Discussion Papers 2016


    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-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
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

CIRJE-J-278

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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