巻号 | 年月次 | タイトル | 著者 |
83-F-1 | 1983.1 | Non-Walrasian Foundations of Macroeconomics | Takashi Negishi |
83-F-2 | 1983.3 | National Income, Terms of Trade and Economic Welfare | Koichi Hamada, Kazumasa Iwata |
83-F-3 | 1983.3 | International Short Term Capital Flow and the Foreign Exchange Rate: Japan 1973-1980 | Takahiko Mutoh, Koichi Hamada |
83-F-4 | 1983.3 | International Interest-Rate Differentials and the Volatility of Exchange Rates | Koichi Hamada, Takahiko Mutoh |
83-F-5 | 1983.3 | Tariffs vs. Quotas under Duopoly of Heterogeneous Goods | Motoshige Itoh, Yoshiyasu Ono |
83-F-6 | 1983.3 | Asymptotic Bias of the Least Squares Estimator for Multivariate Autoregressive Models | Taku Yamamoto, Naoto Kunitomo |
83-F-7 | 1983.5 | Comparison of Modifications of Limited Information Ban Estimators in Simultaneous Equation Systems | Naoto Kunitomo, T. W. Anderson, Kimio Morimune |
83-F-8 | 1983.8 | Japan's Macroeconomic Performance since the First Oil Crisis: Review and Appraisal | Ryutaro Komiya, Kazuo Yasui |
83-F-9 | 1983.7 | Strategic Export Subsidization Policy and the National Welfare: Lerner's Symmetry Theorem Reconsidered | Motoshige Itoh, Kazuharu Kiyono |
83-F-10 | 1983.11 | Schumpeterian Dynamics I. An Evolutionary Model of Innovation and Imitation | Katsuhito Iwai |
83-F-11 | 1983.11 | Schumpeterian Dynamics II. Technological Progress, Firm Growth and "Economic Selection" | Katsuhito Iwai |
83-F-12 | 1983.12 | A Note on the Marginal Value of Capital | Kiyohiko G. Nishimura |
83-F-13 | 1984.1 | Industrial Customer-Supplier Relations and Cost-Based Pricing | Kiyohiko G. Nishimura |
83-F-14 | 1984.1 | Effects of Misspecifications in Autoregressive Time Series Models | Naoto Kunitomo, Taku Yamamoto |
84-F-2 | 1984.5 | Rational Expectations and Price Rigidity in a Monopolistically Competitive Market | Kiyohiko G. Nishimura |
84-F-4 | 1984.8 | Measures of Granger-Causality in Multivariate Autoregressive Time Series Models | Naoto Kunitomo |
84-F-5 | 1985.1 | Why Do Noninvertible Estimated Moving Averages Occur? | T.W. Anderson, Akimichi Takemura |
84-F-6 | 1985.1 | Approximate Distributions and Power of Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations | Naoto Kunitomo |
84-F-7 | 1985.1 | The Political Economy of the Japanese Financial Markets | Akiyoshi Horiuchi, Koichi Hamada |
84-F-8 | 1985.1 | Welfare Criteria for Industrial Subsidies in an Oligopolistic Setting | Masahiro Okuno, Kotaro Suzumura |
84-F-9 | 1985.2 | Strategic Aspects of International Fiscal Interdependence | Koichi Hamada |
85-F-1 | 1985.5 | Competition, Interdependence of Industries and Marshallian Externalities | Masahiro Okuno |
85-F-2 | 1985.5 | Customer Markets and Price Sensitivity | Kiyohiko G. Nishimura |
85-F-3 | 1985.6 | Labour Unions and the Local Community in Japan: The JICHIRO: The All-Japan Prefectural and Municipal Workers' Union)'s Case | Yoh Nakanishi |
85-F-4 | 1985.8 | Testing Hypotheses and Causal Ordering in Multivariate Time Series Models with an Analysis of Japanese Macroeconomy | Naoto Kunitomo, Taku Yamamoto |
85-F-5 | 1985.9 | Eigenfunctions of Association Algebra of Pairings and Zonal Polynomials | Kei Takeuchi, Akimichi Takemura |
85-F-6 | 1985.9 | Marx and Böhm-Bawerk | Takashi Negishi |
85-F-7 | 1985.9 | Protection Policy in a Dynamic Oligopoly Market | Motoshige Itoh, Kiminori Matsuyama |
85-F-8 | 1985.10 | On Sum of 0-1 Random Variables: I. Univariate Case | Kei Takeuchi, Akimichi Takemura |
85-F-9 | 1985.10 | On Sum of 0-1 Random Variables: II. Multivariate Case | Kei Takeuchi, Akimichi Takemura |
85-F-10 | 1985.11 | Prediction and Outlier Detection in Errors-in-Variables Model | Akimichi Takemura, Maki Momma, Kei Takeuchi |
85-F-11 | 1985.11 | Industrial Policy in Japan | Masu Uekusa, Hideki Ide |
85-F-12 | 1985.11 | Industrial Organization: The 1970s to the Present | Masu Uekusa |
85-F-13 | 1985.12 | Tatonnement and Recontracting | Takashi Negishi |
85-F-14 | 1986.1 | Thornton's Criticism of Equilibrium Theory and Mill | Takashi Negishi |
85-F-15 | 1986.1 | Content Protection and Oligopolistic Interactions | Kala Krishna, Motoshige Itoh |
85-F-16 | 1986.1 | International Trade and Trade Policy of Japan: 1955-1984 | Ryutaro Komiya, Motoshige Itoh |
85-F-17 | 1986.1 | Path-Conserving and Path-Unimprovable Strategies in Dynamic Programming | Takao Kobayashi |
85-F-18 | 1986.2 | Some Results on Univariate and Multivariate Cornish-Fisher Expansion: Algebraic Properties and Validity | Akimichi Takemura, Kei Takeuchi |
85-F-19 | 1986.2 | Imperfect Information and Rigidity of Prices and Wages in Monopolistic-Monopsonistic Competition | Kiyohiko G. Nishimura, Kaoru Ueda |
85-F-20 | 1986.3 | A Comparative Study on Financial Development | Keimei Kaizuka |
86-F-1 | 1986.4 | A No-Speculation Theorem for Economies with Intertemporal Asset Markets | Takao Kobayashi |
86-F-2 | 1986.4 | On Incoherency of Testing Rational Expectation Hypotheses by Vector Autoregressive Models | Naoto Kunitomo, Taku Yamamoto |
86-F-3 | 1986.5 | On Some Aspects of the Final Stage of the Russian Peasant Commune: Village Ramen'e and the Strategy of Collectivization | Hiroshi Okuda |
86-F-4 | 1986.5 | Welfare Enhancing Export Subsidies | Motoshige Itoh, Kazuharu Kiyono |
86-F-5 | 1986.9 | On the Sources of Wage Flexibility in the Japanese Labor Market | Tsuneo Ishikawa |
86-F-6 | 1986.10 | Wages, Work Intensity and Labor Hoarding under Uncertain Demand: A State-Contingent Recontracting Model | Herbert Gintis, Tsuneo Ishikawa |
86-F-7 | 1986.10 | Disequilibrium Trade Theories | Motoshige Itoh, Takashi Negishi |
86-F-8 | 1986.12 | Strategic Information Revelation | Masahiro Okuno-Fujiwara, Andrew Postlewaite, Kotaro Suzumura |
87-F-1 | 1987.2 | Liberalization of Financial Markets and the Volatility of Exchange Rates: The Experience of the Japanese Yen since 1980 | Akiyoshi Horiuchi |
87-F-2 | 1987.2 | Monitoring Cost, Agency Relationship, and Equilibrium Modes of Labor Contract | Masahiro Okuno-Fujiwara |
87-F-3 | 1987.2 | Forward Induction and Equilibrium Refinement | Masahiro Okuno-Fujiwara, Andrew Postlewaite |
87-F-4 | 1987.4 | Bertrand Competition with Potential Entry and the Theory of Contestable Markets | Takao Kobayashi, Akihiko Matsui |
87-F-5 | 1987.5 | Strategic Cost-Reduction Investment and Economic Welfare | Masahiro Okuno-Fujiwara, Kotaro Suzumura |
87-F-6 | 1987.5 | Economic Development and Economic Thought of Fascism in Japan | Yoshiyuki Sekiguchi |
87-F-7 | 1987.7 | Protection Policy in a Dynamic Oligopoly Market | Kiminori Matsuyama, Motoshige Itoh |
87-F-8 | 1987.10 | Competition and Macroeconomic Adjustment | Kiyohiko G. Nishimura, Hiroyuki Toda |
87-F-9 | 1987.10 | The Impacts of Japanese Aid on Beneficiaries: Observation in Southeast Asia | Akira Takahashi |
87-F-10 | 1987.10 | On Selection of Statistical Models | Yukio Suzuki |
87-F-11 | 1987.10 | International Coordination of Domestic Industrial Policies | Motoshige Itoh |
87-F-12 | 1987.10 | What Is Macroeconomics?: Knut Wicksell and Macroeconomic Analysis | Katsuhito Iwai |
87-F-13 | 1987.10 | Japan's Foreign Direct Investment: Facts and Theoretical Considerations | Ryutaro Komiya |
87-F-14 | 1987.12 | Second-Mover Advantage in R&D Innovation and Imitation in Dynamic Oligopoly | Kazuharu Kiyono, Masahiro Okuno-Fujiwara |
88-F-1 | 1988.2 | The Impact of Industrial Structure and Industrial Policy on International Trade | Motoshige Itoh |
88-F-2 | 1988.2 | Asymptotic Robustness of Tests in Simultaneous Equation Systems | T.W. Anderson, Naoto Kunitomo |
88-F-3 | 1988.1 | Internationalization of Japanese Banking; Factors Affecting Its Rapid Growth | Toru Iwami |
88-F-4 | 1988.3 | Monopolistic Competition, Imperfect Information, and Macroeconomics | Kiyohiko G. Nishimura |
88-F-5 | 1988.4 | History of Economic Theory (2) | Takashi Negishi |
88-F-6 | 1988.4 | Conditions of Consistency for Testing Rational Expectation Hypotheses by Vector Autoregressive Models and Cointegration | Naoto Kunitomo, Taku Yamamoto |
88-F-7 | 1988.5 | History of Economic Theory (10) | Takashi Negishi |
88-F-8 | 1988.5 | Structural Changes in the World Capital Flow and Japan's Role as a Capital Exporter | Akiyoshi Horiuchi |
88-F-9 | 1988.5 | An Overview of the Japanese Financial System: A Perspective of the Economic Analysis of Information | Akiyoshi Horiuchi |
88-F-10 | 1988.5 | Monopolistic Competition in Labor Markets and Macroeconomic Theory | Kiyohiko G. Nishimura |
88-F-11 | 1988.6 | History of Economic Theory (9) | Takashi Negishi |
88-F-12 | 1988.6 | The Evolution of Money: A Search-Theoretic Foundation of Monetary Economics | Katsuhito Iwai |
88-F-13 | 1988.6 | Small Information Costs, Rationally "Irrational" Expectations, and the Optimal Government Policy | Kiyohiko G. Nishimura |
88-F-14 | 1988.6 | Saving and Labor Supply Behavior of the Aged Households in Japan | Tsuneo Ishikawa |
88-F-15 | 1988.8 | Bertrand Competition with Free Entry and the Theory of Contestable Markets | Takao Kobayashi, Akihito Matsui |
88-F-16 | 1988.9 | History of Economic Theory (8) | Takashi Negishi |
88-F-17 | 1988.9 | The Structural and Behavioral Characteristics of Japanese Firms | Ryutaro Komiya |
88-F-18 | 1988.10 | History of Economic Theory (7) | Takashi Negishi |
88-F-19 | 1988.11 | Organizational Transaction and Access to the Japanese Import Market | Motoshige Itoh |
88-F-20 | 1988.11 | The Trade and Industrial Policies of Post War Japan: A Theoretical Perspective | Motoshige Itoh, Kazuharu Kiyono |
89-F-1 | 1989.2 | Indexation and Monopolistic Competition in Labor Markets | Kiyohiko G. Nishimura |
89-F-2 | 1989.2 | Informational Properties of the Japanese Financial System | Akiyoshi Horiuchi |
89-F-3 | 1989.2 | On Discrete-Time Control Processes under Uncertainty: A Decision Theoretic Approach | Yutaka Umezawa |
89-F-5 | 1989.2 | On Labor Incentives and Work Norm in Japanese Firms | Masahiro Okuno-Fujiwara |
89-F-6 | 1989.6 | Oligopolistic Competition and Economic Welfare: A General Equilibrium Analysis of Entry Regulation and Tax-Subsidy Schemes | Hideki Konishi, Masahiro Okuno-Fujiwara, Kotaro Suzumura |
89-F-7 | 1989.6 | Differential Information, Monopolistic Competition, and Investment | Kiyohiko G. Nishimura |
89-F-8 | 1989.6 | Contract Types in the Property Market | Yoshitsugu Kanemoto |
89-F-9 | 1989.6 | Optimal Labor Contracts with Non-Contractible Human Capital | Yoshitsugu Kanemoto, W. Bentley Macleod |
89-F-10 | 1989.7 | Asymptotic Robustness in Regression and Autoregression Based on Lindeberg Conditions | T.W. Anderson, Naoto Kunitomo |
89-F-11 | 1989.10 | Japanese Capital Outflows | Kazuo Ueda |
89-F-12 | 1989.11 | Tax System and Economic Development: A Case for Japan | Keimei Kaizuka |
90-F-1 | 1990.1 | Tests of Overidentificaiton and Exogeneity in Simultaneous Equation Models | T.W. Anderson, Naoto Kunitomo |
90-F-2 | 1990.1 | Economic Structure and the Theory of Economic Equilibrium | Takashi Negishi |
90-F-3 | 1990.2 | Studies of Thunen in Japan | Takashi Negishi |
90-F-4 | 1990.2 | Government Regulations in Japan: Towards Their International Harmonization and Integration | Masu Uekusa |
90-F-5 | 1990.3 | Industrial Policy in Japan: A Political Economy View | Masahiro Okuno-Fujiwara |
90-F-6 | 1989.10 | The Demographic Background of the Land Problem in Russia (1880's-1920's): With Special Reference to Developments in Germany | Eiichi Hizen |
90-F-7 | 1990.3 | Industry Specific Interests and Trade Protection: A Game Theoretic Analysis | Masahiro Okuno-Fujiwara, Kaoru Ueda |
90-F-8 | 1990.3 | An Introduction to the Study of Indian Economy | S. N. Mishra |
90-F-9 | 1990.3 | Ricardo and Morishima on Machinery | Takashi Negishi |
90-F-10 | 1990.3 | The Theory of Contracts and Labor Practices in Japan and the United States | Yoshitsugu Kanemoto, W. Bentley MacLeod |
90-F-11 | 1990.4 | Are Japanese Stock Prices Too High? | Kazuo Ueda |
90-F-12 | 1990.4 | The Ratchet Effect and the Market for Second-Hand Workers | Yoshitsugu Kanemoto, W. Bentley MacLeod |
90-F-13 | 1990.4 | The Process of Tax Reform in Japan: A Comparative View | Keimei Kaizuka |
90-F-14 | 1990.5 | International Exploitations in Marxian and Neo-Marxian Economics | Takashi Negishi |
90-F-15 | 1990.6 | Marshallian Tax-Bounty Policies and Producers' Surplus | Takashi Negishi |
90-F-16 | 1990.5 | Improving the Parkinson's Estimation Method of Security Price Volatilities | Naoto Kunitomo |
90-F-17 | 1990.7 | Agrarian Reform and Rural Industrialization | Akira Takahashi |
90-F-18 | 1990.7 | Japan's ODA to the Philippines | Akira Takahashi |
90-F-19 | 1990.7 | Asymptotic Robustness of Tests of Overidentification and Exogeneity | T.W. Anderson, Naoto Kunitomo |
90-F-20 | 1990.10 | Japan and the Problem of Foreign Workers | Kiriro Morita |
90-F-21 | 1990.10 | Imcomplete Information, Monopolistic Competition and Macroeconomics: Externality in Information Acquisition and the Non-Neutrality of Money | Kiyohiko G. Nishimura |
90-F-22 | 1990.11 | Social Norms and Random Matching Games | Masahiro Okuno-Fujiwara, Andrew Postlewaite |
91-F-1 | 1991.1 | Malthus Seen from a Smithian Growth Model | Takashi Negishi |
91-F-2 | 1991.2 | Keiretsu Trades and Product Imports | Yoshiro Miwa |
91-F-3 | 1991.1 | On Belief Based Refinements in Signaling Games | George J. Mailath, Masahiro Okuno-Fujiwara, Andrew Postlewaite |
91-F-4 | 1991.3 | Pricing Options with Curved Boundaries | Naoto Kunitomo, Masayuki Ikeda |
91-F-5 | 1991.4 | General Equilibrium Theory and History of Economics | Takashi Negishi |
91-F-6 | 1991.4 | Economic Effects of the Deconcentration Policies in Postwar Japan | Yoshiro Miwa |
91-F-7 | 1991.7 | Supply Shocks and Government Policies in a Monopolistically Competitive Economy | Kiyohiko G. Nishimura |
91-F-8 | 1991.7 | The Nature of Inefficiency in the Land Market: The Case of Japanese Farmlands | Kiyohiko G. Nishimura |
91-F-9 | 1991.7 | Pre-Determined Wages, Differential Price Forecasts, and Structural Stability of an Economy | Kiyohiko G. Nishimura |
91-F-10 | 1991.7 | The Distribution System of Japan and the United States: A Comparative Study from the Viewpoint of Consumers | Kiyohiko G. Nishimura |
91-F-11 | 1991.7 | The Bretton Woods System as a Gold Exchange Standard | Toru Iwami |
91-F-12 | 1991.9 | External Integration in Product Development | Takahiro Fujimoto, Marco Iansiti and Kim B. Clark |
91-F-13 | 1991.9 | Japanese Monetary Policy During 1970-1990: Rules or Discretion? | Kazuo Ueda |
91-F-14 | 1991.9 | A Comparative Perspective on Japanese Monetary Policy: The Short-Run Monetary Control and the Transmission Mechanism | Kazuo Ueda |
91-F-15 | 1991.10 | Recent Trends in the Japanese Wool Textile Market and Their Relations to the International Division of Labour: The Case of Men's Suits | Yoshiro Miwa |
91-F-16 | 1991.10 | Production of the Japanese Wool Textile/Apparel Industry | Shigeru Asaba, Takahiro Fujimoto |
91-F-17 | 1991.1 | Competition with Two Part Pricing and Commodity Bundling: Applications to Clubs, Local Public Goods, and Networks | Yoshitsugu Kanemoto |
91-F-18 | 1991.11 | The Wool Product Industry in Japan: An Overview | Motoshige Itoh |
91-F-19 | 1991.12 | A Smithian Growth Model and Malthus's Optimal Propensity to Save | Takashi Negishi |
91-F-20 | 1991.12 | The Shoup Tax System and the Postwar Development of the Japanese Economy | Keimei Kaizuka |
92-F-1 | 1992.3 | Japan's Experiences under the Bretton Woods System: Capital Controls and the Fixed Exchange Rate | Toru Iwami |
92-F-2 | 1992.4 | On the 'Lock-In' Effects of Capital Gains Taxation | Yoshitsugu Kanemoto |
92-F-3 | 1992.5 | Japanese Financial Market Reform | Keimei Kaizuka |
92-F-4 | 1992.6 | The Japanese Firm under the Wartime Planned Economy | Tetsuji Okazaki |
92-F-5 | 1992.6 | Access to the Japanese Market by Asian Countries: A Case Study of Wool Textile Industry | Motoshige Itoh, Kaori Hatanaka |
92-F-6 | 1992.6 | Capital Markets and the Banking Sector: The Efficiency of Japanese Banks in Reducing Agency Costs | Akiyoshi Horiuchi, Ryoko Okazaki |
92-F-7 | 1992.8 | Tests of Unit Roots Hypotheses in Econometric Models | Naoto Kunitomo |
92-F-8 | 1992.9 | The Retail Market for Wool Products: The Case of Men's Suits in Japan | Yoshiro Miwa |
92-F-9 | 1992.9 | Evolution of Equilibria in the Long Run: A General Theory and Applications | Michihiro Kandori, Rafael Rob |
92-F-10 | 1992.10 | A Keynesian Model of Economic Growth | Hiroshi Yoshikawa |
92-F-11 | 1992.10 | The Effect of Price Rigidity on the Intensity of Price versus Service Quality Competition | Wujin Chu, Kiyohiko G. Nishimura |
92-F-12 | 1992.11 | Long-Memory and Geometric Brownian Motion in Security Market Models | Naoto Kunitomo |
92-F-13 | 1992.11 | The Bretton Woods System as a Gold Exchange Standard | Toru Iwami |
92-F-14 | 1992.12 | Policies for Small Business in Japan | Yoshiro Miwa |
92-F-15 | 1992.12 | Why Do Japanese Companies Automate Assembly Operations?: A Survey in the Auto Industry | Takahiro Fujimoto |
92-F-16 | 1992.12 | What Do You Mean by Automation Ratio?: Definitions by the Japanese Auto Makers | Takahiro Fujimoto |
92-F-17 | 1992.12 | Direct Investment of Japanese Automakers in Europe | Takahiro Fujimoto |
92-F-18 | 1992.12 | Smith's Numerical Examples of Division of Labor | Takashi Negishi |
93-F-1 | 1993.2 | Procrustean Beds for Adam Smith | Takashi Negishi |
93-F-2 | 1993.2 | Bandwagon Effects and Long Run Technology Choice | Michihiro Kandori, Rafael Rob |
93-F-3 | 1993.3 | Comparing Performance and Organization of Product Development across Firms, Regions and Industries: The Applicability of the Automobile Case | Takahiro Fujimoto |
93-F-4 | 1993.3 | Influence of the Japan Development Bank Loans on Corporate Investment Behavior | Akiyoshi Horiuchi, Qing-Yuan Sui |
93-F-5 | 1993.5 | Inter-Industry and Firm Size Differences in Job Satisfaction among Japanese Workers | Tsuneo Ishikawa |
93-F-6 | 1993.6 | Organizations, Networks, and Network Organizations | Yoshiro Miwa |
93-F-7 | 1993.6 | Public Policy and Economic Growth: Japan and the United States | Toshihiro Ihori |
93-F-8 | 1993.6 | Introduction to Collected Essays | Takashi Negishi |
93-F-9 | 1993.7 | Optimal Delegation of Authority in Organizations | Masahiro Okuno-Fujiwara, Noriyuki Yanagawa |
93-F-10 | 1993.7 | Measuring the Extent of Duality in the Japanese Labour Market | Tsuneo Ishikawa, Takahisa Dejima |
93-F-11 | 1993.8 | On the Two Conceptualizations of Human Investment | Tsuneo Ishikawa |
93-F-12 | 1993.10 | Financial Structure and Managerial Discretion in the Japanese Firm: An Implication of the Surge of Equity-Related Bonds | Akiyoshi Horiuchi |
93-F-13 | 1993.11 | Strategies for Assembly Automation in the Automobile Industry | Takahiro Fujimoto |
94-F-1 | 1994.1 | The Origin and Evolution of the "Black Box Parts" Practice in the Japanese Auto Industry | Takahiro Fujimoto |
94-F-2 | 1994.1 | Evolution of the Financial System in Postwar Japan | Tetsuji Okazaki |
94-F-3 | 1994.1 | Jevons and the Development of Mathematical Economics | Takashi Negishi |
94-F-4 | 1994.1 | Competition through Endogenized Tournaments: An Interpretation of the "Face-to-Face" Competition | Hideki Konishi, Masahiro Okuno-Fujiwara, Yutaka Suzuki |
94-F-5 | 1994.2 | Internationalization of Japanese Banking Revisited | Toru Iwami |
94-F-6 | 1993.11 | The Term Structure, Equity Returns, and Yield Premiums on Risky Bonds | Gerard Gennotte, Terry A. Marsh |
94-F-7 | 1993.12 | On the Economics of Securities Clearing and Settlement | Albert S. Kyle, Terry A. Marsh |
94-F-8 | 1994.1 | Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds | Terry A. Marsh |
94-F-9 | 1994.1 | Asymmetry in Economic Time Series and Simultaneous Switching Autoregressive Model | Naoto Kunitomo, Seisho Sato |
94-F-10 | 1994.2 | The Classical Adjustment Mechanism of International Balances: The Relevance of the Labour Theory of Value | Costas Lapavitsas |
94-F-11 | 1994.2 | Removing Capital Controls: Japanese Case | Toru Iwami |
94-F-12 | 1994.3 | On the Economics of Securities Clearing and Settlement | Albert S. Kyle, Terry A. Marsh |
94-F-13 | 1994.3 | Term Structure of Interest Rates and the Pricing of Fixed Income Claims and Bonds | Terry A. Marsh |
94-F-14 | 1994.4 | An Introduction to Japan's Economy and Industry: A Brief History and Three Misconceptions: Firms and Industrial Organization in Japan (1) | Yoshiro Miwa |
94-F-15 | 1994.4 | Small Business and the Dual-Structure-View: Firms and Industrial Organization in Japan (2) | Yoshiro Miwa |
94-F-16 | 1994.4 | Subcontracting Relationship (Shitauke Relationship): The Case of Automobile Industry: Firms and Industrial Organization in Japan (3) | Yoshiro Miwa |
94-F-17 | 1994.4 | Economic Analysis of the "Loan-Concentration Mechanism": Firms and Industrial Organization In Japan (4) | Yoshiro Miwa |
94-F-18 | 1994.4 | "Mainbank" and Its Functions: Firms and Industrial Organization in Japan (5) | Yoshiro Miwa |
94-F-19 | 1994.4 | An Anatomy of the "Corporate-Group-View": Firms and Industrial Organization in Japan (6) | Yoshiro Miwa |
94-F-20 | 1994.5 | Reinterpreting the Resource-Capability View of the Firm: A Case of the Development-Production Systems of the Japanese Auto Makers | Takahiro Fujimoto |
94-F-21 | 1994.5 | Gains from Price Rigidity | Kiyohiko G. Nishimura |
94-F-22 | 1994.7 | Some Properties of the Maximum Likelihood Estimator in Simultaneous Switching Autoregressive Model | Seisho Sato, Naoto Kunitomo |
94-F-23 | 1994.7 | Entry Regulations, Tax Distortions and the Bipolarized Market: The Japanese Retail Sector | Kiyohiko G. Nishimura, Towa Tachibana |
94-F-24 | 1994.7 | "Industrial Policy" of Japan: A Beginner's Guide: Firms and Industrial Organization in Japan (7) | Yoshiro Miwa |
94-F-25 | 1994.7 | Economic Consequences of Investment Coordination in the Steel Industry: Firms and Industrial Organization in Japan (8) | Yoshiro Miwa |
94-F-26 | 1994.7 | Coordination within Industry: Output, Price, and Investment: Firms and Industrial Organization in Japan (9) | Yoshiro Miwa |
94-F-27 | 1994.7 | Corporate Governance in Japanese Firms: Organization Specific Human Capital and Friendly Shareholders: Firms and Industrial Organization in Japan (10) | Yoshiro Miwa |
94-F-28 | 1994.7 | Interfirm Relationships: Firms and Industrial Organization in Japan (11) | Yoshiro Miwa |
94-F-29 | 1994.8 | The Dynamic Aspect of Product Development Capabilities: An International Comparison in the Automobile Industry | Takahiro Fujimoto |
94-F-30 | 1994.8 | Introduction and Summary (of Firms and Industrial Organization in Japan): Firms and Industrial Organization in Japan (1) | Yoshiro Miwa |
94-F-31 | 1994.9 | The Multi-Office System: The Japanese Experience | Nobuo Takahashi |
94-F-32 | 1994.9 | Effectiveness of Institutional Monitoring in the Japanese Corporate Governance | Akiyoshi Horiuchi, Hyon-Gak Shin |
94-F-33 | 1994.9 | Private Observation, Communication and Collusion | Michihiro Kandori, Hitoshi Matsushima |
94-F-34 | 1994.9 | Distribution of Income and Wealth in Japan: An Introduction and a Synopsis | Tsuneo Ishikawa |
94-F-35 | 1994.9 | Relationship between Government and Firm in the Post WWII Economic Recovery: Policy of Industrial Rationalization and Firm | Tetsuji Okazaki |
94-F-36 | 1994.12 | Asymptotic Comparison of Variances of OLS and Feasible GLS Estimators in Heteroscedastic Regression Model under Contiguous Heteroscedasticity | Arinobu Nakao, Akimichi Takemura |
95-F-1 | 1995.1 | Product Innovation with Mass-Production: Insufficient or Excessive? | Kiyohiko G. Nishimura |
95-F-2 | 1995.1 | Uninformed Buyers, Market Information and Volatility of Prices: A Theory of Asset Markets with High Transaction Costs | Kiyohiko G. Nishimura |
95-F-3 | 1995.2 | VERs, VIEs and Global Competition | Motoshige Itoh, Sadao Nagaoka |
95-F-4 | 1995.2 | The Great Depression in Japan: Why So Short and "Mild"? | Toru Iwami, Tetsuji Okazaki, Hiroshi Yoshikawa |
95-F-5 | 1995.2 | Non-Price Competition and Social Welfare in Oligopoly | Kiyohiko G. Nishimura |
95-F-6 | 1995.3 | International Public Goods and Contribution Productivity Differentials | Toshihiro Ihori |
95-F-7 | 1995.3 | Liberalization and Stability in the Japanese Financial System An Overview | Akiyoshi Horiuchi |
95-F-8 | 1995.3 | Small and Medium Enterprise Support Policies in Japan | Motoshige Itoh, Shujiro Urata |
95-F-9 | 1995.3 | Estimation of the Frequency of Unbounded Spectral Densities | Yoshihiro Yajima |
95-F-10 | 1995.3 | An Evaluation of Japanese Financial Liberalization: A Case Study of Corporate Bond Markets | Akiyoshi Horiuchi |
95-F-11 | 1995.3 | A Single Garbage Can Model and the Degree of Anarchy in Japanese Firms | Nobuo Takahashi |
95-F-12 | 1995.3 | Lukewarm Feeling in Japanese Firms: Effective Temperature Hypothesis and Thermometer | Nobuo Takahashi |
95-F-13 | 1995.3 | A Stationary and Non-Stationary Simultaneous Switching Autoregressive Models with an Application to Financial Time Series | Naoto Kunimoto, Seisho Sato |
95-F-14 | 1995.4 | Does Money Always Make People Happy? | Akiomi Kitagawa |
95-F-15 | 1995.4 | Fiat Money as a Riskless Asset | Akiomi Kitagawa |
95-F-16 | 1995.5 | A Proof of Independent Bartlett Correctability of Nested Likelihood Ratio Tests | Akimichi Takemura, Satoshi Kuriki |
95-F-17 | 1995.5 | A Dynamic Model of Exchange Rate and Japanese Exchange System: Management Dynamics of the Free-Fall in Dollar's Exchange Value | Vipin Gupta, Takahiro Fujimoto |
95-F-18 | 1995.5 | Rural Entrepreneurs in the Cotton Weaving Industry in Japan | Motoshige Itoh, Masayuki Tanimoto |
95-F-19 | 1995.7 | The Asymptotic Expansion Approach to the Valuation of Interest Rates Contingent Claims | Naoto Kunitomo, Akihiko Takahashi |
95-F-20 | 1995.8 | Reinforcing the Fiscal Resources of the Local Authorities: The Japanese Experience | Naohiko Jinno |
95-F-21 | 1995.10 | Development of Inter-Firm Computerized Information System in Distribution | Yoshiro Miwa |
95-F-22 | 1995.10 | Multimarket Contact, Imperfect Monitoring, and Implicit Collusion | Hitoshi Matsushima |
95-F-23 | 1995.10 | On Rankings Generated by Pairwise Linear Discriminant Analysis of m Populations | Hidehiko Kamiya, Akimichi Takemura |
95-F-24 | 1995.10 | Asymptotic Expansion of Null Distribution of Likelihood Ratio Statistic in Multiparameter Exponential Family to an Arbitrary Order | Satoshi Kuriki, Akimichi Takemura |
95-F-25 | 1995.10 | Die Schlesische Leinenindustrie und die Europäische Wirtschaft im 17. und 18. Jahrhundert | Satoshi Baba |
95-F-26 | 1995.10 | A Maximum Likelihood Non-Compensatory Model: You Trade-off or Satisfice? | Yutaka Hamaoka, Ichiro Furukawa, Hotaka Katahira |
95-F-27 | 1995.10 | Nonparametric Restrictions of Dynamic Optimization Behavior under Risk: The Case of Time-Additive Expected Utility | Kazuya Kamiya, Hidehiko Ichimura |
95-F-28 | 1995.11 | Weights of `x2Distribution for Smooth or Piecewise Smooth Cone Alternatives | Akimichi Takemura, Satoshi Kuriki |
95-F-29 | 1995.11 | Public Finance in an Overlapping Generations Economy | Toshihiro Ihori |
95-F-30 | 1995.11 | Labour's Share in Japanese Manufacturing 1960-1990: "Dual Structure" and Imperfect Competition | Kiyohiko G. Nishimura, Atsusi Inoue |
95-F-31 | 1995.12 | How Much Do Japanese Buyers Pay for Distribution Service?: A Comparative Study between Japan and the United States | Kiyohiko G. Nishimura, Hiroshi Tsubouchi |
95-F-32 | 1995.12 | Growth, Human Development, and Economic Policies in Japan: 1955-1993 | Tsuneo Ishikawa |
95-F-33 | 1995.12 | Double Shrinkage Estimators of Ratio of Variances | Tatsuya Kubokawa, M. S. Srivastava |
95-F-34 | 1995.12 | Financial Sector Reforms in Postwar Japan: An Overview | Akiyoshi Horiuchi |
95-F-35 | 1995.12 | Tables of Limiting Distributions Useful for Testing Unit Roots and Co-Integration with Multiple Structural Breaks | Naoto Kunitomo, Seisho Sato |
96-F-1 | 1996.1 | Toward a Comparative Institutional Analysis of Government Business Relationship | Masahiro Okuno-Fujiwara |
96-F-2 | 1996.1 | An Evolutionary Process of Toyota's Final Assembly Operations: The Role of Ex-Post Dynamic Capabilities | Takahiro Fujimoto |
96-F-3 | 1996.2 | Distribution Systems and Vertical Integration: Protectionism or Normal Business Practice? | Motoshige Itoh |
96-F-4 | 1996.2 | Evolutionary Game Theory in Economics | Michihiro Kandori |
96-F-5 | 1996.3 | Japan's Local Allocation Tax: An Equalization Transfer Scheme | Nobuki Mochida |
96-F-6 | 1996.4 | Postwar Central Banking Reform: A German-Japanese Comparison | Carl-L. Holtfrerich, Toru Iwami |
96-F-7 | 1996.4 | Taxes on Capital Accumulation and Economic Growth | Toshihiro Ihori |
96-F-8 | 1996.4 | On the 'Lock-In' Effects of Capital Gains Taxation | Yoshitsugu Kanemoto |
96-F-9 | 1996.4 | Agglomeration Economies and a Test for Optimal City Sizes in Japan | Yoshitsugu Kanemoto |
96-F-10 | 1996.5 | Housing Question in Japan | Yoshitsugu Kanemoto |
96-F-11 | 1996.6 | Stationary and Non-Stationary Simultaneous Switching Autoregressive Models with an Application to Financial Time Series | Naoto Kunitomo, Seisho Sato |
96-F-12 | 1996.6 | Estimation of Variance Components under Kullback-Leibler Loss with Applications | Tatsuya Kubokawa, A. K. Md. Ehsane Saleh, Yoshihiko Konno, Masaru Ushijima |
96-F-13 | 1996.6 | The Deterioration of Bank's Balance Sheets in Japan: Risk-Taking and Recapitalization | Akiyoshi Horiuchi, Katsutoshi Shimizu |
96-F-14 | 1996.7 | The Foreign Exchange Allocation Policy in Postwar Japan: Its Institutional Framework and Function | Tetsuji Okazaki |
96-F-15 | 1996.7 | Theory of Cross Sectionally Contoured Distributions and Its Applications | Akimichi Takemura, Satoshi Kuriki |
96-F-16 | 1996.8 | The Optimal Provision of Public Goods by Local and Central Governments | Toshihiro Ihori, Nobuo Akai |
96-F-17 | 1996.9 | Causes of the Japanese Banking Instability in the 1990s | Kazuo Ueda |
96-F-18 | 1996.9 | Institutionalism and the Intergovernmental Allocation of Taxes | Naohiko Jinno, Andrew DeWit |
96-F-19 | 1996.10 | On Parameter Estimation of Unit Root Processes with Missing Observations | Haruhisa Nishino, Yoshihiro Yajima |
96-F-20 | 1996.10 | Environmental Externalities, Growth and Consumption Taxes | Toshihiro Ihori |
96-F-21 | 1996.10 | The Japanese Employment System and Meritocracy in a Historical Perspective | Kazuro Seguchi |
96-F-22 | 1996.10 | Evolution of Economics Systems: The Case of Japan | Tetsuji Okazaki, Masahiro Okuno-Fujiwara |
96-F-23 | 1996.11 | Global Cross Section and Its Associated Decomposable Distributions | Hidehiko Kamiya, Akimichi Takemura |
96-F-24 | 1996.11 | Financial Fragility and Recent Developments in the Japanese Safety Net | Akiyoshi Horiuchi |
96-F-25 | 1996.12 | Competition in Distribution Channels and Macroeconomic Equilibrium under Nominal Demand Shocks | Kiyohiko G. Nishimura, Yuji Nakayama |
97-F-8 | 1997.2 | A Revealed Preference Theory for Nonexpected Utility on "Certain x Uncertain" Consumption Pairs | Kazuya Kamiya, Hidehiko Ichimura |
97-F-17 | 1997.4 | Value Creation through Organizational Leaning | Fumie Ando, Nobuo Takahashi |
97-F-21 | 1997.6 | Procedural Rationality and Inductive Learning I: Towards a Theory of Subjective Games | Hitoshi Matsushima |
97-F-25 | 1997.8 | Estimation of Asymmetrical Volatility for Asset Prices: The Simultaneous Switching ARIMA Approach | Naoto Kunitomo, Seisho Sato |
97-F-31 | 1997.10 | On Estimation of the Simultaneous Switching Autoregressive Models | Naoto Kunitomo |
97-F-39 | 1997.12 | Inductive Game Theory: Discrimination and Prejudices | Mamoru Kaneko, Akihiko Matsui |
98-F-3 | 1998.1 | Policy Reversals: A Democratic Nixon and a Republican Clinton | César Martinelli, Akihiko Matsui |
98-F-6 | 1998.2 | On Validity of the Asymptotic Expansion Approach in Contingent Claim Analysis | Naoto Kunitomo, Akihiko Takahashi |
巻号 | 年月次 | タイトル | 著者 |
CF-12 | 1998.7 | Straßenbahnbau und Eingemeindung: Das Beispiel der Verkehrsverbindung zwischen Frankfurt und Höchst | Satoshi Baba |
CF-20 | 1998.9 | Institutions, Reforms, and Country Risk: Lessons from Japanese Government Debt in the Meiji Period | Nathan Sussman, Yishay Yafeh |
CF-26 | 1998.10 | Pricing Options under Stochastic Interest Rates: A New Approach | Yong-Jin Kim, Naoto Kunitomo |
CF-43 | 1999.3 | Demand Creation and Economic Growth | Masanao Aoki, Hiroshi Yoshikawa |
CF-50 | 1999.6 | On Simultaneous Switching Autoregressive Model | Naoto Kunitomo, Seisho Sato |
CF-55 | 1999.7 | On Ergodicity of Some TAR(2) Processes | Naoto Kunitomo |
CF-60 | 1999.9 | Estimation of Variance and Covariance Components in Elliptically Contoured Distributions | Tatsuya Kubokawa |
CF-67 | 2000.1 | Effects of Stochastic Interest Rates and Volatility on Contingent Claims | Naoto Kunitomo, Yong-Jin Kim |
CF-106 | 2001.2 | Technology Transfer and Adaptation to Local Conditions: Multinationalization of the Japanese Chemical Industry and the Case of Kao | Motoi Ihara, Akira Kudo |
CF-128 | 2001.8 | Stable Implementation | Hitoshi Matsushima |
CF-141 | 2001.11 | Dynamic Optimality of Yield Curve Strategies | Kobayashi Takao, Akihiko Takahashi, Norio Tokioka |
CF-153 | 2002.5 | Worker's Everyday Life Organized by Swedish Labor Movement at the Turn of Century | Shunji Ishihara |
CF-182 | 2002.11 | Architecture, Capability, and Competitiveness of Firms and Industries | Takahiro Fujimoto |
CF-221 | 2003.5 | Block Sampler and Posterior Mode Estimation for a Nonlinear and Non-Gaussian State-Space Model with Correlated Errors | Yasuhiro Omori, Toshiaki Watanabe |
CF-227 | 2003.6 | Selection and Imitation in Institutional Evolution: Analysis of Institutional Change in Japan, 1960-1999 | Tetsuji Okazaki |
CF-249 | 2003.11 | Monte Carlo Simulation with Asymptotic Method | Akihiko Takahashi, Nakahiro Yoshida |
CF-253 | 2003.12 | On Nonparametric and Semiparametric Testing for Multivariate Time Series | Yoshihiro Yajima, Yasumasa Matsuda |
CF-263 | 2004.2 | Continuity and Change in the Employment and Promotion of Japanese White-Collar Employees: The Case of the House of Mitsui | Makoto Kasuya |
CF-270 | 2004.3 | Minimaxity in Estimation of Restricted Parameters | Tatsuya Kubokawa |
CF-296 | 2004.8 | Estimation of Bounded Location and Scale Parameters | Tatsuya Kubokawa |
CF-300 | 2004.9 | Empirical Bayes Regression Analysis with Many Regressors but Fewer Observations | Muni S. Srivastava, Tatsuya Kubokawa |
CF-306 | 2004.10 | Estimation of a Mean of a Normal Distribution with a Bounded Coefficient of Variation | Tatsuya Kubokawa |
CF-308 | 2004.12 | On Minimaxity and Admissibility of Hierarchical Bayes Estimators | Tatsuya Kubokawa, William E. Strawderman |
CF-309 | 2004.12 | Временная или хроническая бедность в России? Городские и сельские бедные в 1990-х годах | Юка Такэда |
CF-317 | 2005.1 | Estimation of Covariance Matrices in Fixed and Mixed Effects Linear Models | Tatsuya Kubokawa, Ming-Tien Tsai |
CF-324 | 2005.3 | Comparison of Discrimination Methods for High Dimensional Data | M. S. Srivastava, Tatsuya Kubokawa |
CF-325 | 2005.3 | How Does Ownership Structure Affect the Timing of New Product Introductions? Evidence from the U. S. Video Game Market | Hiroshi Ohashi |
CF-335 | 2005.4 | Monte Carlo Simulation with Asymptotic Method | Akihiko Takahashi, Nakahiro Yoshida |
CF-338 | 2005.4 | A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach | Ryosuke Matsuoka, Akihiko Takahashi |
CF-342 | 2005.5 | Stein Phenomenon in Estimation of Means Restricted to a Polyhedral Convex Cone | Hisayuki Tsukuma, Tatsuya Kubokawa |
CF-349 | 2005.6 | Estimation of Several Wishart Mean Matrices | Ming-Tien Tsai, Tatsuya Kubokawa |
CF-362 | 2005.8 | Estimation of the Precision Matrix of a Singular Wishart Distribution and its Application in High Dimensional Data | Tatsuya Kubokawa, Muni S. Srivastava |
CF-367 | 2005.9 | Retailer Dynamic Pricing Behavior: Their Impacts on Consumer Welfare | Yun Joeng Choi |
CF-370 | 2005.9 | Patterns of Retail and Wholesale Price Variations: Its Implication on Sticky Price Model | Yun Joeng Choi |
CF-389 | 2005.11 | Estimation of Parameters in a Linear Regression Model under the Kullback-Leibler Loss | Tatsuya Kubokawa, Hisayuki Tsukuma |
CF-393 | 2006.1 | Integral Inequality for Minimaxity and Characterization of Priors by Use of Inverse Laplace Transform | Tatsuya Kubokawa |
CF-409 | 2006.3 | Characterization of Priors in the Stein Problem | Tatsuya Kubokawa |
CF-421 | 2006.4 | A Continuous-Time Analysis of Optimal Defaultable Debt Contracts: Theory and Applications | Hisashi Nakamura |
CF-424 | 2006.5 | Bayesian Estimation of Demand Functions under Block Rate Pricing | Koji Miyawaki, Yasuhiro Omori, Akira Hibiki |
CF-433 | 2006.8 | A Dynamic Theory of Debt Restructuring | Hisashi Nakamura |
CF-434 | 2006.9 | Selection and Performance Analysis of Asia-Pacific Hedge Funds | Takeshi Hakamada, Akihiko Takahashi, Kyo Yamamoto |
CF-438 | 2006.10 | A Factor Allocation Approach to Optimal Bond Portfolio | Keita Nakayama, Akihiko Takahashi |
CF-497 | 2007.5 | Fourier Transform Method with an Asymptotic Expansion Approach: An Application to Currency Options | Akihiko Takahashi, Kohta Takehara |
CF-505 | 2007.8 | Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect | Takashi Kano |
CF-510 | 2007.8 | Modifying Estimators of Ordered Positive Parameters under the Stein Loss | Hisayuki Tsukuma, Tatsuya Kubokawa |
CF-513 | 2007.9 | Efficient Static Replication of European Options for Exponential Lévy Models | Takahashi Akihiko, Akira Yamazaki |
CF-524 | 2007.11 | Selection and Performance Analysis of Asia-Pacific Hedge Funds | Takeshi Hakamada, Akihiko Takahashi, Kyo Yamamoto |
CF-525 | 2007.11 | Akaike Information Criterion for Selecting Variables in a Nested Error Regression Model | Tatsuya Kubokawa, Muni S. Srivastava |
CF-533 | 2007.12 | Asymptotic Correction of Empirical Bayes Confidence Intervals in Small Area Estimation | Tatsuya Kubokawa |
CF-536 | 2008.1 | A Hybrid Asymptotic Expansion Scheme: An Application to Long-Term Currency Options under a Market Model of Interest Rates and a General Diffusion Stochastic Volatility Model with Jump of Spot Exchange Rates | Akihiko Takahashi, Kohta Takehara |
CF-546 | 2008.3 | A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models | Akihiko Takahashi, Akira Yamazaki |
CF-556 | 2008.4 | Bayesian Estimation of Entry Games with Application to Japanese Airline Data | Shinya Sugawara, Yasuhiro Omori |
CF-568 | 2008.6 | Bayesian Estimation of Demand Functions under Block Rate Pricing | Koji Miyawaki, Yasuhiro Omori, Akira Hibiki |
CF-584 | 2008.9 | Modified Bayesian Information Criterion in Linear Mixed Models | Tatsuya Kubokawa, Muni S. Srivastava |
CF-587 | 2008.9 | Asymptotic Properties of the LSE of a Spatial Regression in both Weakly and Strongly Dependent Stationary Random Fields | Yoshihiro Yajima, Yasumasa Matsuda |
CF-596 | 2008.10 | Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment | Kyo Yamamoto, Seisho Sato, Akihiko Takahashi |
CF-597 | 2008.10 | A Remark on a Singular Perturbation Method for Option Pricing under a Stochastic Volatility Model | Yamamoto, Akihiko Takahashi |
CF-600 | 2008.11 | Cotton and the Peasant Economy: A Response to 'Superior' Foreign Fibre in Early Modern Japan | Masayuki Tanimoto |
CF-605 | 2008.12 | Interbank Networks in Pre-war Japan: Structure and Implications | Tetsuji Okazaki, Michiru Sawada |
CF-614 | 2009.2 | Consistency of the Empirical Bayes Information Criterion for Selecting Variables in Linear Mixed Models | Tatsuya Kubokawa, Muni S. Srivastava |
CF-633 | 2009.8 | Estimation of Mean Squared Error of Model-Based Small Area Estimators | Gauri Sankar Datta, Tatsuya Kubokawa, J. N. K. Rao, Isabel Molina |
CF-653 | 2009.8 | Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments | Akihiko Takahashi, Yukihiro Tsuzuki, Akira Yamazaki |
CF-666 | 2009.9 | Higher Order Corrections in MSE Estimation and Confidence Intervals in Linear Mixed Models | Tatsuya Kubokawa |
CF-681 | 2009.10 | Pricing Average Options on Commodities | Kenichiro Shiraya, Akihiko Takahashi |
CF-682 | 2009.10 | Pricing Barrier and Average Options under Stochastic Volatility Environment | Kenichiro Shiraya, Akihiko Takahashi, Masashi Toda |
CF-688 | 2009.11 | Conditional and Unconditional Methods for Selecting Variables in Linear Mixed Models | Tatsuya Kubokawa |
CF-689 | 2009.11 | Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form | Jouchi Nakajima, Tsuyoshi Kunihama, Yasuhiro Omori, Sylvia Frühwirth-Schnatter |
CF-690 | 2009.11 | Multivariate Stochastic Volatility with Cross Leverage | Tsunehiro Ishihara, Yasuhiro Omori, Siddhartha Chib |
CF-700 | 2009.12 | Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors | Tsunehiro Ishihara, Yasuhiro Omori |
CF-701 | 2009.12 | Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution | Jouchi Nakajima, Yasuhiro Omori |