| Visiting term |
Name (Affiliation) |
| 2015.1.6 to 2015.2.27 |
In-Koo Cho（University of Illinois) |
| 2014.4.1 to 2015.3.31 |
Makiko Nakamuro (Keio University) |
Discussion Papers
| CIRJE-F-954 |
Fujii, Masaaki and Akihiko Takahashi, "Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method", January 2015. |
| CIRJE-J-267 |
Miwa, Yoshiro, "Improving Economic Statistics in order to Improve Economic Policy and Research: （4）An International Comparison with respect to 93SNA, supply-use tables, productivity index, deflators, and the public sector “output” ", january 2015. |
| CIRJE-F-953 |
Kurose, Yuta and Yasuhiro Omori, "Dynamic Equicorrelation Stochastic Volatility", January 2015. |
CIRJE-F-952 |
Nakajima, Jouchi, Tsuyoshi Kunihama and Yasuhiro Omori, "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes", January 2015. |
| CIRJE-F-951 |
Hayashi, Masayoshi and Wataru Yamamoto, "Information Sharing, Neighborhood Demarcation, and Yardstick Competition: An Empirical Analysis of Intergovernmental Expenditure Interaction in Japan", December 2014. |
| CIRJE-F-950 |
Takahashi, Akihiko, "Asymptotic Expansion Approach in Finance", December 2014. |
| CIRJE-F-931 |
Fujii, Masaaki, "A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing", May 2014; Revised in December 2014. |
| CIRJE-F-949 |
Takahashi, Makoto, Toshiaki Watanabe and Yasuhiro Omori, "Volatility and Quantile Forecasts by Realized Stochastic Volatility
Models with Generalized Hyperbolic Distribution", December 2014. |
| CIRJE-F-948 |
Hayashi, Masayoshi and Akiko Oyama, "Factor Decomposition of Inter-prefectural Health Care Expenditure Disparities in Japan", December 2014. |
| CIRJE-J-266 |
Miwa, Yoshiro, "Improving Economic Statistics in order to Improve Economic Policy and Research: (3) IO Tables, SNA Base-year Annual Estimates, and Healthcare, Education, and Government Administration Sectors", November 2014. |
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