Content
2024
- CIRJE-F-1234 Probability-based A/B testing with Adaptive Minimax Regret (AMR) Criterion for Long-Term Customer Metrics
by Makoto Abe - CIRJE-F-1233 Japan’s economic warfare in the 1930s and early 1940s
by Tetsuji Okazaki & Akira Okubo - CIRJE-F-1233 Japan’s economic warfare in the 1930s and early 1940s
by Tetsuji Okazaki & Akira Okubo - CIRJE-F-1232 The Macroeconomic Effect of Tax Shocks, New Narrative Evidence from Japan
by Nobuki Mochida - CIRJE-F-1231 The State of Economic History in Japan
by Yutaka Arimoto & Tomoko Hashino & Masaki Nakabayashi & Tetsuji Okazaki & Osamu Saito & Yoshihiro Sakane & Kaoru Sugihara - CIRJE-F-1231 The State of Economic History in Japan
by James Foreman-Peck & Yutaka Arimoto & Tomoko Hashino & Masaki Nakabayashi & Tetsuji Okazaki & Osamu Saito & Yoshihiro Sakane & Kaoru Sugihara - CIRJE-F-1230 A New Equity Investment Strategy with Artificial Intelligence, Multi Factors, and Technical Indicators
by Daiya Mita & Akihiko Takahashi - CIRJE-F-1229 Mean Field Equilibrium Asset Pricing Model with Habit Formation
by Masaaki Fujii & Masashi Sekine - CIRJE-F-1228 Ambivalent Aspirations : Okinawans' Collaboration with the Greater East Asia Co-Prosperity Sphere
by Yuri Okubo - CIRJE-F-1227 Urban Redevelopment Program and Demand Externality
by Daiji Kawaguchi & Keisuke Kawata & Chigusa Okamoto - CIRJE-F-1226 The Role of Advance Notice in Shaping Industrial Response to Time-Varying Electricity Prices
by Daiya Isogawa & Hiroshi Ohashi & Tokunari Anai - CIRJE-F-1225 Factory Automation, Labor Demand, and Local Labor Market
by Daiji Kawaguchi & Tetsuji Okazaki & Xuanli Zhu - CIRJE-F-1224 Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market
by Keisuke Kizaki & Taiga Saito & Akihiko Takahashi - CIRJE-F-1223 Building Business Resilience to Disasters
by Yutaro Izumi & Hiroyuki Nakata & Yasuyuki Sawada & Kunio Sekiguchi
2023
- CIRJE-F-1222 Business Forms and Business Performance in UK Manufacturing 1871-81
by James Foreman-Peck & Leslie Hannah - CIRJE-F-1221 The Marriage of Politics and Economy: Elite Fusion in the Age of Modernization
by Tomoko Matsumoto & Tetsuji Okazaki - CIRJE-F-1220 Large Fires and the Rise of Fire Insurance in Pre-war Japan
by Tetsuji Okazaki & Toshihiro Okubo & Eric Strobl - CIRJE-F-1218 The Effect of Bank Recapitalization Policy on Credit Allocation, Investment, and Productivity: Evidence from a Banking Crisis in Japan
by Hiroyuki Kasahara & Yasuyuki Sawada & Michio Suzuki - CIRJE-F-1217 A Dynamic Analysis of the Bank of Japan’s ETF/REIT Purchase Program
by Daiya Mita & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi - CIRJE-F-1216 Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations
by Takamitsu Kurita & Mototsugu Shintani - CIRJE-F-1215 New Asymptotic Expansion Formula via Malliavin Calculus and Its Application to Rough Differential Equation Driven by Fractional
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1214 Optimal Loan Portfolio under Regulatory and Internal Constraints
by Makoto Okawara & Akihiko Takahashi - CIRJE-F-1213 Planning Mass Production of Merchant Ships in Japan during the Pacific War
by Tetsuji Okazaki - CIRJE-F-1212 Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1211 How Does Flood Affect Children Differently? The Impact of Flood on Children’s Education, Labor, Food Consumption, and Cognitive Development
by Chinh T. Mai & Akira Hibiki - CIRJE-F-1210 Mean-field Equilibrium Price Formation with Exponential Utility
by Masaaki Fujii & Masashi Sekine - CIRJE-F-1209 Satellite-Based Vehicle Flow Data to Assess Local Economic Activities
by Eugenia Go & Kentaro Nakajima & Yasuyuki Sawada & Kiyoshi Taniguchi
2022
- CIRJE-F-1208 The Decline of Labor Share and New Technology Diffusion: Implications forMarkups andMonopsony Power
by Shoki Kusaka & Tetsuji Okazaki & Ken Onishi & Naoki Wakamori - CIRJE-F-1207 Multi-Agent Model Based Proactive Risk Management For Equity Investment
by Daiya Mita & Akihiko Takahashi - CIRJE-F-1206 A Multi-agent Incomplete Equilibrium Model and Its Applications to Reinsurance Pricing and Life-Cycle Investment
by Keisuke Kizaki & Taiga Saito & Akihiko Takahashi - CIRJE-F-1205 Big Data Applications with Theoretical Models and Social Media in Financial Management
by Taiga Saito & Shivam Gupta - CIRJE-F-1204 Cross-Border Shopping, E-Commerce, and Consumption Tax Revenues in Japan
by Yoshimi Adachi & Hikaru Ogawa - CIRJE-F-1203 A New Folk Theorem in OLG Games
by Chihiro Morooka - CIRJE-F-1202 AI, Skill, and Productivity: The Case of Taxi Drivers
by Kyogo Kanazawa & Daiji Kawaguchi & Hitoshi Shigeoka & Yasutora Watanabe - CIRJE-F-1201 Equilibrium Pricing of Securities in the Co-Presence of Cooperative and Non-Cooperative Populations
by Masaaki Fujii - CIRJE-F-1200 Footloose Capital, Educational Choice, and Wage Inequality
by Yoshifumi Kon - CIRJE-F-1199 Property Tax Competition: A Quantitative Assessment
by Rainald Borck & Jun Oshiro & Yasuhiro Sato - CIRJE-F-1198 Multi-agent Robust Optimal Investment Problem in Incomplete Market
by Keisuke Kizaki & Taiga Saito & Akihiko Takahashi - CIRJE-F-1197 A State Space Modeling for Proactive Management in Equity Investment
by Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1196 Tax Competition and Efficient Fiscal Transfers under Capital and Labor Income Taxes
by Mutsumi Matsumoto & Hikaru Ogawa - CIRJE-F-1195 Training, Productivity and Wages: Direct Evidence from a Temporary Help Agency
by Xinwei Dong & Dean R. Hyslop & Daiji Kawaguchi - CIRJE-F-1194 Still Biased? A Remaining Classical Selection Problem of RCTs in Education
by Hikaru Kawarazaki & Minhaj Mahmud & Yasuyuki Sawada & Mai Seki & Kazuma Takakura - CIRJE-F-1193 Rise and Fall of New Technology: Quasi-experimental Evidence from a Developing Country
by Sachiko Miyata & Yasuyuki Sawada & Kazuma Takakura - CIRJE-F-1192 Controlling Funds Allocation for the War: The Experience of Japan in the Late 1930s
by Hiroyasu Inoue & Kentaro Nakajima & Tetsuji Okazaki & Yukiko U. Saito - CIRJE-F-1191 Controlling Funds Allocation for the War: The Experience of Japan in the Late 1930s
by Tetsuji Okazaki - CIRJE-F-1190 A Technology-Gap Model of Premature Deindustrialization
by Ippei Fujiwara & Kiminori Matsuyama - CIRJE-F-1189 Selection and Sorting of Heterogeneous Firms through Competitive Pressures
by Kiminori Matsuyama & Philip Ushchev - CIRJE-F-1188 Measuring Discrimination in Spatial Equilibrium: 100 Years of Japan's Invisible Race
by Atsushi Yamagishi & Yasuhiro Sato - CIRJE-F-1187 ``Designing Wartime Economic Controls: Productivity and Firm Dynamics in the Japanese Cotton Spinning Industry, 1937-1939''
by Tetsuji Okazaki - CIRJE-F-1186 The Effects of Large-scale Equity Purchases during the Coronavirus Pandemic
by Shin-ichi Fukuda & Mariko Tanaka - CIRJE-F-1185 Free-Rider Problem and Sovereignty Protection
by Hitoshi Matsushima - CIRJE-F-1184 Economic Geography and a Theory of International Currency: Implications of a Random Matching Model
by Shin-ichi Fukuda & Mariko Tanaka - CIRJE-F-1183 Self-fulfilling Lockdowns in a Simple SIR-Macro Model
by Shin-ichi Fukuda
2021
- CIRJE-F-1182 Principal-Agent Problems with Hidden Savings in Continuous Time
by Tomoyuki Nakajima - CIRJE-F-1181 Intergenerational Assimilation of Minorities: The Role of the Majority Group
by Ryo Itoh & Yasuhiro Sato & Yves Zenou - CIRJE-F-1180 Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1179 Welfare Costs of Exchange Rate Fluctuations: Evidence from the 1972 Okinawa Reversion
by Kazuko Kano & Takashi Kano - CIRJE-F-1178 Deep Asymptotic Expansion: Application to Financial Mathematics
by Yuga Iguchi & Riu Naito & Yusuke Okano & Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1177 A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1176 Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility
by Yuta Yamauchi & Yasuhiro Omori - CIRJE-F-1175 Particle Rolling MCMC with Double-Block Sampling
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1174 Personal Intergroup Contact Between Different Groups of Ex-Combatants and Civilians: Evidence from a Behavioural Experiment in Rwanda
by Mayuko Onuki & Keitaro Aoyagi & Yoshito Takasaki - CIRJE-F-1173 Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks
by Keisuke Kizaki & Taiga Saito & Akihiko Takahashi - CIRJE-F-1172 Do Public Account Financial Statements Matter? Evidence from Japanese Municipalities
by Shun-ichiro Bessho & Haruaki Hirota - CIRJE-F-1171 Firm Growth, Financial Constraints, andPolicy-Based Finance
by Yuta Takahashi & Naoki Takayama - CIRJE-F-1170 Firm Growth, Financial Constraints, andPolicy-Based Finance
by Timothy E. Dore & Tetsuji Okazaki & Ken Onishi & Naoki Wakamori - CIRJE-F-1169 Does E-Commerce Ease or Intensify Tax Competition? Destination Principle vs. Origin Principle
by Hiroshi Aiura & Hikaru Ogawa - CIRJE-F-1168 Deep Asymptotic Expansion with Weak Approximation
by Yuga Iguchi & Riu Naito & Yusuke Okano & Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1167 Asymptotic Expansion and Deep Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Kolmogorov Partial Differential Equations with Nonlinear Coefficients
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1166 The Impact of Technological Change on Labor: The Japanese Silk Weaving Industry during the Industrial Revolution
by Tetsuji Okazaki - CIRJE-F-1165 Portfolio Optimization with Choice of a Probability Measure
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1164 Transfer Benefits, Implicit Taxes, and the Earnings of Welfare Recipients: Evidence from Public Assistance Programs in Japan
by Masayoshi Hayashi - CIRJE-F-1163 Equilibrium Price Formation with a Major Player and its Mean Field Limit
by Keisuke Kawata & Yasuhiro Sato - CIRJE-F-1162 ``Equilibrium Price Formation with a Major Player and its Mean Field Limit''
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1161 Still Under-Taxing the Digital MNE? Assessing the Tax Principles of Pillar One in the BEPS Project
by Hikaru Ogawa - CIRJE-F-1160 Supplementary File for "Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by FBSDE Approach"
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1159 A New Efficient Approximation Scheme for Solving High-Dimensional Semilinear PDEs: Control Variate Method for Deep BSDE Solver
by Akihiko Takahashi & Yoshifumi Tsuchida & Toshihiro Yamada
2020
- CIRJE-F-1158 Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility
by Yuta Yamauchi & Yasuhiro Omori - CIRJE-F-1157 Online Learning During School Closure Due to COVID-19
by Masato Ikeda & Shintaro Yamaguchi - CIRJE-F-1156 A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1155 Vocational Training for Demobilized Ex-combatants with Disabilities in Rwanda
by Kengo Igei & Kana Takio & Keitaro Aoyagi & Yoshito Takasaki - CIRJE-F-1154 The Labor Intensive Path: Wages, Incomes and the Work Year in Japan, 1610-1932
by Yuzuru Kumon - CIRJE-F-1153 Month-of-Birth Effects on Skills and Skill Formation
by Shintaro Yamaguchi & Hirotake Ito & Makiko Nakamuro - CIRJE-F-1152 Interest Rate Model with Investor Attitude and Text Mining
by Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi - CIRJE-F-1151 Haste Makes No Waste: Peer Effects of a Speed Competition on Math Score
by Hikaru Kawarazaki & Minhaj Mahmud & Yasuyuki Sawada & Mai Seki - CIRJE-F-1150 A Theory of Public Goods under Complementarity between Safety and Consumptions
by Ikuto Aiba & Yasuhiro Sato - CIRJE-F-1149 Induced Physician-Induced Demand
by Kei Ikegami & Ken Onishi & Naoki Wakamori - CIRJE-F-1148 Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan
by Tetsuji Okazaki & Koji Sakai - CIRJE-F-1147 Impacts of the Industrial Revolution on Wages and Skills of Workers: The Silk Weaving Industry in Early Twentieth-Century Japan
by Tetsuji Okazaki - CIRJE-F-1146 Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan
by Kohei Maehashi & Mototsugu Shintani - CIRJE-F-1145 Mechanism Design with Blockchain Enforcement
by Hitoshi Matsushima & Shunya Noda - CIRJE-F-1144 A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1143 Recurrent Preemption Games
by Hitoshi Matsushima - CIRJE-F-1142 A New Interval Type-2 Fuzzy Logic System under Dynamic Environment: Application to Financial Investment
by Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1141 Morning-Fresh: Declining Prices and the Right-to-Choose in a Faroese Fish Market
by Sanna Laksa & Daniel Marszalec - CIRJE-F-1139 Piracy as promotion? The Importance of Diffusion in the Music Industry
by Daniel Marszalec & Maria Martin-Rodriguez - CIRJE-F-1138 Auction Performance, Strategic Supply Management, and Bidder Behavior in Treasury Bill Auctions: Evidence from the Philippines
by Eduardo Anthony G. Marino III & Daniel Marszalec - CIRJE-F-1137 Complementarity between Mechanization and Human Capital: How Did Machines and Educated White-Collar Workers Enhance Labor Productivity in Prewar Japanese Coal Mines?
by Tetsuji Okazaki - CIRJE-F-1110 Collective Reputation and Learning in Political Agency Problems
by Satoshi Kasamatsu & Daiki Kishishita
2019
- CIRJE-F-1136 Online Appendix for Interest Rate Model with Investor Attitude and Text Mining
by Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi - CIRJE-F-1135 Cooperation in Revision Games and Some Applications
by Yuichiro Kamada & Michihiro Kandori - CIRJE-F-1134 Compatible Mergers: Assets, Service Areas, and Market Power
by Tetsuji Okazaki & Ken Onishi & Naoki Wakamori - CIRJE-F-1133 Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations
by Masaaki Fujii - CIRJE-F-1132 Segregation and Public Spending under Social Identification
by Mariko Nakagawa & Yasuhiro Sato & Kazuhiro Yamamoto - CIRJE-F-1131 A Novel Approach to Asset Pricing with Choice of Probability Measures
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1130 On the Stability of Preferences:Experimental Evidence from Two Disasters
by Yusuke Kuroishi & Yasuyuki Sawada - CIRJE-F-1129 Intergovernmental Competition for Donations: The Case of the Furusato Nozei Program in Japan
by Eiji Fukasawa & Takeshi Fukasawa & Hikaru Ogawa - CIRJE-F-1128 A New Investment Method with AutoEncoder: Applications to Cryptocurrencies
by Masafumi Nakano & Akihiko Takahashi - CIRJE-F-1127 Fighting the Learning Crisis in Developing Countries: A Randomized Experiment of Self-Learning at the Right Level
by Yasuyuki Sawada & Minhaj Mahmud & Mai Seki & An Le & Hikaru Kawarazaki - CIRJE-F-1126 Particle Rolling MCMC
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1125 Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments
by Kayaba Yutaka & Hitoshi Matsushima & Tomohisa Toyama - CIRJE-F-1124 Mechanism Design with General Ex-Ante Investments
by Hitoshi Matsushima & Shunya Noda - CIRJE-F-1123 Corrigendum to Crawford and Sobel (1982) "StrategicInformation Transmission
by Haruki Kono & Michihiro Kandori - CIRJE-F-1122 Transition to a Modern Regime and Change in PlantLifecycles: A Natural Experiment from Meiji Japan
by Tomihiro Machikita & Tetsuji Okazaki - CIRJE-F-1121 Information Design in Blockchain: A Role of Trusted Intermediaries
by Hitoshi Matsushima - CIRJE-F-1120 State Space Approach to Adaptive Fuzzy Modeling for Financial Investment
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1118 Disability and Poverty: Landmine Amputees in Cambodia
by Yoshito Takasaki - CIRJE-F-1117 Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations
by Yuta yamauchi & Yasuhiro Omori - CIRJE-F-1116 Partial Ex-Post Verifiability and Unique Implementation of Social Choice Functions
by Hitoshi Matsushima - CIRJE-F-1115 Behavioral Theory of Repeated Prisoner's Dilemma: Generous Tit-For-Tat Strategy
by Hitoshi Matsushima - CIRJE-F-1114 Stochastic Differential Game in High Frequency Market
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1113 Effects of Class-Size Reduction, On Cognitive and Non-cognitive Skills
by Hirotake Ito & Makiko Nakamuro & Shintaro Yamaguchi - CIRJE-F-1112 A Two-Stage Model of Assignment and Market
by Akihiko Matsui & Megumi Murakami - CIRJE-F-1111 The Effects of Lender of Last Resort on Financial Intermediation during the Great Depression in Japan
by Masami Imai & Tetsuji Okazaki & Michiru Sawada - CIRJE-F-1110 Particle rolling MCMC
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1109 Branch Banking and Regional Financial Markets: Evidence from Prewar Japan
by Mathias Hoffmann & Tetsuji Okazaki & Toshihiro Okubo - CIRJE-F-1108 Inflation Target and Anchor of Inflation Forecasts in Japan
by Shin-ichi Fukuda & Naoto Soma
2018
- CIRJE-F-1107 Is antenatal care effective? Experimental evidence from rural Nigeria
by Yoshito Takasaki & Ryoko Sato - CIRJE-F-1106 Disaster Aid Targeting and Self-Reporting Bias: Natural Experimental Evidence from the Philippines
by Yuki Higuchi & Nobuhiko Fuwa & Kei Kajisa & Takahiro Sato & Yasuyuki Sawada - CIRJE-F-1105 Municipal Mergers and Capitalization: Evaluating the Heisei Territorial Reform in Japan
by Masayoshi Hayashi & Takafumi Suzuki - CIRJE-F-1104 Tax Competition and Fiscal Sustainability
by Kazutoshi Miyazawa & Hikaru Ogawa & Toshiki Tamai - CIRJE-F-1103 Tax Competition and Fiscal Sustainability
by Kazutoshi Miyazawa & Hikaru Ogawa & Toshiki Tamai - CIRJE-F-1102 Application of Online Booking Data to Hotel Revenue Management
by Taiga Saito & Akihiko Takahashi & Noriaki Koide & Yu Ichifuji - CIRJE-F-1101 Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach
by Kiyohiko G. Nishimura & Seisho Sato & Akihiko Takahashi - CIRJE-F-1100 Disasters Aggravate Present Bias Causing Depression: Evidence from the Great East Japan Earthquake
by Yasuyuki Sawada & Keiko Iwasaki & Toyo Ashida - CIRJE-F-1099 Bank Runs and Minimum Reciprocity
by Hitoshi Matsushima - CIRJE-F-1098 Optimal Taxation of Couples' Incomes with Endogenous Bargaining Power
by Mizuki Komura & Hikaru Ogawa & Yoshitomo Ogawa - CIRJE-F-1097 Impacts of High-Speed Rail Construction on Urban Agglomerations: Evidence from Kyushu in Japan
by Chigusa Okamoto & Yasuhiro Sato - CIRJE-F-1096 Epic Fail: How Below-Bid Pricing Backfires in Multiunit Auctions
by Sanna Laksá & Daniel Marszalec & Alexander Teytelboym - CIRJE-F-1095 Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations
by Yuta Yamauchi & Yasuhiro Omori - CIRJE-F-1094 Asymptotic Expansion for Forward-Backward SDEs with Jumps
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1093 Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions
by Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto - CIRJE-F-1092 Functional Forms for Tractable Economic Models and the Cost Structure of International Trade
by Michal Fabinger & E. Glen Weyl - CIRJE-F-1091 Product Proliferation and First Mover Advantage in a Multiproduct Duopoly
by Yi-Ling Cheng & Takatoshi Tabuchi - CIRJE-F-1090 Bitcoin Technical Trading with Articial Neural Network
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1089 Free Trade Agreement with Endogenous Market Structure
by Lijun Pan & Takatoshi Tabuchi - CIRJE-F-1088 Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims
by Hitoshi Matsushima - CIRJE-F-1087 Online Supplement for "Stochastic Differential Game in High Frequency Market"
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1086 Solving Backward Stochastic Differential Equations with quadratic-growth drivers by Connecting the Short-term Expansions
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1085 Social Image Concern and Reference Point Formation
by Yosuke Hashidate - CIRJE-F-1084 Employment and Hours over the Business Cycle in a Model with Search Frictions
by Noritaka Kudoh & Hiroaki Miyamoto & Masaru Sasaki - CIRJE-F-1083 Preferences for Randomization and Anticipated Utility
by Yosuke Hashidate - CIRJE-F-1082 Dissatisficing-Averse Preferences
by Yosuke Hashidate - CIRJE-F-1081 The Role of Corporate Governance in Japanese Unlisted Companies
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima - CIRJE-F-1080 Particle rolling MCMC with double block sampling: conditional SMC update approach
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1079 Interlinked Transactions under Tenancy System: A Case from Meiji Japan
by Yohei Kojima - CIRJE-F-1078 Bitcoin technical trading with artificial neural network
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1077 Who Grew Rich? Anatomy and Intergenerational Dynamics of Economic Elites under Japan's Modernization
by Tomoko Matsumoto & Tetsuji Okazaki - CIRJE-F-1076 Framing Game Theory
by Hitoshi Matsushima - CIRJE-F-1075 Multiple-lock Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity
by Yuta Kurose & Yasuhiro Omori
2017
- CIRJE-F-1074 Testing the Validity of Non-Parametric Value Estimates in Treasury Bill Auctions Using Top-Up Auction Data
by Daniel Marszalec - CIRJE-F-1073 Excess Capacity and Effectiveness of Policy Interventions: Evidence from the Cement Industry
by Tetsuji Okazaki & Ken Onishi & Naoki Wakamori - CIRJE-F-1072 Framing Game Theory
by Hitoshi Matsushima - CIRJE-F-1071 International Capital Market and Repeated Tax Competition
by Satoshi Kasamatsu & Hikaru Ogawa - CIRJE-F-1070 Short-run Incentive and Information in Sequential Adoptions: An Antenatal Care Experiment in Rural Nigeria
by Yoshito Takasaki & Ryoko Sato - CIRJE-F-1069 Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs
by Masaaki Fujii & Akihiko Takahashi & Masayuki Takahashi - CIRJE-F-1068 Market Access, Technology, and Plant Lifecycles: A Natural Experiment from Japan’s Opening to Trade in 1859
by Tomohiro Machikita & Tetsuji Okazaki - CIRJE-F-1067 State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1066 Particle rolling MCMC with Double Block Sampling: Conditional SMC Update Approach
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1065 Optimal Overbooking Strategy in Online Hotel Booking Systems
by Taiga Saito & Akihiko Takahashi & Noriaki Koide & Yu Ichifuji - CIRJE-F-1064 Do Central Grants Affect Welfare Caseloads? Evidence from Public Assistance in Japan
by Masayoshi Hayashi - CIRJE-F-1063 Development State Evolving: Japan’s Graduation from a Middle Income Country
by Tetsuji Okazaki - CIRJE-F-1062 On the Effect of Bank of Japan's Outright Purchase on the JGB Yield Curve
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi & Takami Tokioka - CIRJE-F-1061 Hedging and Pricing Illiquid Options with Market Impacts
by Taiga Saito - CIRJE-F-1060 Demographics, Immigration, and Market Size
by Akihiko Matsui & Megumi Murakami - CIRJE-F-1059 Demographics, Immigration, and Market Size
by Koichi Fukumura & Kohei Nagamachi & Yasuhiro Sato & Kazuhiro Yamamoto - CIRJE-F-1058 Dynamic Implementation, Verification, and Detection
by Hitoshi Matsushima - CIRJE-F-1057 Mechanism Design in Hidden Action and Hidden Information: Richness and Pure-VCG
by Hitoshi Matsushima & Shunya Noda - CIRJE-F-1056 Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory
by Yutaka Kayaba & Hitoshi Matsushima & Tomohisa Toyama - CIRJE-F-1055 Disentangling the Effects of Technological and Organizational Changes during the Rise of the Factory: The Case of the Japanese Weaving Industry, 1905-1914
by Tetsuji Okazaki - CIRJE-F-1054 Endogenizing Government's Objectives in Tax Competition with Capital Ownership
by Keisuke Kawachi & Hikaru Ogawa & Taiki Susa - CIRJE-F-1053 Robust Technical Trading with Fuzzy Knowledge-based Systems
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1052 Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market--
by Taiga Saito & Takanori Adachi & Teruo Nakatsuma & Akihiko Takahashi & Hiroshi Tsuda & Naoyuki Yoshino - CIRJE-F-1051 Creative Destruction of Industries: Yokohama City in the Great Kanto Earthquake, 1923
by Tetsuji Okazaki & Toshihiro Okubo & Eric Strobl - CIRJE-F-1050 The Impacts of Emerging Asia on Global Financial Markets
by Shin-ichi Fukuda & Mariko Tanaka - CIRJE-F-1049 Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models
by Hiroyuki Kasahara & Katsumi Shimotsu - CIRJE-F-1047 Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1046 Transition of Spatial Distribution of Human Capital in Japan
by Yasuhiro Sato & Masaaki Toma - CIRJE-F-1045 The Simultaneous Multivariate Hawkes-type Point Processes and Their Application to Financial Markets
by Naoto Kunitomo & Daisuke Kurisu & Yusuke Amano & Naoki Awaya - CIRJE-F-1044 Testing the Order of Multivariate Normal Mixture Models
by Hiroyuki Kasahara & Katsumi Shimotsu - CIRJE-F-1043 Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly
by Takanori Adachi & Michal Fabinger - CIRJE-F-1042 Mobility and Continuity of Political Elites over Phases of Regime Change: Case of Meiji Restoration Japan
by Tomoko Matsumoto & Tetsuji Okazaki - CIRJE-F-1041 Do Consumption Externalities Correspond to the Indivisible Tax Rates on Consumpiton?
by Yoichi Gokan - CIRJE-F-1040 Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly
by Takanori Adachi & Michal Fabinger - CIRJE-F-1039 Creating Investment Scheme with State Space Modeling
by James Andreoni & Michael Callen & Muhammad Karrar Hussain & Muhammad Yasir Khan & Charles Sprenger - CIRJE-F-1038 Creating Investment Scheme with State Space Modeling
by Masafumi Nakano & Akihiko Takahashi & Muhammad Soichiro Takahashi - CIRJE-F-1037 Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1037 Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi
2016
- CIRJE-F-1036 Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi