Number | Authors | Title | Date | Remarks |
CIRJE-F-255 | Kandori, Michihiro and Ichiro Obara | "Efficiency in Repeated Games Revisited: The Role of Private Strategies" | December 2003 | |
CIRJE-F-254 | Matsushima, Hitoshi | "Universal Mechanisms and Moral Preferences in Implementation" | December 2003 | |
CIRJE-F-253 | Yajima, Yoshihiro and Yasumasa Matsuda | "On Nonparametric and Semiparametric Testing for Multivariate Time Series". | December 2003 | |
CIRJE-F-252 | Braun, R. Anton and Etsuro Shioji | "Monetary Policy and the Term Structure of Interest Rates in Japan" | December 2003 | Forthcoming in The Journal of Money, Credit and Banking |
CIRJE-F-251 | Braun, R. Anton and Etsuro Shioji | "Monetary Policy and Economic Activity in Japan and the United States" | December 2003 | |
CIRJE-F-250 | Braun, R. Anton and Etsuro Shioji | "Aggregate Risk in Japanese Equity Markets". | December 2003 | |
CIRJE-F-249 | Takahashi, Akihiko and Nakahiro Yoshida | "Monte Carlo Simulation with Asymptotic Method" | November 2003 | Revised as CIRJE-F-335 in April 2005, forthcoming in Journal of Japan Statistical Society. |
CIRJE-F-248 | Takahashi, Akihiko and Nakahiro Yoshida | "An Asymptotic Expansion Scheme for the Optimal Investment Problems" | November 2003 | Subsequently published in Statisitical Inference for Stochastic Processes, Vol.7, No.2, pp.153-188, 2004 |
CIRJE-F-247 |
Fukuda, Shin-ichi and Sanae Ohno | "Exchange Rate Regimes in East Asia after the Crisis: Implications from Intra-daily Data" | November 2003 | Subsequently published in Seoul Journal of Economics, vol.16, no.2, Summer 2003. |
CIRJE-F-246 | Michihiro Kandori and Ichiro Obara | "Less is More: An Observability Paradox in Repeated Games" | November 2003 | |
CIRJE-F-245 | Kunitomo, Naoto and Akihiko Takahashi | "Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems" | November 2003 | Subsequently published in S. Watanabe eds., Stochastic Processes and Applications to Mathematical Finance, World Scientific, pp.195-232, 2004 |
CIRJE-F-244 | Matsushima, Hitoshi | "Implementation and Preference for Honesty". | October 2003 | |
CIRJE-F-243 | Okazaki, Tetsuji | ""Voice" and "Exit" in Japanese Firms during the Second World War: Sanpo Revisited" | October 2003 | Revised as 2005-CF-345 |
CIRJE-F-242 | Matsushima, Hitoshi | "Repeated Games with Private Monitoring: Two Players" | October 2003 | Forthcoming in Econometrica as a regular article |
CIRJE-F-241 | Okazaki, Tetsuji, Michiru Sawada and Kazuki Yokoyama | "Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry" | October 2003 | |
CIRJE-F-240 | Miwa, Yoshiro and J. Mark Ramseyer | "Conflicts of Interest in Japanese Insolvencies: The Problem of Bank Rescues", | September 2003 | Forthcoming in Theoretical Inquiries in Law |
CIRJE-F-239 | Miwa, Yoshiro and J. Mark Ramseyer | "Does Relationship Banking Matter? Japanese Bank-Borrower Ties in Good Times and Bad" | August 2003 | |
CIRJE-F-238 | Shimizu, Chihiro, Kiyohiko G. Nishimura and Yasushi Asami | "Measuring the Cost of Imperfect Information in the Tokyo Housing Market" | August 2003 | |
CIRJE-F-237 | Kunitomo, Naoto and Yukitoshi Matsushita | "Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System" | August 2003 | |
CIRJE-F-236 | Jimenez, Emmanuel and Yasuyuki Sawada | "Does Community Management Help Keep Kids in Schools? Evidence Using Panel Data from El Salvador's EDUCO Program" | July 2003 | |
CIRJE-F-235 | Sawada, Yasuyuki | "Immiserizing Growth: An Empirical Evaluation" | July 2003 | Forthcoming in Applied Economics. |
CIRJE-F-234 | Kang, Sun Jin and Yasuyuki Sawada | "Credit Crunches and Household Welfare: The Case of the Korean Financial Crisis" | July 2003 | Subsequently published in Japanese Economic Review 59(4), 2008: 438-458. |
CIRJE-F-233 | Khan, Haider A. | "The Future of Japanese Aid to South and Southeast Asia: A Comparative Analysis" | July 2003 | |
CIRJE-F-232 | Nishimura, Kiyohiko G. and Hiroyuki Ozaki | "Liquidity Motives of Holding Money under Investment Risk: A Dynamic Analysis" | July 2003 | |
CIRJE-F-231 | Khan, Haider A. | "Digital Transitions: The POLIS Theory and the NIEs" | July 2003 | |
CIRJE-F-230 | Khan, Haider A | "Corporate Governance: The Limits of the Principal-Agent Approach in Light of the Family-Based Corporate Governance System in Asia" | July 2003 | |
CIRJE-F-229 | Khan, Haider A. | "Corporate Governance of Family-Based Business in Asia: Which Road to Take?" | July 2003 | |
CIRJE-F-228 | Khan, Haider A., | "Corporate Governance in Singapore and Hong Kong: What Can the Other Asian Economies Learn?" | July 2003 | |
CIRJE-F-227 | Okazaki, Tetsuji | "Selection and Imitation in Institutional Evolution: Analysis of Institutional Change in Japan, 1960-1999" | June 2003. | Revised as 2004-CF-256 |
CIRJE-F-226 | Matsui, Muneya and Akimichi Takemura | "Empirical Characteristic Function Approach to Goodness-of-Fit Tests for the Cauchy Distribution with Parameters Estimated by MLE or EISE" | June 2003June 2008 | Forthcoming in Annals of Institute of Statistical Mathematics, Institute of Statistical Mathematics. |
CIRJE-F-225 | Dekle, Robert and Kenneth Kletzer | "The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation" | May 2003 | Subsequently published in the Journal of Japanese and International Economies, July 2003. |
CIRJE-F-224 | Ago, Takanori, Ikumo Isono and Takatoshi Tabuchi | "Locational Disadvantage and Losses from Trade: Three Regions in Economic Geography" | May 2003 | |
CIRJE-F-223 | Tabuchi, Takatoshi and Jacques-Francois Thisse | "Regional Specialization, Urban Hierarchy, and Commuting Costs" | May 2003 | |
CIRJE-F-222 | Nishimura, Kiyohiko G., Takanobu Nakajima and Kozo Kiyota | "Does Natural Selection Mechanism Still Work in Severe Recessions? --Examination of the Japanese Economy in the 1990s-‐" | May 2003 | |
CIRJE-F-221 | Omori, Yasuhiro and Toshiaki Watanabe | "Block Sampler and Posterior Mode Estimation for a Nonlinear and Non-Gaussian State-Space Model with Correlated Errors" | May 2003 | Revised as CIRJE-F-508 in August 2007 |
CIRJE-F-220 | Kamiya, Kazuya and Dolf Talman | "Random Matching Models and Money: The Global Structure and Approximation of the Set of Stationary Equilibria" | May 2003 | |
CIRJE-F-219 | Nishimura, Kiyohiko G. and Hiroyuki Ozaki | , "A Simple Axiomatization of Iterated Choquet Objectives". | May 2003 | |
CIRJE-F-218 | Lim, Lee Kian and Michael McAleer | "Convergence and Catching Up in ASEAN: A Comparative Analysis" | March 2003 | |
CIRJE-F-217 | Basmann, Robert L., Michael McAleer and Daniel Slottje | "Patent Activity and Technical Change" | March 2003 | To appear in Journal of Econometrics |
CIRJE-F-216 | Chan, Felix and Michael McAleer | "On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models" | March 2003 | |
CIRJE-F-215 | He, Zonglu, Koichi Maekawa and Michael McAlee | "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors" | March 2003 | To appear in Japanese Economic Review |
CIRJE-F-214 | Lim, Christine and Michael McAleer | "Modelling International Travel Demand from Singapore to Australia" | March 2003 | |
CIRJE-F-213 | Watkins, Clinton and Michael McAleer. | "Pricing of Non-ferrous Metals Futures on the London Metal Exchange" | March 2003 | |
CIRJE-F-212 | Zhang, Zhaoyong, Kiyotaka Sato and Michael McAleer | "Asian Monetary Integration: A Structural VAR Approach" | , March 2003 | To appear in Mathematics and Computers in Simulation |
CIRJE-F-211 | Verhoeven, Peter and Michael McAleer | "Fat Tails and Asymmetry in Financial Volatility Models" | , March 2003 | To appear in Mathematics and Computers in Simulation |
CIRJE-F-210 | Sequeira, John M., Pang Chia Chiat and Michael McAleer | "Volatility Models of Currency Futures in Developed and Emerging Markets" | March 2003 | To appear in Mathematics and Computers in Simulation. |
CIRJE-F-209 | Hu, Baiding and Michael McAleer | "Input-output Structure and Growth in China" | March 2003 | To appear in Mathematics and Computers in Simulation |
CIRJE-F-208 | Chan, Felix, Dora Marinova and Michael McAleer | "Modelling the Asymmetric Volatility of Electronics Patents in the USA" | March 2003 | To appear in Mathematics and Computers in Simulation |
CIRJE-F-207 | Ling, Shiqing, W. K. Li and Michael McAleer | "Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence" | March 2003 | To appear in Econometric Reviews |
CIRJE-F-206 | Lim, Christine and Michael McAleer | "Ecologically Sustainable Tourism Management" | March 2003 | |
CIRJE-F-205 | Ling, Shiqing and Michael McAleer | "Regression Quantiles for Unstable Autoregressive Models" | March 2003 | To appear in Journal of Multivariate Analysis |
CIRJE-F-204 | Marinova, Dora and Michael McAleer | "Environmental Technology Strengths: International Rankings Based on US Patent Data" | March 2003 | |
CIRJE-F-203 | Hoti, Suhejla, Felix Chan and Michael McAleer | "Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings" | March 2003 | |
CIRJE-F-202 | Hatta, Tatsuo and Yoshitomo Ogawa | "A Theory of Optimal Tariffs under a Revenue Constraint" | March 2003. | |
CIRJE-F-201 | Matsushima, Hitoshi. | "Multi-Group Incentives" | March 2003 | |
CIRJE-F-200 | Kunitomo, Naoto and Yukitoshi Matsushita | "Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator" | March 2003 | Revised in December 2003. |
CIRJE-F-199 | Jacoby, Sanford M. and Kazuro Saguchi | "The Role of the Senior HR Executive in Japan and the United States: Companies, Countries, and Convergence" | February 2003 | |
CIRJE-F-198 | Yasuyuki Sawada | "Income Risks, Gender, and Human Capital Investment in a Developing Country" | February 2003. | |
CIRJE-F-197 | Aoki, Masanao and Hiroshi Yoshikawa | "Uncertainty, Policy Ineffectiveness, and Long Stagnation of the Macroeconomy" | August 2003. | |
CIRJE-F-196 | Okazaki, Tetsuji and Michiru Sawada | "Bank Merger Wave and Evolution of Financial System: Experience in Prewar Japan" | February 2003. | |
CIRJE-F-195 | Nishimura, Kiyohiko G. and Chihiro Shimizu | "Distortion in Land Price Information---Mechanism in Sales Comparables and Appraisal Value Relation---" | February 2003. | |
CIRJE-F-194 | Abe, Makoto, | "A Two-Stage Prediction Model for Web Page Transition" | February 2003 | Forthcoming in International Journal of Electronic Business |
CIRJE-F-193 | Abe, Makoto, Yasemin Boztug and Lutz Hildebrandt | "Investigating the Competitive Assumption of Multinomial Logit Models of Brand Choice by Nonparametric Modeling" | February 2003 | Forthcoming in Computational Statistics, April 2004 |
CIRJE-F-192 | Khan, Haider A. | "General Conclusions: From Crisis to A Global Political Economy of Freedom", | February 2003 | Forthcoming in H. A. Khan, Financial Crisis in Asia: Towards a Theory for the 21st Century, Palgrave/Macmillan, 2004 |
CIRJE-F-191 | Khan, Haider A. | "The Mangled Miracle and the Alchemy of Finance" | February 2003 | Forthcoming in H. A. Khan, Financial Crisis in Asia: Towards a Theory for the 21st Century, Palgrave/Macmillan, 2004. |
CIRJE-F-190 | Kubokawa, Tatsuya and M. S. Srivastava | "Improved Empirical Bayes Ridge Regression Estimators under Multicollinearity" | January 2003 | Subsequently published in Communications in Statistics---Theory and Methods, 2004, vol.33, pp.1943-1973. |
CIRJE-F-189 | Okuda, Hiroshi, ed., | "History of the Russian Peasantry in the 20th Century (volume 1), Tokyo, 2002", | January 2003 | Volume 2: 2004-CF-262; forthcoming in ХХ век сельской России(The 20th Century of Rural Russia), CIRJE Research Report Series. |
Number | Authors | Title | Date | Remarks |
CIRJE-J-101 | 大日方隆 Obinata, Takashi |
『エネルギー産業の利益のValue Relevance』
"Value Relevance of Earnings in Energy Industry" | 2003年12月 December 2003 | |
CIRJE-J-100 | 小林孝雄 Kobayashi, Takao | 『信用リスク・モデル化のアプローチ』
"Credit Risk Modeling Approaches" | 2003年11月 November 2003 | |
CIRJE-J-99 | 石見徹 Iwami, Toru | 『人口と食糧の持続可能性』
"Global Sustainability of Population and Food" | 2003年10月 October 2003 | 『国際経済』第55号, 掲載予定。 |
CIRJE-J-98 | 神谷高保・金本良嗣 Kamiya, Takayasu and Yoshitsugu Kanemoto, | 『信認義務の構造―法と経済学の観点から―』
"The Structure of Fiduciary Duties: As Approached through Law & Economics" | 2003年10月 October 2003 | |
CIRJE-J-97 | 岡崎哲二 Okazaki, Tetsuji | 『昭和金融恐慌と三菱銀行:日次財務データから見た金融恐慌』
"Mitsubishi Bank under the Showa Financial Crisis, 1927: The Crisis observed thorough the Daily Financial Data" | 2003年10月 October 2003 | 『三菱史料館論集』第5号, 2004年, 133-153頁, 所収。 |
CIRJE-J-96 | 大森拓磨・平野裕三・柴田徳太郎 Omori, Takuma, Yuzo Hirano and Tokutaro Shibata | 『国際金融・資本市場の三極構造(日本・イギリス・アメリカ)―1990年代の変容―』
"Tripolar Structure of the International Banking and Financial Markets-Transformation in the 1990s-" | 2003年8月 August 2003 | |
CIRJE-J-95 | 大日方隆 Obinata, Takashi | 『業績不振企業の利益情報はvalue-irrelevantか?』
"Is Earnings of the Sluggish Industries Value-Irrelevant?" | 2003年7月 July 2003 | |
CIRJE-J-94 | 神取道宏 Kandori, Michihiro | 『規範・士気の低下と持続可能性:心理的要因と経済分析』
"The Erosion and Sustainability of Norms and Morale" | 2003年5月 May 2003 | 『現代経済学の潮流2003』東洋経済新報社, 2003年12月, pp.33-57, 所収。 |
CIRJE-J-93 | 大日方隆 Obinata, Takashi | 『利益の構成要素のRelevance(2)―産業-期間別分析―』
"Relevance of Earnings Components: Evidence from Manufacturing Firms in Japan― Part II Industry-Period Analysis ―" | 2003年4月 April 2003 | |
CIRJE-J-92 | 小林孝雄・池田亮一・長谷川洋一郎 Kobayashi, Takao, Ryoichi Ikeda and Yoichiro Hasegawa | 『変額年金保険の評価』
"Valuing Variable Annuities" | 2003年4月 April 2003 | Revised: September 2003(リストに載っていたものとオールリストに載っていたものが違っていました) |
CIRJE-J-91 | 粕谷誠 Kasuya, Makoto | 『手形小切手取引の普及と金融市場』
"The Diffusion of Bills and Checks and the Development of Money Markets in Meiji Japan" | 2003年3月 March 2003 | |
CIRJE-J-90 | 三輪芳朗 Miwa, Yoshiro | 『消費者契約法』
"Shohisha keiyaku-ho [The Consumer Contract Act] of 2000" | 2003年2月 February 2003 | 『経済学論集』東京大学経済学会, 第69巻第4号, p.2-34, 2004年1月, に掲載。 |
CIRJE-J-89 | 大日方隆 Obinata, Takashi | 『利益水準と増減益情報のRelevance (2)―産業-期間別分析―』
"Value Relevance of Earnings Levels and Changes: Evidence from Manufacturing Firms in Japan―Part II Industry-Period Analysis―" | 2003年2月 February 2003 | |
CIRJE-J-88 | 広瀬純夫・柳川範之・齋藤誠 Hirose, Sumio, Noriyuki Yanagawa and Makoto Saito | 『企業内キャッシュフローと企業価値―日本の株式消却に関する実証分析を通じての考察―』
"Equity Repurchases and Corporate Value: Evidence from Different Legal Procedures in Japan" | 2003年1月 January 2003 |