| Number | Authors | Title | Date |
| CIRJE-F-998 | Shiraya, Kenichiro and Akihiko Takahashi | "An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models" | December 2015 |
| CIRJE-F-997 | Fujii, Masaaki and Akihiko Takahashi | "Quadratic-exponential Growth BSDEs with Jumps and Their Malliavin’s Differentiabilityy" | December 2015; Revised in October 2016, March and September 2017 |
| CIRJE-F-996 | Kunitomo, Naoto and Daisuke Kurisu | "Effects of Jumps and Small Noise in High-Frequency Financial Econometrics" | November 2015; Revised in October 2016. |
| CIRJE-F-995 | Ito, Tsubasa and Tatsuya Kubokawa | "Linear Ridge Estimator of High-Dimensional Precision Matrix Using Random Matrix Theory" | November 2015 |
| CIRJE-F-994 | Hannah, Leslie | "Rethinking Corporate Finance Fables: Did the US Lag Europe before 1914?" | October 2015 |
| CIRJE-F-993 | Fujii, Masaaki and Akihiko Takahashi | "Asymptotic Expansion for Forward-Backward SDEs with Jumps" | October 2015 |
| CIRJE-F-992 | Kiyota, Kozo and Tetsuji Okazaki | "Assessing the Effects of Japanese Industrial Policy Change during the 1960s" | October 2015 |
| CIRJE-F-991 | Matsushima, Hitoshi | "Implementation, Verification, and Detection" | September 2015 |
| CIRJE-F-990 | Arai, Yoichi and Hidehiko Ichimura | "Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator" | September 2015 |
| CIRJE-F-989 | Weese, Eric, Masayoshi Hayashi and Masashi Nishikawa | "Inefficiency and Self-Determination: Simulation-based Evidence from Meiji Japan" | August 2015; Revised in March 2017 and May 2021. |
| CIRJE-F-988 | Fujii, Masaaki and Akihiko Takahashi | "Choice of Collateral Currency Updated--A market model for the benchmark pricing--" | August 2015 |
| Mahmud, Minhaj and Yasuyuki Sawada | "Happiness in Life Domains: Evidence from Bangladesh Based on Parametric and Non-Parametric Models" | August 2015 | |
| CIRJE-F-986 | Mahmud, Minhaj and Yasuyuki Sawada | "Infrastructure and Well-being: Employment Effects of Jamuna Bridge in Bangladesh" | August 2015 |
| CIRJE-F-985 | Ichimura, Hidehiko and Whitney K. Newey | "The Influence Function of Semiparametric Estimators" | August 2015 |
| CIRJE-F-984 | Arai, Yoichi and Hidehiko Ichimiura | "Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator" | July 2015 |
| CIRJE-F-983 | Sato, Ryoko and Yoshito Takasaki | "Psychic vs. Economic Barriers to Vaccine Take-up: Evidence from a Field Experiment in Nigeria" | July 2015 |
| CIRJE-F-982 | Tamae, Hiromasa and Tatsuya Kubokawa | "Small Area Predictors with Dual Shrinkage of Means and Variances" | July 2015 |
| CIRJE-F-981 | Okazaki, Tetsuji | "What Did Corporate Executives, Outside Directors, and Large Shareholders Really Do? Corporate Governance of Tokyo Marine Insurance and Taisho Marine and Fire Insurance" | July 2015 |
| CIRJE-F-980 | Shiraya, Kenichiro and Akihiko Takahashi | "Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models" | July 2015; Revised in September 2016 and July 2017. |
| CIRJE-F-979 | Shirota, Shinichiro, Yasuhiro Omori,Hedibert. F. Lopes and Haixiang Piao | "Cholesky Realized Stochastic Volatility Model" | July 2015 |
| CIRJE-F-978 | Sugasawa, Shonosuke and Tatsuya Kubokawa | "Heteroscedastic Nested Error Regression Models with Variance Functions" | June 2015 |
| CIRJE-F-977 | Kunitomo, Naoto and Seisho Sato | "Trend, Seasonality and Economic Time Series:the Nonstationary Errors-in-variables Models" | June 2015 |
| CIRJE-F-976 | Takahashi, Akihiko and Toshihiro Yamada | "An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver" | May 2015 |
| CIRJE-F-975 | Takahashi, Makoto, Toshiaki Watanabe, and Yasuhiro Omori | "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution" | May 2015 |
| CIRJE-F-974 | Ohashi, Hiroshi and Yuta Toyama | "The Effects of Domestic Mergers on Exports: A Case Study of the 1998 Korean Automobile Industry" | May 2015 |
| CIRJE-F-973 | Shiraya, Kenichiro and Akihiko Takahashi | "An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets" | May 2015; Revised in June 2015, July 2015 August 2015 and june 2016. |
| CIRJE-F-972 | Okazaki, Tetsuji | "Bank Behavior in Regional Finance and the Development of Regional Industries: The Case of Prewar Fukushima, Japan" | May 2015 |
| CIRJE-F-971 | Kawakubo, Yuki, Tatsuya Kubokawa and Muni S. Srivastava | "A Variant of AIC Using Bayesian Marginal Likelihood" | April 2015 |
| CIRJE-F-970 | Ikeda, Yuki, Tatsuya Kubokawa and Muni S. Srivastava | "Comparison of Linear Shrinkage Estimators of a Large Covariance Matrix in Normal and Non-normal Distributions" | March 2015 |
| CIRJE-F-969 | Fukuda, Shin-ichi | "Abenomics: Why Was It So Successful in Changing Market Expectations?" | March 2015 |
| CIRJE-F-968 | Nakajima, Kentaro and Tetsuji Okazaki | "The Expanding Empire and Spatial Distribution of Economic Activities: The Case of the Colonization of Korea by Japan in the Prewar Period" | March 2015; Revised in July 2015 |
| CIRJE-F-967 | Fukuda, Shin-ichi and Tsutomu Doita | "Unconventional Monetary Policy and its External Effects: Evidence from Japan’s Exports" | March 2015 |
| CIRJE-F-966 | Hannah, Leslie and Makoto Kasuya | "Twentieth Century Enterprise Forms: Japan in Comparative Perspective" | March 2015 |
| CIRJE-F-965 | Kunitomo, Naoto, Hiroumi Misaki and Seisho Sato | "The SIML Estimation of Integrated Covariance and Hedging Coefficient under Round-off Errors, Micro-market Price Adjustments and Random Samplings" | March 2015 |
| CIRJE-F-964 | Sato, Seisho and Naoto Kunitomo | "A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises" | March 2015 |
| CIRJE-F-963 | Fujii, Masaaki | "Optimal Position Management for a Market Maker with Stochastic Price Impacts" | March 2015; Revised in September 2015 |
| CIRJE-F-962 | Abe, Makoto | "Deriving Customer Lifetime Value from RFM Measures:Insights into Customer Retention and Acquisition" | March 2015 |
| CIRJE-F-961 | Goto, Jun, Yasuyuki Sawada, Takeshi Aida and Keitaro Aoyagi | "Incentives and Social Preferences: Experimental Evidence from a Seemingly Inefficient Traditional Labor Contract" | March 2015 |
| CIRJE-F-960 | Matsushima, Hitoshi | "Connected Price Dynamics with Revealed Preferences and Auctioneer's Discretion in VCG Combinatorial Auction" | February 2015 |
| CIRJE-F-959 | Yoshikawa, Hiroshi, Hideaki Aoyama, Yoshi Fujiwara and Hiroshi Iyetomi | "Deflation/Inflation Dynamics: Analysis based on Micro Prices" | February 2015 |
| CIRJE-F-958 | Ikeda, Yuki and Tatsuya Kubokawa | "Linear Shrinkage Estimation of Large Covariance Matrices with Use of Factor Models" | February 2015 |
| CIRJE-F-957 | Sugasawa, Shonosuke and Tatsuya Kubokoawa | "Box-Cox Transformed Linear Mixed Models for Positive-Valued and Clustered Data" | February 2015 |
| CIRJE-F-956 | Isogawa, Daiya, Kohei Nishikawa and Hiroshi Ohashi | "Innovation Height and Firm Performance:Using Innovation Survey from Japan" | February 2015 |
| CIRJE-F-955 | Matsushima, Hitoshi | "Optimal Mechanism Design: Type-Independent Preference Orderings" | February 2015 |
| CIRJE-F-954 | Fujii, Masaaki and Akihiko Takahashi | "Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method" | January 2015 |
| CIRJE-F-953 | Kurose, Yuta and Yasuhiro Omori | "Dynamic Equicorrelation Stochastic Volatility" | January 2015 |
| CIRJE-F-952 | Nakajima, Jouchi, Tsuyoshi Kunihama and Yasuhiro Omori | "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes" | January 2015 |
| Number | Authors | Title | Date |
| CIRJE-J-272 | Nishikawa, Kohei and Hiroshi Ohashi | "Economic Analysis of Condominium Management: Market Competition and Human Resource Management" | October 2015 |
| CIRJE-J-271 | Miwa, Yoshiro and J. Mark Ramseyer | "2014 Amendments to the Corporate Code, "Corporate Governance Code", and "Outside Directors"" | October 2015 |
| CIRJE-J-270 | Abe, Makoto, Takeshi Moriguchi and Akira Yashima | Preference Reversal: Analysis by Construal Level Theory that incorporates Discounting | March 2015 |
| CIRJE-J-269 | Saito, Keiji and Hiroshi Ohashi | Economic Evaluation of Power Source Mix: Simulation toward 2023 | March 2015 |
| CIRJE-J-268 | Miwa, Yoshiro | Improving Economic Statistics in order to Improve Economic Policy and Research: （5）Diagnosis and Treatment--5W1H, the statistical system, Rokumeikan after half a century, The Emperor in New Clothes | January 2015 |
| CIRJE-J-267 | Miwa, Yoshiro | Improving Economic Statistics in order to Improve Economic Policy and Research: （4）An International Comparison with respect to 93SNA, supply-use tables, productivity index, deflators, and the public sector "output" | January 2015 |
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