Discussion Papers 2012


    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-872 Hyodo, Masashi and Tatsuya Kubokawa "A Variable Selection Criterion for Linear Discriminant Rule and its Optimality in High Dimensional Setting"

December 2012; Revised in February 2013

CIRJE-F-871 Fujii, Masaaki, Seisho Sato and Akihiko Takahashi "An FBSDE Approach to American Option Pricing with an Interacting Particle Method"

November 2012; Revised in October 2014

CIRJE-F-870 Matsushima, Hitoshi "Process Manipulation in Unique Implementation"

November 2012

CIRJE-F-869 Shirota, Shinichiro, Takayuki Hizu and Yasuhiro Omori "Realized Stochastic Volatility with Leverage and Long Memory"

November 2012

CIRJE-F-868 Nagamachi, Kohei "Comparative Advantage and Skill Premium of Regions"

November 2012

CIRJE-F-867 Kasahara, Hiroyuki and Katsumi Shimotsu "Testing the Number of Components in Finite Mixture Models"

November 2012

CIRJE-F-866 Kasahara, Hiroyuki and Katsumi Shimotsu "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures"

October 2012

CIRJE-F-865 Takahashi, Akihiko and Toshihiro Yamada "An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach"

October 2012; Revised in November 2012, December 2012, January 2013, and September 2013

CIRJE-F-864 Foreman-Peck, James and Leslie Hannah "Some Consequences of the Early Twentieth Century Divorce of Ownership from Control"

October 2012

CIRJE-F-863 Fukuda, Shin-ichi "Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity"

September 2012

CIRJE-F-862 Miwa, Yoshiro "How Strongly Do "Financing Constraints" Affect Firm Behavior?: Japanese Corporate Investment since the Mid-1980s"

September 2012; Revised in November 2012

CIRJE-F-861 Kubokawa, Tatsuya, Mana Hasukawa and Kunihiko Takahashi "On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate"

September 2012

CIRJE-F-860 Takahashi, Akihiko and Masashi Toda "Note on an Extension of an Asymptotic Expansion Scheme"

September 2012; Revised in January 2013 and March 2013

CIRJE-F-859 Matsushima, Hitoshi "Role of Leverage in Bubbles and Crashes"

September 2012

CIRJE-F-858 Tsukuma, Hisayuki and Tatsuya Kubokawa "Minimaxity in Estimation of Restricted and Non-restricted Scale Parameter Matrices"

September 2012

CIRJE-F-857 Matsushima, Hitoshi "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes"

August 2012

CIRJE-F-856 Sudo, Nao, Michio Suzuki and Tomoaki Yamada "Inequalities in Japanese Economy during the Lost Decades"

July 2012

CIRJE-F-855 Kubokawa, Tatsuya and Akira Inoue "Estimation of Covariance and Precision Matrices in High Dimension"

July 2012

CIRJE-F-854 Tabuchi, Takatoshi "Are NEG Models Capable of Simulating Agglomeration in the Real World?"

June 2012

CIRJE-F-853 Matsushima, Hitoshi "Optimal Multiunit Exchange Design"

May 2012

CIRJE-F-852 Hayashi, Masayoshi "Congestion, Technical Returns, and the Minimum Efficient Scales of Local Public Expenditures: An Empirical Analysis for Japanese Cities"

May 2012

CIRJE-F-851 Okazaki, Tetsuji "Productivity Change and Mine Dynamics: The Coal Industry in Japan during World War II"

May 2012; Revised in November 2012 and October 2013

CIRJE-F-850 Lin, Ching-Yang and Hiroaki Miyamoto "Estimating a Search and Matching Model of the Aggregate Labor Market in Japan"

April 2012

CIRJE-F-849 Sugawara, Shinya and Yasuhiro Omori "An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection Problems"

April 2012

CIRJE-F-848 Bessho, Shun-ichiro and Masayoshi Hayashi "Should the Japanese Tax System Be More Progressive? An Evaluation Using Simulated SMCFs Based on the Discrete Choice Model of Labor Supply"

April 2012; Revised in January 2014

CIRJE-F-847 Hayashi, Masayoshi "Channels of Stabilization in a System of Local Public Health Insurance: The Case of the National Health Insurance in Japan"

April 2012

CIRJE-F-846 Hayashi, Masayoshi "Forecasting Welfare Caseloads: The Case of the Japanese Public Assistance Program"

April 2012; Revised in October 2013

CIRJE-F-845 Kurose, Yuta and Yasuhiro Omori "Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline"

March 2012

CIRJE-F-844 Shiraya, Kenichiro and Akihiko Takahashi "Pricing Multi-Asset Cross Currency Options"

March 2012; Revised in September 2012, October 2012 and November 2012

CIRJE-F-843 Kubokawa, Tatsuya, Éric Marchand, William E. Strawderman and Jean-Philippe Turcotte "Minimaxity in Predictive Density Estimation with
Parametric Constraints"

March 2012

CIRJE-F-842 Takahashi, Akihiko and Toshihiro Yamada "A Remark on Approximation of the Solutions to Partial Differential
Equations in Finance"

February 2012; Revised in March 2012

CIRJE-F-841 Kato, Takashi, Akihiko Takahashi and Toshihiro Yamada "A Semi-group Expansion for Pricing Barrier Options"

February 2012; Revised in March 2012 , April 2012, June 2013 and August 2014

 

CIRJE-F-840 Fujii, Masaaki and Akihiko Takahashi "Perturbative Expansion of FBSDE in an Incomplete Market
with Stochastic Volatility"

February 2012; Revised in September 2012

CIRJE-F-839 Li, Kui-Wai "Analyzing the Kuznets Relationship using Nonparametric and Semiparametric Methods"

January 2012

CIRJE-F-838 Hirano, Tomohiro and Noriyuki Yanagawa "Asset Bubbles and Bailout"

January 2012

CIRJE-F-837 Henry, Marc, Romuald Méango and Maurice Queyranne "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models"

January 2012

CIRJE-F-836 Charpentier, Arthur, Alfred Galichon and Marc Henry "Local Utility and Multivariate Risk Aversion"

January 2012

CIRJE-F-835 Henry, Marc and Ismael Mourifié "Sharp Bounds in the Binary Roy Model"

January 2012

CIRJE-F-834 Doi, Naoshi and Hiroshi Ohashi "Empirical Analysis of the National Treatment Obligation Under the WTO: The Case of Japanese Shochu"

January 2012

CIRJE-F-833 Sekiguchi, Yohei "A characterization of the plurality rule"

January 2012

CIRJE-F-832 Kubokawa, Tatsuya "Mixed Effects Prediction under Benchmarking and Applications to Small Area Estimation"

January 2012



Number Authors Title Date
CIRJE-J-244 Nakamura, Jun-ichi and Shin-ichi Fukuda "What happened to "Zombie" Firms in Japan?: Reexamination for the lost two decades" November 2012
CIRJE-J-243 Okazaki, Tetsuji "Intra-Firm Trade Network in Mitsubishi Corporation, 1922-28" October 2012
CIRJE-J-242 Kubokawa, Tatsuya "Estimation in Restricted Parameter Spaces" June 2012
CIRJE-J-241 Obata, Michiaki "Reply to Shigekatu Yamaguchi's "Michiaki Obata's Criticism of Uno's Theory"" May 2012
CIRJE-J-240 Matsushima, Hitoshi "4G Spectrum Auction in Japan: Japanese Package Auction (JPA)" April 2012
CIRJE-J-239 Obata, Michiaki "Stage Theory of Capitalist Development and Principles of Political Economy" April 2012



   
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