Access Statistics for Mototsugu Shintani

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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 0 0 0 18 0 1 2 39
A Dynamic Factor Approach to Nonlinear Stability Analysis 0 0 0 0 0 1 1 284
A Dynamic Factor Approach to Nonlinear Stability Analysis 0 0 0 197 0 1 1 697
A Dynamic Factor Approach to Nonlinear Stability Analysis 0 0 0 40 0 1 1 167
A Nonparametric Measure of Convergence Toward Purchasing Power Parity 0 0 0 138 1 3 3 379
A Nonparametric Measure of Convergence Toward Purchasing Power Parity 0 0 0 3 0 1 1 38
A Simple Cointegrating Rank Test Without Vector Autoregression 0 0 0 314 0 1 1 1,006
Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information 0 0 0 32 0 1 2 201
Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information 0 0 0 51 1 3 4 193
Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information 0 0 0 91 0 0 0 310
Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information 0 0 0 34 0 2 2 160
Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes 0 0 0 42 0 1 1 89
Bootstrapping GMM Estimators for Time Series 0 0 0 519 1 3 4 1,439
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 1 1 153 0 3 5 367
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 0 0 378 0 6 10 1,058
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 1 1 23 0 2 2 204
Capital Mobility in the World Economy: An Alternative Measure 0 0 0 2 0 0 0 329
Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons 0 0 0 1 0 0 1 344
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility 0 0 0 14 0 0 0 26
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility 0 0 0 10 0 0 0 31
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility 0 0 0 41 0 0 1 93
Current account dynamics under information rigidity and imperfect capital mobility 0 0 0 24 0 0 0 34
Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions 0 1 5 90 0 3 8 261
Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions 0 1 1 44 0 1 2 61
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 17 0 0 1 75
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 12 0 0 1 93
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 7 0 1 1 77
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 41 1 2 3 142
Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan 0 0 0 76 0 1 3 128
Estimating a nonlinear new Keynesian model with the zero lower bound for Japan 0 0 0 145 0 1 2 252
Excess Smoothness of Consumption 0 0 0 0 0 1 7 117
Excess Smoothness of Consumption 0 0 0 0 0 0 1 202
Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis 0 0 0 309 0 0 2 799
Exchange rate pass-through and inflation: a nonlinear time series analysis 0 0 2 67 0 0 4 131
Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations 0 0 1 9 0 1 5 162
Forecasting Japanese inflation with a news-based leading indicator of economic activities 0 0 1 58 1 1 3 148
Great earthquakes, exchange rate volatility and government interventions 0 0 3 67 4 5 15 266
Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach 0 0 1 50 0 1 3 57
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors 0 0 0 278 0 0 3 880
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors 0 0 0 208 0 0 2 610
Measuring Business Cycles by Saving for a Rainy Day 0 0 0 17 0 1 1 109
Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001 0 1 2 138 0 2 6 635
Measuring International Business Cycles by Saving for a Rainy Day 0 0 0 2 0 1 1 12
Measuring business cycles by saving for a rainy day 0 0 0 73 0 1 1 129
Measuring the Economic Impact of Monetary Union: The Case of Okinawa 0 0 1 102 1 3 4 490
Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence 0 0 0 80 2 3 4 367
Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment 0 0 1 49 1 1 2 108
Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model 0 0 1 100 0 0 2 302
Noisy Information, Distance and Law of One Price Dynamics Across US Cities 0 0 0 48 0 0 0 141
Noisy Information, Distance and Law of One Price Dynamics Across US Cities 0 0 0 3 0 1 1 47
Noisy information, distance and law of one price dynamics across US cities 0 0 0 37 1 2 3 63
Noisy information, distance and law of one price dynamics across US cities 0 0 0 18 0 0 0 53
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan 0 1 1 302 0 2 2 845
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan 0 0 0 15 0 1 2 90
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos 0 0 0 368 0 0 1 1,170
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos 0 0 0 1 2 2 2 29
Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos 0 0 0 0 0 0 1 22
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos 0 0 0 0 0 0 1 21
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos 0 0 0 2 0 0 1 34
Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos 0 0 0 1 0 0 0 25
On the Long-Run Variance Ratio Test for a Unit Root 0 0 0 493 1 2 3 1,702
Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data 0 0 0 139 1 3 5 538
Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data 0 0 1 81 0 1 18 403
Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data 0 0 0 116 0 0 0 297
Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data 0 0 0 9 0 1 1 63
Persistence in Law-of-One-Price Deviations: Evidence from Micro-data 0 0 0 238 0 0 3 618
Quantifying Inflation Pressure and Monetary Policy Response in the United States 0 0 0 54 0 0 1 244
Quasi-Bayesian Model Selection 0 0 0 102 0 3 5 186
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 0 58 0 0 3 277
Sticky-Wage Models and Knowledge Capital 0 1 2 12 0 2 3 44
Sticky-Wage Models and Knowledge Capital: A Note 0 1 1 31 0 2 2 80
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 18 0 1 1 64
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 72 1 1 1 170
Testing for a Unit Root against Transitional Autoregressive Models 0 0 0 117 1 1 1 287
Testing for a Unit Root against Transitional Autoregressive Models 0 0 0 400 0 0 5 944
The Effects of Demographics on the Japanese Housing Market 0 0 0 0 0 2 4 2,576
The Effects of QQE on Long-run Inflation Expectations in Japan 0 0 2 32 1 2 10 79
The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices 0 0 1 107 1 2 3 329
Trading volume and serial correlation in stock returns: a threshold regression approach 0 0 0 128 0 1 2 360
Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve 0 1 5 95 0 4 11 243
Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise 0 1 3 43 0 1 6 66
Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model 0 0 0 2 0 0 1 19
Total Working Papers 0 10 37 7,306 22 97 232 26,230


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 0 27 0 1 1 114
A nonparametric measure of convergence towards purchasing power parity 0 0 0 58 0 2 2 269
A simple cointegrating rank test without vector autoregression 0 0 0 59 0 1 2 238
Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information 0 0 2 63 0 0 3 261
An Eastern Asian Macroeconometric LINK model (in Japanese) 0 0 2 16 0 2 7 78
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes 0 0 0 3 0 0 2 57
Bootstrapping GMM estimators for time series 1 1 2 118 2 2 7 309
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 0 0 0 0 3 5 419
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 1 2 12 0 3 6 82
Capital mobility in the world economy: an alternative test 0 0 0 146 0 1 2 428
Chaotic monetary dynamics with confidence 0 0 1 35 0 1 4 118
Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons 0 0 0 86 0 1 2 220
Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present 0 0 0 3 0 0 1 33
Current account dynamics under information rigidity and imperfect capital mobility 0 0 1 12 1 1 3 72
Do sticky prices increase real exchange rate volatility at the sector level? 0 0 1 34 0 2 4 215
Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data 0 0 0 18 0 0 1 121
EXCESS SMOOTHNESS OF CONSUMPTION IN JAPAN 0 0 0 0 0 1 1 15
Exchange rate pass-through and inflation: A nonlinear time series analysis 0 0 2 162 2 5 14 567
Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach 0 0 0 3 0 0 0 38
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors 0 0 0 94 0 0 1 414
Macroeconomic forecasting using factor models and machine learning: an application to Japan 4 9 20 77 8 17 53 293
Measuring international business cycles by saving for a rainy day 0 0 0 0 1 1 3 9
Measuring international business cycles by saving for a rainy day 0 1 1 5 0 1 1 43
Measuring the Economic Impact of Monetary Union: The Case of Okinawa 1 1 1 35 2 3 7 242
Menu costs and Markov inflation: A theoretical revision with new evidence 0 0 1 37 0 0 1 168
Noisy information, distance and law of one price dynamics across US cities 0 1 2 13 2 4 6 127
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan 0 0 0 0 1 2 5 223
Nonparametric lag selection for nonlinear additive autoregressive models 0 0 0 14 1 2 3 67
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos 0 0 2 152 0 0 4 505
ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT 0 0 0 19 0 2 2 84
Persistence in law of one price deviations: Evidence from micro-data 1 1 1 188 1 2 8 571
Quasi‐Bayesian model selection 0 0 0 3 0 0 1 29
Real exchange rate dynamics in sticky wage models 0 0 0 21 1 2 2 66
Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them 0 0 0 9 0 1 1 87
Spurious regressions in technical trading 0 0 0 10 1 1 1 101
THE INF-T TEST FOR A UNIT ROOT AGAINST ASYMMETRIC EXPONENTIAL SMOOTH TRANSITION AUTOREGRESSIVE MODELS 0 0 0 10 0 0 0 51
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 7 1 1 1 72
The Law of One Price without the Border: The Role of Distance versus Sticky Prices 0 0 0 55 0 1 2 289
The effect of demographics on the Japanese housing market 0 0 2 206 1 1 4 897
Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis 1 2 3 7 3 9 24 40
Total Journal Articles 8 17 46 1,817 28 76 197 8,032


Statistics updated 2025-03-03