Discussion Papers 2011


    You can see the details of each paper by clicking the underlined number of the discussion paper.

F-Series
J-Series


Number Authors Title Date
CIRJE-F-831 Srivastava, Muni S. and Tatsuya Kubokawa "Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality" December 2011; Revised in Januray 2012
CIRJE-F-830 Gerlach, Petra, Robert N McCauley and Kazuo Ueda "Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010"

December 2011

CIRJE-F-829 Fujii, Masaaki and Akihiko Takahashi "Clean Valuation Framework for the USD Silo –An implication for the forthcoming Standard Credit Support Annex (SCSA)–"

December 2011

CIRJE-F-828 Ueda, Kazuo "Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007"

December 2011; Revised in July 2012.

CIRJE-F-827 Yoshikawa, Hiroshi "Stochastic Macro-equilibrium and A Microfoundation for the Keynesian Economics"

December 2011; Revised in April 2012, and July 2013.

CIRJE-F-826 Matsushima, Hitoshi "Efficient Combinatorial Exchanges"  

November 2011

CIRJE-F-825 Adachi-Sato, Meg and Kazuya Kamiya "A Dynamic Multitask Model: Fixed Wages, No Externalities, and Holdup Problems"  

November 2011; Revised in January 2012 and October 2013

CIRJE-F-824 Takahashi, Akihiko and Toshihiro Yamada "An Asymptotic Expansion with Push-Down of Malliavin Weights"

November 2011; Revised in February 2012

CIRJE-F-823 Hirano, Toshihiro and Yoshihiro Yajima "Covariance Tapering for Prediction of Large Spatial Data Sets in Transformed Random Fields"

October 2011; Revised in July 2012, December 2012 and January 2013

CIRJE-F-822 Henry, Marc and Ismael Mourifié "Euclidean Revealed Preferences: Testing the Spatial Voting Model"

October 2011

CIRJE-F-821 Henry, Marc and Alexei Onatski "Set Coverage and Robust Policy"

October 2011

CIRJE-F-820 Mourifié, Ismael and Marc Henry "Set Inference in Latent Variables Models"

October 2011

CIRJE-F-819 Fukuda, Shin-ichi and Junji Yamada "Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase . during Japan's Lost Decades?"

October 2011

CIRJE-F-818 Kubokawa, Tatsuya, Masashi Hyodo and Muni S. Srivastava "Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension"

September 2011

CIRJE-F-817 Bessho, Shun-ichiro and Masayoshi Hayashi "Estimating the Social Marginal Cost of Public Funds: A Micro-data Approach"

September 2011

CIRJE-F-816 Hayashi, Masayoshi "The Effects of Medical Factors on Transfer Deficits in Public Assistance in Japan: A Quantile Regression Analysis"

August 2011

CIRJE-F-815 Takahashi, Akihiko and Toshihiro Yamada "On Approximation of the Solutions to Partial Differential Equations in Finance"

August 2011; Revised in January 2012

CIRJE-F-814 Ueda, Kazuo "The Effectiveness of Non-traditional Monetary Policy Measures: The Case of the Bank of Japan"

August 2011; Revised in October 2011

CIRJE-F-813 Nakamura, Tsuyoshi and Hiroshi Ohashi "Effects of Re-invention on Industry Growth and Productivity: Evidence from Steel Refining Technology in Japan, 1957-68"

August 2011

CIRJE-F-812 Ishihara, Tsunehiro, Yasuhiro Omori and Manabu Asai "Matrix Exponential Stochastic Volatility with Cross Leverage"

August 2011

CIRJE-F-811 Mossay, Pascal and Takatoshi Tabuchi "Preferential Trade Agreements Harm the Third Countries"

August 2011

CIRJE-F-810 Mori, Kohta, Saki Sugano, Joe Chen, Yun Jeong Choi and Yasuyuki Sawada "A Note on the Decomposition Technique of Economic Indices"

July 2011

CIRJE-F-809 Kubokawa, Tatsuya and William E. Strawderman "Admissibility and Minimaxity of Benchmarked Shrinkage Estimators"

July 2011

CIRJE-F-808 Miwa, Yoshiro "Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009"

July 2011

CIRJE-F-807 Aoki, Masanao and Hiroshi Yoshikawa "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics"

July 2011

CIRJE-F-806 Matsushima, Hitoshi "Price-Based Combinatorial Auction: Connectedness and Representative Valuations"

July 2011

CIRJE-F-805 Okazaki, Tetsuji and Michiru Sawada "Interbank Networks in Prewar Japan: Structure and Implications"

July 2011

CIRJE-F-804 Hayashi, Masayoshi "Does the Employment of Fewer Caseworkers Lead to the Rationing of Caseloads? Evidence from Public Assistance in Japan"

June 2011

CIRJE-F-803 Sato, Seisho and Naoto Kunitomo "A Robust Estimation of Realized Volatility and Covariance with Micro-market Adjustments and Round-off Errors"

June 2011

CIRJE-F-802 Fujii, Masaaki and Akihiko Takahashi "Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme"

June 2011; Revised in January 2012

CIRJE-F-801 Kubokawa, Tatsuya and Bui Nagashima "Parametric Bootstrap Methods for Bias Correction in Linear Mixed Models"

April 2011

CIRJE-F-800 Kamiya, Kazuya and Meg Sato "Multi-period Contract Problems with Verifiable and Unverifiable Outputs"

April 2011

CIRJE-F-799 Fujii, Masaaki and Akihiko Takahashi "Collateralized CDS and Default Dependence -Implications for the Central Clearing-"

April 2011; Revised in June 2012

CIRJE-F-798 Kurose, Yuta and Yasuhiro Omori "Bayesian Analysis of Stochastic Quantiles Using a Smoothing Spline"

April 2011

CIRJE-F-797 Sugawara, Shinya and Yasuhiro Omori "Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game"

April 2011

CIRJE-F-796 Takahashi, Akihiko and Yukihiro Tsuzuki "Rebalancing Super-Replications"

April 2011

CIRJE-F-796 Takahashi, Akihiko and Yukihiro Tsuzuki "Rebalancing Super-Replications"

April 2011; Revised in July 2011

CIRJE-F-795 Matsushima, Hitoshi and Tomohisa Toyama "Monitoring Accuracy and Retaliation in Infinitely Repeated Games with Imperfect Private Monitoring: Theory and Experiments"

April 2011

CIRJE-F-794 Nishimura, Yukihiro and Kimiko Terai "Strategic Voting on Environmental Policy Making: The Case for "Political Race to the Top""

March 2011

CIRJE-F-793 Lai, Fu-Chuan and Takatoshi Tabuchi "Hotelling Meets Weber"

March 2011

CIRJE-F-792 Kamiya, Kazuya, So Kubota and Kayuna Nakajima "Real Indeterminacy of Stationary Monetary Equilibria in Centralized Economies"

March 2011

CIRJE-F-791 Kunihama, Tsuyoshi, Yasuhiro Omori and Zhengjun Zhang "Efficient Estimation and Particle Filter for Max-Stable Processes"

March 2011

CIRJE-F-790 Matsushima, Hitoshi and Toshihiko Shima "Investment and Ultimatum Games: Experiments"

March 2011

CIRJE-F-789 Oki, Ryoko and Noriyuki Yanagawa "Exclusive Dealing Contracts by Distributors"

March 2011

CIRJE-F-788 Okazaki, Tetsuji "Evaluation and Formation of Human Capital in Prewar Japan: The Case of White-Collar Workers in Mitsubishi Zaibatsu"

March 2011

CIRJE-F-787 Takahashi, Akihiko, Kohta Takehara and Masashi Toda "A General Computation Scheme for a High-Order Asymptotic Expansion Method"

February 2011; Revised in February and October 2012

CIRJE-F-786 Kubokawa, Tatsuya and William E. Strawderman "A Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators"

January 2011

CIRJE-F-785 Miwa, Yoshiro "A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics -1994-2009: Introduction and Summary"

January 2011

CIRJE-F-784 Koeda, Junko "How Does Yield Curve Predict GDP Growth? A Macro-Finance Approach Revisited"

January 2011

CIRJE-F-783 Esteban-Pretel, Julen and Junichi Fujimoto "Life-Cycle Labor Search with Stochastic Match Quality"

January 2011

CIRJE-F-782 Nakajima, Jouchi, Tsuyoshi Kunihama, Yasuhiro Omori and Sylvia Frühwirth-Schnatter "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form"

January 2011



Number Authors Title Date
CIRJE-J-238 Miwa, Yoshiro ""Bubble" or "Boom"?: Investigation of the Japanese economy in the second-half of 1980s with the firm-level data from the "Corporate Enterprise Annual Statistics", as preparation for studying the "Lost Two Decades"" November 2011; Revised in January 2012
CIRJE-J-237 Okazaki, Tetsuji "What Did Corporate Executives, Outside Directors and Large Shareholders Really Do ?: Corporate Governance of Tokyo Marine and Tasiho Marine in Mitsubishi and Mitsui Zaibatsu" October 2011
CIRJE-J-236 Hayashi, Masayoshi "Local Public Assistance Programs and Intergovernmental Fiscal Transfers in Japan" August 2011
CIRJE-J-235 Miwa, Yoshiro ""Bad Loans", "Delayed Disposals", "Follow-on and Zombie Lending", and the Lost Two Decades": Lessons from the Japanese Experience?" August 2011
CIRJE-J-234 Kunitomo, Naoto and Yoshinori Kawasaki "On Benchmarking and Temporal Distributions for Economic Time Series with an Application to Japanese GDP" April 2011
CIRJE-J-233 Iwami, Toru "Hegemony, Trade and Credit Markets in the early modern Europe" March 2011
CIRJE-J-232 Okazaki, Tetsuji "Political Economy of Trade Liberalization: The Case of Postwar Japan" January 2011



   
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