DSSR Discussion Papers

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146: Density-valued ARMA models by spline mixtures

Yasumasa Matsuda and Rei Iwafuchi

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