CIRJE F-Series

From CIRJE, Faculty of Economics, University of Tokyo
Contact information at EDIRC.
Bibliographic data for series maintained by CIRJE administrative office ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

CIRJE-F-547: A Factor Allocation Approach to Optimal Bond Portfolio

Keita Nakayama and Akihiko Takahashi

CIRJE-F-546: A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models

Akihiko Takahashi and Akira Yamazaki

CIRJE-F-545: Telecommunication Services and Economic Growth: Evidence from India

Muttur Ranganathan Narayana

CIRJE-F-544: Globalization and Urban Growth: Evidence for Bangalore (India)

Muttur Ranganathan Narayana

CIRJE-F-543: Performance of Urban India during Globalization Period: An Economic Analysis

Muttur Ranganathan Narayana

CIRJE-F-542: On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments

T. W. Anderson, Naoto Kunitomo and Yukitoshi Matsushita

CIRJE-F-541: Subnational Borrowing in Japan: from 'Implicit Guarantee' to Market Discipline and Fiscal Rule

Nobuki Mochida

CIRJE-F-540: Term Structure of Interest Rates under Recursive Preferences in Continuous Time

Hisashi Nakamura, Keita Nakayama and Akihiko Takahashi

CIRJE-F-539: Efficient Static Replication of European Options under Exponential Levy Models

Akihiko Takahashi and Akira Yamazaki

CIRJE-F-538: Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options

Akihiko Takahashi and Kohta Takehara

CIRJE-F-537: "Counting Your Customers" One by One: A Hierarchical Bayes Extension to the Pareto/NBD Model

Makoto Abe

CIRJE-F-536: A Hybrid Asymptotic Expansion Scheme:an Application to Long-term Currency Options

Akihiko Takahashi and Kohta Takehara

CIRJE-F-535: The Saving Rate in Japan: Why It Has Fallen and Why It Will Remain Low

R. Braun, Daisuke Ikeda and Douglas H. Joines

CIRJE-F-534: Joint Liability Borrowing and Suicide

Joe Chen, Yun Jeong Choi and Yasuyuki Sawada

CIRJE-F-533: Asymptotic Correction of Empirical Bayes Confidence Intervals in Small Area Estimation

Tatsuya Kubokawa

CIRJE-F-532: Strategic Default Jump as Impulse Control in Continuous Time

Hisashi Nakamura

CIRJE-F-531: A One-Sector Neoclassical Growth Model with Endogenous Retirement

Kiminori Matsuyama

CIRJE-F-530: Trying to Make Sense of the Bank of Japan's Monetary Policy since the Exit from Quantitative Easing

Kazuo Ueda

CIRJE-F-529: Macro Dynamics and Labor-Saving Innovation: US vs. Japan

Kenichiro Shiraya and Akihiko Takahashi

CIRJE-F-528: Macro Dynamics and Labor-Saving Innovation: US vs. Japan

Ryuzo Sato and Tamaki Morita

CIRJE-F-527: Homeless Networks and Geographic Concentration: Evidence from Osaka City

Shinichiro Iwata and Koji Karato

CIRJE-F-526: How Is Suicide Different in Japan?

Joe Chen, Yun Jeong Choi and Yasuyuki Sawada

CIRJE-F-525: Akaike Information Criterion for Selecting Variables in a Nested Error Regression Model

Tatsuya Kubokawa and Muni S. Srivastava

CIRJE-F-524: Selection and Performance Analysis of Asia-Pacific Hedge Funds

Takeshi Hakamada, Akihiko Takahashi and Kyo Yamamoto

CIRJE-F-523: Behavioral Aspects of Implementation Theory

Hitoshi Matsushima

CIRJE-F-522: Homeless Networks: Testing Peer and Homed Networks Against Location Choice

Shinichiro Iwata and Koji Karato

CIRJE-F-521: Bank Distress and the Borrowers' Productivity

Keiichiro Kobayashi and Noriyuki Yanagawa

CIRJE-F-520: Land Tenure Security and Home Maintenance: Evidence from Japan

Shinichiro Iwata and Hisaki Yamaga

CIRJE-F-519: Detail-Free Mechanism Design in Twice Iterative Dominance: Large Economies

Hitoshi Matsushima

CIRJE-F-518: Role of Honesty in Full Implementation

Hitoshi Matsushima

CIRJE-F-517: The Role of the Courts in Economic Development: The Case of Prewar Japan

Masaki Nakabayashi and Tetsuji Okazaki

CIRJE-F-516: From Peasant Economy to Urban Agglomeration: The Transformation of 'Labour-intensive Industrialization' in Modern Japan

Masayuki Tanimoto

CIRJE-F-515: Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously

Makoto Takahashi, Yasuhiro Omori and Toshiaki Watanabe

CIRJE-F-514: Leverage, heavy-tails and correlated jumps in stochastic volatility models

Jouchi Nakajima and Yasuhiro Omori

CIRJE-F-513: Efficient Static Replication of European Options for Exponential Levy Models

Akihiko Takahashi and Akira Yamazaki

CIRJE-F-512: Consumption Insurance and Risk-Coping Strategies under Non-Separable Utility: Evidence from the Kobe Earthquake

Yasuyuki Sawada and Satoshi Shimizutani

CIRJE-F-511: Measuring Fiscal Needs: Japan's Experiences

Nobuki Mochida

CIRJE-F-510: Modifying Estimators of Ordered Positive Parameters under the Stein Loss

Hisayuki Tsukuma and Tatsuya Kubokawa

CIRJE-F-509: An Asymptotic Expansion Approach in Finance

Akihiko Takahashi

CIRJE-F-508: Block Sampler and Posterior Mode Estimation for A Nonlinear and Non-Gaussian State-space Model with Correlated Errors

Yasuhiro Omori and Toshiaki Watanabe

CIRJE-F-507: Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models

Yasuhiro Omori and Toshiaki Watanabe

CIRJE-F-506: Duality-Based Analysis of Residential Gas Demand under Decreasing Block Rate Pricing

Koji Miyawaki and Yasuhiro Omori

CIRJE-F-505: Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect

Takashi Kano

CIRJE-F-504: Why some Distressed Firms Have Low Expected Returns"

Takao Kobayashi and Ryoichi Ikeda

CIRJE-F-503: The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations

Naoto Kunitomo and Kentaro Akashi

CIRJE-F-502: Knightian Uncertainty and Poverty Trap in a Model of Economic Growth

Shin-ichi Fukuda

CIRJE-F-501: Dual' gravity: Using spatial econometrics to control for multilateral resistance

Kristian Behrens, Cem Ertur and Wilfried Koch

CIRJE-F-500: Economic Development, Income Inequality and Social Stability in Prewar Japan: A Prefecture-level Analysis

Tetsuji Okazaki

CIRJE-F-499: On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited

Naoto Kunitomo and T. W. Anderson

CIRJE-F-498: Did the Credit Crunch in Japan Affect Household Welfare? An Augmented Euler Equation Approach Using Type 5 Tobit Model

Yasuyuki Sawada, Kazumitsu Nawata, Masako Ii and Mark Lee