Comparative risk and ambiguity aversion: an experimental approach
タイトル: Comparative risk and ambiguity aversion: an experimental approach 著者: Hayashi, Takashi; Wada, Ryoko 抄録: This paper experimentally studies comparative properties of risk aversion and ambiguity...
View ArticleSmoothed bootstrapping kernel density estimation under higher order kernel
タイトル: Smoothed bootstrapping kernel density estimation under higher order kernel 著者: Yi, Kun; Nishiyama, Yoshihiko 抄録: Smoothed bootstrap method is a useful method to approximates the bias of Kernel...
View ArticleEfficient Market Hypothesis Test with Stock Tweets and Natural Language...
タイトル: Efficient Market Hypothesis Test with Stock Tweets and Natural Language Processing Models 著者: Mao, Bolin; Chu, Chenhui; Nakashima, Yuta; Nagahara, Hajime 抄録: The efficient market hypothesis (EMH)...
View ArticleAgency Problems in a Competitive Conglomerate with Production Constraints
タイトル: Agency Problems in a Competitive Conglomerate with Production Constraints 著者: Herrera-Velasquez, Jose de Jesus 抄録: This study explores the reciprocal effects between agency problems and market...
View ArticleSignaling under Double‐Crossing Preferences
タイトル: Signaling under Double‐Crossing Preferences 著者: Chen, Chia-Hui; Ishida, Junichiro; Suen, Wing 抄録: This paper provides a general analysis of signaling under double‐crossing preferences with a...
View ArticleSequential unit root test for first-order autoregressive processes with...
タイトル: Sequential unit root test for first-order autoregressive processes with initial values 著者: Jin, Jianwei; Nagai, Keiji 抄録: This paper examines the effect of initial values and small-sample...
View ArticleUnit root tests considering initial values and a concise method for computing...
タイトル: Unit root tests considering initial values and a concise method for computing powers 著者: Hitomi, Kohtaro; Jin, Jianwei; Nagai, Keiji; Nishiyama, Yoshihiko; Tao, Junfan 抄録: The Dickey-Fuller (DF)...
View ArticleLearning and Strategic Delay in a Dynamic Coordination Game
タイトル: Learning and Strategic Delay in a Dynamic Coordination Game 著者: Qi, Dengwei 抄録: Heterogeneously informed agents decide their optimal action timings while observing past activities over time. We...
View ArticlePreference Aggregation with a Robust Pareto Criterion
タイトル: Preference Aggregation with a Robust Pareto Criterion 著者: Li, Chen 抄録: We present a new Pareto criterion to provide a minimal guidance to a social planner, who is concerned by the robustness of...
View ArticlePrediction Errors of Macroeconomic Indicators and Economic Shocks for ASEAN...
タイトル: Prediction Errors of Macroeconomic Indicators and Economic Shocks for ASEAN Member States, 1990‒2021 著者: AMBASHI, Masahito; IWASAKI, Fusanori; OIKAWA, Keita 抄録: In this study, we analyze how...
View ArticleTruth-telling Outcomes in a Reputational Cheap-talk Game with Binary Types
タイトル: Truth-telling Outcomes in a Reputational Cheap-talk Game with Binary Types 著者: Woo, Dohui 抄録: Experts with different abilities of information acquisition who receive multiple pieces of signals...
View ArticleControlling Chaotic Fluctuations through Monetary Policy
タイトル: Controlling Chaotic Fluctuations through Monetary Policy 著者: Asano, Takao; Shibata, Akihisa; Yokoo, Masanori 抄録: This paper applies the chaos control method (the OGY method) proposed by Ott et...
View ArticleTechnology Choice, Externalities in Production, and a Chaotic Middle-Income Trap
タイトル: Technology Choice, Externalities in Production, and a Chaotic Middle-Income Trap 著者: Asano, Takao; Shibata, Akihisa; Yokoo, Masanori 抄録: We incorporate the external effects of capital in...
View Article京都の事業所へのアンケート結果から見た新型コロナウイルス感染症下の経営状況と支援策の課題
タイトル: 京都の事業所へのアンケート結果から見た新型コロナウイルス感染症下の経営状況と支援策の課題 著者: 符川, 公平 抄録:...
View Article京都大学経済研究所年次報告書 2022年度
タイトル: 京都大学経済研究所年次報告書 2022年度 著者: 京都大学経済研究所 記述: 本資料は、教員個人の履歴、業績を除き、特に断りがない限り、2022年4月から2023年3月までの活動についてまとめたものです。
View Article京都大学経済研究所年次報告書 2020年度
タイトル: 京都大学経済研究所年次報告書 2020年度 著者: 京都大学経済研究所 記述: 本資料は、教員個人の履歴、業績を除き、特に断りがない限り、2020年4月から2021年3月までの活動についてまとめたものです。
View ArticlePopulation Aging and Income Inequality in a Semi-Endogenous Growth Model
タイトル: Population Aging and Income Inequality in a Semi-Endogenous Growth Model 著者: Mino, Kazuo; Sasaki, Hiroaki 抄録: Using a continuous-time overlapping generations model with semi-endogenous growth,...
View Article都市部と観光地におけるCOVID-19パンデミック前後の人流変化についての考察
タイトル: 都市部と観光地におけるCOVID-19パンデミック前後の人流変化についての考察 著者: 冨澤, 侑史 抄録:...
View ArticleCross Risk Apportionment and Non-financial Correlated Background Uncertainty
タイトル: Cross Risk Apportionment and Non-financial Correlated Background Uncertainty 著者: Asano, Takao; Osaki, Yusuke 抄録: This paper considers a portfolio problem with one safe asset and one risky asset...
View ArticleMonitoring and Collusion in Subjective Evaluations
タイトル: Monitoring and Collusion in Subjective Evaluations 著者: Hatada, Masanori 抄録: This study investigates the effect of hiring a monitor to observe an agent's behavior in situations where a principal...
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