CIRJE F-Series

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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

CIRJE-F-865: An Asymptotic Expansion for Forward-Backward SDEs; A Malliavin Calculus Aproach

Akihiko Takahashi and Toshihiro Yamada

CIRJE-F-864: Some Consequences of the Early Twentieth Century Divorce of Ownership from Control

James Foreman-Peck and Leslie Hannah

CIRJE-F-863: Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity

Shin-ichi Fukuda

CIRJE-F-862: How Strongly Do "Financing Constraints" Affect Firm Behavior?: Japanese Corporate Investment since the Mid-1980s

Yoshiro Miwa

CIRJE-F-861: On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimatee

Tatsuya Kubokawa, Mana Hasukawa and Kunihiko Takahashi

CIRJE-F-860: Note on an Extension of an Asymptotic Expansion Scheme

Akihiko Takahashi and Masashi Toda

CIRJE-F-859: Role of Leverage in Bubbles and Crashes

Hitoshi Matsushima

CIRJE-F-858: Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices

Hisayuki Tsukuma and Tatsuya Kubokawa

CIRJE-F-857: Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes

Hitoshi Matsushima

CIRJE-F-856: Inequalities in Japanese Economy during the Lost Decades

Nao Sudo, Michio Suzuki and Tomoaki Yamada

CIRJE-F-855: Estimation of Covariance and Precision Matrices in High Dimension

Tatsuya Kubokawa and Akira Inoue

CIRJE-F-854: Are NEG Models Capable of Simulating Agglomeration in the Real World?

Takatoshi Tabuchi

CIRJE-F-853: Optimal Multiunit Exchange Design

Hitoshi Matsushima

CIRJE-F-852: Congestion, Technical Returns, and the Minimum Efficient Scales of Local Public Expenditures: An Empirical Analysis for Japanese Cities

Masayoshi Hayashi

CIRJE-F-851: Productivity Change and Mine Dynamics: The Coal Industry in Japan during World War II

Tetsuji Okazaki