DSSR Discussion Papers

From Graduate School of Economics and Management, Tohoku University
Contact information at EDIRC.
Bibliographic data for series maintained by Tohoku University Library ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

145: Generative AI: The Transformative Impact of ChatGPT on Systemic Financial Risk in Chinese Banks

Yikai Zhao, Runyu Dai and Jun Nagayasu

144: The impact of flight noise on urban housing markets: Evidence from the new landing flight paths of Haneda Airport in Japan

Takeru Sugasawa, Yuta Kuroda, Kai Nomura, Shohei Yasuda and Jun Yoshida

143: Measuring Climate Policy Uncertainty with LLMs: New Insights into Corporate Bond Credit Spreads

Yikai Zhao, Jun Nagayasu and Xinyi Geng

142: The role of prosociality and social capital in changes in subjective well-being during the COVID-19 pandemic

Yuta Kuroda, Takaki Sato and Yasumasa Matsuda

141: Deep learning for multivariate volatility forecasting in high-dimensional financial time series

Rei Iwafuchi and Yasumasa Matsuda

140: Does Supply Chain Transparency Help Identify and Prevent Corporate Greenwashing?

Yikai Zhao and Jun Nagayasu

139: Credit Constraints, Corporate Transparency, and Export

Yikai Zhao, Rui Sun and Jun Nagayasu

138: What do high-achieving graduates bring to nonacademic track high schools?

Yuta Kuroda

137: Agglomeration and Selection Effects in Privatized-SOEs: The Role of SOE Reforms

Yikai Zhao and Jun Nagayasu

136: Gaussian semiparametric estimation Gaussian semiparametric estimation of two-dimensional intrinsically stationary random fields

Yoshihiro Yajima and Yasumasa Matsuda

135: Estimation of Large Volatility Matrices with Low-Rank Signal Plus Sparse Noise Structures

Runyu Dai and Yasumasa Matsuda

134: The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk

Hui Zhou and Jun Nagayasu

133: LOCAL POLYNOMIAL REGRESSION FOR SPATIAL DATA ON Rd

Daisuke Kurisu and Yasumasa Matsuda

132: Spatial Extension of the Mixed Models of the Analysis of Variance

Takaki Sato, Yuta Kuroda and Yasumasa Matsuda

131: GMM Estimation of Spatial Autoregressive Models with Cluster Dependent Errors

Takaki Sato

130: Estimation of Large Covariance Matrices with Mixed Factor Structures

Runyu Dai, Yoshimasa Uematsu and Yasumasa Matsuda

129: Impact of Population Ageing on Japan's Inter-Prefectural Migration: A Spatial Econometrics Analysis

Simon Consalvo

128: The value of scattered greenery in urban areas: A hedonic analysis in Japan

Yuta Kuroda and Takeru Sugasawa

127: Identify Arbitrage Using Machine Learning on Multi-stock Pair Trading Price Forecasting

Zhijie Zhang

126: Privatization's Influence on Agglomeration and Selection Effects: Evidence from China's Manufacturing Industry

Yikai Zhao and Jun Nagayasu

125: How long do voluntary lockdowns keep people at home? The role of social capital during the COVID-19 pandemic

Yuta Kuroda, Takaki Sato and Yasumasa Matsuda

124: Convolutional regression for big spatial data

Yasumasa Matsuda and Xin Yuan

123: A Multi-generational Diffusion Model with Social Media Effects and Pre-Launch Forecasting of Smart Phone

Yinxing Li and Nobuhiko Terui

122: Spatial analysis of subjective well-being in Japan

Anqi Li, Takaki Sato and Yasumasa Matsuda

121: Is Corporate Environmental Responsibility More Valuable in the Shaky Period? The Moderating Effect of Ownership Type

Zhou Hui and Jun Nagayasu

119: Causal and Frequency Analyses of Purchasing Power Parity

Jun Nagayasu

118: Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance

Lamia Bazzaoui, Jun Nagayasu and Ronald MacDonald

117: Economic Activities and Regional Correlation During Economic and Natural Disasters

Jun Nagayasu

116: International and Interprefectural Migration in Japan: Implications for the Spatial Assimilation Theory

Koji Murayama and Jun Nagayasu

115: Customer Review Analysis Using Word Embedding Model Considering Text Topics

Mirai Igarashi, P.K.Kannan and Nobuhiko Terui

114: The effect of pollen exposure on economic activity:Evidence from home scanner data

Yuta Kuroda

113: MULTIVARIATE CARMA RANDOM FIELDS

Yasumasa Matsuda and Xin Yuan

112: Interpretable Perceived Topics in Online Customer Reviews for Product Satisfaction and Reader Helpfulness

Mirai Igarashi, Aijing Xing and Nobuhiko Terui

111: Mechanism Design with Blockchain Enforcement

Hitoshi Matsushima and Shunya Noda

110: Recurrent Preemption Games

Hitoshi Matsushima

109: Inference in Weak Factor Models

Yoshimasa Uematsu and Takashi Yamagatay

108: Estimation of Weak Factor Models

Yoshimasa Uematsu and Takashi Yamagatay

107: A Multi-generation Product Diffusion Model with Social Media Effects -Accerelating Effect of Social Media on Leapfrogs and Switches by the iPhone 6 Battery Problem 2016-2017-

Yinxing Li and Nobuhiko Terui

106: Extreme values, means, and inequality measurement

Walter Bossert, Conchita D'Ambrosio and Kohei Kamaga

105: Investigating the Impacts of Customer Experience and Attribute Performances on Overall Ratings using Online Review Data: Nonlinear Estimation and Visualization with a Neural Network

Toshikuni Sato

104: Estimation of Partially Linear Spatial Autoregressive Models with Autoregressive Disturbances

Takaki Sato

103: Estimating the value of coral reefs in Kume Island,Japan, using a contingent behavior method:A Poisson-Inverse Gaussian approach with on-site correction

Katsuhito Nohara, Masaki Narukawa and Akira Hibiki

102: The Dutch Answer to Drug Tourism Within Southern Dutch Municipalities An assessment of the 2012 revised drug policy

Kirin Pepijn Moonen

101: Construct Validation for a Nonlinear Measurement Model in Marketing and Consumer Behavior Research

Toshikuni Sato

100: Threshold Measurement Model for Perceived Service Quality

Toshikuni Sato

99: Jensen's alpha measured and decomposed under skew symmetric semi-parametric model for error terms in the market model

Navruzbek Karamatov and Ryozo Miura

98: A threshold extension of spatial dynamic panel model

Junyue Wua and Yasumasa Matsuda

97: Identifying Topic-based Communities by Combining Social Network Data and User Generated Content

Mirai Igarashi and Nobuhiko Terui

95: Gendered Impacts of Household and Ambient Air Pollution on Child Health: Evidence from Household and Satellite-based Data in Bangladesh

Masamitsu Kurata, Kazushi Takahashi and Akira Hibiki

94: Accessibility to the nearest urban metropolitan area and rural poverty in Japan

Takeru Sugasawa