Content
Undated material is presented at the end, although it may be more recent than other items
2025
- CIRJE-F-1244 "Branch Banking and Regional Financial Markets: Evidence from Prewar Japan" Abstract In Japan in the 1920s, several financial crises and government policy led to bank merg- ers and the consolidation and expansion of branch networks. Using unique historical bank branch-level lending and deposit data, we show that branch banking integrated peripheral markets with the rest of the country, with large urban banks—those headquartered in Tokyo and Osaka—using deposit supply shocks in peripheral areas to fund lending elsewhere. While these findings support contemporary concerns about branch banking draining funds from pe- ripheral markets, we argue that the export of liquidity by urban banks likely represented an efficient reallocation of credit, driven primarily by competition in funding markets. Faced with high-yielding lending opportunities in central prefectures, urban banks bid up deposit rates in peripheral areas, raising local banks’ funding costs. Local banks responded by low- ering intermediation margins and reducing lending to traditional industries, which suggests that they shifted their lending to less risky and more efficient customers. We speculate that this competitive reallocation of capital across regions and sectors allowed banks to maintain a functional specialization in different customer segments, which may explain the continued coexistence of small relationship lenders and large integrated arms-length lenders in local banking markets
by Mathias Hoffmann & Ttsuji Okazaki & Toshihiro Okubo - CIRJE-F-1243 Wartime Financial Control and Allocation of Capital: The Case of Japan during World War II
by Tetsuji Okazaki - CIRJE-F-1242 Short-run and Long-run Consequences of Unconventional Monetary Policy in Japan
by Shin-ichi Fukuda - CIRJE-F-1240 Short-run and Long-run Consequences of Unconventional Monetary Policy in Japan
by Shin-ichi Fukuda - CIRJE-F-1239 Mental Disorder, Altruism, and Empathy: Experimental Evidence from Middle School Students in Post-Earthquake Sichuan, China
by Albert Park & Yasuyuki Sawada & Menghan Shen & Sangui Wang & Heng Wang & Ze Wang
2024
- CIRJE-F-1237 Infrastructure and Structural Transformation: Evidence from Satellite, Administrative, and Multi-Generation Household Data in a Developing Country
by Soyoung Kim & Yuki Higuchi & Kei Kajisa & Yasuyuki Sawada - CIRJE-F-1236 Social integration of Immigrants in Cities: Theory and Evidence from The European Social Survey
by Hiroyuki Matsuyama & Chigusa Okamoto & Yasuhiro Sato - CIRJE-F-1235 Taxing Cross-Border Online Sales for Pareto Improvement in Tax Revenue
by Hikaru Ogawa & Ryota Tsuchiya - CIRJE-F-1234 Probability-based A/B testing with Adaptive Minimax Regret (AMR) Criterion for Long-Term Customer Metrics
by Makoto Abe - CIRJE-F-1233 Japan’s economic warfare in the 1930s and early 1940s
by Tetsuji Okazaki & Akira Okubo - CIRJE-F-1233 Japan’s economic warfare in the 1930s and early 1940s
by Tetsuji Okazaki & Akira Okubo - CIRJE-F-1232 The Macroeconomic Effect of Tax Shocks, New Narrative Evidence from Japan
by Nobuki Mochida - CIRJE-F-1231 The State of Economic History in Japan
by Yutaka Arimoto & Tomoko Hashino & Masaki Nakabayashi & Tetsuji Okazaki & Osamu Saito & Yoshihiro Sakane & Kaoru Sugihara - CIRJE-F-1231 The State of Economic History in Japan
by James Foreman-Peck & Yutaka Arimoto & Tomoko Hashino & Masaki Nakabayashi & Tetsuji Okazaki & Osamu Saito & Yoshihiro Sakane & Kaoru Sugihara - CIRJE-F-1230 A New Equity Investment Strategy with Artificial Intelligence, Multi Factors, and Technical Indicators
by Daiya Mita & Akihiko Takahashi - CIRJE-F-1229 Mean Field Equilibrium Asset Pricing Model with Habit Formation
by Masaaki Fujii & Masashi Sekine - CIRJE-F-1228 Ambivalent Aspirations : Okinawans' Collaboration with the Greater East Asia Co-Prosperity Sphere
by Yuri Okubo - CIRJE-F-1227 Urban Redevelopment Program and Demand Externality
by Daiji Kawaguchi & Keisuke Kawata & Chigusa Okamoto - CIRJE-F-1226 The Role of Advance Notice in Shaping Industrial Response to Time-Varying Electricity Prices
by Daiya Isogawa & Hiroshi Ohashi & Tokunari Anai - CIRJE-F-1225 Factory Automation, Labor Demand, and Local Labor Market
by Daiji Kawaguchi & Tetsuji Okazaki & Xuanli Zhu - CIRJE-F-1224 Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market
by Keisuke Kizaki & Taiga Saito & Akihiko Takahashi - CIRJE-F-1223 Building Business Resilience to Disasters
by Yutaro Izumi & Hiroyuki Nakata & Yasuyuki Sawada & Kunio Sekiguchi
2023
- CIRJE-F-1222 Business Forms and Business Performance in UK Manufacturing 1871-81
by James Foreman-Peck & Leslie Hannah - CIRJE-F-1221 The Marriage of Politics and Economy: Elite Fusion in the Age of Modernization
by Tomoko Matsumoto & Tetsuji Okazaki - CIRJE-F-1220 Large Fires and the Rise of Fire Insurance in Pre-war Japan
by Tetsuji Okazaki & Toshihiro Okubo & Eric Strobl - CIRJE-F-1218 The Effect of Bank Recapitalization Policy on Credit Allocation, Investment, and Productivity: Evidence from a Banking Crisis in Japan
by Hiroyuki Kasahara & Yasuyuki Sawada & Michio Suzuki - CIRJE-F-1217 A Dynamic Analysis of the Bank of Japan’s ETF/REIT Purchase Program
by Daiya Mita & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi - CIRJE-F-1216 Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations
by Takamitsu Kurita & Mototsugu Shintani - CIRJE-F-1215 New Asymptotic Expansion Formula via Malliavin Calculus and Its Application to Rough Differential Equation Driven by Fractional
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1214 Optimal Loan Portfolio under Regulatory and Internal Constraints
by Makoto Okawara & Akihiko Takahashi - CIRJE-F-1213 Planning Mass Production of Merchant Ships in Japan during the Pacific War
by Tetsuji Okazaki - CIRJE-F-1212 Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1211 How Does Flood Affect Children Differently? The Impact of Flood on Children’s Education, Labor, Food Consumption, and Cognitive Development
by Chinh T. Mai & Akira Hibiki - CIRJE-F-1210 Mean-field Equilibrium Price Formation with Exponential Utility
by Masaaki Fujii & Masashi Sekine - CIRJE-F-1209 Satellite-Based Vehicle Flow Data to Assess Local Economic Activities
by Eugenia Go & Kentaro Nakajima & Yasuyuki Sawada & Kiyoshi Taniguchi
2022
- CIRJE-F-1208 The Decline of Labor Share and New Technology Diffusion: Implications forMarkups andMonopsony Power
by Shoki Kusaka & Tetsuji Okazaki & Ken Onishi & Naoki Wakamori - CIRJE-F-1207 Multi-Agent Model Based Proactive Risk Management For Equity Investment
by Daiya Mita & Akihiko Takahashi - CIRJE-F-1206 A Multi-agent Incomplete Equilibrium Model and Its Applications to Reinsurance Pricing and Life-Cycle Investment
by Keisuke Kizaki & Taiga Saito & Akihiko Takahashi - CIRJE-F-1205 Big Data Applications with Theoretical Models and Social Media in Financial Management
by Taiga Saito & Shivam Gupta - CIRJE-F-1204 Cross-Border Shopping, E-Commerce, and Consumption Tax Revenues in Japan
by Yoshimi Adachi & Hikaru Ogawa - CIRJE-F-1203 A New Folk Theorem in OLG Games
by Chihiro Morooka - CIRJE-F-1202 AI, Skill, and Productivity: The Case of Taxi Drivers
by Kyogo Kanazawa & Daiji Kawaguchi & Hitoshi Shigeoka & Yasutora Watanabe - CIRJE-F-1201 Equilibrium Pricing of Securities in the Co-Presence of Cooperative and Non-Cooperative Populations
by Masaaki Fujii - CIRJE-F-1200 Footloose Capital, Educational Choice, and Wage Inequality
by Yoshifumi Kon - CIRJE-F-1199 Property Tax Competition: A Quantitative Assessment
by Rainald Borck & Jun Oshiro & Yasuhiro Sato - CIRJE-F-1198 Multi-agent Robust Optimal Investment Problem in Incomplete Market
by Keisuke Kizaki & Taiga Saito & Akihiko Takahashi - CIRJE-F-1197 A State Space Modeling for Proactive Management in Equity Investment
by Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1196 Tax Competition and Efficient Fiscal Transfers under Capital and Labor Income Taxes
by Mutsumi Matsumoto & Hikaru Ogawa - CIRJE-F-1195 Training, Productivity and Wages: Direct Evidence from a Temporary Help Agency
by Xinwei Dong & Dean R. Hyslop & Daiji Kawaguchi - CIRJE-F-1194 Still Biased? A Remaining Classical Selection Problem of RCTs in Education
by Hikaru Kawarazaki & Minhaj Mahmud & Yasuyuki Sawada & Mai Seki & Kazuma Takakura - CIRJE-F-1193 Rise and Fall of New Technology: Quasi-experimental Evidence from a Developing Country
by Sachiko Miyata & Yasuyuki Sawada & Kazuma Takakura - CIRJE-F-1192 Controlling Funds Allocation for the War: The Experience of Japan in the Late 1930s
by Hiroyasu Inoue & Kentaro Nakajima & Tetsuji Okazaki & Yukiko U. Saito - CIRJE-F-1191 Controlling Funds Allocation for the War: The Experience of Japan in the Late 1930s
by Tetsuji Okazaki - CIRJE-F-1190 A Technology-Gap Model of Premature Deindustrialization
by Ippei Fujiwara & Kiminori Matsuyama - CIRJE-F-1189 Selection and Sorting of Heterogeneous Firms through Competitive Pressures
by Kiminori Matsuyama & Philip Ushchev - CIRJE-F-1188 Measuring Discrimination in Spatial Equilibrium: 100 Years of Japan's Invisible Race
by Atsushi Yamagishi & Yasuhiro Sato - CIRJE-F-1187 ``Designing Wartime Economic Controls: Productivity and Firm Dynamics in the Japanese Cotton Spinning Industry, 1937-1939''
by Tetsuji Okazaki - CIRJE-F-1186 The Effects of Large-scale Equity Purchases during the Coronavirus Pandemic
by Shin-ichi Fukuda & Mariko Tanaka - CIRJE-F-1185 Free-Rider Problem and Sovereignty Protection
by Hitoshi Matsushima - CIRJE-F-1184 Economic Geography and a Theory of International Currency: Implications of a Random Matching Model
by Shin-ichi Fukuda & Mariko Tanaka - CIRJE-F-1183 Self-fulfilling Lockdowns in a Simple SIR-Macro Model
by Shin-ichi Fukuda
2021
- CIRJE-F-1182 Principal-Agent Problems with Hidden Savings in Continuous Time
by Tomoyuki Nakajima - CIRJE-F-1181 Intergenerational Assimilation of Minorities: The Role of the Majority Group
by Ryo Itoh & Yasuhiro Sato & Yves Zenou - CIRJE-F-1180 Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1179 Welfare Costs of Exchange Rate Fluctuations: Evidence from the 1972 Okinawa Reversion
by Kazuko Kano & Takashi Kano - CIRJE-F-1178 Deep Asymptotic Expansion: Application to Financial Mathematics
by Yuga Iguchi & Riu Naito & Yusuke Okano & Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1177 A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1176 Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility
by Yuta Yamauchi & Yasuhiro Omori - CIRJE-F-1175 Particle Rolling MCMC with Double-Block Sampling
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1174 Personal Intergroup Contact Between Different Groups of Ex-Combatants and Civilians: Evidence from a Behavioural Experiment in Rwanda
by Mayuko Onuki & Keitaro Aoyagi & Yoshito Takasaki - CIRJE-F-1173 Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks
by Keisuke Kizaki & Taiga Saito & Akihiko Takahashi - CIRJE-F-1172 Do Public Account Financial Statements Matter? Evidence from Japanese Municipalities
by Shun-ichiro Bessho & Haruaki Hirota - CIRJE-F-1171 Firm Growth, Financial Constraints, andPolicy-Based Finance
by Yuta Takahashi & Naoki Takayama - CIRJE-F-1170 Firm Growth, Financial Constraints, andPolicy-Based Finance
by Timothy E. Dore & Tetsuji Okazaki & Ken Onishi & Naoki Wakamori - CIRJE-F-1169 Does E-Commerce Ease or Intensify Tax Competition? Destination Principle vs. Origin Principle
by Hiroshi Aiura & Hikaru Ogawa - CIRJE-F-1168 Deep Asymptotic Expansion with Weak Approximation
by Yuga Iguchi & Riu Naito & Yusuke Okano & Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1167 Asymptotic Expansion and Deep Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Kolmogorov Partial Differential Equations with Nonlinear Coefficients
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-1166 The Impact of Technological Change on Labor: The Japanese Silk Weaving Industry during the Industrial Revolution
by Tetsuji Okazaki - CIRJE-F-1165 Portfolio Optimization with Choice of a Probability Measure
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1164 Transfer Benefits, Implicit Taxes, and the Earnings of Welfare Recipients: Evidence from Public Assistance Programs in Japan
by Masayoshi Hayashi - CIRJE-F-1163 Equilibrium Price Formation with a Major Player and its Mean Field Limit
by Keisuke Kawata & Yasuhiro Sato - CIRJE-F-1162 ``Equilibrium Price Formation with a Major Player and its Mean Field Limit''
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1161 Still Under-Taxing the Digital MNE? Assessing the Tax Principles of Pillar One in the BEPS Project
by Hikaru Ogawa - CIRJE-F-1160 Supplementary File for "Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by FBSDE Approach"
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1159 A New Efficient Approximation Scheme for Solving High-Dimensional Semilinear PDEs: Control Variate Method for Deep BSDE Solver
by Akihiko Takahashi & Yoshifumi Tsuchida & Toshihiro Yamada
2020
- CIRJE-F-1158 Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility
by Yuta Yamauchi & Yasuhiro Omori - CIRJE-F-1157 Online Learning During School Closure Due to COVID-19
by Masato Ikeda & Shintaro Yamaguchi - CIRJE-F-1156 A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1155 Vocational Training for Demobilized Ex-combatants with Disabilities in Rwanda
by Kengo Igei & Kana Takio & Keitaro Aoyagi & Yoshito Takasaki - CIRJE-F-1154 The Labor Intensive Path: Wages, Incomes and the Work Year in Japan, 1610-1932
by Yuzuru Kumon - CIRJE-F-1153 Month-of-Birth Effects on Skills and Skill Formation
by Shintaro Yamaguchi & Hirotake Ito & Makiko Nakamuro - CIRJE-F-1152 Interest Rate Model with Investor Attitude and Text Mining
by Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi - CIRJE-F-1151 Haste Makes No Waste: Peer Effects of a Speed Competition on Math Score
by Hikaru Kawarazaki & Minhaj Mahmud & Yasuyuki Sawada & Mai Seki - CIRJE-F-1150 A Theory of Public Goods under Complementarity between Safety and Consumptions
by Ikuto Aiba & Yasuhiro Sato - CIRJE-F-1149 Induced Physician-Induced Demand
by Kei Ikegami & Ken Onishi & Naoki Wakamori - CIRJE-F-1148 Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan
by Tetsuji Okazaki & Koji Sakai - CIRJE-F-1147 Impacts of the Industrial Revolution on Wages and Skills of Workers: The Silk Weaving Industry in Early Twentieth-Century Japan
by Tetsuji Okazaki - CIRJE-F-1146 Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan
by Kohei Maehashi & Mototsugu Shintani - CIRJE-F-1145 Mechanism Design with Blockchain Enforcement
by Hitoshi Matsushima & Shunya Noda - CIRJE-F-1144 A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1143 Recurrent Preemption Games
by Hitoshi Matsushima - CIRJE-F-1142 A New Interval Type-2 Fuzzy Logic System under Dynamic Environment: Application to Financial Investment
by Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1141 Morning-Fresh: Declining Prices and the Right-to-Choose in a Faroese Fish Market
by Sanna Laksa & Daniel Marszalec - CIRJE-F-1139 Piracy as promotion? The Importance of Diffusion in the Music Industry
by Daniel Marszalec & Maria Martin-Rodriguez - CIRJE-F-1138 Auction Performance, Strategic Supply Management, and Bidder Behavior in Treasury Bill Auctions: Evidence from the Philippines
by Eduardo Anthony G. Marino III & Daniel Marszalec - CIRJE-F-1137 Complementarity between Mechanization and Human Capital: How Did Machines and Educated White-Collar Workers Enhance Labor Productivity in Prewar Japanese Coal Mines?
by Tetsuji Okazaki - CIRJE-F-1110 Collective Reputation and Learning in Political Agency Problems
by Satoshi Kasamatsu & Daiki Kishishita
2019
- CIRJE-F-1136 Online Appendix for Interest Rate Model with Investor Attitude and Text Mining
by Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi - CIRJE-F-1135 Cooperation in Revision Games and Some Applications
by Yuichiro Kamada & Michihiro Kandori - CIRJE-F-1134 Compatible Mergers: Assets, Service Areas, and Market Power
by Tetsuji Okazaki & Ken Onishi & Naoki Wakamori - CIRJE-F-1133 Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations
by Masaaki Fujii - CIRJE-F-1132 Segregation and Public Spending under Social Identification
by Mariko Nakagawa & Yasuhiro Sato & Kazuhiro Yamamoto - CIRJE-F-1131 A Novel Approach to Asset Pricing with Choice of Probability Measures
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1130 On the Stability of Preferences:Experimental Evidence from Two Disasters
by Yusuke Kuroishi & Yasuyuki Sawada - CIRJE-F-1129 Intergovernmental Competition for Donations: The Case of the Furusato Nozei Program in Japan
by Eiji Fukasawa & Takeshi Fukasawa & Hikaru Ogawa - CIRJE-F-1128 A New Investment Method with AutoEncoder: Applications to Cryptocurrencies
by Masafumi Nakano & Akihiko Takahashi - CIRJE-F-1127 Fighting the Learning Crisis in Developing Countries: A Randomized Experiment of Self-Learning at the Right Level
by Yasuyuki Sawada & Minhaj Mahmud & Mai Seki & An Le & Hikaru Kawarazaki - CIRJE-F-1126 Particle Rolling MCMC
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1125 Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments
by Kayaba Yutaka & Hitoshi Matsushima & Tomohisa Toyama - CIRJE-F-1124 Mechanism Design with General Ex-Ante Investments
by Hitoshi Matsushima & Shunya Noda - CIRJE-F-1123 Corrigendum to Crawford and Sobel (1982) "StrategicInformation Transmission
by Haruki Kono & Michihiro Kandori - CIRJE-F-1122 Transition to a Modern Regime and Change in PlantLifecycles: A Natural Experiment from Meiji Japan
by Tomihiro Machikita & Tetsuji Okazaki - CIRJE-F-1121 Information Design in Blockchain: A Role of Trusted Intermediaries
by Hitoshi Matsushima - CIRJE-F-1120 State Space Approach to Adaptive Fuzzy Modeling for Financial Investment
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1118 Disability and Poverty: Landmine Amputees in Cambodia
by Yoshito Takasaki - CIRJE-F-1117 Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations
by Yuta yamauchi & Yasuhiro Omori - CIRJE-F-1116 Partial Ex-Post Verifiability and Unique Implementation of Social Choice Functions
by Hitoshi Matsushima - CIRJE-F-1115 Behavioral Theory of Repeated Prisoner's Dilemma: Generous Tit-For-Tat Strategy
by Hitoshi Matsushima - CIRJE-F-1114 Stochastic Differential Game in High Frequency Market
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1113 Effects of Class-Size Reduction, On Cognitive and Non-cognitive Skills
by Hirotake Ito & Makiko Nakamuro & Shintaro Yamaguchi - CIRJE-F-1112 A Two-Stage Model of Assignment and Market
by Akihiko Matsui & Megumi Murakami - CIRJE-F-1111 The Effects of Lender of Last Resort on Financial Intermediation during the Great Depression in Japan
by Masami Imai & Tetsuji Okazaki & Michiru Sawada - CIRJE-F-1110 Particle rolling MCMC
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1109 Branch Banking and Regional Financial Markets: Evidence from Prewar Japan
by Mathias Hoffmann & Tetsuji Okazaki & Toshihiro Okubo - CIRJE-F-1108 Inflation Target and Anchor of Inflation Forecasts in Japan
by Shin-ichi Fukuda & Naoto Soma
2018
- CIRJE-F-1107 Is antenatal care effective? Experimental evidence from rural Nigeria
by Yoshito Takasaki & Ryoko Sato - CIRJE-F-1106 Disaster Aid Targeting and Self-Reporting Bias: Natural Experimental Evidence from the Philippines
by Yuki Higuchi & Nobuhiko Fuwa & Kei Kajisa & Takahiro Sato & Yasuyuki Sawada - CIRJE-F-1105 Municipal Mergers and Capitalization: Evaluating the Heisei Territorial Reform in Japan
by Masayoshi Hayashi & Takafumi Suzuki - CIRJE-F-1104 Tax Competition and Fiscal Sustainability
by Kazutoshi Miyazawa & Hikaru Ogawa & Toshiki Tamai - CIRJE-F-1103 Tax Competition and Fiscal Sustainability
by Kazutoshi Miyazawa & Hikaru Ogawa & Toshiki Tamai - CIRJE-F-1102 Application of Online Booking Data to Hotel Revenue Management
by Taiga Saito & Akihiko Takahashi & Noriaki Koide & Yu Ichifuji - CIRJE-F-1101 Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach
by Kiyohiko G. Nishimura & Seisho Sato & Akihiko Takahashi - CIRJE-F-1100 Disasters Aggravate Present Bias Causing Depression: Evidence from the Great East Japan Earthquake
by Yasuyuki Sawada & Keiko Iwasaki & Toyo Ashida - CIRJE-F-1099 Bank Runs and Minimum Reciprocity
by Hitoshi Matsushima - CIRJE-F-1098 Optimal Taxation of Couples' Incomes with Endogenous Bargaining Power
by Mizuki Komura & Hikaru Ogawa & Yoshitomo Ogawa - CIRJE-F-1097 Impacts of High-Speed Rail Construction on Urban Agglomerations: Evidence from Kyushu in Japan
by Chigusa Okamoto & Yasuhiro Sato - CIRJE-F-1096 Epic Fail: How Below-Bid Pricing Backfires in Multiunit Auctions
by Sanna Laksá & Daniel Marszalec & Alexander Teytelboym - CIRJE-F-1095 Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations
by Yuta Yamauchi & Yasuhiro Omori - CIRJE-F-1094 Asymptotic Expansion for Forward-Backward SDEs with Jumps
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1093 Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions
by Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto - CIRJE-F-1092 Functional Forms for Tractable Economic Models and the Cost Structure of International Trade
by Michal Fabinger & E. Glen Weyl - CIRJE-F-1091 Product Proliferation and First Mover Advantage in a Multiproduct Duopoly
by Yi-Ling Cheng & Takatoshi Tabuchi - CIRJE-F-1090 Bitcoin Technical Trading with Articial Neural Network
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1089 Free Trade Agreement with Endogenous Market Structure
by Lijun Pan & Takatoshi Tabuchi - CIRJE-F-1088 Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims
by Hitoshi Matsushima - CIRJE-F-1087 Online Supplement for "Stochastic Differential Game in High Frequency Market"
by Taiga Saito & Akihiko Takahashi - CIRJE-F-1086 Solving Backward Stochastic Differential Equations with quadratic-growth drivers by Connecting the Short-term Expansions
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1085 Social Image Concern and Reference Point Formation
by Yosuke Hashidate - CIRJE-F-1084 Employment and Hours over the Business Cycle in a Model with Search Frictions
by Noritaka Kudoh & Hiroaki Miyamoto & Masaru Sasaki - CIRJE-F-1083 Preferences for Randomization and Anticipated Utility
by Yosuke Hashidate - CIRJE-F-1082 Dissatisficing-Averse Preferences
by Yosuke Hashidate - CIRJE-F-1081 The Role of Corporate Governance in Japanese Unlisted Companies
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima - CIRJE-F-1080 Particle rolling MCMC with double block sampling: conditional SMC update approach
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1079 Interlinked Transactions under Tenancy System: A Case from Meiji Japan
by Yohei Kojima - CIRJE-F-1078 Bitcoin technical trading with artificial neural network
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1077 Who Grew Rich? Anatomy and Intergenerational Dynamics of Economic Elites under Japan's Modernization
by Tomoko Matsumoto & Tetsuji Okazaki - CIRJE-F-1076 Framing Game Theory
by Hitoshi Matsushima - CIRJE-F-1075 Multiple-lock Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity
by Yuta Kurose & Yasuhiro Omori
2017
- CIRJE-F-1074 Testing the Validity of Non-Parametric Value Estimates in Treasury Bill Auctions Using Top-Up Auction Data
by Daniel Marszalec - CIRJE-F-1073 Excess Capacity and Effectiveness of Policy Interventions: Evidence from the Cement Industry
by Tetsuji Okazaki & Ken Onishi & Naoki Wakamori - CIRJE-F-1072 Framing Game Theory
by Hitoshi Matsushima - CIRJE-F-1071 International Capital Market and Repeated Tax Competition
by Satoshi Kasamatsu & Hikaru Ogawa - CIRJE-F-1070 Short-run Incentive and Information in Sequential Adoptions: An Antenatal Care Experiment in Rural Nigeria
by Yoshito Takasaki & Ryoko Sato - CIRJE-F-1069 Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs
by Masaaki Fujii & Akihiko Takahashi & Masayuki Takahashi - CIRJE-F-1068 Market Access, Technology, and Plant Lifecycles: A Natural Experiment from Japan’s Opening to Trade in 1859
by Tomohiro Machikita & Tetsuji Okazaki - CIRJE-F-1067 State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1066 Particle rolling MCMC with Double Block Sampling: Conditional SMC Update Approach
by Naoki Awaya & Yasuhiro Omori - CIRJE-F-1065 Optimal Overbooking Strategy in Online Hotel Booking Systems
by Taiga Saito & Akihiko Takahashi & Noriaki Koide & Yu Ichifuji - CIRJE-F-1064 Do Central Grants Affect Welfare Caseloads? Evidence from Public Assistance in Japan
by Masayoshi Hayashi - CIRJE-F-1063 Development State Evolving: Japan’s Graduation from a Middle Income Country
by Tetsuji Okazaki - CIRJE-F-1062 On the Effect of Bank of Japan's Outright Purchase on the JGB Yield Curve
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi & Takami Tokioka - CIRJE-F-1061 Hedging and Pricing Illiquid Options with Market Impacts
by Taiga Saito - CIRJE-F-1060 Demographics, Immigration, and Market Size
by Akihiko Matsui & Megumi Murakami - CIRJE-F-1059 Demographics, Immigration, and Market Size
by Koichi Fukumura & Kohei Nagamachi & Yasuhiro Sato & Kazuhiro Yamamoto - CIRJE-F-1058 Dynamic Implementation, Verification, and Detection
by Hitoshi Matsushima - CIRJE-F-1057 Mechanism Design in Hidden Action and Hidden Information: Richness and Pure-VCG
by Hitoshi Matsushima & Shunya Noda - CIRJE-F-1056 Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory
by Yutaka Kayaba & Hitoshi Matsushima & Tomohisa Toyama - CIRJE-F-1055 Disentangling the Effects of Technological and Organizational Changes during the Rise of the Factory: The Case of the Japanese Weaving Industry, 1905-1914
by Tetsuji Okazaki - CIRJE-F-1054 Endogenizing Government's Objectives in Tax Competition with Capital Ownership
by Keisuke Kawachi & Hikaru Ogawa & Taiki Susa - CIRJE-F-1053 Robust Technical Trading with Fuzzy Knowledge-based Systems
by Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi - CIRJE-F-1052 Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment--Empirical Study in the Japanese Stock Market--
by Taiga Saito & Takanori Adachi & Teruo Nakatsuma & Akihiko Takahashi & Hiroshi Tsuda & Naoyuki Yoshino - CIRJE-F-1051 Creative Destruction of Industries: Yokohama City in the Great Kanto Earthquake, 1923
by Tetsuji Okazaki & Toshihiro Okubo & Eric Strobl - CIRJE-F-1050 The Impacts of Emerging Asia on Global Financial Markets
by Shin-ichi Fukuda & Mariko Tanaka - CIRJE-F-1049 Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models
by Hiroyuki Kasahara & Katsumi Shimotsu - CIRJE-F-1047 Anticipated Backward SDEs with Jumps and Quadratic-Exponential Growth Drivers
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-1046 Transition of Spatial Distribution of Human Capital in　Japan
by Yasuhiro Sato & Masaaki Toma - CIRJE-F-1045 The Simultaneous Multivariate Hawkes-type Point Processes and Their Application to Financial Markets
by Naoto Kunitomo & Daisuke Kurisu & Yusuke Amano & Naoki Awaya - CIRJE-F-1044 Testing the Order of Multivariate Normal Mixture Models
by Hiroyuki Kasahara & Katsumi Shimotsu - CIRJE-F-1043 Multi-Dimensional Pass-Through, Incidence, and the Welfare Burden of Taxation in Oligopoly
by Takanori Adachi & Michal Fabinger