CIRJE F-Series

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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

CIRJE-F-900: Strategies and Organizations for Managing "Greater East Asia Co-Prosperity Sphere"

Tetsuji Okazaki

CIRJE-F-899: Development and Management of Manchurian Economy under the Japan Empire

Tetsuji Okazaki

CIRJE-F-898: Political Economy of Trade Liberalization: The Case of Postwar Japan

Megumi Naoi and Tetsuji Okazaki

CIRJE-F-897: On Error Estimates for Asymptotic Expansions with Malliavin Weights -- Application to Stochastic Volatility Model --

Akihiko Takahashi and Toshihiro Yamada

CIRJE-F-896: Multiperiod Contract Problems with VeriÖable and UnveriÖable Outputs

Kazuya Kamiya and Meg Adachi-Sato

CIRJE-F-895: Modfiied Conditional AIC in Linear Mixed Models

Yuki Kawakubo and Tatsuya Kubokawa

CIRJE-F-894: The Response of Asset Prices to Monetary Policy under Abenomics

Kazuo Ueda

CIRJE-F-893: The SIML Estimation of Integrated Covariance and Hedging Coefficient under Micro-market noise and Random Sampling

Naoto Kunitomo and Hiroumi Misaki

CIRJE-F-892: On Robust Properties of the SIML Estimation of Volatility under Micro-market noise and Random Sampling

Hiroumi Misaki and Naoto Kunitomo

CIRJE-F-891: Making Mean-Variance Hedging Implementable in a Partially Observable Market -with supplementary contents for stochastic interest rates-

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-890: Incentive Pay that Causes Inefficient Managerial Replacement

Meg Adachi-Sato

CIRJE-F-889: Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design

Yoichi Arai and Hidehiko Ichimura

CIRJE-F-888: Is Elderly Care Socialized in Japan? Analyzing the Effects of the 2006 Amendment to the LTCI on the Female Labor Supply

Shinya Sugawara and Jiro Nakamura

CIRJE-F-887: An Interval Regression Analysis for Tenures of Japanese Elder Care Workers Using Matched Employer-Employee Data

Shinya Sugawara

CIRJE-F-886: Task Trade and the Size Distribution of Cities

Kohei Nagamachi

CIRJE-F-885: The Response of Asset Prices to Abenomics: Is It a Case of Self-Fulfilling Expectations?

Kazuo Ueda

CIRJE-F-884: Bartlett Adjustments for Hypothesis Testing in Linear Models with General Error Covariance Matrices

Masahiro Kojima and Tatsuya Kubokawa

CIRJE-F-883: Momentum-Space Approach to Asymptotic Expansion for Stochastic Filtering

Masaaki Fujii

CIRJE-F-882: An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection

Shinya Sugawara and Yasuhiro Omori

CIRJE-F-881: A Discrete/Continuous Choice Model on the Nonconvex Budget Set

Koji Miyawaki, Yasuhiro Omori and Akira Hibiki

CIRJE-F-880: Realized Stochastic Volatility with Leverage and Long Memory

Shinichiro Shirota, Takayuki Hizu and Yasuhiro Omori

CIRJE-F-879: Behavioral Approach to Repeated Games with Private Monitoring

Hitoshi Matsushima, Tomomi Tanaka and Tomohisa Toyama

CIRJE-F-878: A Global Census of Corporations in 1910

Leslie Hannah

CIRJE-F-877: The Corporate Economies of America and Europe 1790-1860

Leslie Hannah

CIRJE-F-876: Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage: Awareness Heterogeneity

Hitoshi Matsushima

CIRJE-F-875: Interlinkage and Generous Tit-for-Tat Strategy

Hitoshi Matsushima

CIRJE-F-874: A New Improvement Scheme for Approximation Methods of Probability Density Functions

Akihiko Takahashi and Yukihiro Tsuzuki

CIRJE-F-873: An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model

Takashi Kato, Akihiko Takahashi and Toshihiro Yamada

CIRJE-F-872: A Variable Selection Criterion for Linear Discriminant Rule and its Optimality in High Dimensional Setting

Masashi Hyodo and Tatsuya Kubokawa

CIRJE-F-871: An FBSDE Approach to American Option Pricing with an Interacting Particle Method

Masaaki Fujii, Seisho Sato and Akihiko Takahashi

CIRJE-F-870: Process Manipulation in Unique Implementation

Hitoshi Matsushima

CIRJE-F-869: Realized stochastic volatility with leverage and long memory

Shinichiro Shirota, Takayuki Hizu and Yasuhiro Omori

CIRJE-F-868: Comparative Advantage and Skill Premium of Regions

Kohei Nagamachi

CIRJE-F-867: Testing the Number of Components in Finite Mixture Models

Hiroyuki Kasahara and Katsumi Shimotsu

CIRJE-F-866: Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures

Hiroyuki Kasahara and Katsumi Shimotsu