CIRJE F-Series

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CIRJE-F-1049: Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models

Hiroyuki Kasahara and Katsumi Shimotsu

CIRJE-F-1047: Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-1046: Transition of Spatial Distribution of Human Capital in　Japan

Yasuhiro Sato and Masaaki Toma

CIRJE-F-1045: The Simultaneous Multivariate Hawkes-type Point Processes and Their Application to Financial Markets

Naoto Kunitomo, Daisuke Kurisu, Yusuke Amano and Naoki Awaya

CIRJE-F-1044: Testing the Order of Multivariate Normal Mixture Models

Hiroyuki Kasahara and Katsumi Shimotsu

CIRJE-F-1043: Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly

Takanori Adachi and Michal Fabinger

CIRJE-F-1042: Mobility and Continuity of Political Elites over Phases of Regime Change: Case of Meiji Restoration Japan

Tomoko Matsumoto and Tetsuji Okazaki

CIRJE-F-1041: Do Consumption Externalities Correspond to the Indivisible Tax Rates on Consumpiton?

Yoichi Gokan

CIRJE-F-1040: Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly

Takanori Adachi and Michal Fabinger

CIRJE-F-1039: Creating Investment Scheme with State Space Modeling

James Andreoni, Michael Callen, Muhammad Karrar Hussain, Muhammad Yasir Khan and Charles Sprenger

CIRJE-F-1038: Creating Investment Scheme with State Space Modeling

Masafumi Nakano, Akihiko Takahashi and Muhammad Soichiro Takahashi

CIRJE-F-1037: Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection

Masafumi Nakano, Akihiko Takahashi and Soichiro Takahashi

CIRJE-F-1037: Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection

Masafumi Nakano, Akihiko Takahashi and Soichiro Takahashi

CIRJE-F-1036: Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection

Masafumi Nakano, Akihiko Takahashi and Soichiro Takahashi

CIRJE-F-1035: Does Equalization Transfer Enhance Partial Tax Cooperation?

Wenming Wang, Keisuke Kawachi and Hikaru Ogawa

CIRJE-F-1034: Conflict, Institutions, and Economic Behavior: Legacies of the Cambodian Genocide

Katsuo Kogure and Yoshito Takasaki

CIRJE-F-1033: Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar

Hiroyuki Kasahara, Yasuyuki Sawada and Michio Suzuki

CIRJE-F-1032: Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar

Shin-ichi Fukuda and Mariko Tanaka

CIRJE-F-1031: Leadership in Tax Ccompetition with Fiscal Equalization Transfers

Junichi Haraguchi and Hikaru Ogawa

CIRJE-F-1030: Ad Valorem Capital Tax Competition

Hikaru Ogawa and Atsushi Yamagishi

CIRJE-F-1029: Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations

Yuta Yamauchi and Yasuhiro Omori

CIRJE-F-1028: The Average-Marginal Relationship and Tractable Equilibrium Forms

Michal Fabinger and E. Glen Weyl

CIRJE-F-1027: DVD-based Distance-learning Program for University Entrance Exams: Experimental Evidence from Rural Bangladesh

Hisaki Kono, Yasuyuki Sawada and Abu Shonchoy

CIRJE-F-1026: Industrial Structure in Urban Accounting

Jun Oshiro and Yasuhiro Sato

CIRJE-F-1025: Impact Assessment of Credit Program for Tenant Farmers in Bangladesh: Evidence from a Field Experiment

Marup Hossain, Mohammad Malek, Amzad Hossain, Md. Reza and Shakil Ahmed

CIRJE-F-1024: Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity

Yuta Kurose and Yasuhiro Omori

CIRJE-F-1023: Multiproduct Oligopoly and Trade Between Asymmetric Countries

Yi-Ling Cheng and Akihiko Takahashi

CIRJE-F-1022: Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity

Yuta Kurose and Yasuhiro Omori

CIRJE-F-1021: Revisiting the Anglo-Dutch Auction

Daniel Marszalec

CIRJE-F-1020: The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation

Daniel Marszalec

CIRJE-F-1019: Cholesky Realized Stochastic Volatility Model

Shinichiro Shirota, Yasuhiro Omori, Hedibert. F. Lopes and Haixiang Piao

CIRJE-F-1018: Auctions For Complements –An Experimental Analysis

Daniel Marszalec

CIRJE-F-1017: Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York

Shin-ichi Fukuda

CIRJE-F-1016: Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-1015: Mechanism Design in Hidden Action and Hidden Information: Richness and Pure Groves

Hitoshi Matsushima and Shunya Noda

CIRJE-F-1014: Indirect Taxes in the Cross-border Shopping Model: A Monopolistic Competition Approach

Hiroshi Aiura and Hikaru Ogawa

CIRJE-F-1013: Derivatives Pricing with Market Impact and Limit Order Book

Taiga Saito and Akihiko Takahashi

CIRJE-F-1012: Demographics and Tax Competition in Political Economy

Tadashi Morita, Yasuhiro Sato and Kazuhiro Yamamoto

CIRJE-F-1011: Income Distribution in Prewar Japan

Tetsuji Okazaki

CIRJE-F-1010: Style Analysis with Particle Filtering and Generalized Simulated Annealing

Takaya Fukui, Seisho Sato and Akihiko Takahashi

CIRJE-F-1009: An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach

Akihiko Takahashi and Toshihiro Yamada

CIRJE-F-1008: Rebalancing Static Super-Replications

Akihiko Takahashi and Yukihiro Tsuzuki

CIRJE-F-1007: A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance

Kenichiro Shiraya and Akihiko Takahashi

CIRJE-F-1006: Measuring the extent and implications of corporate political connections in prewar Japan

Tetsuji Okazaki and Michiru Sawada

CIRJE-F-1005: Regional Business Cycle and Growth Features of Japan

Masaru Inaba and Keisuke Otsu

CIRJE-F-1004: Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring:Experiments and Theory

Yutaka Kayaba, Hitoshi Matsushima and Tomohisa Toyama

CIRJE-F-1003: Reputational Effects in Sovereign Default

Taiga Saito, Akihiko Takahashi and Hiroshi Tsuda

CIRJE-F-1002: Peer Effects on Vaccination: Experimental Evidence from Rural Nigeria

RyokoSato and Yoshito Takasaki

CIRJE-F-1001: Free Entry and Social Inefficiency in Vertical Relationships: The Case of the MRI Market

Ken Onishi, Naoki Wakamori, Chiyo Hashimoto and Shun-ichiro Bessho

CIRJE-F-1000: A General Framework for the Benchmark pricing in a Fully Collateralized Market

Masaaki Fujii and Akihiko Takahashi