Impacts of Inflation Tax in the Presence of Maintenance Expenditures Downloads
Seiya Fujisaki and Kazuo Mino
676: Internal vs. External Habit Formation in a Growing Economy with Overlapping Generations Downloads
Masako Ikefuji and Kazuo Mino
675: Agglomeration and wage bargaining Downloads
Kenmei Tsubota
674: Skill-Biased Technical Change and Wage Inequality: The U.S. versus Europe Downloads
Ryosuke Okazawa
673: Inequality and Sequence of Economic Liberalization and Democratization Downloads
Nobuhiro Mizuno
672: Colonial Experience and Postcolonial Underdevelopment in Africa Downloads
Nobuhiro Mizuno and Ryosuke Okazawa
671: Evolutionary Sequential Trading Downloads
Ryosuke Ishii
670: Optimal Execution in an Evolutionary Setting Downloads
Ryosuke Ishii
669: A Reconsideration of the NAS Rule from an Industrial Agglomeration Perspective Downloads
Tomoya Mori and Smith Tony
668: Employment and Wage Adjustments at Firms under Distress in Japan: An Analysis Based upon a Survey Downloads
Kenn Ariga and Ryo Kambayashi
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