Discussion Papers 2008
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F-Series
J-Series
Discussion Paper F series (in English)
- CIRJE-F-605 Abstract Okazaki, Tetsuji and Michiru Sawada, "Interbank Networks in Pre-war Japan: Structure and Implications", December 2008.
- CIRJE-F-604 Abstract Chen, Joe, Yun Jeong Choi, Kohta Mori, Yasayuki Sawada and Saki Sugano, "Those Who Are Left Behind: An Estimate of the Number of Family Members of Suicide Victims in Japan", December 2008.
- CIRJE-F-603 Abstract Nakamura, Hisashi, Wataru Nozawa and Akihiko Takahashi, "Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary IES", November 2008.
- CIRJE-F-602 Abstract Imaizumi, Asuka, Kaori Ito and Tetsuji Okazaki, "Impact of Natural Disasters on Industrial Agglomeration: A Case of the 1923 Great Kanto Earthquake", November 2008.
- CIRJE-F-601 Abstract Kunitomo, Naoto and Seisho Sato, "Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise", November 2008.
- CIRJE-F-600 Abstract Tanimoto, Masayuki, "Cotton and the Peasant Economy: A Response to 'Superior' Foreign Fibre in Early Modern Japan", November 2008.
- CIRJE-F-599 Abstract Fujiwara-Greve, Takako and Masahiro Okuno-Fujiwara, "Voluntarily Separable Repeated Prisoner's Dilemma", October 2008; Revised Version of CIRJE-CF-415; revised version forthcoming in Review of Economic Studies.
- CIRJE-F-598 Abstract Matsushima, Hitoshi, "Implementation and Social Influence", October 2008.
- CIRJE-F-597 Abstract Yamamoto, Kyo and Akihiko Takahashi, "A Remark on a Singular Perturbation Method for Option Pricing under a Stochastic Volatility Model", October 2008.
- CIRJE-F-596 Abstract Yamamoto, Kyo, Seisho Sato and Akihiko Takahashi, "Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment", October 2008.
- CIRJE-F-595 Abstract Ihori, Toshihiro and C.C. Yang, "Tax Competition, Public Good Provision, and Income Redistribution: The Case of Linear Capital Income Tax", October 2008.
- CIRJE-F-594 Abstract Omori, Yasuhiro and Koji Miyawaki, "Tobit Model with Covariate Dependent Thresholds", October 2008.
- CIRJE-F-593 Abstract Idee, Takako, Shinichiro Iwata and Teruyuki Taguchi, "Auction Price Formation with Costly Occupants: Evidence Using Data from the Osaka District Court", September 2008.
- CIRJE-F-592 Abstract Takahashi, Akihiko and Kyo Yamamoto, "Hedge Fund Replication", September 2008; Revised in November 2008; forthcoming in The Recent Trend of Hedge Fund Strategies.
- CIRJE-F-591 Abstract Pflüger, Michael and Takatoshi Tabuchi, "Trade and Location with Land as a Productive Factor", September 2008.
- CIRJE-F-590 Abstract Kubokawa, Tatsuya, "Bartlett-type Correction of the Generalized Least Squares Test in the Fay-Herriot Model", September 2008.
- CIRJE-F-589 Abstract Fukuda, Shin-ichi, "The Rise of China and Sustained Recovery of Japan", September 2008.
- CIRJE-F-588 Abstract Kunitomo, Naoto and Yukitoshi Matsushita, "Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity", September 2008.
- CIRJE-F-587 Abstract Yajima, Yoshihiro and Yasumasa Matsuda, "Asymptotic Properties of the LSE of a Spatial Regression
in both Weakly and Strongly Dependent Stationary Random Fields", September 2008.
- CIRJE-F-586 Abstract Yanagawa, Noriyuki, "Financial Imperfection and Outsourcing Decision", September 2008.
- CIRJE-F-585 Abstract Yanagawa, Noriyuki, "Biased Motivation of Experts: Should They be Aggressive or Conservative?", September 2008.
- CIRJE-F-584 Abstract Kubokawa, Tatsuya and Muni S. Srivastava, "Modified Bayesian Information Criterion in Linear Mixed Models", September 2008.
- CIRJE-F-583 Abstract Yanagawa, Noriyuki and Ryoko Oki, "Exclusive Dealing Contract and
Inefficient Entry Threat", September 2008.
- CIRJE-F-582 Abstract Iwata, Shinichiro and Keiko Tamada, "The Backward-bending Commute Times of Married Women with Household Responsibility", September 2008.
- CIRJE-F-581 Abstract Kunitomo, Naoto and Seisho Sato,"Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise", August 2008.
- CIRJE-F-580 Abstract Ericsson, Christer, "Company Strategies and Sport Models", July 2008.
- CIRJE-F-579 Abstract Ericsson, Christer, "Industrial Paternalistic Corporate Company Strategies in Theory and Practice in Nordic Countries and Japan from 1900s to 1960s", July 2008.
- CIRJE-F-578 Abstract Kubokawa, Tatsuya and Hisayuki Tsukuma, "Minimaxity of the Stein Risk-Minimization Estimator for a Normal Mean Matrix", July 2008.
- CIRJE-F-577 Abstract Anderson, T. W., Naoto Kunitomo and Yukitoshi Matsushita, "On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments", July 2008.
- CIRJE-F-576 Abstract Kunitomo, Naoto, "Improving the LIML Estimation with Many Instruments and Persistent Heteroscedasticity", July 2008.
- CIRJE-F-575 Abstract Srivastava, Muni S. and Tatsuya Kubokawa, "Conditional Information Criteria for Selecting
Variables in Linear Mixed Models", July 2008.
- CIRJE-F-574 Abstract Altonji, Joseph G., Hidehiko Ichimura and Taisuke Otsu, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables", July 2008.
- CIRJE-F-573 Abstract Gospodinov, Nikolay and Masayuki Hirukawa, "Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to
Estimation of Scalar Diffusion Processes", June 2008.
- CIRJE-F-572 Abstract Kano, Takashi,"Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect", June 2008; Revised Version of CIRJE-CF-505.
- CIRJE-F-571 Abstract Ericsson, Christer and Björn Horgby,"The Middle Class Patriarch
in the Bourgeois Public", June 2008.
- CIRJE-F-570 Abstract Kubokawa, Tatsuya, "Integral Inequality for Minimaxity in the Stein Problem", June 2008.
- CIRJE-F-569 Abstract Hamaaki, Junya and Yasushi Iwamoto, "A reappraisal of the incidence of employer contributions to social security in Japan", June 2008.
- CIRJE-F-568 Abstract Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki, "Bayesian Estimation of Demand Functions
under Block Rate Pricing", June 2008 ; Revised version of CIRJE-F-424.
CIRJE-F-567 Abstract Takahashi, Akihiko and Akira Yamazaki, "A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models", June 2008 (Revised version of CIRJE-F-546); forthcoming in Journal of Futurese Markets.
CIRJE-F-566 Abstract Okazaki, Tetsuji, "Supplier Networks and Aircraft Production@in Wartime Japan", June 2008.
CIRJE-F-565 Abstract Kobayashi, Takao, Risa Sai and Kazuya Shibata, "Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution", June 2008.
CIRJE-F-564 Abstract Fukuda, Shin-ichi, Munehisa Kasuya and Kentaro Akashi, "Impaired Bank Health and Default Risk", May 2008; forthcoming in Pacific-Basin Finance Journal.
CIRJE-F-563 Abstract Kiyota, Kozo and Tetsuji Okazaki, "Industrial Policy Cuts Two Ways: Evidence from Cotton Spinning Firms in Japan, 1956-1964", May 2008; Revised in January 2009.
CIRJE-F-562 Abstract Okazaki, Tetsuji, "Industrial Development, Firm Dynamics and Patterns of Productivity Growth: The Case of the Cotton Spinning Industry in Prewar Japan, 1894-1924", May 2008.
CIRJE-F-561 Abstract Asahi, Chisato, Satoshi Hikino and Yoshitsugu Kanemoto, "Consumption Side Agglomeration Economies in Japanese Cities", April 2008.
CIRJE-F-560 Abstract Matsushima, Hitoshi, "Effects of Reputation in Bubbles and Crashes", April 2008.
CIRJE-F-559 Abstract Kubokawa, Tatsuya and Nyambaa Erdembat, "On Testing Linear Hypothesis in a Nested Error Regression Model", April 2008.
CIRJE-F-558 Abstract Chen, Joe, Yun Jeong Choi and Yasuyuki Sawada, "Suicide and Life Insurance", April 2008.
CIRJE-F-557 Abstract Chen, Joe, Yun Jeong Choi and Yasuyuki Sawada, "How Is Suicide Different in Japan?", April 2008.
CIRJE-F-556 Abstract Sugawara, Shinya and Yasuhiro Omori, "Bayesian Estimation of Entry Games with Application to Japanese Airline Data", April 2008.
CIRJE-F-555 Abstract Ohashi, Hiroshi, "How to Measure the Outcome of Innovations: Application to Product Innovations", April 2008.
CIRJE-F-554 Abstract Ihori, Toshihiro and Martin McGuire, "National Adversity: Managing Insurance and Protection", April 2008.
CIRJE-F-553 Abstract Ihori, Toshihiro and C. C. Yang, "Interregional Tax Competition and Intraregional Political Competition: The Optimal Provision of Public Goods", April 2008.
CIRJE-F-552 Abstract Ihori, Toshihiro, "Overlapping Tax Revenue, Local Debt Control and Soft-Budget Constraint", April 2008.
CIRJE-F-551 Abstract Fujiwara-Greve, Takako, Masahiro Okuno-Fujiwara and Nobue Suzuki, "Voluntarily Separable Prisoner's Dilemma with Reference Letters", March 2008.
CIRJE-F-550 Abstract Narayana, Muttur Ranganathan, "Substituability between Mobile and Fixed Telephones: Evidence and Implications for India", March 2008; Revised in May 2008.
CIRJE-F-549 Abstract Arimoto, Yutaka, Tetsuji Okazaki and Masaki Nakabayashi, "Agrarian Land Tenancy in Prewar Japan: Contract Choice and Implications on Productivity", March 2008; Revised Version of CIRJE-F-322.
CIRJE-F-548 Abstract Ohashi, Hiroshi, "Effects of Transparency in Procurement Practices on Government Expenditure: A Case Study of Municipal Public Works", March 2008.
CIRJE-F-547 Abstract Nakayama, Keita and Akihiko Takahashi, "A Factor Allocation Approach to Optimal Bond Portfolio", March 2008; Revised Version of CIRJE-F-494; forthcoming in Asia-Pacific Financial Markets; Revised in March 2008.
CIRJE-F-546 Abstract Takahashi, Akihiko and Akira Yamazaki, "A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models", March 2008; Revised as CIRJE-F-567.
CIRJE-F-545 Abstract Narayana, Muttur Ranganathan, "Telecommunication Services and Economic Growth: Evidence from India", February 2008.
CIRJE-F-544 Abstract Narayana, Muttur Ranganathan, "Globalization and Urban Growth: Evidence for Bangalore (India)", January 2008; Revised in February 2008.
CIRJE-F-543 Abstract Narayana, Muttur Ranganathan, "Performance of Urban India during Globalization Period: An Economic Analysis", January 2008; Revised in February 2008.
CIRJE-F-542 Abstract Anderson, T. W., Naoto Kunitomo and Yukitoshi Matsushita, "On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments", January 2008.
CIRJE-F-541 Abstract Mochida, Nobuki, "Subnational Borrowing in Japan : from 'Implicit Guarantee' to Market Discipline and Fiscal Rule", January 2008.
CIRJE-F-540 Abstract Nakamura, Hisashi, Keita Nakayama and Akihiko Takahashi, "Term Structure of Interest Rates under Recursive Preferences in Continuous Time", January 2008; Revised in February 2008.
CIRJE-F-539 Abstract Takahashi, Akihiko and Akira Yamazaki, "Efficient Static Replication of European Options under Exponential Levy Models", January 2008; Revised Version of CIRJE-F-513; forthcoming in Journal of Futures Markets.
CIRJE-F-538 Abstract Takahashi, Akihiko and Kohta Takehara, "Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options", January 2008; Revised Version of CIRJE-F-497; subsequently published in International Journal of Theoretical and Applied Finance, vol. 11(4), pp.381-401; revised in February 2008 and January 2009.
CIRJE-F-537 Abstract Abe, Makoto, ""Counting Your Customers" One by One: A Hierarchical Bayes Extension to the Pareto/NBD Model", January 2008.
CIRJE-F-536 Abstract Takahashi, Akihiko and KohtaTakehara, "A Hybrid Asymptotic Expansion Scheme:an Application to Long-term Currency Options", January 2008; Revised in April 2008 and January 2009.
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Discussion Paper J series (in Japanese)
- CIRJE-J-207 Abstract Mori, Kohta, Joe Chen, Yun Jeong Choi, Yasayuki Sawada, Saki Sugano, "An Estimate of the Number of Family Members of Suicide Victims in Japan", December 2008.
- CIRJE-J-206 Abstract Okazaki, Tetsuji, "Zaibatsu and Flow of Fund: A Case of Mitsubishi, 1937-1944", December 2008.
- CIRJE-J-205 Abstract Fukuda, Shin-ichi, "The Role of Monetary Policy under Financial Turbulence: What role did the quantitative easing policy play in Japan?", October 2008.
- CIRJE-J-204 Abstract Baba, Satoshi, "The Concept of "Social City" in Germany and its relation to "Social State"", September 2008.
- CIRJE-J-203 Abstract Kato, Kengo, Naoto Kunitomo and Satoshi Masuda, "Lasso-Quantile Regression and its Application to a Non-life Insurance Problem", August 2008.
- CIRJE-J-202 Abstract Miwa, Yoshiro, ""Credit Crunch"?: Details from Borrower Quarterly Financial Data about What Actually Happened in Japan during 1997-1999", August 2008.
- CIRJE-J-201 Abstract Obinata, Takashi, "Net Income vs. Comprehensive Income
A Reexamination of Attributes, Relevance, and Price Informativeness", August 2008 ; Revised in December 2008.
- CIRJE-J-200 Abstract Sun, Jae-Won, "Management Rationalization and 'Job Organization's Reform': A Case Study of the Showadenko Company in Japan, 1949-62", August 2008.
- CIRJE-J-199 Abstract Okazaki, Tetsuji, "Investment Wave, Vintage Spike and Productivity: Rethinking "Industrial Rationalization" in Postwar Japan", August 2008.
- CIRJE-J-198 Abstract Obinata, Takashi, "Usefulness of Earnings and Market Efficiency", July 2008.
- CIRJE-J-197 Abstract Miwa, Yoshiro, "An Invitation to Health Economics: A Review Essay: Ryu Niki, Shigeru Tanaka, Naoki Ikegami, Shuzo Nishimura, and Hisao Endo eds. Koza Iryokeizai-Seisakugaku (Lecture Series on Health Economy and Health Policy Research) Tokyo: Keiso-shobo, 2005-2007", July 2008.
- CIRJE-J-196 Abstract Kobayashi, Takao and Seiji Minami, "A Separation Theorem of Active Management
and Synthetic Enhanced Active Strategies", June 2008.
- CIRJE-J-195 Abstract Obinata, Takashi , "Analysts' Earnings Forecasts and the Value Relevance of Earnings", June 2008.
- CIRJE-J-194 Abstract Obinata, Takashi and Takako Okada, "Accounting Behavior of Firms Recognizing Impairment Losses", April 2008.
- CIRJE-J-193 Abstract Ueda, Osamu and Kazuro Saguchi, "The Evolution of Japanese Human Resource Management in 1950s", March 2008.
- CIRJE-J-192 Abstract Saguchi, Kazuro, "Traditional Institutionalism in Labor Studies : Is It Still Useful in the New Century ?", March 2008.
- CIRJE-J-191 Abstract Ishihara, Tsunehiro and Yasuhiro Omori, "Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach-", February 2008.
- CIRJE-J-190 Abstract Kasuya, Makoto, "Financial Business in Tokugawa Japan", February 2008.
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