Discussion Papers 2014


    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-951 Hayashi, Masayoshi and Wataru Yamamoto "Information Sharing, Neighborhood Demarcation, and Yardstick Competition: An Empirical Analysis of Intergovernmental Expenditure Interaction in Japan" December 2014; Revised in June 2016
CIRJE-F-950 Takahashi, Akihiko "Asymptotic Expansion Approach in Finance" December 2014
CIRJE-F-949 Takahashi, Makoto, Toshiaki Watanabe and Yasuhiro Omori "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution" December 2014
CIRJE-F-948 Hayashi, Masayoshi and Akiko Oyama "Factor Decomposition of Inter-prefectural Health Care Expenditure Disparities in Japan" December 2014
CIRJE-F-947 Shiraya, Kenichiro and Akihiko Takahashi "Price Impacts of Imperfect Collateralization" November 2014
CIRJE-F-946 Okazaki, Tetsuji and Michiru Sawada, "Measuring the Extent and Implications of Corporate Political Connections in Prewar Japan" November 2014
CIRJE-F-945 Braguinsky, Serguey, Atsushi Ohyama, Tetsuji Okazaki and Chad Syverson "Acquisitions, Productivity, and Profitability: Evidence from the Japanese Cotton Spinning Industry" October 2014
CIRJE-F-944 Kawakubo, Yuki, Shonosuke Sugasawa and Tatsuya Kubokawa "Conditional AIC under Covariate Shift with Application to Small Area Prediction" October 2014
CIRJE-F-943 Onishi, Yuko and Yasuhiro Omori "Bayesian Estimation of Entry Games with Multiple Players and Multiple Equilibria" October 2014
CIRJE-F-942 Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki "A Discrete/Continuous Choice Model on a Nonconvex Budget Set" September 2014
CIRJE-F-941 Kurose, Yuta and Yasuhiro Omori "Dynamic Equicorrelation Stochastic Volatility" September 2014
CIRJE-F-940 Kinjo, Keita and Shinya Sugawara " An Empirical Analysis for a Case-based Decision to Watch Japanese TV dramas " September 2014
CIRJE-F-939 Kubokawa, Tatsuya, Shonosuke Sugasawa, Malay Ghosh and Sanjay Chaudhuri "Prediction in Heteroscedastic Nested Error Regression Models with Random Dispersions" August 2014
CIRJE-F-938 Ishihara, Tsunehiro, Yasuhiro Omori and Manabu Asai "Matrix Exponential Stochastic Volatility with Cross Leverage" August 2014
CIRJE-F-937 Tsukuma, Hisayuki and Tatsuya Kubokawa "Unified Improvements in Estimation of a Normal Covariance Matrix in High and Low Dimesionss" August 2014
CIRJE-F-936 Kubokawa, Tatsuya, Éric Marchand and William E. Strawderman "On Improved Shrinkage Estimators for Concave Loss" July 2014
CIRJE-F-935 Kubokawa, Tatsuya, Éric Marchand and William E. Strawderman "On Predictive Density Estimation for Location Families under Integrated L2 andL1 Losses" July 2014
CIRJE-F-934 Sugasawa, Shonosuke and Tatsuya Kubokawa "On Conditional Mean Squared Errors of Empirical Bayes Estimators in Mixed Models with Application to Small Area Estimation" June 2014
CIRJE-F-933 Srivastava, Muni S., Hirokazu Yanagihara and Tatsuya Kubokawa "Tests for Covariance Matrices in High Dimension with Less Sample Size" June 2014
CIRJE-F-932 Ishihara, Tsunehiro, Yasuhiro Omori and Manabu Asai "Matrix Exponential Stochastic Volatility with Cross Leverage" May 2014
CIRJE-F-931 Fujii, Masaaki "A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option pricing" May 2014; Revised in December 2014
CIRJE-F-930 Tsukuma, Hisayuki and Tatsuya Kubokawa "Estimation of the Mean Vector in a Singular Multivariate Normal Distribution" April 2014
CIRJE-F-929 Sugasawa, Shonosuke and Tatsuya Kubokawa "Estimation and Prediction Intervals in Transformed Linear Mixed Models" April 2014
CIRJE-F-928 Kandori, Michihiro and Shinya Obayashi "On the Mechanics of Human Cooperation: An OLG Repeated Game in a Community Union" April 2014
CIRJE-F-927 Arai, Yoichi and Hidehiko Ichimura "Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator" March 2014
CIRJE-F-926 Tsukuma, Hisayuki and Tatsuya Kubokawa "A Unified Approach to Estimating a Normal Mean Matrix in High and Low Dimensions" March 2014; Revised in October 2014
CIRJE-F-925 Myojo, Satoshi and Hiroshi Ohashi "Effects of Consumer Subsidies for Renewable Energy on Industry Growth and Welfare: Japanese Solar Energy" March 2014
CIRJE-F-924 Sugawara, Shinya and Jiro Nakamura "Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience" March 2014
CIRJE-F-923 Shoji, Masahiro "Channels of Peer Effects and Guilt Aversion in Crime: Experimental and Empirical Evidence from Bangladesh" February 2014
CIRJE-F-922 Mochida, Nobuki "Does Local Spending Have Repercussion from Tax Structure? -Evidence from Japan-" February 2014
CIRJE-F-921 Takahashi, Makoto, Toshiaki Watanabe and Yasuhiro Omori "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution'" February 2014
CIRJE-F-920 Ihori, Toshihiro "Commitment, Deficit Ceiling, and Fiscal Privilege" February 2014
CIRJE-F-919 Baba, Satoshi "Urban Land Policy in Frankfurt am Main at the Turn of the Twentieth Century: A Case Study of a German 'Social City'" February 2014
CIRJE-F-918 Ghosh, Malay, Tatsuya Kubokawa and Yuki Kawakubo "Benchmarked Empirical Bayes Methods in Multiplicative Area-level Models with Risk Evaluation" February 2014
CIRJE-F-917 Takahashi, Akihiko and Yukihiro Tsuzuki "A New Improvement Scheme for Approximation Methods of Probability Density Functions" February 2014; Revised in August 2014
CIRJE-F-916 Sugawara, Shinya and Jiro Nakamura "Incentive for Gatekeepers and Their Demand Inducement: An Empirical Analysis of Care Managers in the Japanese Long-Term Care Insurance" January 2014
CIRJE-F-915 Tabuchi, Takatoshi, Jacques-François Thisse and Xiwei Zhu "Technological Progress and Economic Geography" January 2014
CIRJE-F-914 Fujii, Masaaki and and Akihiko Takahashi "Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows" January 2014; Revised in July 2014
CIRJE-F-913 Shiraya, Kenichiro and Akihiko Takahashi "Pricing Basket Options under Local Stochastic Volatility with Jumps" January 2014; Revised in February, March, April and May 2014.


Number Authors Title Date
CIRJE-J-266 Miwa, Yoshiro "Improving Economic Statistics in order to Improve Economic Policy and Research: (3) IO Tables, SNA Base-year Annual Estimates, and Healthcare, Education, and Government Administration Sectors" November 2014
CIRJE-J-265 Nakamura, Jiro and Shinya Sugawara "A fallacy of a decreasing rate of parents-children coresidence: Increase of childless elders and their long-term care in Japan" November 2014
CIRJE-J-264 Hayashi, Masayoshi "Public assistance and local public finance in Japan: A description of local programs and their finances with city data in late 2000s" October 2014
CIRJE-J-263 Okazaki, Tetsuji "Transition to a Market Economy and Productivity Change: A Case of the Coal Industry in Postwar Japan" October 2014
CIRJE-J-262 Miwa, Yoshiro "Improving Economic Statistics in order to Improve Economic Policy and Research: (2) IO Tables, SNA (GDP) Estimates, GDP Deflators, and Productivity Indexes" August 2014
CIRJE-J-261 Okazaki, Tetsuji "Comparing Sales Growth of the Two Major Trading Companies in Prewar Japan: Mitsubishi Corporation and Mitsui & Co." August 2014
CIRJE-J-260 Mochida, Nobuki "Debt Sustainability Analysis at Subnational Level" May 2014
CIRJE-J-259 Ishihara, Shunji (translation and comment) "Gustav Cassel, Socialpolitik" April 2014
CIRJE-J-258 Saito, Keiji, Shin-ichi Hanada and Hiroshi Ohashi "Large-scale Penetration of Solar PV in Japan: Simulation Analysis" March 2014
CIRJE-J-257 Shoji, Masahiro and Takayuki Akaike "Social Isolation of Evacuees in Fukushima" February 2014
CIRJE-J-256 Miwa, Yoshiro "Improving Economic Statistics in order to Improve Economic Policy and Research: An Invitation" February 2014



   
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