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 5 5 118
A Cohort Analysis of Equity Shares in Japanese Household Financial Assets 0 0 0 8 0 1 2 52
A Cohort Analysis of US and Japanese Homeownership Rates 0 0 0 71 1 3 4 220
A Happiness Study Using Age-Period-Cohort Framework 0 0 1 57 0 0 7 216
A cohort analysis of female labor participation rates in the U.S. and Japan 0 0 0 141 1 6 7 503
A cohort analysis of household vehicle expenditure in the U.S. and Japan: A possibility of generational marketing 0 0 0 36 2 4 6 147
A unified approach to detecting unit root and structural break 0 0 0 19 1 3 4 91
Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates 0 0 0 132 1 4 6 460
Age-period-cohort decomposition of social security taxes and benefits in the USA and Japan 0 0 0 19 1 6 7 93
Age–Period–Cohort Decomposition of U.S. and Japanese Birth Rates 0 0 2 32 0 5 8 121
An empirical analysis of US and Japanese health insurance using age–period–cohort decomposition 0 0 0 73 2 3 4 384
Are trend and cycle innovations uncorrelated? International evidence 0 0 0 11 2 14 16 94
Cointegration rank switching model: an application to forecasting interest rates 0 0 0 19 3 7 10 92
Detection of switching cointegration rank allowing for switching lag structure: an application to money-demand function 0 0 0 11 0 2 3 59
Did the bubble burst cause structural breaks in the Japanese economy? Evidence from 84 manufacturing industries 0 0 0 6 0 6 7 27
Differentiating between business cycles and growth cycles: evidence from 15 developed countries 0 0 0 22 1 3 7 94
Distribution switching in financial time series 0 0 0 3 0 2 2 24
Distribution switching of stock returns: international evidence 0 0 0 21 0 2 3 90
Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan 0 0 0 14 0 2 3 80
Flexible trend-cycle decomposition of nonstationary multivariate time series 0 0 0 6 0 4 6 36
Forecasting economic time series with measurement error 0 0 0 49 1 4 5 168
Forecasting growth cycle turning points using US and Japanese professional forecasters 1 1 2 28 1 3 7 92
Forecasting real-time data allowing for data revisions 0 0 0 36 1 5 6 127
Illustrating extraordinary shocks causing trend breaks 0 0 0 8 2 6 12 76
Joint detection of unit roots and cointegration: Data-based simulation 0 0 0 0 0 4 5 19
Measuring major and minor cycles in univariate economic time series 0 0 0 22 0 1 2 229
Model-selection-based unit-root detection in unemployment rates: international evidence 0 0 0 7 0 5 5 53
Monitoring unit root and multiple structural changes: An information criterion approach 0 0 0 0 0 4 4 18
Parameter changes in GARCH model 0 0 1 14 2 3 5 67
Population growth and local public finance in Japanese cities 0 0 0 25 0 4 7 113
Reexamination of the effects of monetary policy using spectral decomposition 0 0 0 10 0 3 3 60
Related-variables selection in temporal disaggregation 0 0 0 24 0 4 9 115
Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth 0 0 0 4 0 2 4 41
The validity of trend-cycle decomposition using unobserved component model: Monte Carlo evidence 0 0 0 16 0 2 3 91
Three new empirical perspectives on the Hodrick–Prescott parameter 1 1 1 20 1 3 5 73
Unit-root detection allowing for measurement error 0 0 0 6 2 4 6 41
Total Journal Articles 2 2 7 1,017 25 139 205 4,384

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Statistics updated 2026-03-04