Number |
Authors |
Title |
Date |
CIRJE-F-1182 |
Nakajima, Tomoyuki |
"Principal-Agent Problems with Hidden Savings in Continuous Time" | December 2021Revised in April 2023. |
CIRJE-F-1181 |
Itoh, Ryo, Yasuhiro Sato and Yves Zenou |
"Intergenerational Assimilation of Minorities: The Role of the Majority Group" | December 2021 |
CIRJE-F-1180 |
Fujii, Masaaki and Akihiko Takahashi |
"Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium" |
December 2021 |
CIRJE-F-1179 |
Kano, Kazuko and Takashi Kano |
"Welfare Costs of Exchange Rate Fluctuations: Evidence from the 1972 Okinawa Reversion" |
November 2021 |
CIRJE-F-1178 |
Iguchi, Yuga, Riu Naito, Yusuke Okano, Akihiko Takahashi and Toshihiro Yamada |
"Deep Asymptotic Expansion: Application to Financial Mathematics" |
November 2021; Revised in February 2022 |
CIRJE-F-1177 |
Fujii, Masaaki and Akihiko Takahashi |
"A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition" |
September 2021 |
CIRJE-F-1176 |
Yamauchi, Yuta and Yasuhiro Omori |
"Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility" |
September 2021 |
CIRJE-F-1175 |
Awaya, Naoki and Yasuhiro Omori |
"Particle Rolling MCMC with Double-Block Sampling" |
September 2021 |
CIRJE-F-1174 |
Onuki, Mayuko, Keitaro Aoyagi and Yoshito Takasaki |
"Personal Intergroup Contact Between Different Groups of Ex-Combatants and Civilians: Evidence from a Behavioural Experiment in Rwanda" |
August 2021; Revised in August 2021. |
CIRJE-F-1173 |
Kizaki, Keisuke, Taiga Saito and Akihiko Takahashi |
"Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks" |
July 2021; Revised in August, September, December 2021, May and August 2023. |
CIRJE-F-1172 |
Bessho, Shun-ichiro and Haruaki Hirota |
"Do Public Account Financial Statements Matter? Evidence from Japanese Municipalities" |
July 2021 |
CIRJE-F-1171 |
Takahashi, Yuta and Naoki Takayama |
"Tech-Driven Secular Low Growth: Cross-Country Evidence" |
June 2021; Revised in March 2022. |
CIRJE-F-1170 |
Dore, Timothy E., Tetsuji Okazaki, Ken Onishi and Naoki Wakamori |
"Firm Growth, Financial Constraints, and Policy-Based Finance" | June 2021 |
CIRJE-F-1169 |
Aiura, Hiroshi and Hikaru Ogawa |
"Does E-Commerce Ease or Intensify Tax Competition? Destination Principle vs. Origin Principle" | June 2021 |
CIRJE-F-1168 |
Iguchi, Yuga, Riu Naito, Yusuke Okano, Akihiko Takahashi and Toshihiro Yamada |
"Deep Asymptotic Expansion with Weak Approximation" |
May 2021 |
CIRJE-F-1167 |
Takahashi, Akihiko and Toshihiro Yamada |
"Asymptotic Expansion and Deep Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Kolmogorov Partial Differential Equations with Nonlinear Coefficients" | May 2021; Revised in November 2022. |
CIRJE-F-1166 |
Okazaki, Tetsuji |
"The Impact of Technological Change on Labor: The Japanese Silk Weaving Industry during the Industrial Revolution" | May 2021 |
CIRJE-F-1165 |
Saito, Taiga and Akihiko Takahashi |
"Portfolio Optimization with Choice of a Probability Measure" |
April 2021; Revised in December 2021 and March 2022. |
CIRJE-F-1164 |
Hayashi, Masayoshi |
"Transfer Benefits, Implicit Taxes, and the Earnings of Welfare Recipients: Evidence from Public Assistance Programs in Japan" |
April 2021 |
CIRJE-F-1163 |
Kawata, Keisuke and Yasuhiro Sato |
"A First Aid Kit to Assess Welfare Impacts" |
April 2021 |
CIRJE-F-1162 |
Fujii, Masaaki and Akihiko Takahashi |
"Equilibrium Price Formation with a Major Player and its Mean Field Limit" |
February 2021; Revised in March 2021 and February 2022. |
CIRJE-F-1161 |
Ogawa, Hikaru |
"Still Under-Taxing the Digital MNE? Assessing the Tax Principles of Pillar One in the BEPS Project" |
February 2021 |
CIRJE-F-1160 |
Saito, Taiga and Akihiko Takahashi |
"Supplementary File for "Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by FBSDE Approach"" |
February 2021; Revised in March 2021. |
CIRJE-F-1159 |
Takahashi, Akihiko, Yoshifumi Tsuchida and Toshihiro Yamada |
"A New Efficient Approximation Scheme for Solving High-Dimensional Semilinear PDEs: Control Variate Method for Deep BSDE Solver" |
January 2021; Revised in August, November 2021, January and February 2022. |