CIRJE F-Series

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CIRJE-F-799: Collateralized CDS and Default Dependence -Implications for the Central Clearing-

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-798: Bayesian Analysis of Stochastic Quantiles Using a Smoothing Spline

Yuta Kurose and Yasuhiro Omori

CIRJE-F-797: Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game

Shinya Sugawara and Yasuhiro Omori

CIRJE-F-796: Rebalancing Static Super-Replications

Masaaki Fujii and Yukihiro Tsuzuki

CIRJE-F-795: Monitoring Accuracy and Retaliation in Infinitely Repeated Games with Imperfect Private Monitoring: Theory and Experiments

Hitoshi Matsushima and Tomohisa Toyama

CIRJE-F-794: Strategic Voting on Environmental Policy Making: The Case for "Political Race to the Top"

Yukihiro Nishimura and Kimiko Terai

CIRJE-F-793: Hotelling Meets Weber

Fu-Chuan Lai and So Kubota

CIRJE-F-792: Efficient estimation and particle filter for max-stable processes

Kazuya Kamiya, So Kubota and Kayuna Nakajima

CIRJE-F-791: Efficient estimation and particle filter for max-stable processes

Tsuyoshi Kunihama, Yasuhiro Omori and Zhengjun Zhang

CIRJE-F-790: Investment and Ultimatum Games: Experiments

Hitoshi Matsushima and Toshihiko Shima

CIRJE-F-789: Exclusive Dealing Contracts by Distributors

Ryoko Oki and Noriyuki Yanagawa

CIRJE-F-788: Evaluation and Formation of Human Capital in Prewar Japan: The Case of White-Collar Workers in Mitsubishi Zaibatsu

Tetsuji Okazaki

CIRJE-F-787: A General Computation Scheme for a High-Order Asymptotic Expansion Method

Akihiko Takahashi, Kohta Takehara and Masashi Toda

CIRJE-F-786: A Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators

Tatsuya Kubokawa and William E. Strawderman

CIRJE-F-785: A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics – 1994~2009: Introduction and Summary

Yoshiro Miwa

CIRJE-F-784: How Does Yield Curve Predict GDP Growth? A Macro-Finance Approach Revisited

Junko Koeda

CIRJE-F-783: Life-Cycle Labor Search with Stochastic Match Quality

Julen Esteban-Pretel and Junichi Fujimoto

CIRJE-F-782: Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form

Jouchi Nakajima, Tsuyoshi Kunihama, Yasuhiro Omori and Sylvia Fruhwirth-Schnatter

CIRJE-F-781: Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-780: An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity

Naoto Kunitomo and Kentaro Akashi

CIRJE-F-779: Housework and the Consumption History in pre-war Japan

Masayuki Tanimoto

CIRJE-F-778: Choice of Collateral Currency

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-777: Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments

Akihiko Takahashi, Yukihiro Tsuzuki and Akira Yamazaki

CIRJE-F-776: Price-Based Combinatorial Auction Design: Representative Valuations

Hitoshi Matsushima

CIRJE-F-775: Japan's Deflation and the Bank of Japan's Experience with Non-traditional Monetary Policy

Kazuo Ueda

CIRJE-F-774: Japan's Bubble, America's Bubble and China's Bubble

Kazuo Ueda

CIRJE-F-773: The Henry George Theorem in A Second-Best World

Kristian Behrens, Yoshitsugu Kanemoto and Yasusada Murata

CIRJE-F-772: Globalised sports in a historical perspective

Christer Ericsson and Bjorn Horgby

CIRJE-F-771: Company Strategies and Sport Models

Christer Ericsson

CIRJE-F-770: Discrete/Continuous Choice Model of the Residential Gas Demand on the Nonconvex Budget Set

Koji Miyawaki, Yasuhiro Omori and Akira Hibiki

CIRJE-F-769: Laffer paradox, Leviathan, and Political Contest

Toshihiro Ihori and C.C. Yang

CIRJE-F-768: Firm Heterogeneity under Financial Imperfection: Impacts of Trade and Capital Movement

Taiji Furusawa and Noriyuki Yanagawa

CIRJE-F-767: Financial Institution, Asset Bubbles and Economic Performance

Tomohiro Hirano and Noriyuki Yanagawa

CIRJE-F-766: A Theory of Fiduciary Relationships: Non-Contractual Foundation of the Duty of Loyalty, Disgorgement Damages, and Strict Liability

Katsuhito Iwai

CIRJE-F-765: Hysteresis in Dynamic General Equilibrium Models with Cash-in-Advance Constraints

Kazuya Kamiya and Takashi Shimizu

CIRJE-F-764: Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach

Koji Miyawaki, Yasuhiro Omori and Akira Hibiki

CIRJE-F-763: Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game

Shinya Sugawara and Yasuhiro Omori

CIRJE-F-762: Modeling of Interest Rate Term Structures under Collateralization and its Implications

Masaaki Fujii and Akihiko Takahashi

CIRJE-F-761: Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics

Masanao Aoki and Hiroshi Yoshikawa

CIRJE-F-760: Exaggerated Death of Distance: Revisiting Distance Effects on Regional Price Dispersions

Kazuko Kano, Takashi Kano and Kazutaka Takechi

CIRJE-F-759: Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London

Shin-ichi Fukuda

CIRJE-F-758: On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise

Naoto Kunitomo and Seisho Sato

CIRJE-F-757: Bayesian Estimation and Particle Filter for Max-Stable Processes

Tsuyoshi Kunihama, Yasuhiro Omori and Zhengjun Zhang

CIRJE-F-756: Financing Harmful Bubbles

Hitoshi Matsushima

CIRJE-F-755: Supplier Networks and Aircraft Production in Wartime Japan

Tetsuji Okazaki

CIRJE-F-754: On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy

Tatsuya Kubokawa

CIRJE-F-753: Application of a High-Order Asymptotic Expansion Scheme to Long-Term Currency Options

Kohta Takehara, Masashi Toda and Akihiko Takahashi

CIRJE-F-752: Asset Bubbles, Endogenous Growth, and Financial Frictions

Tomohiro Hirano and Noriyuki Yanagawa

CIRJE-F-751: Why Did "Zombie" Firms Recover in Japan?

Shin-ichi Fukuda and Jun-Ichi Nakamura

CIRJE-F-750: Overlapping Tax Revenue, Soft Budget, and Rent Seeking

Toshihiro Ihori