CIRJE F-Series

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CIRJE-F-950: Asymptotic Expansion Approach in Finance

Akihiko Takahashi

CIRJE-F-949: Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution

Makoto Takahashi, Toshiaki Watanabe and Yasuhiro Omori

CIRJE-F-948: Factor Decomposition of Inter-prefectural Health Care Expenditure Disparities in Japan

Masayoshi Hayashi and Akiko Oyama

CIRJE-F-947: Price Impacts of Imperfect Collateralization

Kenichiro Shiraya and Akihiko Takahashi

CIRJE-F-946: Measuring the Extent and Implications of Corporate Political Connections in Prewar Japan

Tetsuji Okazaki and Michiru Sawada

CIRJE-F-945: Acquisitions, Productivity, and Profitability: Evidence from the Japanese Cotton Spinning Industry

Serguey Braguinsky, Atsushi Ohyama, Tetsuji Okazaki and Chad Syverson

CIRJE-F-944: Conditional AIC under Covariate Shift with Application to Small Area Prediction

Yuki Kawakubo, Shonosuke Sugasawa and Tatsuya Kubokawa

CIRJE-F-943: Bayesian Estimation of Entry Games with Multiple Players and Multiple Equilibria

Yuko Onishi and Yasuhiro Omori

CIRJE-F-942: A Discrete/Continuous Choice Model on a Nonconvex Budget Set

Yuta Kurose, Yasuhiro Omori and Akira Hibiki

CIRJE-F-941: Dynamic Equicorrelation Stochastic Volatility

Yuta Kurose and Yasuhiro Omori

CIRJE-F-940: An Empirical Analysis for a Case-based Decision to Watch Japanese TV dramas

Keita Kinjo and Shinya Sugawara

CIRJE-F-939: Prediction in Heteroscedastic Nested Error Regression Models with Random Dispersions

Tatsuya Kubokawa, Shonosuke Sugasawa, Malay Ghosh and Sanjay Chaudhuri

CIRJE-F-938: Matrix Exponential Stochastic Volatility with Cross Leverage

Tsunehiro Ishihara, Yasuhiro Omori and Manabu Asai

CIRJE-F-937: Unified Improvements in Estimation of a Normal Covariance Matrix in High and Low Dimesions

Hisayuki Tsukuma and Tatsuya Kubokawa

CIRJE-F-936: On Improved Shrinkage Estimators for Concave Loss

Tatsuya Kubokawa, Éric Marchand and William E. Strawderman

CIRJE-F-935: On Predictive Density Estimation for Location Families under Integrated L 2 and L 1 Losses

Tatsuya Kubokawa, Éric Marchand and William E. Strawderman

CIRJE-F-934: On Conditional Mean Squared Errors of Empirical Bayes Estimators in Mixed Models with Application to Small Area Estimation

Shonosuke Sugasawa and Tatsuya Kubokawa

CIRJE-F-933: Tests for Covariance Matrices in High Dimension with Less Sample Size

Muni S. Srivastava, Hirokazu Yanagihara and Tatsuya Kubokawa

CIRJE-F-932: Matrix Exponential Stochastic Volatility with Cross Leverage

Tsunehiro Ishihara, Yasuhiro Omori and Manabu Asai

CIRJE-F-931: A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing

Masaaki Fujii

CIRJE-F-930: Estimation and Prediction Intervals in Transformed Linear Mixed Models

Hisayuki Tsukuma and Tatsuya Kubokawa

CIRJE-F-929: Estimation and Prediction Intervals in Transformed Linear Mixed Models

Shonosuke Sugasawa and Tatsuya Kubokawa

CIRJE-F-928: On the Mechanics of Human Cooperation: An OLG Repeated Game in a Community Union

Michihiro Kandori and Shinya Obayashi

CIRJE-F-927: Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator

Yoichi Arai and Hidehiko Ichimura

CIRJE-F-926: A Unified Approach to Estimating a Normal Mean Matrix in High and Low Dimensions

Hisayuki Tsukuma and Tatsuya Kubokawa

CIRJE-F-925: Effects of Consumer Subsidies for Renewable Energy on Industry Growth and Welfare: Japanese Solar Energy

Satoshi Myojo and Hiroshi Ohashi

CIRJE-F-924: Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience

Shinya Sugawara and Jiro Nakamura

CIRJE-F-923: Channels of Peer Effects and Guilt Aversion in Crime: Experimental and Empirical Evidence from Bangladesh

Masahiro Shoji

CIRJE-F-922: Does Local Spending Have Repercussion from Tax Structure?--Evidence from Japan--

Nobuki Mochida

CIRJE-F-921: Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution

Makoto Takahashi, Toshiaki Watanabe and Yasuhiro Omori

CIRJE-F-920: Commitment, Deficit Ceiling, and Fiscal Privilege

Toshihiro Ihori

CIRJE-F-919: Urban Land Policy in Frankfurt am Main at the Turn of the Twentieth Century: A Case Study of a German 'Social City'

Satoshi Baba

CIRJE-F-918: Benchmarked Empirical Bayes Methods in Multiplicative Area-level Models with Risk Evaluation

Malay Ghosh, Tatsuya Kubokawa and Yuki Kawakubo

CIRJE-F-917: A New Improvement Scheme for Approximation Methods of Probability Density Functions

Akihiko Takahashi and Yukihiro Tsuzuki

CIRJE-F-916: Incentive for Gatekeepers and Their Demand Inducement: An Empirical Analysis of Care Managers in the Japanese Long-Term Care Insurance

Shinya Sugawara and Jiro Nakamura

CIRJE-F-915: Technological Progress and Economic Geography

Takatoshi Tabuchi, Jacques-François Thisse and Xiwei Zhu

CIRJE-F-914: Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-913: Pricing Basket Options under Local Stochastic Volatility with Jumps

Kenichiro Shiraya and Akihiko Takahashi

CIRJE-F-912: Intensive Margins, Extensive Margins, and Spousal Allowances in the Japanes e System of Personal Income Taxes: A Discrete Choice Analysis

Shun-ichiro Bessho and Masayoshi Hayashi

CIRJE-F-911: Parametric Transformed Fay-Herriot Model for Small Area Estimation

Shonosuke Sugasawa and Tatsuya Kubokawa

CIRJE-F-910: On the Decomposition of Regional Stabilization and Redistribution

Masayoshi Hayashi

CIRJE-F-909: A Weak Approximation with Asymptotic Expansion and Multidimensional Malliavin Weights

Akihiko Takahashi and Toshihiro Yamada

CIRJE-F-908: Firm-driven Management for Longevity Risk: Analysis of Lump-sum Forward Payments in Japanese Nursing Homes

Shinya Sugawara

CIRJE-F-907: Dynamic Equicorrelation Stochastic Volatility

Yuta Kurose and Yasuhiro Omori

CIRJE-F-906: Optimal Ridge-type Estimators of Covariance Matrix in High Dimension

Tatsuya Kubokawa and Muni S. Srivastava

CIRJE-F-905: Role of Credit Default Swap in Bubbles and Crashes

Hitoshi Matsushima

CIRJE-F-904: Matrix Exponential Stochastic Volatility with Cross Leverage

Tsunehiro Ishihara, Yasuhiro Omori and Manabu Asai

CIRJE-F-903: Do Wild Fluctuations in Quarterly Inventory Investment Data Matter?: A Study of Japanese GDP Statistics, 1994-2010

Yoshiro Miwa

CIRJE-F-902: On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver

Akihiko Takahashi and Toshihiro Yamada

CIRJE-F-901: General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters

Tatsuya Kubokawa