Discussion Papers 2017
You can see the details of each paper by clicking the underlined number of the discussion paper.
Discussion Paper F series (in English)
Number | Authors | Title | Date |
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CIRJE-F-1074 | Marszalec, Daniel | "Testing the Validity of Non-Parametric Value Estimates in Treasury Bill Auctions Using Top-Up Auction Data" | December 2017; revised in May 2018 |
CIRJE-F-1073 | Okazaki, Tetsuji, Ken Onishi and Naoki Wakamori | "Excess Capacity and Effectiveness of Policy Interventions: Evidence from the Cement Industry" | December 2017; revised in December 2018 abd May 2021 |
CIRJE-F-1072 | Matsushima, Hitoshi | "Framing Game Theory" | November 2017 |
CIRJE-F-1071 | Kasamatsu, Satoshi and Hikaru Ogawa | "International Capital Market and Repeated Tax Competition" | November 2017 |
CIRJE-F-1070 | Takasaki, Yoshito and Ryoko Sato | "Short-run Incentive and Information in Sequential Adoptions: An Antenatal Care Experiment in Rural Nigeria" | October 2017 |
CIRJE-F-1069 | Fujii, Masaaki, Akihiko Takahashi and Masayuki Takahashi | "Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs" | October 2017; revised in March |
CIRJE-F-1068 | Machikita, Tomohiro and Tetsuji Okazaki | "Market Access, Technology, and Plant Lifecycles: A Natural Experiment from Japan's Opening to Trade in 1859" | October 2017 |
CIRJE-F-1067 | Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi | "State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment" | October 2017 |
CIRJE-F-1066 | Awaya, Naoki and Yasuhiro Omori | "Particle rolling MCMC with Double Block Sampling: Conditional SMC Update Approach" | September 2017 |
CIRJE-F-1065 | Saito, Taiga, Akihiko Takahashi, Noriaki Koide and Yu Ichifuji | "Optimal Overbooking Strategy in Online Hotel Booking Systems" | September 2017 |
CIRJE-F-1064 | Hayashi, Masayoshi | "Do Central Grants Affect Welfare Caseloads? Evidence from Public Assistance in Japan" | September 2017; Revised in September 2018 |
CIRJE-F-1063 | Okazaki, Tetsuji | "Development State Evolving: Japan's Graduation from a Middle Income Country" | August 2017; Revised in April 2018 |
CIRJE-F-1062 | Nakano, Masafumi, Akihiko Takahashi, Soichiro Takahashi and Takami Tokioka | "On the Effect of Bank of Japan's Outright Purchase on the JGB Yield Curve" | August 2017; Revised in September 2017, November 2017 and January 2018 |
CIRJE-F-1061 | Saito, Taiga | "Hedging and Pricing Illiquid Options with Market Impacts" | August 2017 |
CIRJE-F-1060 | Matsui, Akihiko and Megumi Murakami | "A Two Stage Model of Assignment and Market" | August 2017 |
CIRJE-F-1059 | Fukumura, Koichi, Kohei Nagamachi, Yasuhiro Sato and Kazuhiro Yamamoto | "Demographics, Immigration, and Market Size" | July 2017 |
CIRJE-F-1058 | Matsushima, Hitoshi | "Dynamic Implementation, Verification, and Detection" | July 2017 |
CIRJE-F-1057 | Matsushima, Hitoshi and Shunya Noda | "Mechanism Design in Hidden Action and Hidden Information: Richness and Pure-VCG" | July 2017 |
CIRJE-F-1056 | Kayaba, Yutaka, Hitoshi Matsushima, and Tomohisa Toyama | "Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory" | July 2017 |
CIRJE-F-1055 | Okazaki, Tetsuji | "Disentangling the Effects of Technological and Organizational Changes during the Rise of the Factory: The Case of the Japanese Weaving Industry, 1905-1914" | July 2017; revised in April 2018 |
CIRJE-F-1054 | Kawachi, Keisuke, Hikaru Ogawa, and Taiki Susa | "Endogenizing Government's Objectives in Tax Competition with Capital Ownership" | July 2017 |
CIRJE-F-1053 | Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi | "Robust Technical Trading with Fuzzy Knowledge-based Systems" | July 2017 |
CIRJE-F-1052 | Saito, Taiga, Takanori Adachi, Teruo Nakatsuma, Akihiko Takahashi, Hiroshi Tsuda, and Naoyuki Yoshino | "Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market--" | June 2017 |
CIRJE-F-1051 | Okazaki, Tetsuji, Toshihiro Okubo and Eric Strobl | "Creative Destruction of Industries: Yokohama City in the Great Kanto Earthquake, 1923" | June 2017 |
CIRJE-F-1050 | Fukuda, Shin-ichi and Mariko Tanaka | "The Impacts of Emerging Asia on Global Financial Markets" | June 2017 |
CIRJE-F-1049 | Kasahara, Hiroyuki and Katsumi Shimotsu | "Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models" | May 2017 |
CIRJE-F-1047 | Fujii, Masaaki and Akihiko Takahashi | "Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers" | May 2017; revised in May 2017, and March 2018 |
CIRJE-F-1046 | Sato, Yasuhiro and Masaaki Toma | "Transition of Spatial Distribution of Human Capital in Japan" | April 2017 |
CIRJE-F-1045 | Kunitomo, Naoto, Daisuke Kurisu, Yusuke Amano and Naoki Awaya | "The Simultaneous Multivariate Hawkes-type Point Processes and Their Application to Financial Markets" | April 2017 |
CIRJE-F-1044 | Kasahara, Hiroyuki and Katsumi Shimotsu | "Testing the Order of Multivariate Normal Mixture" | March 2017 |
CIRJE-F-1043 | Adachi, Takanori and Michal Fabinger | "Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly" | March 2017 |
CIRJE-F-1042 | Matsumoto, Tomoko and Tetsuji Okazaki | "Mobility and Continuity of Political Elites over Phases of Regime Change: Case of Meiji Restoration Japan" | March 2017; revised in August 2017 and March 2018 |
CIRJE-F-1041 | Gokan, Yoichi | "Do Consumption Externalities Correspond to the Indivisible Tax Rates on Consumpiton?" | March 2017 |
CIRJE-F-1040 | Adachi, Takanori and Michal Fabinger | "Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly" | February 2017 |
CIRJE-F-1039 | Andreoni, James, Michael Callen, Karrar Hussain, Muhammad Yasir Khan and Charles Sprenger | "Using Preference Estimates to Customize Incentives: An Application to Polio Vaccination Drives in Pakistan" | February 2017 |
CIRJE-F-1038 | Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi | "Creating Investment Scheme with State Space Modeling" | February 2017 |
CIRJE-F-1037 | Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi | "Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection" | February 2017; revised in June 2017 |
Discussion Paper J series (日本語)
Number | Authors | Title | Date |
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CIRJE-J-293 | Oshima, Hisayuki and Tetsuji Okazaki | "Firm Organization and Career Patterns in Prewar Japan: A Case of Mitsubishi & Co." | October 2017 |
CIRJE-J-292 | Kawaguchi, Daiji and Kiho Muroga | "History of the living standard in post-war Japan: Labor productivity, consumption, and leisure" | October 2017 |
CIRJE-J-291 | Okazaki, Tetsuji | "Using Micro-Data for Economic History Research: A Primer" | August 2017 |
CIRJE-J-290 | Furuta, Sahoko, Daiya Isogawa and Hiroshi Ohashi | "Cost Effect of Mergers in Public Hospitals in Japan" | August 2017 |
CIRJE-J-289 | Okazaki, Tetsuji | "The New Dimension Monetary Easing" in a Historical Perspective" | August 2017 |
CIRJE-J-288 | "Capital in Banking" | July 2017 | |
CIRJE-J-287 | Fukui, Takaya and Akihiko Takahashi | "Investment with deep learning" | July 2017 |
CIRJE-J-286 | Ehara, Kei | "The Two Factors of the Phases of Business Cycle " | April 2017 |
CIRJE-J-285 | Ehara, Kei | "Japanese Economy and Global Patent Management in the 21st Century" | March 2017 |
CIRJE-J-284 | Shibata, Tokutaro | "Pragmatism and Institutional Economics Reinterpreted-An application to the analysis of modern capitalism-" | March 2017 |