Access Statistics for Kosei Fukuda

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A COHORT ANALYSIS OF US AGE–EARNINGS PROFILES 0 0 0 47 0 0 0 113
A Cohort Analysis of Equity Shares in Japanese Household Financial Assets 0 0 0 8 1 1 1 51
A Cohort Analysis of US and Japanese Homeownership Rates 0 0 0 71 0 0 2 217
A Happiness Study Using Age-Period-Cohort Framework 0 0 2 57 3 5 11 216
A cohort analysis of female labor participation rates in the U.S. and Japan 0 0 0 141 1 1 2 497
A cohort analysis of household vehicle expenditure in the U.S. and Japan: A possibility of generational marketing 0 0 0 36 0 1 2 143
A unified approach to detecting unit root and structural break 0 0 0 19 0 0 1 88
Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates 0 0 0 132 0 1 2 456
Age-period-cohort decomposition of social security taxes and benefits in the USA and Japan 0 0 0 19 0 0 1 87
Age–Period–Cohort Decomposition of U.S. and Japanese Birth Rates 0 1 2 32 1 2 4 116
An empirical analysis of US and Japanese health insurance using age–period–cohort decomposition 0 0 0 73 0 0 1 381
Are trend and cycle innovations uncorrelated? International evidence 0 0 0 11 1 2 2 80
Cointegration rank switching model: an application to forecasting interest rates 0 0 0 19 3 3 3 85
Detection of switching cointegration rank allowing for switching lag structure: an application to money-demand function 0 0 0 11 0 1 1 57
Did the bubble burst cause structural breaks in the Japanese economy? Evidence from 84 manufacturing industries 0 0 0 6 0 0 1 21
Differentiating between business cycles and growth cycles: evidence from 15 developed countries 0 0 0 22 0 3 4 91
Distribution switching in financial time series 0 0 0 3 0 0 0 22
Distribution switching of stock returns: international evidence 0 0 0 21 0 0 1 88
Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan 0 0 0 14 0 1 1 78
Flexible trend-cycle decomposition of nonstationary multivariate time series 0 0 0 6 0 1 2 32
Forecasting economic time series with measurement error 0 0 0 49 0 1 1 164
Forecasting growth cycle turning points using US and Japanese professional forecasters 0 0 1 27 0 1 4 89
Forecasting real-time data allowing for data revisions 0 0 0 36 0 1 1 122
Illustrating extraordinary shocks causing trend breaks 0 0 0 8 3 5 6 70
Joint detection of unit roots and cointegration: Data-based simulation 0 0 0 0 0 1 1 15
Measuring major and minor cycles in univariate economic time series 0 0 0 22 0 0 1 228
Model-selection-based unit-root detection in unemployment rates: international evidence 0 0 0 7 0 0 1 48
Monitoring unit root and multiple structural changes: An information criterion approach 0 0 0 0 0 0 0 14
Parameter changes in GARCH model 0 1 1 14 0 2 3 64
Population growth and local public finance in Japanese cities 0 0 0 25 2 3 5 109
Reexamination of the effects of monetary policy using spectral decomposition 0 0 0 10 0 0 0 57
Related-variables selection in temporal disaggregation 0 0 0 24 2 2 5 111
Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth 0 0 0 4 0 1 2 39
The validity of trend-cycle decomposition using unobserved component model: Monte Carlo evidence 0 0 0 16 0 1 1 89
Three new empirical perspectives on the Hodrick–Prescott parameter 0 0 0 19 0 0 2 70
Unit-root detection allowing for measurement error 0 0 0 6 0 0 2 37
Total Journal Articles 0 2 6 1,015 17 40 77 4,245

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Statistics updated 2025-12-06