CIRJE F-Series

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CIRJE-F-850: Estimating a Search and Matching Model of the Aggregate Labor Market in Japan

Ching-Yang Lin and Hiroaki Miyamoto

CIRJE-F-849: An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection Problems

Shinya Sugawara and Yasuhiro Omori

CIRJE-F-848: Should the Japanese Tax System Be More Progressive? An Evaluation Using Simulated SMCFs Based on the Discrete Choice Model of Labor Supply

Shun-ichiro Bessho and Masayoshi Hayashi

CIRJE-F-847: Channels of Stabilization in a System of Local Public Health Insurance: The Case of the National Health Insurance in Japan

Masayoshi Hayashi

CIRJE-F-846: Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program

Masayoshi Hayashi

CIRJE-F-845: Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline

Yuta Kurose and Yasuhiro Omori

CIRJE-F-844: Pricing Multi-Asset Cross Currency Optionss

Kenichiro Shiraya and Akihiko Takahashi

CIRJE-F-843: Minimaxity in Predictive Density Estimation with Parametric Constraints

Tatsuya Kubokawa, Éric Marchand, William E. Strawderman and Jean-Philippe Turcotte

CIRJE-F-842: A Remark on Approximation of the Solutions to Partial Differential Equations in Finance

Akihiko Takahashi and Toshihiro Yamada

CIRJE-F-841: A Semi-group Expansion for Pricing Barrier Options

Takashi Kato, Akihiko Takahashi and Toshihiro Yamada

CIRJE-F-840: Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-839: Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods

Kui-Wai Li

CIRJE-F-838: Asset Bubbles and Bailout

Tomohiro Hirano and Noriyuki Yanagawa

CIRJE-F-837: Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models

Marc Henry, Romuald Méango and Maurice Queyranne

CIRJE-F-836: Local Utility and Multivariate Risk Aversion

Arthur Charpentier, Alfred Galichon and Marc Henry

CIRJE-F-835: Sharp Bounds in the Binary Roy Model

Marc Henry and Ismael Mourifié

CIRJE-F-834: Empirical Analysis of the National Treatment Obligation Under the WTO: The Case of Japanese Shochu

Naoshi Doi and Hiroshi Ohashi

CIRJE-F-833: A Characterization of the Plurality Rule

Yohei Sekiguchi

CIRJE-F-832: Mixed Effects Prediction under Benchmarking and Applications to Small Area Estimation

Tatsuya Kubokawa

CIRJE-F-831: Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality

Muni S. Srivastava and Tatsuya Kubokawa

CIRJE-F-830: Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010

Petra Gerlach-Kristen, Robert McCauley and Kazuo Ueda

CIRJE-F-829: Clean Valuation Framework for the USD Silo -An implication for the forthcoming Standard Credit Support Annex (SCSA)-

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-828: Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007

Kazuo Ueda

CIRJE-F-827: Stochastic Macro-equilibrium and A Microfoundation for the Keynesian Economics

Hiroshi Yoshikawa

CIRJE-F-826: Efficient Combinatorial Exchanges

Hitoshi Matsushima

CIRJE-F-825: A Dynamic Multitask Model: Fixed Wages, No Externalities, and Holdup Problems

Meg Adachi-Sato and Kazuya Kamiya

CIRJE-F-824: An Asymptotic Expansion with Push-Down of Malliavin Weights

Akihiko Takahashi and Yoshihiro Yajima

CIRJE-F-823: Covariance Tapering for Prediction of Large Spatial Data Sets in Transformed Random Fields

Toshihiro Hirano and Yoshihiro Yajima

CIRJE-F-822: Euclidean Revealed Preferences: Testing the Spatial Voting Model

Marc Henry and Ismael Mourifié

CIRJE-F-821: Set Coverage and Robust Policy

Marc Henry and Alexei Onatski

CIRJE-F-820: Set Inference in Latent Variables Models

Ismael Mourifié and Marc Henry

CIRJE-F-819: Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase. during Japan's Lost Decades?

Shin-ichi Fukuda and Junji Yamada

CIRJE-F-818: Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension

Tatsuya Kubokawa, Masashi Hyodo and Muni S. Srivastava

CIRJE-F-817: Estimating the Social Marginal Cost of Public Funds: A Micro-data Approach

Shun-ichiro Bessho and Masayoshi Hayashi

CIRJE-F-816: The Effects of Medical Factors on Transfer Deficits in Public Assistance in Japan: A Quantile Regression Analysis

Masayoshi Hayashi

CIRJE-F-815: On Approximation of the Solutions to Partial Differential Equations in Finance

Akihiko Takahashi and Toshihiro Yamada

CIRJE-F-814: The Effectiveness of Non-traditional Monetary Policy Measures: The Case of the Bank of Japan

Kazuo Ueda

CIRJE-F-813: Matrix Exponential Stochastic Volatility with Cross Leverage

Tsuyoshi Nakamura and Hiroshi Ohashi

CIRJE-F-812: Matrix Exponential Stochastic Volatility with Cross Leverage

Tsunehiro Ishihara, Yasuhiro Omori and Manabu Asai

CIRJE-F-811: A Note on the Decomposition Technique of Economic Indices

Pascal Mossay and Takatoshi Tabuchi

CIRJE-F-810: A Note on the Decomposition Technique of Economic Indices

Kohta Mori, Saki Sugano, Joe Chen, Yun Jeong Choi and Yasuyuki Sawada

CIRJE-F-809: Admissibility and Minimaxity of Benchmarked Shrinkage Estimators

Tatsuya Kubokawa and William E. Strawderman

CIRJE-F-808: Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009

Yoshiro Miwa

CIRJE-F-806: Price-Based Combinatorial Auction: Connectedness and Representative Valuations

Hitoshi Matsushima

CIRJE-F-805: Interbank Networks in Prewar Japan: Structure and Implications

Tetsuji Okazaki and Michiru Sawada

CIRJE-F-804: Does the Employment of Fewer Caseworkers Lead to the Rationing of Caseloads? Evidence from Public Assistance in Japan

Masayoshi Hayashi

CIRJE-F-803: A Robust Estimation of Realized Volatility and Covariance with Micro-market Adjustments and Round-off Errors

Seisho Sato and Naoto Kunitomo

CIRJE-F-802: Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-801: Parametric Bootstrap Methods for Bias Correction in Linear Mixed Models

Tatsuya Kubokawa and Bui Nagashima

CIRJE-F-800: Multi-period Contract Problems with Verifiable and Unverifiable Outputs

Kazuya Kamiya and Meg Sato