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 0 0 37
A Dynamic Factor Approach to Nonlinear Stability Analysis 0 0 0 197 0 0 0 696
A Dynamic Factor Approach to Nonlinear Stability Analysis 0 0 0 40 0 0 0 166
A Dynamic Factor Approach to Nonlinear Stability Analysis 0 0 0 0 0 0 0 283
A Nonparametric Measure of Convergence Toward Purchasing Power Parity 0 0 0 138 0 0 1 376
A Nonparametric Measure of Convergence Toward Purchasing Power Parity 0 0 0 3 0 0 0 37
A Simple Cointegrating Rank Test Without Vector Autoregression 0 0 0 314 0 0 1 1,005
Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information 0 0 0 51 0 0 0 189
Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information 0 0 0 32 0 0 0 199
Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information 0 0 0 91 0 0 1 310
Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information 0 0 0 34 0 0 0 158
Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes 0 0 0 42 0 0 0 88
Bootstrapping GMM Estimators for Time Series 0 0 0 519 0 0 4 1,435
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 0 0 22 0 0 5 202
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 0 1 152 0 0 5 362
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 0 2 378 1 2 15 1,050
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 1 343
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility 0 0 0 41 0 0 1 92
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility 0 0 0 14 0 0 1 26
Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility 0 0 0 10 0 0 1 31
Current account dynamics under information rigidity and imperfect capital mobility 0 0 0 24 0 0 1 34
Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions 0 0 0 43 1 1 2 60
Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions 0 1 5 86 0 1 7 254
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 41 1 1 1 140
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 12 0 1 1 93
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 7 0 0 0 76
Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? 0 0 0 17 1 1 1 75
Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan 0 0 0 76 0 0 3 125
Estimating a nonlinear new Keynesian model with the zero lower bound for Japan 0 0 0 145 0 0 2 250
Excess Smoothness of Consumption 0 0 0 0 0 2 4 112
Excess Smoothness of Consumption 0 0 0 0 0 1 3 202
Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis 0 0 0 309 1 1 3 798
Exchange rate pass-through and inflation: a nonlinear time series analysis 0 1 2 66 0 1 6 128
Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations 0 0 1 8 0 0 8 157
Forecasting Japanese inflation with a news-based leading indicator of economic activities 1 1 1 58 1 1 3 146
Great earthquakes, exchange rate volatility and government interventions 1 2 3 66 3 8 17 259
Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach 0 0 0 49 0 1 1 55
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors 0 0 0 208 1 1 3 609
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors 0 0 0 278 2 3 4 880
Measuring Business Cycles by Saving for a Rainy Day 0 0 0 17 0 0 1 108
Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001 0 0 0 136 0 0 0 629
Measuring International Business Cycles by Saving for a Rainy Day 0 0 0 2 0 0 1 11
Measuring business cycles by saving for a rainy day 0 0 0 73 0 0 0 128
Measuring the Economic Impact of Monetary Union: The Case of Okinawa 0 0 0 101 0 0 3 486
Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence 0 0 0 80 0 0 1 363
Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment 1 1 1 49 1 1 2 107
Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model 0 0 2 99 0 0 3 300
Noisy Information, Distance and Law of One Price Dynamics Across US Cities 0 0 0 48 0 0 1 141
Noisy Information, Distance and Law of One Price Dynamics Across US Cities 0 0 0 3 0 0 1 46
Noisy information, distance and law of one price dynamics across US cities 0 0 0 37 0 0 0 60
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 0 0 301 0 0 1 843
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan 0 0 1 15 0 0 1 88
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos 0 0 0 368 0 0 1 1,169
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos 0 0 0 1 0 0 2 27
Nonparametric Neutral 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 0 33
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos 0 0 0 0 0 0 0 20
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 1 493 0 1 3 1,700
Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data 0 0 0 80 0 0 4 385
Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data 0 0 0 139 1 1 2 534
Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data 0 0 1 116 0 0 1 297
Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data 0 0 0 9 0 0 1 62
Persistence in Law-of-One-Price Deviations: Evidence from Micro-data 0 0 0 238 2 2 4 617
Quantifying Inflation Pressure and Monetary Policy Response in the United States 0 0 0 54 0 0 10 243
Quasi-Bayesian Model Selection 0 0 0 102 0 0 0 181
Spurious Regressions in Technical Trading: Momentum or Contrarian? 0 0 1 58 0 1 2 275
Sticky-Wage Models and Knowledge Capital 0 0 0 10 0 0 1 41
Sticky-Wage Models and Knowledge Capital: A Note 0 0 0 30 0 0 0 78
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 18 0 0 3 63
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 72 0 0 1 169
Testing for a Unit Root against Transitional Autoregressive Models 0 0 1 117 0 0 1 286
Testing for a Unit Root against Transitional Autoregressive Models 0 0 2 400 2 3 11 942
The Effects of Demographics on the Japanese Housing Market 0 0 0 0 1 2 2 2,574
The Effects of QQE on Long-run Inflation Expectations in Japan 1 2 5 32 2 5 16 74
The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices 0 0 0 106 0 0 2 326
Trading volume and serial correlation in stock returns: a threshold regression approach 0 0 0 128 1 1 2 359
Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve 1 1 6 91 2 3 22 235
Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise 0 0 1 40 0 1 5 61
Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model 0 0 0 2 0 0 0 18
Total Working Papers 5 9 37 7,278 24 47 218 26,045


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 0 0 113
A nonparametric measure of convergence towards purchasing power parity 0 0 0 58 0 0 0 267
A simple cointegrating rank test without vector autoregression 0 0 0 59 0 1 1 237
Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information 0 0 1 61 0 0 3 258
An Eastern Asian Macroeconometric LINK model (in Japanese) 0 0 1 14 0 0 3 71
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes 0 0 0 3 0 2 3 57
Bootstrapping GMM estimators for time series 0 0 2 116 2 3 11 305
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 1 1 3 11 2 2 14 78
Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach 0 0 0 0 0 0 9 414
Capital mobility in the world economy: an alternative test 0 0 2 146 0 0 2 426
Chaotic monetary dynamics with confidence 0 0 0 34 0 0 1 114
Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons 0 0 0 86 0 0 1 218
Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present 0 0 0 3 0 0 0 32
Current account dynamics under information rigidity and imperfect capital mobility 1 1 1 12 1 1 3 70
Do sticky prices increase real exchange rate volatility at the sector level? 0 0 0 33 1 1 1 212
Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data 0 0 0 18 0 0 0 120
EXCESS SMOOTHNESS OF CONSUMPTION IN JAPAN 0 0 0 0 0 0 0 14
Exchange rate pass-through and inflation: A nonlinear time series analysis 0 0 4 160 1 3 13 556
Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach 0 0 0 3 0 0 1 38
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors 0 0 1 94 1 1 2 414
Macroeconomic forecasting using factor models and machine learning: an application to Japan 1 5 26 62 5 15 65 255
Measuring international business cycles by saving for a rainy day 0 0 0 0 0 0 0 6
Measuring international business cycles by saving for a rainy day 0 0 0 4 0 0 0 42
Measuring the Economic Impact of Monetary Union: The Case of Okinawa 0 0 0 34 1 1 4 236
Menu costs and Markov inflation: A theoretical revision with new evidence 0 0 0 36 0 0 1 167
Noisy information, distance and law of one price dynamics across US cities 0 0 0 11 0 0 0 121
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan 0 0 0 0 0 1 5 219
Nonparametric lag selection for nonlinear additive autoregressive models 0 0 0 14 0 1 2 65
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos 0 0 1 150 0 1 6 502
ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT 0 0 0 19 0 0 1 82
Persistence in law of one price deviations: Evidence from micro-data 0 0 3 187 1 3 10 566
Quasi‐Bayesian model selection 0 0 0 3 0 0 1 28
Real exchange rate dynamics in sticky wage models 0 0 0 21 0 0 1 64
Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them 0 0 0 9 0 0 0 86
Spurious regressions in technical trading 0 0 1 10 0 0 1 100
THE INF-T TEST FOR A UNIT ROOT AGAINST ASYMMETRIC EXPONENTIAL SMOOTH TRANSITION AUTOREGRESSIVE MODELS 0 0 0 10 0 0 1 51
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 1 7 0 0 2 71
The Law of One Price without the Border: The Role of Distance versus Sticky Prices 0 0 0 55 0 0 1 287
The effect of demographics on the Japanese housing market 1 1 1 205 1 2 4 895
Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis 0 1 5 5 3 6 22 22
Total Journal Articles 4 9 53 1,780 19 44 195 7,879


Statistics updated 2024-06-06