Number
|
Authors
|
Title
| Date
|
CIRJE-F-605
|
Okazaki, Tetsuji and Michiru Sawada
|
"Interbank Networks in Pre-war Japan: Structure and Implications"
| December 2008
|
CIRJE-F-604
|
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
|
Nakamura, Hisashi, Wataru Nozawa and Akihiko Takahashi
|
"Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS"
|
November 2008;
Revised in July 2009 |
CIRJE-F-602
|
Okazaki, Tetsuji, Kaori Ito and Asuka Imaizumi
|
"Impact of Natural Disasters on Industrial Agglomeration: The Case of the 1923 Great Kanto Earthquake"
|
November 2008;
Revised in October 2009, June 2011 |
CIRJE-F-601
|
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
|
Tanimoto, Masayuki
|
"Cotton and the Peasant Economy: A Response to 'Superior' Foreign Fibre in Early Modern Japan"
| November 2008
|
CIRJE-F-599
|
Fujiwara-Greve, Takako and Masahiro Okuno-Fujiwara
|
"Voluntarily Separable Repeated Prisoner's Dilemma"
| October 2008
|
CIRJE-F-598
|
Matsushima, Hitoshi
|
"Implementation and Social Influence"
| October 2008
|
CIRJE-F-597
|
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
|
Yamamoto, Kyo, Seisho Sato and Akihiko Takahashi
|
"Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment"
| October 2008
|
CIRJE-F-595
|
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
|
Omori, Yasuhiro and Koji Miyawaki
|
"Tobit Model with Covariate Dependent Thresholds"
| October 2008
|
CIRJE-F-593
|
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
|
Takahashi, Akihiko and Kyo Yamamoto
|
"Hedge Fund Replication"
|
September 2008; Revised in November 2008
|
CIRJE-F-591
|
Pflüger, Michael and
Takatoshi Tabuchi
|
"Trade and Location with Land as a Productive Factor"
| September 2008
|
CIRJE-F-590
|
Kubokawa, Tatsuya
|
"Bartlett-type Correction of the Generalized Least Squares Test in the Fay-Herriot Model"
|
September 2008;
Revised in June 2009 |
CIRJE-F-589
|
Fukuda, Shin-ichi
|
"The Rise of China and Sustained Recovery of Japan"
| September 2008
|
CIRJE-F-588
|
Kunitomo, Naoto and Yukitoshi Matsushita
|
"Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity"
| September 2008
|
CIRJE-F-587
|
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
|
Yanagawa, Noriyuki
|
"Financial Imperfection and Outsourcing Decision"
| September 2008
|
CIRJE-F-585
|
Yanagawa, Noriyuki
|
"Biased Motivation of Experts: Should They be Aggressive or Conservative?"
| September 2008
|
CIRJE-F-584
|
Kubokawa, Tatsuya and Muni S. Srivastava
|
"Modified Bayesian Information Criterion in Linear Mixed Models"
| September 2008
|
CIRJE-F-583
|
Yanagawa, Noriyuki and Ryoko Oki
|
"Exclusive Dealing Contract and Inefficient Entry Threat"
| September 2008
|
CIRJE-F-582
|
Iwata, Shinichiro and Keiko Tamada
|
"The Backward-bending Commute Times of Married Women with Household Responsibility"
| September 2008
|
CIRJE-F-581
|
Kunitomo, Naoto and Seisho Sato
|
"Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise"
| August 2008
|
CIRJE-F-580
|
Ericsson, Christer
|
"Company Strategies and Sport Models"
| July 2008
|
CIRJE-F-579
|
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
|
Kubokawa, Tatsuya and Hisayuki Tsukuma
|
"Minimaxity of the Stein Risk-Minimization Estimator for a Normal Mean Matrix"
| July 2008
|
CIRJE-F-577
|
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
|
Kunitomo, Naoto
|
"An Optimal Modification of the LIML Estimation for Many Instruments and Persistent Heteroscedasticity"
|
July 2008;
Revised in May 2009 |
CIRJE-F-575
|
Srivastava, Muni S. and Tatsuya Kubokawa
|
"Conditional Information Criteria for Selecting Variables in Linear Mixed Models"
|
July 2008;
Revised in December 2008 |
CIRJE-F-574
|
Altonji, Joseph G., Hidehiko Ichimura and Taisuke Otsu
|
"Estimating Derivatives in Nonseparable Models with Limited Dependent Variables"
| July 2008
|
CIRJE-F-573
|
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
|
Kano, Takashi
|
"Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect"
| June 2008
|
CIRJE-F-571
|
Ericsson, Christer and Björn Horgby
|
"The Middle Class Patriarch in the Bourgeois Public"
| June 2008
|
CIRJE-F-570
|
Kubokawa, Tatsuya
|
"Integral Inequality for Minimaxity in the Stein Problem"
|
June 2008; Revised in August 2009
|
CIRJE-F-569
|
Hamaaki, Junya and Yasushi Iwamoto
|
"A reappraisal of the incidence of employer contributions to social security in Japan"
| June 2008
|
CIRJE-F-568
|
Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki
|
"Bayesian Estimation of Demand Functions under Block Rate Pricing"
| June 2008
|
CIRJE-F-567
|
Takahashi, Akihiko and Akira Yamazaki
|
"A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models"
| June 2008
|
CIRJE-F-566
|
Okazaki, Tetsuji
|
"Supplier Networks and Aircraft Production in Wartime Japan"
|
June 2008;
Revised in September 2009 |
CIRJE-F-565
|
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
|
Fukuda, Shin-ichi, Munehisa Kasuya and Kentaro Akashi
|
"Impaired Bank Health and Default Risk"
| May 2008
|
CIRJE-F-563
|
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, April 2009 |
CIRJE-F-562
|
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
|
Asahi, Chisato, Satoshi Hikino and Yoshitsugu Kanemoto
|
"Consumption Side Agglomeration Economies in Japanese Cities"
| April 2008
|
CIRJE-F-560
|
Matsushima, Hitoshi
|
"Effects of Reputation in Bubbles and Crashes"
| April 2008
|
CIRJE-F-559
|
Kubokawa, Tatsuya and Nyambaa Erdembat
|
"On Testing Linear Hypothesis in a Nested Error Regression Model"
| April 2008
|
CIRJE-F-558
|
Chen, Joe, Yun Jeong Choi and Yasuyuki Sawada
|
"Suicide and Life Insurance"
| April 2008
|
CIRJE-F-557
|
Chen, Joe, Yun Jeong Choi and Yasuyuki Sawada
|
"How Is Suicide Different in Japan?"
| April 2008
|
CIRJE-F-556
|
Sugawara, Shinya and Yasuhiro Omori
|
"Bayesian Estimation of Entry Games with Application to Japanese Airline Data"
| April 2008
|
CIRJE-F-555
|
Ohashi, Hiroshi
|
"How to Measure the Outcome of Innovations: Application to Product Innovations"
| April 2008
|
CIRJE-F-554
|
Ihori, Toshihiro and Martin McGuire
|
"National Adversity: Managing Insurance and Protection"
| April 2008
|
CIRJE-F-553
|
Ihori, Toshihiro and C. C. Yang
|
"Interregional Tax Competition and Intraregional Political Competition: The Optimal Provision of Public Goods"
| April 2008
|
CIRJE-F-552
|
Ihori, Toshihiro
|
"Overlapping Tax Revenue, Local Debt Control and Soft-Budget Constraint"
| April 2008
|
CIRJE-F-551
|
Fujiwara-Greve, Takako, Masahiro Okuno-Fujiwara and Nobue Suzuki
|
"Voluntarily Separable Prisoner's Dilemma with Reference Letters"
| March 2008
|
CIRJE-F-550
|
Narayana, Muttur Ranganathan
|
"Substituability between Mobile and Fixed Telephones: Evidence and Implications for India"
|
March 2008; Revised in May 2008
|
CIRJE-F-549
|
Arimoto, Yutaka, Tetsuji Okazaki and Masaki Nakabayashi
|
"Agrarian Land Tenancy in Prewar Japan: Contract Choice and Implications on Productivity"
| March 2008
|
CIRJE-F-548
|
Ohashi, Hiroshi
|
"Effects of Transparency in Procurement Practices on Government Expenditure: A Case Study of Municipal Public Works"
| March 2008
|
CIRJE-F-547
|
Nakayama, Keita and Akihiko Takahashi
|
"A Factor Allocation Approach to Optimal Bond Portfolio"
|
March 2008; Revised in March 2008
|
CIRJE-F-546
|
Takahashi, Akihiko and Akira Yamazaki
|
"A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models"
| March 2008
|
CIRJE-F-545
|
Narayana, Muttur Ranganathan
|
"Telecommunication Services and Economic Growth: Evidence from India"
| February 2008
|
CIRJE-F-544
|
Narayana, Muttur Ranganathan
|
"Globalization and Urban Growth: Evidence for Bangalore (India)"
|
January 2008;
Revised in February 2008 |
CIRJE-F-543
|
Narayana, Muttur Ranganathan
|
"Performance of Urban India during Globalization Period: An Economic Analysis"
|
January 2008;
Revised in February 2008 |
CIRJE-F-542
|
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
|
Mochida, Nobuki
|
"Subnational Borrowing in Japan : from 'Implicit Guarantee' to Market Discipline and Fiscal Rule"
| January 2008
|
CIRJE-F-540
|
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
|
Takahashi, Akihiko and Akira Yamazaki
|
"Efficient Static Replication of European Options under Exponential Levy Models"
| January 2008
|
CIRJE-F-538
|
Takahashi, Akihiko and KohtaTakehara
|
"Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options"
|
January 2008; Revised in February 2008, January 2009
|
CIRJE-F-537
|
Abe, Makoto
|
""Counting Your Customers" One by One: A Hierarchical Bayes Extension to the Pareto/NBD Model"
|
January 2008; Revised in February 2009
|
CIRJE-F-536
|
Takahashi, Akihiko and KohtaTakehara
|
"A Hybrid Asymptotic Expansion Scheme:an Application to Long-term Currency Options"
|
January 2008; Revised in April 2008, January 2009
|