| Number
|
Authors
|
Title
| Date
|
| CIRJE-F-535
|
Braun, R. Anton, Daisuke Ikeda and Douglas H. Joines
|
"The Saving Rate in Japan: Why It Has Fallen and Why It Will Remain Low"
| December 2007
|
| CIRJE-F-534
|
Chen, Joe, Yun Jeong Choi and Yasuyuki Sawada
|
"Joint Liability Borrowing and Suicide"
| December 2007
|
| CIRJE-F-533
|
Kubokawa, Tatsuya
|
"Asymptotic Correction of Empirical Bayes Confidence Intervals in Small Area Estimation"
| December 2007
|
| CIRJE-F-532
|
Nakamura, Hisashi
|
"Strategic Default Jump as Impulse Control in Continuous Time"
|
December 2007;
Revised in February 2008 |
| CIRJE-F-531
|
Matsuyama, Kiminori
|
"A One-Sector Neoclassical Growth Model with Endogenous Retirement"
| December 2007
|
| CIRJE-F-530
|
Ueda, Kazuo
|
"Trying to Make Sense of the Bank of Japan's Monetary Policy since the Exit from Quantitative Easing"
| December 2007
|
| CIRJE-F-529
|
Shiraya, Kenichiro and Akihiko Takahashi
|
"Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model"
|
November 2007; Revised in December 2007
|
| CIRJE-F-528
|
Sato, Ryuzo and Tamaki Morita
|
"Macro Dynamics and Labor-Saving Innovation: US vs. Japan"
| November 2007
|
| CIRJE-F-527
|
Iwata, Shinichiro and Koji Karato
|
"Homeless Networks and Geographic Concentration: Evidence from Osaka City"
| November 2007
|
| CIRJE-F-526
|
Chen, Joe, Yun Jeong Choi and Yasuyuki Sawada
|
"How Is Suicide Different in Japan?"
| November 2007
|
| CIRJE-F-525
|
Kubokawa, Tatsuya and Muni S. Srivastava
|
"Akaike Information Criterion for Selecting Variables in a Nested Error Regression Model"
| November 2007
|
| CIRJE-F-524
|
Hakamada, Takeshi, Akihiko Takahashi and Kyo Yamamoto
|
"Selection and Performance Analysis of Asia-Pacific Hedge Funds"
| November 2007
|
| CIRJE-F-523
|
Matsushima, Hitoshi
|
"Behavioral Aspects of Implementation Theory"
| October 2007
|
| CIRJE-F-522
|
Iwata, Shinichiro and Koji Karato
|
"Homeless Networks: Testing Peer and Homed Networks Against Location Choice"
| October 2007
|
| CIRJE-F-521
|
Kobayashi, Keiichiro and Noriyuki Yanagawa
|
"Bank Distress and the Borrowers' Productivity"
| October 2007
|
| CIRJE-F-520
|
Iwata, Shinichiro and Hisaki Yamaga
|
"Land Tenure Security and Home Maintenance: Evidence from Japan"
| September 2007
|
| CIRJE-F-519
|
Matsushima, Hitoshi
|
"Detail-Free Mechanism Design in Twice Iterative Dominance: Large Economies"
| September 2007
|
| CIRJE-F-518
|
Matsushima, Hitoshi
|
"Role of Honesty in Full Implementation"
| September 2007
|
| CIRJE-F-517
|
Nakabayashi, Masaki and Tetsuji Okazaki
|
"The Role of the Courts in Economic Development: The Case of Prewar Japan"
|
September 2007; Revised in October 2010
|
| CIRJE-F-516
|
Tanimoto, Masayuki
|
"From Peasant Economy to Urban Agglomeration : The Transformation of 'Labour-intensive Industrialization' in Modern Japan"
| September 2007
|
| CIRJE-F-515
|
Takahashi, Makoto, Yasuhiro Omori and Toshiaki Watanabe
|
"Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously"
|
September 2007; Revised in March 2008
|
| CIRJE-F-514
|
Nakajima, Jouchi and Yasuhiro Omori
|
"Leverage, heavy-tails and correlated jumps in stochastic volatility models"
|
September 2007; Revised in January 2008
|
| CIRJE-F-513
|
Takahashi, Akihiko and Akira Yamazaki
|
"Efficient Static Replication of European Options for Exponential Levy Models"
| September 2007
|
| CIRJE-F-512
|
Sawada, Yasuyuki and Satoshi Shimizutani
|
"Consumption Insurance and Risk-Coping Strategies under Non-Separable Utility: Evidence from the Kobe Earthquake"
| September 2007
|
| CIRJE-F-511
|
Mochida, Nobuki
|
"Measuring Fiscal Needs: Japan's Experiences"
| August 2007
|
| CIRJE-F-510
|
Tsukuma, Hisayuki and Tatsuya Kubokawa
|
"Modifying Estimators of Ordered Positive Parameters under the Stein Loss"
| August 2007
|
| CIRJE-F-509
|
Takahashi, Akihiko
|
"An Asymptotic Expansion Approach in Finance"
|
August 2007; Revised in April 2009
|
| CIRJE-F-508
|
Omori, Yasuhiro and Toshiaki Watanabe
|
"Block sampler and posterior mode estimation for a nonlinear and non-Gaussian state-space model with correlated errors"
| August 2007
|
| CIRJE-F-507
|
Omori, Yasuhiro and Toshiaki Watanabe
|
"Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models"
| August 2007
|
| CIRJE-F-506
|
Miyawaki, Koji and Yasuhiro Omori
|
"Duality-Based Bayesian Analysis of Residential Gas Demand under Decreasing Block Rate Pricing"
|
August 2007; Revised in September 2007
|
| CIRJE-F-505
|
Kano, Takashi
|
"Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect"
| August 2007
|
| CIRJE-F-504
|
Ikeda, Ryoichi and Takao Kobayashi
|
"Why some Distressed Firms Have Low Expected Returns"
|
July 2007; Revised in September 2007
|
| CIRJE-F-503
|
Kunitomo, Naoto and Kentaro Akashi
|
"The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations"
| July 2007
|
| CIRJE-F-502
|
Fukuda, Shin-ichi
|
"Knightian Uncertainty and Poverty Trap in a Model of Economic Growth"
| June 2007
|
| CIRJE-F-501
|
Behrens, Kristian, Cem Ertur and Wilfried Koch
|
"'Dual' gravity: Using spatial econometrics to control for multilateral resistance"
| June 2007
|
| CIRJE-F-500
|
Okazaki, Tetsuji
|
"Economic Development, Income Inequality and Social Stability in Prewar Japan: A Prefecture-level Analysis"
| June 2007
|
| CIRJE-F-499
|
Anderson, T. W. and Naoto Kunitomo
|
"On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited"
| May 2007
|
| CIRJE-F-498
|
Sawada, Yasuyuki, Kazumitsu Nawata, Masako Ii and Jeong-Joon Lee
|
"Did the Credit Crunch in Japan Affect Household Welfare? An Augmented Euler Equation Approach Using Type 5 Tobit Model"
| May 2007
|
| CIRJE-F-497
|
Takahashi, Akihiko and Kohta Takehara
|
"Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options"
| May 2007
|
| CIRJE-F-496
|
Nakajima, Kentaro and Takatoshi Tabuchi
|
"Estimating Interregional Utility Differentials"
| May 2007
|
| CIRJE-F-495
|
Hamao, Yasushi, Takeo Hoshi and Tetsuji Okazaki
|
"Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period"
| May 2007
|
| CIRJE-F-494
|
Nakayama, Keita and Akihiko Takahashi
|
"A Factor Allocation Approach to Optimal Bond Portfolio"
| May 2007
|
| CIRJE-F-493
|
Aoki, Masanao and Hiroshi Yoshikawa
|
"Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics"
|
May 2007;
Revised in July 2008 |
| CIRJE-F-492
|
Matsushima, Hitoshi
|
"Tit-For-Tat Equilibria in Discounted Repeated Games with Private Monitoring"
| April 2007
|
| CIRJE-F-491
|
Kandori, Michihiro
|
"Weakly Belief-Free Equilibria in Repeated Games with Private Monitoring"
|
April 2007; Revised in March 2009
|
| CIRJE-F-490
|
Iwamoto, Yasushi and Akihisa Shibata
|
"International and Intergenerational Aspects of Capital Income Taxation in an Endogenously Growing World Economy"
| April 2007
|
| CIRJE-F-489
|
Fukuda, Shin-ichi and Yoshifumi Kon
|
"Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia"
| April 2007
|
| CIRJE-F-488
|
Chib, Siddhartha, Yasuhiro Omori and Manabu Asai
|
"Multivariate Stochastic Volatility"
|
April 2007; Revised in May 2007
|
| CIRJE-F-487
|
Hannah, Leslie
|
"Pioneering Modern Corporate Governance: a View from London in 1900"
| March 2007
|
| CIRJE-F-486
|
Hannah, Leslie
|
"Logistics, Market Size and Giant Plants in the Early 20th Century: A Global View"
| March 2007
|
| CIRJE-F-485
|
Kurosaki, Takashi, Yasuyuki Sawada, Asit Banerji, and S.N. Mishra
|
"Rural-Urban Migration and Urban Poverty: Socio-Economic Profiles of Rickshaw Pullers and Owner-Contractors in North-East Delhi"
| March 2007
|
| CIRJE-F-484
|
Sawada, Yasuyuki and Michael Lokshin
|
"Obstacles to School Progression in Rural Pakistan: An Analysis of Gender and Sibling Rivalry Using Field Survey Data"
| March 2007
|
| CIRJE-F-483
|
Sato, Ryuzo and Tamaki Morita
|
"Quantity or Quality: The Impact of Labor-Saving Innovation on US and Japanese Growth Rates, 1960-2004"
| March 2007
|
| CIRJE-F-482
|
Khan, Haider A. and Mariko Frame
|
"China's Energy Security: National Security, Ecological Balance and Regional Co-operation"
| March 2007
|
| CIRJE-F-481
|
Omori, Yasuhiro
|
"Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model"
|
March 2007; Revised in March 2007
|
| CIRJE-F-480
|
Khan, Haider A. and Zulfiqar Larik
|
"Globalization and Regional Co-operation in South Asia: A Political and Social Economy Approach"
| March 2007
|
| CIRJE-F-479
|
Magnus, Jan R.
|
"The asymptotic variance of the pseudo maximum likelihood estimator"
| March 2007
|
| CIRJE-F-478
|
Danilov, Dmitry and Jan R. Magnus
|
"On the estimation of a large sparse Bayesian system: the Snaer program"
| February 2007
|
| CIRJE-F-477
|
Khan, Haider A.
|
"Social Accounting Matrix: A Very Short Introduction for Economic Modeling"
| February 2007
|
| CIRJE-F-476
|
Magnus, Jan R. and Karim M. Abadir
|
"On some definitions in matrix algebra"
| February 2007
|
| CIRJE-F-475
|
Khan, Haider A.
|
"Women's Rights as Human Rights : A Political and Social Economy Approach within a Deep Democratic Framework"
| February 2007
|
| CIRJE-F-474
|
Takahashi, Akihiko and Kohta Takehara
|
"An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates"
|
February 2007; Revised in August 2007, January 2009
|
| CIRJE-F-473
|
Tsukuma, Hisayuki and Tatsuya Kubokawa
|
"The Stein phenomenon in simultaneous estimation of normal precisions"
|
February 2007; Revised in November 2007
|
| CIRJE-F-472
|
Srivastava, Muni S. and Tatsuya Kubokawa
|
"Akaike Information Criterion for Selecting Components of the Mean Vector in High Dimensional Data with Fewer Observations"
|
February 2007; Revised in November 2007
|
| CIRJE-F-471
|
Nakamura, Tsuyoshi and Hiroshi Ohashi
|
"Productivity, Capital Utilization, and Intra-firm Diffusion: A Study of Steel Refining Furnaces"
| February 2007
|
| CIRJE-F-470
|
Akram, Tanweer and Haider A. Khan
|
"Dark Matter: Some Reflections on the Current Account Debate"
| February 2007
|
| CIRJE-F-469
|
Frame, Mariko and Haider A. Khan
|
"Deep Democracy ; A Political and Social Economy Approach"
| February 2007
|
| CIRJE-F-468
|
Khan, Haider A
|
"A Theory of Deep Democracy and Economic Justice in the Age of Postmodernism"
| February 2007
|
| CIRJE-F-467
|
Matsushita, Yukitoshi
|
"t-Tests in a Structural Equation with Many Instruments"
| February 2007
|
| CIRJE-F-466
|
Matsushita, Yukitoshi
|
"Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments"
| February 2007
|
| CIRJE-F-465
|
Hannah, Leslie
|
"What did Morgan's Men really do?"
| January 2007
|
| CIRJE-F-464
|
Khan, Haider A.
|
"Sustainability and Surplus"
| January 2007
|
| CIRJE-F-463
|
Khan, Haider A.
|
"Social Accounting Matrices(SAMs) and CGE Modeling: Using Macroeconomic Computable General Equilibrium Models for Assessing Poverty Impact of Structural Adjustment Policies"
| January 2007
|
| CIRJE-F-462
|
Khan, Haider A.
|
"Trade Liberalization and Poverty Reduction in General Equilibrium: The Role of Labor Market Structure"
| January 2007
|
| CIRJE-F-461
|
Nakata, Hiroyuki and Yasuyuki Sawada
|
"Demand for non-life insurance: A cross-country analysis"
| January 2007
|
| CIRJE-F-460
|
Hannah, Leslie
|
"The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends"
| January 2007
|
