Access Statistics for Mototsugu Shintani

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate 1 2 13 13 2 3 23 23
A Dynamic Factor Approach to Nonlinear Stability Analysis 0 0 0 0 0 0 3 282
A Dynamic Factor Approach to Nonlinear Stability Analysis 0 0 0 197 0 0 2 693
A Dynamic Factor Approach to Nonlinear Stability Analysis 0 0 0 40 1 1 1 164
A Nonparametric Measure of Convergence Toward Purchasing Power Parity 0 0 0 138 0 0 5 373
A Nonparametric Measure of Convergence Toward Purchasing Power Parity 0 0 0 3 0 0 4 36
A Simple Cointegrating Rank Test Without Vector Autoregression 0 0 2 312 0 1 4 996
Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information 0 0 0 32 1 1 5 194
Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information 0 0 0 51 1 5 13 175
Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information 0 0 0 90 1 1 8 301
Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information 0 0 1 34 1 1 7 154
Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes 0 0 0 42 1 3 7 86
Bootstrapping GMM Estimators for Time Series 0 0 4 514 0 3 21 1,421
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 0 3 150 1 1 15 328
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 0 2 372 3 6 30 989
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 0 0 22 1 2 19 172
Capital Mobility in the World Economy: An Alternative Measure 0 0 0 2 0 0 1 328
Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons 0 0 0 1 0 0 2 339
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility 1 1 1 41 3 6 23 77
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility 0 0 2 14 0 1 6 25
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility 0 0 1 9 0 3 7 25
Current account dynamics under information rigidity and imperfect capital mobility 1 1 2 24 2 2 7 30
Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions 0 1 10 34 1 3 26 43
Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions 1 2 16 64 5 13 74 193
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 7 1 2 11 74
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 41 1 1 1 138
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 17 1 1 2 71
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 10 0 4 8 88
Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan 1 1 6 70 1 6 21 103
Estimating a nonlinear new Keynesian model with the zero lower bound for Japan 2 5 33 130 6 20 96 204
Excess Smoothness of Consumption 0 0 0 0 0 3 19 86
Excess Smoothness of Consumption 0 0 0 0 0 1 4 195
Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis 0 1 3 308 0 1 11 763
Exchange rate pass-through and inflation: a nonlinear time series analysis 0 1 4 62 0 4 14 96
Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations 0 0 1 5 2 6 17 46
Forecasting Japanese inflation with a news-based leading indicator of economic activities 4 4 16 53 7 12 42 110
Great earthquakes, exchange rate volatility and government interventions 1 3 6 54 3 10 26 200
Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach 0 0 0 48 0 5 10 47
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors 0 0 0 278 0 0 5 871
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors 0 0 0 208 0 0 8 601
Measuring Business Cycles by Saving for a Rainy Day 0 0 0 17 0 0 6 106
Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001 0 0 1 134 0 0 4 617
Measuring International Business Cycles by Saving for a Rainy Day 0 0 0 1 2 3 5 7
Measuring business cycles by saving for a rainy day 0 0 0 73 0 1 4 126
Measuring the Economic Impact of Monetary Union: The Case of Okinawa 0 0 1 101 0 1 4 480
Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence 0 0 0 78 1 1 2 352
Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment 0 0 2 45 0 2 13 90
Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model 3 7 18 80 6 23 85 238
Noisy Information, Distance and Law of One Price Dynamics Across US Cities 0 0 0 3 0 1 2 43
Noisy Information, Distance and Law of One Price Dynamics Across US Cities 0 0 0 48 1 1 5 139
Noisy information, distance and law of one price dynamics across US cities 0 0 0 18 0 1 9 48
Noisy information, distance and law of one price dynamics across US cities 0 0 0 37 1 2 3 57
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan 0 0 1 300 0 1 6 837
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan 0 0 0 11 0 1 5 80
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos 0 0 0 1 0 0 1 20
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos 0 0 1 368 0 0 1 1,162
Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos 0 0 0 0 0 0 1 19
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos 0 0 0 0 0 1 5 20
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos 0 0 0 2 0 0 2 26
Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos 0 0 0 1 0 0 3 24
On the Long-Run Variance Ratio Test for a Unit Root 1 1 1 492 3 4 8 1,692
Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data 0 0 1 77 0 2 16 367
Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data 0 0 2 139 0 4 12 523
Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data 0 0 0 115 0 0 2 295
Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data 0 0 0 7 0 0 3 58
Persistence in Law-of-One-Price Deviations: Evidence from Micro-data 0 0 3 236 1 3 12 597
Quantifying Inflation Pressure and Monetary Policy Response in the United States 0 0 1 54 1 3 6 165
Quasi-Bayesian Model Selection 1 1 1 101 1 3 9 171
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 1 55 1 2 5 267
Sticky-Wage Models and Knowledge Capital 0 0 1 10 0 1 11 29
Sticky-Wage Models and Knowledge Capital: A Note 0 0 0 29 0 2 13 69
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 1 72 0 3 13 147
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 18 0 1 8 38
Testing for a Unit Root against Transitional Autoregressive Models 0 1 1 116 1 3 4 281
Testing for a Unit Root against Transitional Autoregressive Models 0 5 9 385 1 8 23 904
The Effects of Demographics on the Japanese Housing Market 0 0 0 0 4 5 13 2,558
The Effects of QQE on Long-run Inflation Expectations in Japan 0 1 22 22 3 6 25 25
The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices 0 0 0 105 0 1 5 321
Trading volume and serial correlation in stock returns: a threshold regression approach 0 1 1 127 0 2 4 345
Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve 1 2 3 71 4 10 37 140
Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise 0 0 33 33 0 4 40 40
Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model 0 0 1 2 0 1 8 16
Total Working Papers 18 41 232 7,074 77 239 1,051 24,679
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic factor approach to nonlinear stability analysis 0 0 1 27 0 0 3 110
A nonparametric measure of convergence towards purchasing power parity 0 0 0 58 0 0 4 262
A simple cointegrating rank test without vector autoregression 0 0 0 57 0 0 2 229
Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information 0 0 0 59 2 4 12 246
An Eastern Asian Macroeconometric LINK model (in Japanese) 0 0 1 11 2 2 16 53
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes 0 0 0 3 0 3 9 47
Bootstrapping GMM estimators for time series 0 2 6 98 0 3 23 265
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 1 6 6 1 2 14 14
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 0 0 0 2 4 20 366
Capital mobility in the world economy: an alternative test 1 4 10 141 11 26 46 376
Chaotic monetary dynamics with confidence 0 0 0 32 0 0 1 105
Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons 0 0 0 85 1 1 6 213
Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present 0 0 2 2 0 0 3 29
Current account dynamics under information rigidity and imperfect capital mobility 1 1 3 8 1 1 20 57
Do sticky prices increase real exchange rate volatility at the sector level? 0 0 0 32 0 2 7 201
Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data 0 0 0 18 0 1 4 120
EXCESS SMOOTHNESS OF CONSUMPTION IN JAPAN 0 0 0 0 0 0 4 14
Exchange rate pass-through and inflation: A nonlinear time series analysis 0 0 5 149 0 4 23 503
Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach 0 0 0 2 0 3 5 15
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors 0 0 0 93 0 0 3 409
Macroeconomic forecasting using factor models and machine learning: an application to Japan 3 5 5 5 8 15 19 19
Measuring international business cycles by saving for a rainy day 0 0 0 3 0 0 1 37
Measuring international business cycles by saving for a rainy day 0 0 0 0 0 3 4 5
Measuring the Economic Impact of Monetary Union: The Case of Okinawa 0 0 0 32 0 1 10 220
Menu costs and Markov inflation: A theoretical revision with new evidence 0 0 1 34 0 0 1 158
Noisy information, distance and law of one price dynamics across US cities 0 0 1 11 3 5 9 113
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan 0 0 0 0 0 0 3 203
Nonparametric lag selection for nonlinear additive autoregressive models 0 0 0 13 0 0 0 57
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos 0 0 1 146 0 0 3 484
ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT 0 0 0 19 0 0 1 80
Persistence in law of one price deviations: Evidence from micro-data 0 1 8 166 3 8 29 515
Quasi‐Bayesian model selection 0 0 1 2 1 2 10 22
Real exchange rate dynamics in sticky wage models 0 0 2 21 0 1 11 60
Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them 0 0 1 9 1 1 4 82
Spurious regressions in technical trading 0 0 0 9 7 13 21 85
TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS 0 2 4 12 0 3 9 40
THE INF-T TEST FOR A UNIT ROOT AGAINST ASYMMETRIC EXPONENTIAL SMOOTH TRANSITION AUTOREGRESSIVE MODELS 0 0 0 10 0 0 1 48
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 1 4 0 2 11 60
The Law of One Price without the Border: The Role of Distance versus Sticky Prices 0 0 0 55 0 5 9 278
The effect of demographics on the Japanese housing market 1 2 6 197 4 8 23 873
Total Journal Articles 6 18 65 1,629 47 123 404 7,073


Statistics updated 2021-05-05