Number | Authors | Title | Date |
CIRJE-F-831 | Srivastava, Muni S. and Tatsuya Kubokawa | "Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality" | December 2011; Revised in Januray 2012 |
CIRJE-F-830 | Gerlach, Petra, Robert N McCauley and Kazuo Ueda | "Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010" | December 2011 |
CIRJE-F-829 | Fujii, Masaaki and Akihiko Takahashi | "Clean Valuation Framework for the USD Silo –An implication for the forthcoming Standard Credit Support Annex (SCSA)–" | December 2011 |
CIRJE-F-828 | Ueda, Kazuo | "Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007" | December 2011; Revised in July 2012. |
CIRJE-F-827 | Yoshikawa, Hiroshi | "Stochastic Macro-equilibrium and A Microfoundation for the Keynesian Economics" | December 2011; Revised in April 2012, and July 2013. |
CIRJE-F-826 | Matsushima, Hitoshi | "Efficient Combinatorial Exchanges" | November 2011 |
CIRJE-F-825 | Adachi-Sato, Meg and Kazuya Kamiya | "A Dynamic Multitask Model: Fixed Wages, No Externalities, and Holdup Problems" | November 2011; Revised in January 2012 and October 2013 |
CIRJE-F-824 | Takahashi, Akihiko and Toshihiro Yamada | "An Asymptotic Expansion with Push-Down of Malliavin Weights" | November 2011; Revised in February 2012 |
CIRJE-F-823 | Hirano, Toshihiro and Yoshihiro Yajima | "Covariance Tapering for Prediction of Large Spatial Data Sets in Transformed Random Fields" | October 2011; Revised in July 2012, December 2012 and January 2013 |
CIRJE-F-822 | Henry, Marc and Ismael Mourifié | "Euclidean Revealed Preferences: Testing the Spatial Voting Model" | October 2011 |
CIRJE-F-821 | Henry, Marc and Alexei Onatski | "Set Coverage and Robust Policy" | October 2011 |
CIRJE-F-820 | Mourifié, Ismael and Marc Henry | "Set Inference in Latent Variables Models" | October 2011 |
CIRJE-F-819 | Fukuda, Shin-ichi and Junji Yamada | "Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase . during Japan's Lost Decades?" | October 2011 |
CIRJE-F-818 | Kubokawa, Tatsuya, Masashi Hyodo and Muni S. Srivastava | "Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension" | September 2011 |
CIRJE-F-817 | Bessho, Shun-ichiro and Masayoshi Hayashi | "Estimating the Social Marginal Cost of Public Funds: A Micro-data Approach" | September 2011 |
CIRJE-F-816 | Hayashi, Masayoshi | "The Effects of Medical Factors on Transfer Deficits in Public Assistance in Japan: A Quantile Regression Analysis" | August 2011 |
CIRJE-F-815 | Takahashi, Akihiko and Toshihiro Yamada | "On Approximation of the Solutions to Partial Differential Equations in Finance" | August 2011; Revised in January 2012 |
CIRJE-F-814 | Ueda, Kazuo | "The Effectiveness of Non-traditional Monetary Policy Measures: The Case of the Bank of Japan" | August 2011; Revised in October 2011 |
CIRJE-F-813 | Nakamura, Tsuyoshi and Hiroshi Ohashi | "Effects of Re-invention on Industry Growth and Productivity: Evidence from Steel Refining Technology in Japan, 1957-68" | August 2011 |
CIRJE-F-812 | Ishihara, Tsunehiro, Yasuhiro Omori and Manabu Asai | "Matrix Exponential Stochastic Volatility with Cross Leverage" | August 2011 |
CIRJE-F-811 | Mossay, Pascal and Takatoshi Tabuchi | "Preferential Trade Agreements Harm the Third Countries" | August 2011 |
CIRJE-F-810 | Mori, Kohta, Saki Sugano, Joe Chen, Yun Jeong Choi and Yasuyuki Sawada | "A Note on the Decomposition Technique of Economic Indices" | July 2011 |
CIRJE-F-809 | Kubokawa, Tatsuya and William E. Strawderman | "Admissibility and Minimaxity of Benchmarked Shrinkage Estimators" | July 2011 |
CIRJE-F-808 | Miwa, Yoshiro | "Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009" | July 2011 |
CIRJE-F-807 | Aoki, Masanao and Hiroshi Yoshikawa | "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics" | July 2011 |
CIRJE-F-806 | Matsushima, Hitoshi | "Price-Based Combinatorial Auction: Connectedness and Representative Valuations" | July 2011 |
CIRJE-F-805 | Okazaki, Tetsuji and Michiru Sawada | "Interbank Networks in Prewar Japan: Structure and Implications" | July 2011 |
CIRJE-F-804 | Hayashi, Masayoshi | "Does the Employment of Fewer Caseworkers Lead to the Rationing of Caseloads? Evidence from Public Assistance in Japan" | June 2011 |
CIRJE-F-803 | Sato, Seisho and Naoto Kunitomo | "A Robust Estimation of Realized Volatility and Covariance with Micro-market Adjustments and Round-off Errors" | June 2011 |
CIRJE-F-802 | Fujii, Masaaki and Akihiko Takahashi | "Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme" | June 2011; Revised in January 2012 |
CIRJE-F-801 | Kubokawa, Tatsuya and Bui Nagashima | "Parametric Bootstrap Methods for Bias Correction in Linear Mixed Models" | April 2011 |
CIRJE-F-800 | Kamiya, Kazuya and Meg Sato | "Multi-period Contract Problems with Verifiable and Unverifiable Outputs" | April 2011 |
CIRJE-F-799 | Fujii, Masaaki and Akihiko Takahashi | "Collateralized CDS and Default Dependence -Implications for the Central Clearing-" | April 2011; Revised in June 2012 |
CIRJE-F-798 | Kurose, Yuta and Yasuhiro Omori | "Bayesian Analysis of Stochastic Quantiles Using a Smoothing Spline" | April 2011 |
CIRJE-F-797 | Sugawara, Shinya and Yasuhiro Omori | "Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game" | April 2011 |
CIRJE-F-796 | Takahashi, Akihiko and Yukihiro Tsuzuki | "Rebalancing Super-Replications" | April 2011 |
CIRJE-F-796 | Takahashi, Akihiko and Yukihiro Tsuzuki | "Rebalancing Super-Replications" | April 2011; Revised in July 2011 |
CIRJE-F-795 | Matsushima, Hitoshi and Tomohisa Toyama | "Monitoring Accuracy and Retaliation in Infinitely Repeated Games with Imperfect Private Monitoring: Theory and Experiments" | April 2011 |
CIRJE-F-794 | Nishimura, Yukihiro and Kimiko Terai | "Strategic Voting on Environmental Policy Making: The Case for "Political Race to the Top"" | March 2011 |
CIRJE-F-793 | Lai, Fu-Chuan and Takatoshi Tabuchi | "Hotelling Meets Weber" | March 2011 |
CIRJE-F-792 | Kamiya, Kazuya, So Kubota and Kayuna Nakajima | "Real Indeterminacy of Stationary Monetary Equilibria in Centralized Economies" | March 2011 |
CIRJE-F-791 | Kunihama, Tsuyoshi, Yasuhiro Omori and Zhengjun Zhang | "Efficient Estimation and Particle Filter for Max-Stable Processes" | March 2011 |
CIRJE-F-790 | Matsushima, Hitoshi and Toshihiko Shima | "Investment and Ultimatum Games: Experiments" | March 2011 |
CIRJE-F-789 | Oki, Ryoko and Noriyuki Yanagawa | "Exclusive Dealing Contracts by Distributors" | March 2011 |
CIRJE-F-788 | Okazaki, Tetsuji | "Evaluation and Formation of Human Capital in Prewar Japan: The Case of White-Collar Workers in Mitsubishi Zaibatsu" | March 2011 |
CIRJE-F-787 | Takahashi, Akihiko, Kohta Takehara and Masashi Toda | "A General Computation Scheme for a High-Order Asymptotic Expansion Method" | February 2011; Revised in February and October 2012 |
CIRJE-F-786 | Kubokawa, Tatsuya and William E. Strawderman | "A Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators" | January 2011 |
CIRJE-F-785 | Miwa, Yoshiro | "A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics -1994-2009: Introduction and Summary" | January 2011 |
CIRJE-F-784 | Koeda, Junko | "How Does Yield Curve Predict GDP Growth? A Macro-Finance Approach Revisited" | January 2011 |
CIRJE-F-783 | Esteban-Pretel, Julen and Junichi Fujimoto | "Life-Cycle Labor Search with Stochastic Match Quality" | January 2011 |
CIRJE-F-782 | Nakajima, Jouchi, Tsuyoshi Kunihama, Yasuhiro Omori and Sylvia Frühwirth-Schnatter | "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form" | January 2011 |
Number | Authors | Title | Date |
CIRJE-J-238 | Miwa, Yoshiro | ""Bubble" or "Boom"?: Investigation of the Japanese economy in the second-half of 1980s with the firm-level data from the "Corporate Enterprise Annual Statistics", as preparation for studying the "Lost Two Decades"" | November 2011; Revised in January 2012 |
CIRJE-J-237 | Okazaki, Tetsuji | "What Did Corporate Executives, Outside Directors and Large Shareholders Really Do ?: Corporate Governance of Tokyo Marine and Tasiho Marine in Mitsubishi and Mitsui Zaibatsu" | October 2011 |
CIRJE-J-236 | Hayashi, Masayoshi | "Local Public Assistance Programs and Intergovernmental Fiscal Transfers in Japan" | August 2011 |
CIRJE-J-235 | Miwa, Yoshiro | ""Bad Loans", "Delayed Disposals", "Follow-on and Zombie Lending", and the Lost Two Decades": Lessons from the Japanese Experience?" | August 2011 |
CIRJE-J-234 | Kunitomo, Naoto and Yoshinori Kawasaki | "On Benchmarking and Temporal Distributions for Economic Time Series with an Application to Japanese GDP" | April 2011 |
CIRJE-J-233 | Iwami, Toru | "Hegemony, Trade and Credit Markets in the early modern Europe" | March 2011 |
CIRJE-J-232 | Okazaki, Tetsuji | "Political Economy of Trade Liberalization: The Case of Postwar Japan" | January 2011 |