Discussion Papers 2013


    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-912 Bessho, Shun-ichiro and Masayoshi Hayashi "Intensive Margins, Extensive Margins, and Spousal Allowances in the Japanese System of Personal Income Taxes: A Discrete Choice Analysis" December 2013; Revised in February 2014 and June 2014.
CIRJE-F-911 Sugasawa, Shonosuke and Tatsuya Kubokawa "Parametric Transformed Fay-Herriot Model for Small Area Estimation" December 2013
CIRJE-F-910 Hayashi, Masayoshi "On the Decomposition of Regional Stabilization and Redistribution" December 2013
CIRJE-F-909 Takahashi, Akihiko and Toshihiro Yamada "A Weak Approximation with Asymptotic Expansion and Multidimensional Malliavin Weights" December 2013; Revised in January 2014 and February 2015.
CIRJE-F-908 Sugawara, Shinya "Firm-driven Management for Longevity Risk: Analysis of Lump-sum Forward Payments in Japanese Nursing Homes" November 2013
CIRJE-F-907 Kurose, Yuta and Yasuhiro Omori "Dynamic Equicorrelation Stochastic Volatility" November 2013
CIRJE-F-906 Kubokawa, Tatsuya and Muni S. Srivastava "Optimal Ridge-type Estimators of Covariance Matrix in High Dimension" October 2013
CIRJE-F-905 Matsushima, Hitoshi "Role of Credit Default Swap in Bubbles and Crashes" October 2013
CIRJE-F-904 Ishihara, Tsunehiro, Yasuhiro Omori and Manabu Asai "Matrix Exponential Stochastic Volatility with Cross Leverage" September 2013
CIRJE-F-903 Miwa, Yoshiro "Do Wild Fluctuations in Quarterly Inventory Investment Data Matter?: A Study of Japanese GDP Statistics, 1994-2010" September 2013
CIRJE-F-902 Takahashi, Akihiko and Toshihiro Yamada "On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver" September 2013; Revised in October 2013.
CIRJE-F-901 Kubokawa, Tatsuya "General Dominance Properties of Double Shrinkage Estimators for Ratio of Positive Parameters" September 2013
CIRJE-F-900 Okazaki, Tetsuji "Strategies and Organizations for Managing "Greater East Asia Co-Prosperity Sphere"" September 2013
CIRJE-F-899 Okazaki, Tetsuji "Development and Management of Manchurian Economy under the Japan Empire" August 2013
CIRJE-F-898 Naoi, Megumi and Tetsuji Okazaki "Political Economy of Trade Liberalization: The Case of Postwar Japan" August 2013; Revised in October 2013.
CIRJE-F-897 Takahashi, Akihiko and Toshihiro Yamada "On Error Rates for Expansions in Stochastic Volatility Model" July 2013; Revised in August, September 2013 March and June 2014.
CIRJE-F-896 Kamiya, Kazuya and Meg Adachi-Sato "Multiperiod Contract Problems with Verifiable and Unverifiable Outputs" July 2013
CIRJE-F-895 Kawakubo, Yuki and Tatsuya Kubokawa "Modfiied Conditional AIC in Linear Mixed Models" July 2013
CIRJE-F-894 Ueda, Kazuo "The Response of Asset Prices to Monetary Policy under Abenomics" July 2013
CIRJE-F-893 Kunitomo, Naoto and Hiroumi Misaki "The SIML Estimation of Integrated Covariance and Hedging Coefficient under Micro-market noise and Random Sampling" June 2013
CIRJE-F-892 Misaki, Hiroumi and Naoto Kunitomo "On Robust Properties of the SIML Estimation of Volatility under Micro-market noise and Random" June 2013
CIRJE-F-891 Fujii, Masaaki and Akihiko Takahashi "Making Mean-Variance Hedging Implementable in a Partially Observable Market" June 2013; Revised in November 2013
CIRJE-F-890 Adachi-Sato, Meg "Incentive Pay that Causes Inefficient Managerial Replacement" June 2013; Revised in December 2013
CIRJE-F-889 Arai, Yoichi and Hidehiko Ichimura "Optimal Bandwidth Selection for Differences of Nonparametric Estimators with an Application to the Sharp Regression Discontinuity Design"

June 2013

CIRJE-F-888 Sugawara, Shinya and Jiro Nakamura "Is Elderly Care Socialized in Japan? Analyzing the Effects of the 2006 Amendment to the LTCI on the Female Labor" May 2013
CIRJE-F-887 Sugawara, Shinya "An Interval Regression Analysis for Tenures of Japanese Elder Care Workers Using Matched Employer-Employee Data" April 2013
CIRJE-F-886 Nagamachi, Kohei "Task Trade and the Size Distribution of Cities"

April 2013; Revised in May 2013

CIRJE-F-885 Ueda, Kazuo "The Response of Asset Prices to Abenomics: Is It a Case of Self-Fulfilling Expectations?"

April 2013

CIRJE-F-884 Kojima, Masahiro and Tatsuya Kubokawa "Bartlett Adjustments for Hypothesis Testing in Linear Models with General Error Covariance Matrices"

April 2013

CIRJE-F-883 Fujii, Masaaki "Momentum-Space Approach to Asymptotic Expansion for Stochastic Filtering"

March 2013

CIRJE-F-882 Sugawara, Shinya and Yasuhiro Omori "An Econometric Analysis of Insurance Markets with Separate Identification for Moral Hazard and Selection"

March 2013

CIRJE-F-881 Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki "A Discrete/Continuous Choice Model on the Nonconvex Budget Set"

March 2013

CIRJE-F-880 Shirota, Shinichiro, Takayuki Hizu and Yasuhiro Omori "Realized Stochastic Volatility with Leverage and Long Memory"

March 2013

CIRJE-F-879 Matsushima, Hitoshi, Tomomi Tanaka and Tomohisa Toyama "Behavioral Approach to Repeated Games with Private Monitoring"

March 2013

CIRJE-F-878 Hannah, Leslie "A Global Census of Corporations in 1910"

February 2013

CIRJE-F-877 Hannah, Leslie "The Corporate Economies of America and Europe 1790-1860"

February 2013

CIRJE-F-876 Matsushima, Hitoshi "Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage: Awareness Heterogeneity"

February 2013

CIRJE-F-875 Matsushima, Hitoshi "Interlinkage and Generous Tit-for-Tat Strategy"

February 2013

CIRJE-F-874 Takahashi, Akihiko and Yukihiro Tsuzuki "A New Improvement Scheme for Approximation Methods of Probability Density Functionsl"

January 2013

CIRJE-F-873 Kato, Takashi, Akihiko Takahashi and Toshihiro Yamada "An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Mode"

January 2013



Number Authors Title Date
CIRJE-J-255 Mochida, Nobuki "Sovereign Debt Crisis and Welfare States" December 2013
CIRJE-J-254 Okazaki, Tetsuji "Intra-Firm Trade Network in Mitsubishi Corporation, 1928-36" November 2013
CIRJE-J-253 Asano, Hokuto and Masayoshi Hayashi "Equivalence scales, the cost of children, and the costs of living in the Japanese system of public assistance" October 2013
CIRJE-J-252 Ueda, Kazuo "Quantitative and Qualitative Easing by the Bank of Japan: A Provisional Evaluation" September 2013
CIRJE-J-251 Carlsson Wetterberg, Christina and Shunji Ishihara (translation) "Gender Equality and the Welfare state. Debates on Marriage Law Reform in Sweden at the Beginning of the 20th Century" September 2013
CIRJE-J-250 Matsushimia, Hitoshi and Hiroshi Teruyama "Experiments of Multi-Object Auction: Sequential First Price Auction, Clock Auction, and VCG Mechanisms" September 2013
CIRJE-J-249 Miwa, Yoshiro "Do Wild Fluctuations in Quarterly Inventory Investment Data Matter?: A Study of Japanese GDP Statistics, 1994-2010" September 2013
CIRJE-J-248 Kunitomo, Naoto "Measurement Errors and Statistics" September 2013
CIRJE-J-247 Kunitomo, Naoto "Natural Disasters and the Housing Problem in Japan" June 2013
CIRJE-J-246 Isogawa, Daiya, Hiroshi Ohashi, Tsuyoshi Nakamura, Kohei Nishikawa and Shin-ichi Hanada "An Overview on Survey Results on Industrial electricity demand in Japan" April 2013
CIRJE-J-245 Watanabe, Junko "The U.S. Trade Adjustment Assistance after WWII" March 2013



   
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