Discussion Papers

Guidelines for the Global COE Hi-Stat Discussion Paper Series [PDF: 34KB]

FY2012 Discussion Papers FY2011 Discussion Papers FY2010 Discussion Papers FY2009 Discussion Papers 21COE Hi-Stat DP ASHSTAT DP

FY2008 Discussion Papers

No.53

Kazuko Miyamoto

A New Approach to Estimating Tax Interactions in Fiscal Federalism

March 2009

No.52

Mayu Fujii

The Dynamic Effects of Family Income on Child Health in the United States

March 2009

No.51

Hiroaki Chigira and Tsunemasa Shiba

Bayesian Estimation of Unknown Regression Error Heteroscedasticity

March 2009 (Revised: April 2009)

No.50

Eiji Ogawa and Kentaro Iwatsubo

External Adjustments under Increasing Integration:
Japanese Perspective

March 2009

No.49

Eiji Ogawa and Taiyo Yoshimi

Analysis on β and σ Convergences of East Asian Currencies

No.48

Eiji Ogawa and Kentaro Iwatsubo

External Adjustments and Coordinated Exchange Rate Policy in Asia

No.47

Robert Dekle and Kyoji Fukao

The Japan-U.S. Exchange Rate, Productivity, and the Competitiveness of Japanese Industries

No.46

Kiyoyasu Tanaka

Vertical Foreign Direct Investment: Evidence from Japanese and U.S. Multinational Enterprises

No.45

Reiko Aoki and Aaron Schiff

Collective Rights Organizations and Investment in Upstream R&D

March 2009

No.44

Jay Pil Choi

Patent Pools and Cross-Licensing in the Shadow of Patent Litigation

March 2009

No.43

Junichiro Takahata

An Economic Analysis on Pension Financing Methods: Is VAT Better than Wage Proportional Tax?

March 2009

No.42

Vu Tuan Khai

Re-examining Symmetry of Shocks for East Asia: Results Using a VAR with Sign Restrictions

March 2009

No.41

Tomoaki Yamada

Income Risk, Consumption Inequality, and Macroeconomy in Japan

March 2009

No.40

Shiba Suzuki

Risks after Disasters: A Note on the Effects of Precautionary Saving on Equity Premiums

March 2009

No.39

Jun Yu and Peter Phillips

Information Loss in Volatility Measurement with Flat Price Trading

March 2009

No.38

Siem Jan Koopman, Drew Creal, and André Lucas

A General Framework for Observation Driven Time-Varying Parameter Models

March 2009

No.37

Ole E. Bardorff-Nielsen, Peter Hansen, Asger Lunde, and Neil Shephard

Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading

March 2009

No.36

Fulvio Corsi, Davide Pirino, and Roberto Renò

Volatility Forecasting: The Jumps Do Matter

March 2009

No.35

Federico M. Bandi and Roberto Renò

Nonparametric Stochastic Volatility

March 2009

No.34

Torben G. Andersen, Dobrislav Dobrev, and Ernst Schaumburg

Duration-Based Volatility Estimation

March 2009

No.33

Hiroki Masuda and Takayuki Morimoto

An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data

February 2009

No.32

Isao Ishida and Toshiaki Watanabe

Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model

February 2009

No.31

Hideaki Sakawa and Naoki Watanabel

Managerial Compensation, Corporate Governance, and Business Performance in Japan:
Evidence Using New Micro Data

February 2009

No.30

Jin Feng, Lixin He, and Hiroshi Sato

Public Pension and Household Saving: Evidence from Urban China

February 2009

No.29

Kazuya Kikuchi

Downsian Model with Asymmetric Information: Possibility of Policy Divergence

February 2009

No.28

Toshihiro Tsuchihashi

Sequential Internet Auctions with Different Ending Rules

February 2009

No.27

Taisuke Uchino

Deposit Composition and Liquidity Demand of Commercial Banks:
An Empirical Analysis Using Japanese Panel Data

(in Japanese)

January 2009

No.26

Shintaro Yamaguchi

Job Search, Bargaining, and Wage Dynamics

January 2009

No.25

Shintaro Yamaguchi

Career Progression and Comparative Advantage

January 2009

No.24

Marc Fleurbaey and Koichi Tadenuma

Universal Social Orderings

January 2009

No.23

Hiroshi Sato

Growth of Villages in China, 1990-2002

January 2009

No.22

Li Shi and Ding Sai

An Empirical Analysis of Income Inequality between
a Minority and the Majority in Urban China:
The Case of Ningxia Hui Autonomous Region

January 2009

No.21

Deng Quheng and Li Shi

What Lies behind Rising Earnings Inequality in Urban China?
Regression-based Decompositions

January 2009

No.20

Shiqing Jiang, Ming Lu and Hiroshi Sato

Happiness in the Dual Society of Urban China:
Hukou Identity, Horizontal Inequality and Heterogeneous Reference

January 2009

No.19

Ming Lu and Jianzhi Zhao

The Contribution of Social Networks to Income Inequality in Rural China:
A Regression-Based Decomposition and Cross-Regional Comparison

January 2009

No.18

Kyoji Fukao, Harry X. Wu and Tangjun Yuan

Comparative Output and Labour Productivity in Manufacturing for China, Japan, Korea and the United States in Circa 1935 by a Production PPP Approach

December 2008

No.17

Eric Weese

Political Mergers as Coalition Formation:
Evidence from Japanese Municipal Amalgamations

December 2008

No.16

Kaddour Hadri and Eiji Kurozumi

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

December 2008 (Revised: June 2010)

No.15

Kyoji Fukao, Tsutomu Miyagawa, Kentaro Mukai, Yukio Shinoda, and Konomi Tonogi

Intangible Investment in Japan:
New Estimates and Contribution to Economic Growth

December 2008

No.14

Kyoji Fukao and YoungGak KIM

Productivity, Resource Allocation, and Economic Growth in Japan
(in Japanese)

November 2008

No.13

Jota Ishikawa and Toshihiro Okubo

Greenhouse-gas Emission Controls and International Carbon Leakage through Trade Liberalization

November 2008

No.12

Marie-Ann Betschinger

International Investment Agreements and FDI Heterogeneity:
Industry Evidence from Japanese Multinational Companies

November 2008

No.11

Shuang Li, Ming Lu and Hiroshi Sato

The Value of Power in China:
How Do Party Membership and Social Networks Affect Pay in Different Ownership Sectors?

November 2008

No.10

Yasuhiro Hara

Examination of Mining Production Data in Korea under Japanese Occupation
(in Japanese)

October 2008

No.9

Osamu Saito

Forest History and the Great Divergence:
China, Japan and the West

October 2008

No.8

Zhao Chen, Shiqing Jiang, Ming Lu and Hiroshi Sato

How Do Heterogeneous Social Interactions Affect the Peer Effect in Rural-Urban Migration?:
Empirical Evidence from China

October 2008

No.7

Hiroshi Sato and Li Shi

Class Origin, Family Culture, and Intergenerational Correlation of Education in Rural China

October 2008

No.6

In Choi and Eiji Kurozumi

Model Selection Criteria for the Leads-and-Lags Cointegrating Regression

October 2008

No.5

Jota Ishikawa, Yoichi Sugita and Laixun Zhao

Commercial Policy and Foreign Ownership

October 2008

No.4

Jota Ishikawa, Hodaka Morita and Hiroshi Mukunoki

FDI in Post-Production Services and Product Market Competition

October 2008

No.3

Hyeog Ug Kwon, Kyoji Fukao and YoungGak Kim

R&D and Productivity Growth:
An Empirical Analysis Based on Firm-Level Data
(in Japanese)

October 2008

No.2

Hyeog Ug Kwon, Kyoji Fukao and YoungGak Kim

Innovation and Productivity Growth:
An Empirical Analysis Based on Micro Data of the Basic Survey of
Business Structure and Activity and the Japanese National Innovation Survey
(in Japanese)

October 2008

No.1

Sanghoon Ahn, Kyoji Fukao and Keiko Ito

The Impact of Outsourcing on the Japanese and South Korean Labor Markets:
International Outsourcing of Intermediate Inputs and Assembly in East Asia

October 2008

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