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 6 119
A Cohort Analysis of Equity Shares in Japanese Household Financial Assets 0 0 0 8 0 1 6 56
A Cohort Analysis of US and Japanese Homeownership Rates 0 0 0 71 0 0 6 223
A Happiness Study Using Age-Period-Cohort Framework 0 0 0 57 2 4 10 221
A cohort analysis of female labor participation rates in the U.S. and Japan 1 1 1 142 1 1 11 507
A cohort analysis of household vehicle expenditure in the U.S. and Japan: A possibility of generational marketing 0 0 0 36 0 1 7 149
A unified approach to detecting unit root and structural break 0 0 0 19 1 1 4 92
Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates 0 0 0 132 1 1 8 463
Age-period-cohort decomposition of social security taxes and benefits in the USA and Japan 0 0 0 19 0 0 7 94
Age–Period–Cohort Decomposition of U.S. and Japanese Birth Rates 0 0 1 32 0 1 14 128
An empirical analysis of US and Japanese health insurance using age–period–cohort decomposition 0 0 0 73 0 1 8 389
Are trend and cycle innovations uncorrelated? International evidence 0 0 0 11 1 1 20 98
Cointegration rank switching model: an application to forecasting interest rates 0 0 0 19 0 0 11 93
Detection of switching cointegration rank allowing for switching lag structure: an application to money-demand function 0 0 0 11 0 0 3 59
Did the bubble burst cause structural breaks in the Japanese economy? Evidence from 84 manufacturing industries 0 0 0 6 1 2 11 32
Differentiating between business cycles and growth cycles: evidence from 15 developed countries 0 0 0 22 1 1 11 99
Distribution switching in financial time series 0 0 0 3 0 1 5 27
Distribution switching of stock returns: international evidence 0 0 0 21 1 1 4 92
Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan 0 0 0 14 0 0 7 84
Flexible trend-cycle decomposition of nonstationary multivariate time series 0 0 0 6 1 1 7 38
Forecasting economic time series with measurement error 0 0 0 49 1 1 6 169
Forecasting growth cycle turning points using US and Japanese professional forecasters 0 0 1 28 0 0 5 93
Forecasting real-time data allowing for data revisions 0 0 0 36 0 1 7 128
Illustrating extraordinary shocks causing trend breaks 0 0 0 8 0 1 13 78
Joint detection of unit roots and cointegration: Data-based simulation 0 0 0 0 0 1 10 24
Measuring major and minor cycles in univariate economic time series 0 0 0 22 0 0 4 232
Model-selection-based unit-root detection in unemployment rates: international evidence 0 0 0 7 2 2 8 56
Monitoring unit root and multiple structural changes: An information criterion approach 0 0 0 0 0 0 7 21
Parameter changes in GARCH model 0 0 1 14 1 1 7 69
Population growth and local public finance in Japanese cities 0 0 0 25 0 0 8 114
Reexamination of the effects of monetary policy using spectral decomposition 0 0 0 10 1 2 8 65
Related-variables selection in temporal disaggregation 0 0 0 24 0 1 13 122
Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth 0 0 0 4 1 1 11 49
The validity of trend-cycle decomposition using unobserved component model: Monte Carlo evidence 0 0 0 16 2 2 6 94
Three new empirical perspectives on the Hodrick–Prescott parameter 0 0 1 20 0 0 5 75
Unit-root detection allowing for measurement error 0 0 0 6 0 0 4 41
Total Journal Articles 1 1 5 1,018 18 31 288 4,493

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Statistics updated 2026-09-10