Number |
Authors |
Title |
Date |
CIRJE-F-1036 |
Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi |
"Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection" |
December 2016 |
CIRJE-F-1035 |
Wang, Wenming, Keisuke Kawachi and Hikaru Ogawa |
"Does Equalization Transfer Enhance Partial Tax Cooperation?" |
December 2016 |
CIRJE-F-1034 |
Kogure, Katsuo and Yoshito Takasaki |
"Conflict, Institutions, and Economic Behavior: Legacies of the Cambodian Genocide" |
December 2016 |
CIRJE-F-1033 |
Kasahara, Hiroyuki, Yasuyuki Sawada and Michio Suzuki |
"The Effect of Bank Recapitalization Policy on Corporate Investment: Evidence from a Banking Crisis in Japan" |
November 2016 |
CIRJE-F-1032 |
Fukuda, Shin-ichi and Mariko Tanaka |
"Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar" |
November 2016 |
CIRJE-F-1031 |
Ogawa, Hikaru and Atsushi Yamagishi |
"Ad Valorem Capital Tax Competition" |
November 2016 |
CIRJE-F-1030 |
Haraguchi, Junichi and Hikaru Ogawa |
"Leadership in Tax Ccompetition with Fiscal Equalization Transfers" |
November 2016 |
CIRJE-F-1029 |
Yamauchi, Yuta and Yasuhiro Omori |
"Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations" |
November 2016 |
CIRJE-F-1028 |
Fabinger, Michal and E. Glen Weyl |
"The Average-Marginal Relationship and Tractable Equilibrium Forms" |
October 2016 |
CIRJE-F-1027 |
Kono, Hisaki, Yasuyuki Sawada and Abu S. Shonchoy |
"DVD-based Distance-learning Program for University Entrance Exams: Experimental Evidence from Rural Bangladesh" |
October 2016 |
CIRJE-F-1026 |
Oshiro, Jun and Yasuhiro Sato |
"Industrial Structure in Urban Accounting" |
October 2016 |
CIRJE-F-1025 |
Hossain, Marup, Mohammad Abdul Malek, Amzad Hossain, Hasib Reza and Shakil Ahmed |
"Impact Assessment of Credit Program for Tenant Farmers in Bangladesh: Evidence from a Field Experiment" |
October 2016 |
CIRJE-F-1024 |
Kurose, Yuta and Yasuhiro Omori |
"Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity" |
October 2016 |
CIRJE-F-1023 |
Cheng, Yi-Ling and Takatoshi Tabuchi |
"Multiproduct Oligopoly and Trade Between Asymmetric Countries" |
September 2016 |
CIRJE-F-1022 |
Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi |
"A Return Prediction-based Investment with Particle Filtering and Anomaly Detection" |
September 2016 |
CIRJE-F-1021 |
Marszalec, Daniel |
"Revisiting the Anglo-Dutch Auction" |
August 2016; Revised in September 2021. |
CIRJE-F-1020 |
Marszalec, Daniel |
"The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation" |
August 2016 |
CIRJE-F-1019 |
Shirota, Shinichiro, Yasuhiro Omori, Hedibert. F. Lopes and Haixiang Piao |
"Cholesky Realized Stochastic Volatility Model" |
August 2016 |
CIRJE-F-1018 |
Marszalec, Daniel |
"Auctions For Complements –An Experimental Analysis" |
July 2016 |
CIRJE-F-1017 |
Fukuda, Shin-ichi |
"Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York" |
June 2016 |
CIRJE-F-1016 |
Fujii, Masaaki and Akihiko Takahashi |
"Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions" |
June 2016; revised in June 2016 and November 2016 |
CIRJE-F-1015 |
Matsushima, Hitoshi and Shunya Noda |
"Mechanism Design in Hidden Action and Hidden Information: Richness and Pure Groves" |
May 2016 |
CIRJE-F-1014 |
Aiura, Hiroshi and Hikaru Ogawa |
"Indirect Taxes in the Cross-border Shopping Model: A Monopolistic Competition Approach" |
May 2016 |
CIRJE-F-1013 |
Saito, Taiga and Akihiko Takahashi |
"Derivatives Pricing with Market Impact and Limit Order Book" |
May 2016; revised in August 2017 |
CIRJE-F-1012 |
Morita, Tadashi, Yasuhiro Sato and Kazuhiro Yamamoto |
"Demographics and Tax Competition in Political Economy" |
May 2016 |
CIRJE-F-1011 |
Okazaki, Tetsuji |
"Income Distribution in Prewar Japan" |
April, 2016; revised in April 2016 |
CIRJE-F-1010 |
Fukui, Takaya, Seisho Sato, and Akihiko Takahashi |
"Style Analysis with Particle Filtering and Generalized Simulated Annealing" |
April, 2016; revised in June 2016 and March 2017 |
CIRJE-F-1009 |
Takahashi, Akihiko and Toshihiro Yamada |
"An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach" |
April 2016; revised in September 2016 |
CIRJE-F-1008 |
Takahashi, Akihiko and Yukihiro Tsuzuki |
"Rebalancing Static Super-Replications" |
April 2016; revised in October 2016 |
CIRJE-F-1007 |
Shiraya, Kenichiro and Akihiko Takahashi |
"A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance" |
March 2016; revised in September 2016 |
CIRJE-F-1006 |
Okazaki, Tetsuji and Michiru Sawada |
"Measuring the extent and implications of corporate political connections in prewar Japan" |
March 2016 |
CIRJE-F-1005 |
Inaba, Masaru and Keisuke Otsu |
"Regional Business Cycle and Growth Features of Japan" |
March 2016 |
CIRJE-F-1004 |
Kayaba, Yutaka, Hitoshi Matsushima and Tomohisa Toyama |
"Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory" |
March 2016 |
CIRJE-F-1003 |
Saito, Taiga, Akihiko Takahashi and Hiroshi Tsuda |
"Optimal Room Charge and Expected Sales under Discrete Choice Models with Limited Capacity" |
March 2016; revised in June 2016 |
CIRJE-F-1002 |
Sato, Ryoko and Yoshito Takasaki |
"Peer Effects on Vaccination: Experimental Evidence from Rural Nigeria" |
March 2016 |
CIRJE-F-1001 |
Onishi, Ken, Naoki Wakamori, Chiyo Hashimoto and Shun-ichiro Bessho |
"The Welfare Consequences of Free Entry in Vertical Relationships: The Case of the MRI Market" |
February 2016 |
CIRJE-F-1000 |
Fujii, Masaaki and Akihiko Takahashi |
"A General Framework for the Benchmark pricing in a Fully Collateralized Market" |
February 2016 |
CIRJE-F-999 |
Egorov, Konstantin and Michal Fabinger |
"Reputational Effects in Sovereign Default" |
January 2016 |