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March 31, 2009
Discussion Papers
Kiyoyasu Tanaka “Vertical Foreign Direct Investment: Evidence from Japanese and U.S. Multinational Enterprises”
Robert Dekle and Kyoji Fukao “The Japan-U.S. Exchange Rate, Productivity, and the Competitiveness of Japanese Industries”
March 30, 2009
Discussion Papers
Jay Pil Choi “Patent Pools and Cross-Licensing in the Shadow of Patent Litigation”
Reiko Aoki and Aaron Schiff “Collective Rights Organizations and Investment in Upstream R&D”
March 27, 2009
Discussion Papers
Vu Tuan Khai “Re-examining Symmetry of Shocks for East Asia: Results Using a VAR with Sign Restrictions”
Junichiro Takahata “An Economic Analysis on Pension Financing Methods: Is VAT Better than Wage Proportional Tax?”
March 26, 2009
Upcoming Seminar
Pre-Conference Meeting for the “International Comparison of Output and Productivity in History” Session, XVth World Economic History Congress, Utrecht
March 25, 2009
Hi-Stat Vox No. 4
Osamu Saito “History” in Classical Economics, “Society” in Neo-Classical Economics: Towards a new conceptualisation in economic history
Discussion Papers
Shiba Suzuki
“Risks after Disasters: A Note on the Effects of Precautionary Saving on Equity Premiums”
Tomoaki Yamada
“Income Risk, Consumption Inequality, and Macroeconomy in Japan”
March 23, 2009
New Photos for Hitotsubashi COE Conference on International Trade and FDI 2008
March 18, 2009
Hitotsubashi Quarterly vol. 21
Kyoji Fukao, Global COE Program “Research Unit for Statistical and Empirical Analysis in Social Sciences”
Global COE Hi-Stat Newsletter No. 1
March 11, 2009
Discussion Papers
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”
Siem Jan Koopman, Drew Creal, and André Lucas
“A General Framework for Observation Driven Time-Varying Parameter Models”
Jun Yu and Peter Phillips “Information Loss in Volatility Measurement with Flat Price Trading”
March 6, 2009
Discussion Papers
Torben G. Andersen, Dobrislav Dobrev, and Ernst Schaumburg “Duration-Based Volatility Estimation”
Federico M. Bandi and Roberto Renò “Nonparametric Stochastic Volatility”
Fulvio Corsi, Davide Pirino, and Roberto Renò “Volatility Forecasting: The Jumps Do Matter”
February 26, 2009
Discussion Papers
Hideaki Sakawa and Naoki Watanabel “Managerial Compensation, Corporate Governance, and Business Performance in Japan: Evidence Using New Micro Data”
Isao Ishida and Toshiaki Watanabe “Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model”
Hiroki Masuda and Takayuki Morimoto “An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data”
February 25, 2009
Hi-Stat Vox initiated to receive a column contribution from VoxEU.org in cooperation with Centre for Economic Policy Research (CEPR) in January 2009.
February 24, 2009
Upcoming Seminars
The 1st Winter Institute of Macroeconomics
Hitotsubashi Global COE One-Day Trade Workshop
Hitotsubashi Global COE Lectures on International Trade
February 17, 2009
Upcoming Seminar - Program
“Global COE & Hitotsubashi Law and Economics Group Patent Pools and Standards Workshop: Theory and Empirical Evidence”
February 13, 2009
Discussion Papers
Kazuya Kikuchi “Downsian Model with Asymmetric Information: Possibility of Policy Divergence”
Jin Feng, Lixin He, and Hiroshi Sato “Public Pension and Household Saving: Evidence from Urban China”
February 9, 2009
Discussion Paper
Toshihiro Tsuchihashi, “Sequential Internet Auctions with Different Ending Rules”
January 30, 2009
Discussion Papers
Shintaro Yamaguchi “Career Progression and Comparative Advantage”
Shintaro Yamaguchi “Job Search, Bargaining, and Wage Dynamics”
Taisuke Uchino “Deposit Composition and Liquidity Demand of Commercial Banks: An Empirical Analysis Using Japanese Panel Data”
January 23, 2009
Discussion Paper
Marc Fleurbaey and Koichi Tadenuma “Universal Social Orderings”
January 22, 2009
XVth World Economic History Congress (Utrecht 2009) - Call for Papers
The XVth World Economic History Congress will be held in Utrecht from August 3 to August 7, 2009, and one of its sessions, on the “International Comparison of Output and Productivity in History,” is being organized by Global COE Hi-Stat program leader Kyoji Fukao and COE Visiting Scholar Harry Wu. The Global COE Hi-Stat invites submissions of papers for this session. Please see here for more details.
January 9, 2009
Hi-Stat Vox
Jota Ishikawa “Paul Krugman's Winning of the Nobel Prize in Economics—Contribution to International Trade Theory”
Opportunities
COE Visiting Young Researcher
December 26, 2008
Upcoming Seminars
Comparative Analysis of Enterprise Data (CAED) 2009 Conference
Global COE Hi-Stat Data Archive / Supervisory Group Seminar
December 18, 2008
Upcoming Seminar - Program
“Hitotsubashi Lecture and Workshop on Choice, Games, and Welfare”
December 11, 2008
Upcoming Seminar
“Hitotsubashi COE Conference on International Trade and FDI 2008"
December 4, 2008
Discussion Paper
Kaddour Hadri and Eiji Kurozumi “A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence”
December 3, 2008
Discussion Paper
Kyoji Fukao, Tsutomu Miyagawa, Kentaro Mukai, Yukio Shinoda, and Konomi Tonogi “Intangible Investment in Japan: New Estimates and Contribution to Economic Growth”
The JIP Database 2008 now forms part of the OECD's STAN Database.
The JIP Database, created and updated by the Global COE Program "Research Unit for Statistical and Empirical Analysis in Social Sciences (G-COE Hi-Stat)" in collaboration with the Research Institute of Economy, Trade and Industry, now is one of the data sources of the STAN (Structural Analysis) Database developed by OECD for the analysis of member countries' industrial structures and productivity. For more information, see the STAN Database [xls: 231KB]
November 27, 2008
Discussion Paper
Kyoji Fukao and YoungGak Kim “Productivity, Resource Allocation, and Economic Growth in Japan” (in Japanese)
Opportunities
COE Young Visiting Researcher
Hi-Stat Vox
Yukinobu Kitamura Towards an Evidence Based Policy Design
November 7, 2008
Discussion Paper
Jota Ishikawa and Toshihiro Okubo “Greenhouse-gas Emission Controls and International Carbon Leakage through Trade Liberalization”
November 4, 2008
Discussion Papers
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?”
Marie-Ann Betschinger “International Investment Agreements and FDI Heterogeneity: Industry Evidence from Japanese Multinational Companies”
October 31, 2008
Discussion Paper
Yasuhiro Hara “Examination of Mining Production Data in Korea under Japanese Occupation” (in Japanese)
October 27, 2008
Discussion Paper
Osamu Saito “Forest History and the Great Divergence: China, Japan and the West”
October 23, 2008
Upcoming Seminar - Papers
“Hitotsubashi COE Conference on International Trade and FDI 2008”
October 21, 2008
Upcoming Seminar
Hitotsubashi COE Conference on International Trade and FDI 2008
October 20, 2008
Discussion Papers
Hiroshi Sato and Li Shi “Class Origin, Family Culture, and Intergenerational Correlation of Education in Rural China”
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 16, 2008
Opportunities
Joint Studies
October 14, 2008
Upcoming Seminar - Program
International Conference “High-Frequency Data Analysis in Financial Markets”
Discussion Papers
Sanghoon Ahn, Kyoji Fukao and Keiko Ito “The Impact of Outsourcing on the Japanese and South Korean Labor Markets: International Oursourcing of Intermediate Inputs and Assembly in East Asia”
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)
Hyeog Ug Kwon, Kyoji Fukao and YoungGak Kim “R&D and Productivity Growth: An Empirical Analysis Based on Firm-Level Data (in Japanese)
Jota Ishikawa, Hodaka Morita and Hiroshi Mukunoki “FDI in Post-Production Services and Product Market Competition”
Jota Ishikawa, Yoichi Sugita and Laixun Zhao “Commercial Policy and Foreign Ownership”
In Choi and Eiji Kurozumi “Model Selection Criteria for the Leads-and-Lags Cointegrating Regression”
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