Discussion Papers 2016

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


Number Authors Title Date
CIRJE-F-1036 Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi "Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection" December 2016
CIRJE-F-1035 Wang, Wenming, Keisuke Kawachi and Hikaru Ogawa "Does Equalization Transfer Enhance Partial Tax Cooperation?" December 2016
CIRJE-F-1034 Kogure, Katsuo and Yoshito Takasaki "Conflict, Institutions, and Economic Behavior: Legacies of the Cambodian Genocide" December 2016
CIRJE-F-1033 Kasahara, Hiroyuki, Yasuyuki Sawada and Michio Suzuki "The Effect of Bank Recapitalization Policy on Corporate Investment: Evidence from a Banking Crisis in Japan" November 2016
CIRJE-F-1032 Fukuda, Shin-ichi and Mariko Tanaka "Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar" November 2016
CIRJE-F-1031 Ogawa, Hikaru and Atsushi Yamagishi "Ad Valorem Capital Tax Competition" November 2016
CIRJE-F-1030 Haraguchi, Junichi and Hikaru Ogawa

"Leadership in Tax Ccompetition with Fiscal Equalization Transfers"

November 2016
CIRJE-F-1029 Yamauchi, Yuta and Yasuhiro Omori "Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations" November 2016
CIRJE-F-1028 Fabinger, Michal and E. Glen Weyl "The Average-Marginal Relationship and Tractable Equilibrium Forms" October 2016
CIRJE-F-1027 Kono, Hisaki, Yasuyuki Sawada and Abu S. Shonchoy "DVD-based Distance-learning Program for University Entrance Exams: Experimental Evidence from Rural Bangladesh" October 2016
CIRJE-F-1026 Oshiro, Jun and Yasuhiro Sato "Industrial Structure in Urban Accounting" October 2016
CIRJE-F-1025 Hossain, Marup, Mohammad Abdul Malek, Amzad Hossain, Hasib Reza and Shakil Ahmed "Impact Assessment of Credit Program for Tenant Farmers in Bangladesh: Evidence from a Field Experiment" October 2016
CIRJE-F-1024 Kurose, Yuta and Yasuhiro Omori "Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity" October 2016
CIRJE-F-1023 Cheng, Yi-Ling and Takatoshi Tabuchi "Multiproduct Oligopoly and Trade Between Asymmetric Countries" September 2016
CIRJE-F-1022 Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi "A Return Prediction-based Investment with Particle Filtering and Anomaly Detection" September 2016
CIRJE-F-1021 Marszalec, Daniel "The Anglo-Dutch Auction" August 2016
CIRJE-F-1020 Marszalec, Daniel "The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation" August 2016
CIRJE-F-1019 Shirota, Shinichiro, Yasuhiro Omori, Hedibert. F. Lopes and Haixiang Piao "Cholesky Realized Stochastic Volatility Model" August 2016
CIRJE-F-1018 Marszalec, Daniel "Auctions For Complements –An Experimental Analysis" July 2016
CIRJE-F-1017 Fukuda, Shin-ichi "Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York" June 2016
CIRJE-F-1016 Fujii, Masaaki and Akihiko Takahashi "Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions" June 2016; revised in June 2016 and November 2016
CIRJE-F-1015 Matsushima, Hitoshi and Shunya Noda "Mechanism Design in Hidden Action and Hidden Information: Richness and Pure Groves" May 2016
CIRJE-F-1014 Aiura, Hiroshi and Hikaru Ogawa "Indirect Taxes in the Cross-border Shopping Model: A Monopolistic Competition Approach" May 2016
CIRJE-F-1013 Saito, Taiga and Akihiko Takahashi "Derivatives Pricing with Market Impact and Limit Order Book" May 2016; revised in August 2017
CIRJE-F-1012 Morita, Tadashi, Yasuhiro Sato and Kazuhiro Yamamoto "Demographics and Tax Competition in Political Economy" May 2016
CIRJE-F-1011 Okazaki, Tetsuji "Income Distribution in Prewar Japan" April, 2016; revised in April 2016
CIRJE-F-1010 Fukui, Takaya, Seisho Sato, and Akihiko Takahashi "Style Analysis with Particle Filtering and Generalized Simulated Annealing" April, 2016; revised in June 2016 and March 2017
CIRJE-F-1009 Takahashi, Akihiko and Toshihiro Yamada "An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach" April 2016; revised in September 2016
CIRJE-F-1008 Takahashi, Akihiko and Yukihiro Tsuzuki "Rebalancing Static Super-Replications" April 2016; revised in October 2016
CIRJE-F-1007 Shiraya, Kenichiro and Akihiko Takahashi "A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance" March 2016; revised in September 2016 and December 2017
CIRJE-F-1006 Okazaki, Tetsuji and Michiru Sawada "Measuring the extent and implications of corporate political connections in prewar Japan" March 2016
CIRJE-F-1005 Inaba, Masaru and Keisuke Otsu "Regional Business Cycle and Growth Features of Japan" March 2016
CIRJE-F-1004 Kayaba, Yutaka, Hitoshi Matsushima and Tomohisa Toyama "Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory" March 2016
CIRJE-F-1003 Saito, Taiga, Akihiko Takahashi and Hiroshi Tsuda "Optimal Room Charge and Expected Sales under Discrete Choice Models with Limited Capacity" March 2016; revised in June 2016
CIRJE-F-1002 Sato, Ryoko and Yoshito Takasaki "Peer Effects on Vaccination: Experimental Evidence from Rural Nigeria" March 2016
CIRJE-F-1001 Onishi, Ken, Naoki Wakamori, Chiyo Hashimoto and Shun-ichiro Bessho "The Welfare Consequences of Free Entry in Vertical Relationships: The Case of the MRI Market" February 2016
CIRJE-F-1000 Fujii, Masaaki and Akihiko Takahashi "A General Framework for the Benchmark pricing in a Fully Collateralized Market" February 2016
CIRJE-F-999 Egorov, Konstantin and Michal Fabinger "Reputational Effects in Sovereign Default" January 2016

    Discussion Paper J series (in Japanese)

Number Authors Title Date
CIRJE-J-283 Mochida, Nobuki "Midium-sized Social Spending with Low Tax Burden -tax payer’s attitude about Japan’s fiscal conundrum-" December 2016
CIRJE-J-282 Okazaki, Tetsuji "Risks and Returns of Trades: A case of Mitsubishi Corporation in the Prewar Period" November 2016; revised in December 2016
CIRJE-J-281 Okazaki, Tetsuj "Industrial Organization of the Banking Industry and the Role of Banks in Industrial and Corporate Financing: Banks and Firms in Prewar Japan" October 2016
CIRJE-J-280 Okazaki, Tetsuji "Income Distribution and Economic Development in Prewar Japan: Estimation and Analysis of the Prefecture-level Top Income Share " August 2016
CIRJE-J-279 Obinata, Takashi "The Contribution of Research and Development Investments by Sectors to GDP Growth" June 2016


Kuitomo, Naoto, Ayao Ehara and Daisuke Kurisu "Causality analysis of financial markets by using the multivariate Hawkes Type models" June 2016; revised in October 2016
CIRJE-J-277 Saguchi, Kazuro "Preliminary Study on the New Work Relationship in the Online Gig Economy" May 2016
CIRJE-J-276 Nakano, Masafumi, Seisho Sato, Akihiko Takahashi and Soichiro Takahashi "Optimal Portfolio with Particle Filtering" May 2016; revised in May 2016; revized in July 2016
CIRJE-J-275 Kojima, Yohei "Landlord-Tenant Relationship in the Sericulture-Type-Area in 1930’s Japan: A case study of Goka village, Hanishina district, Nagano prefecture" April 2016
CIRJE-J-274 Miwa, Yoshiro "Improving Economic Statistics in order to Improve Economic Policy and Research: (6) Introduction and Guide" February 2016
CIRJE-J-273 Michiaki Obata "Reassemble the Basis of Marxian Economics" January 2016

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