Discussion Papers 2017

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

Number Authors Title Date
CIRJE-F-1074 Marszalec, Daniel "Testing the Validity of Non-Parametric Value Estimates in Treasury Bill Auctions Using Top-Up Auction Data" December 2017; revised in May 2018
CIRJE-F-1073 Okazaki, Tetsuji, Ken Onishi and Naoki Wakamori "Excess Capacity and Effectiveness of Policy Interventions: Evidence from the Cement Industry" December 2017
CIRJE-F-1072 Matsushima, Hitoshi "Framing Game Theory" November 2017
CIRJE-F-1071 Kasamatsu, Satoshi and Hikaru Ogawa "International Capital Market and Repeated Tax Competition" November 2017
CIRJE-F-1070 Takasaki, Yoshito and Ryoko Sato "Short-run Incentive and Information in Sequential Adoptions: An Antenatal Care Experiment in Rural Nigeria" October 2017
CIRJE-F-1069 Fujii, Masaaki, Akihiko Takahashi and Masayuki Takahashi "Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs" October 2017
CIRJE-F-1068 Machikita, Tomohiro and Tetsuji Okazaki "Market Access, Technology, and Plant Lifecycles: A Natural Experiment from Japan’s Opening to Trade in 1859" October 2017
CIRJE-F-1067 Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi "State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment" October 2017
CIRJE-F-1066 Awaya, Naoki and Yasuhiro Omori "Particle rolling MCMC with Double Block Sampling: Conditional SMC Update Approach" September 2017
CIRJE-F-1065 Saito, Taiga, Akihiko Takahashi, Noriaki Koide and Yu Ichifuji "Optimal Overbooking Strategy in Online Hotel Booking Systems" September 2017
CIRJE-F-1064 Hayashi, Masayoshi "Do Central Grants Affect Welfare Caseloads? Evidence from Public Assistance in Japany" September 2017
CIRJE-F-1063 Okazaki, Tetsuji "Development State Evolving: Japan’s Graduation from a Middle Income Country" August 2017; Revised in April 2018
CIRJE-F-1062 Nakano, Masafumi, Akihiko Takahashi, Soichiro Takahashi and Takami Tokioka "On the Effect of Bank of Japan's Outright Purchase on the JGB Yield Curve"

August 2017; Revised in September 2017, November 2017 and January 2018

CIRJE-F-1061 Saito, Taiga "Hedging and Pricing Illiquid Options with Market Impacts" August 2017
CIRJE-F-1060 Matsui, Akihiko and Megumi Murakami "A Two Stage Model of Assignment and Market" August 2017
CIRJE-F-1059 Fukumura, Koichi, Kohei Nagamachi, Yasuhiro Sato and Kazuhiro Yamamoto "Demographics, Immigration, and Market Size" July 2017
CIRJE-F-1058 Matsushima, Hitoshi "Dynamic Implementation, Verification, and Detection" July 2017
CIRJE-F-1057 Matsushima, Hitoshi and Shunya Noda "Mechanism Design in Hidden Action and Hidden Information: Richness and Pure-VCG" July 2017
CIRJE-F-1056 Kayaba, Yutaka, Hitoshi Matsushima, and Tomohisa Toyama "Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory" July 2017
CIRJE-F-1055 Okazaki, Tetsuji "Disentangling the Effects of Technological and Organizational Changes during the Rise of the Factory: The Case of the Japanese Weaving Industry, 1905-1914" July 2017; revised in April 2018
CIRJE-F-1054 Kawachi, Keisuke, Hikaru Ogawa, and Taiki Susa "Endogenizing Government's Objectives in Tax Competition with Capital Ownership" July 2017
CIRJE-F-1053 Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi "Robust Technical Trading with Fuzzy Knowledge-based Systems" July 2017
CIRJE-F-1052 Saito, Taiga, Takanori Adachi, Teruo Nakatsuma, Akihiko Takahashi, Hiroshi Tsuda, and Naoyuki Yoshino "Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market--" June 2017
CIRJE-F-1051 Okazaki, Tetsuji, Toshihiro Okubo and Eric Strobl "Creative Destruction of Industries: Yokohama City in the Great Kanto Earthquake, 1923" June 2017
CIRJE-F-1050 Fukuda, Shin-ichi and Mariko Tanaka "The Impacts of Emerging Asia on Global Financial Markets" June 2017
CIRJE-F-1049 Kasahara, Hiroyuki and Katsumi Shimotsu "Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models" May 2017
CIRJE-F-1047 Fujii, Masaaki and Akihiko Takahashi "Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers" May 2017; revised in May 2017, and March 2018
CIRJE-F-1046 Sato, Yasuhiro and Masaaki Toma "Transition of Spatial Distribution of Human Capital in Japan" April 2017
CIRJE-F-1045 Kunitomo, Naoto, Daisuke Kurisu, Yusuke Amano and Naoki Awaya "The Simultaneous Multivariate Hawkes-type Point Processes and Their Application to Financial Markets" April 2017
CIRJE-F-1044 Kasahara, Hiroyuki and Katsumi Shimotsu "Testing the Order of Multivariate Normal Mixture" March 2017
CIRJE-F-1043 Adachi, Takanori and Michal Fabinger "Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly" March 2017
CIRJE-F-1042 Matsumoto, Tomoko and Tetsuji Okazaki "Mobility and Continuity of Political Elites over Phases of Regime Change: Case of Meiji Restoration Japan" March 2017; revised in August 2017 and March 2018
CIRJE-F-1041 Gokan, Yoichi "Do Consumption Externalities Correspond to the Indivisible Tax Rates on Consumpiton?" March 2017
CIRJE-F-1040 Adachi, Takanori and Michal Fabinger "Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly" February 2017
CIRJE-F-1039 Andreoni, James, Michael Callen, Karrar Hussain, Muhammad Yasir Khan and Charles Sprenger "Using Preference Estimates to Customize Incentives: An Application to Polio Vaccination Drives in Pakistan" February 2017
CIRJE-F-1038 Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi "Creating Investment Scheme with State Space Modeling" February 2017
CIRJE-F-1037 Nakano, Masafumi, Akihiko Takahashi and Soichiro Takahashi "Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection" February 2017; revised in June 2017

Number Authors Title Date
CIRJE-J-293 Oshima, Hisayuki and Tetsuji Okazaki "Firm Organization and Career Patterns in Prewar Japan: A Case of Mitsubishi & Co." October 2017
CIRJE-J-292 Kawaguchi, Daiji and Kiho Muroga "History of the living standard in post-war Japan: Labor productivity, consumption, and leisure" October 2017
CIRJE-J-291 Okazaki, Tetsuji "Using Micro-Data for Economic History Research: A Primer" August 2017
CIRJE-J-290 Furuta, Sahoko, Daiya Isogawa and Hiroshi Ohashi "Cost Effect of Mergers in Public Hospitals in Japan" August 2017
CIRJE-J-289 Okazaki, Tetsuji "The New Dimension Monetary Easing" in a Historical Perspective" August 2017
CIRJE-J-288 Ehara, Kei "Capital in Banking" July 2017
CIRJE-J-287 Fukui, Takaya and Akihiko Takahashi "Investment with deep learning" July 2017
CIRJE-J-286 Ehara, Kei "The Two Factors of the Phases of Business Cycle " April 2017
CIRJE-J-285 Ehara, Kei "Japanese Economy and Global Patent Management in the 21st Century" March 2017
CIRJE-J-284 Shibata, Tokutaro "Pragmatism and Institutional Economics Reinterpreted-An application to the analysis of modern capitalism-" March 2017

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