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 0 0 0 50
A Cohort Analysis of US and Japanese Homeownership Rates 0 0 0 71 0 0 1 216
A Happiness Study Using Age-Period-Cohort Framework 0 1 2 57 0 2 7 211
A cohort analysis of female labor participation rates in the U.S. and Japan 0 0 0 141 0 0 1 496
A cohort analysis of household vehicle expenditure in the U.S. and Japan: A possibility of generational marketing 0 0 0 36 1 1 2 142
A unified approach to detecting unit root and structural break 0 0 0 19 0 1 2 88
Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates 0 0 1 132 0 0 2 455
Age-period-cohort decomposition of social security taxes and benefits in the USA and Japan 0 0 0 19 0 1 1 87
Age–Period–Cohort Decomposition of U.S. and Japanese Birth Rates 0 0 1 31 0 0 2 114
An empirical analysis of US and Japanese health insurance using age–period–cohort decomposition 0 0 0 73 0 0 0 380
Are trend and cycle innovations uncorrelated? International evidence 0 0 0 11 0 0 0 78
Cointegration rank switching model: an application to forecasting interest rates 0 0 0 19 0 0 1 82
Detection of switching cointegration rank allowing for switching lag structure: an application to money-demand function 0 0 0 11 0 0 1 56
Did the bubble burst cause structural breaks in the Japanese economy? Evidence from 84 manufacturing industries 0 0 0 6 0 1 1 21
Differentiating between business cycles and growth cycles: evidence from 15 developed countries 0 0 1 22 0 0 3 88
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 1 1 1 88
Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan 0 0 0 14 0 0 0 77
Flexible trend-cycle decomposition of nonstationary multivariate time series 0 0 0 6 1 1 3 31
Forecasting economic time series with measurement error 0 0 0 49 0 0 1 163
Forecasting growth cycle turning points using US and Japanese professional forecasters 0 0 1 27 2 2 4 88
Forecasting real-time data allowing for data revisions 0 0 0 36 0 0 2 121
Illustrating extraordinary shocks causing trend breaks 0 0 0 8 0 0 2 65
Joint detection of unit roots and cointegration: Data-based simulation 0 0 0 0 0 0 0 14
Measuring major and minor cycles in univariate economic time series 0 0 0 22 1 1 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 0 0 13 0 0 1 62
Population growth and local public finance in Japanese cities 0 0 0 25 0 0 2 106
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 3 4 109
Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth 0 0 0 4 0 0 0 37
The validity of trend-cycle decomposition using unobserved component model: Monte Carlo evidence 0 0 0 16 0 0 0 88
Three new empirical perspectives on the Hodrick–Prescott parameter 0 0 0 19 2 2 3 70
Unit-root detection allowing for measurement error 0 0 0 6 1 1 2 36
Total Journal Articles 0 1 6 1,013 11 17 51 4,201

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Statistics updated 2025-08-05