Risk Modelling and Management: An Overview
タイトル: Risk Modelling and Management: An Overview 著者: Chang, Chia-Lin; Allen, David E.; McAleer, Michael; Perez Amaral, Teodosio 抄録: The papers in this special issue of Mathematics and Computers in...
View ArticleHerding, Information Cascades and Volatility Spillovers in Futures Markets
タイトル: Herding, Information Cascades and Volatility Spillovers in Futures Markets 著者: McAleer, Michael; Radalj, Kim 抄録: Economists and financial analysts have begun to recognise the importance of the...
View ArticleJob polarization and jobless recoveries in Japan: Evidence from 1984 to 2010
タイトル: Job polarization and jobless recoveries in Japan: Evidence from 1984 to 2010 著者: Furukawa, Yosuke; Toyoda, Hiroki 抄録: This study presents evidence for the existence of job polarization in Japan,...
View ArticleCorporate Effective Tax Rates in Asian Countries
タイトル: Corporate Effective Tax Rates in Asian Countries 著者: Suzuki, Masaaki 抄録: This paper aims to (a) calculate Devereux and Griffith's (2003) forward-looking effective tax rates for 12 Asian countries...
View Article家計の所得・消費・貯蓄 : 『全国消費実態調査』『家計調査』『国民生活基礎調査』の比較
タイトル: 家計の所得・消費・貯蓄 : 『全国消費実態調査』『家計調査』『国民生活基礎調査』の比較 著者: 大野, 太郎; 中澤, 正彦; 三好, 向洋; 松尾, 浩平; 松田, 和也; 片岡, 拓也; 高見澤, 有一; 蜂須賀, 圭史; 増田, 知子
View Article家計の世帯分布 : 『全国消費実態調査』『家計調査』『国民生活基礎調査』の比較
タイトル: 家計の世帯分布 : 『全国消費実態調査』『家計調査』『国民生活基礎調査』の比較 著者: 大野, 太郎; 中澤, 正彦; 三好, 向洋; 松尾, 浩平; 松田, 和也; 片岡, 拓也; 高見澤, 有一; 蜂須賀, 圭史; 増田, 知子
View Article家計の税・保険料負担 : 『全国消費実態調査』『家計調査』『国民生活基礎調査』の比較
タイトル: 家計の税・保険料負担 : 『全国消費実態調査』『家計調査』『国民生活基礎調査』の比較 著者: 大野, 太郎; 中澤, 正彦; 三好, 向洋; 松尾, 浩平; 松田, 和也; 片岡, 拓也; 高見澤, 有一; 蜂須賀, 圭史; 増田, 知子
View ArticleTrade structure and belief-driven fluctuations in a global economy
タイトル: Trade structure and belief-driven fluctuations in a global economy 著者: Hu, Yunfang; Mino, Kazuo 抄録: This paper constructs a dynamic two-country model with country-specific production...
View ArticleA macroeconomic model of liquidity crises
タイトル: A macroeconomic model of liquidity crises 著者: Kobayashi, Keiichiro; Nakajima, Tomoyuki 抄録: We develop a simple macroeconomic model that captures key features of a liquidity crisis. During a...
View ArticleDynamic voluntary advertising and vertical product quality
タイトル: Dynamic voluntary advertising and vertical product quality 著者: Tenryu, Yohei; Kamei, Keita 抄録: We investigate the dynamic relationship between advertising and product quality under duopolistic...
View ArticleStrategic Determination of Renegotiation Costs
タイトル: Strategic Determination of Renegotiation Costs 著者: Muramoto, Akitoshi 抄録: Recently, some literature on incomplete contracts studies the cases where renegotiations take place inefficiently. We...
View ArticleAn Axiomatization of Choquet Expected Utility with Cominimum Independence
タイトル: An Axiomatization of Choquet Expected Utility with Cominimum Independence 著者: Asano, Takao; Kojima, Hiroyuki 抄録: This paper proposes a class of independence axioms for simple acts. By introducing...
View ArticleAsymptotic Inference for Dynamic Panel Estimators of In nite Order...
タイトル: Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes 著者: Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu 抄録: In this paper we consider the estimation of a...
View ArticleTime Preference and Income Convergence in a Dynamic Heckscher-Ohlin Model
タイトル: Time Preference and Income Convergence in a Dynamic Heckscher-Ohlin Model 著者: Kawagishi, Taketo; Mino, Kazuo 抄録: This paper shows that income convergence in an open-economy setting hinges upon...
View ArticleRole of Financial and Productivity Shocks in the US and Japan: A Two-Country...
タイトル: Role of Financial and Productivity Shocks in the US and Japan: A Two-Country Economy 著者: Yue, ZHAO 抄録: Jermann and Quadrini (2012) show that compared with productivity shocks, direct shocks to...
View Article国民生活基礎調査の個票データによる所得税収変動要因等の定量的分析
タイトル: 国民生活基礎調査の個票データによる所得税収変動要因等の定量的分析 著者: 中澤, 正彦; 松田, 和也; 米田, 泰隆; 菊田, 和晃
View ArticleSpatial Patterns and Size Distributions of Cities
タイトル: Spatial Patterns and Size Distributions of Cities 著者: Wen, Tai Hsu; Tomoya, Mori; Tony, E. Smith 抄録: City size distributions are known to be well approximated by power laws across many countries....
View ArticleHow did the Japanese Employment System Change?Investigating the Heterogeneity...
タイトル: How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 著者: Sebastien, Lechevalier; Cyrille, Dossougoin; Christophe, Hurlin; Satoko,...
View ArticleIs Public Debt Growth-Enhancing or Growth-Reducing?
タイトル: Is Public Debt Growth-Enhancing or Growth-Reducing? 著者: Real, Arai; Takuma, Kunieda; Keigo, Nishida 抄録: To understand mixed evidence provided by empirical studies for the relationship between the...
View ArticleDiffering factor adjustment costs across industries: Evidence from Japan
タイトル: Differing factor adjustment costs across industries: Evidence from Japan 著者: Hirokazu, Mizobata 抄録: In this Paper, we use industry data from Japan to examine the joint behavior of investment and...
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