Guidelines for the Global COE Hi-Stat Discussion Paper Series [PDF: 34KB]
FY2011 Discussion Papers FY2010 Discussion Papers FY2009 Discussion Papers FY2008 Discussion Papers 21COE Hi-Stat DP ASHSTAT DP
Mieko Fujisawa, Tomohiko Inui, and Takeshi Hiromatsu
May 2024
Yoshihisa Godo
Catch-up, Sustainable Economic Growth and Education Stock in East Asia
October 2023
Osamu Saito
Urbanisation in the Philippines, 1903-2020: historical changes in a log-normal mirror
October 2023
Keiya Eto
October 2023
Konosuke Odaka
Measuring Gross Domestic Expenditures (GDE) in the Philippines: 1902-1940
October 2023
Nobutaka Suzuki
September 2023
Yoshihiro Chiba
Labor Force of the Philippines, 1903-2010
September 2023
Yoshiko Nagano
A Brief Overview of the Monetary and Foreign Exchange Control Policy in the Philippines: 1898－2010
Yasuhiro Hara
Calculation of Real Exchange Rate between Philippine Peso and US Doller
September 2023
Yoshiko Nagano
Intra-Asian Trade in the Philippines, 1856－2010
September 2023
Konosuke Odaka
Estimating Provisional Consumer Price Index (CPI) of The Philippines, 1902~1940
September 2023
Konosuke Odaka
Adjusting Hooley's Philippine GDP (1902~40)
August 2023
Konosuke Odaka
Exploring Engel's Law and Personal Consumption in the Philippines, 1902~1941
August 2023
Peter J. Hammond
April 2013
Daiji Kawaguchi and Hiroshi Ono
Educational Credentialism and Elite Formation in Japan: A Long-term Perspective
April 2013
Kazuyasu Sakamoto
The Relationship Between Young Unemployed and Parents' Financial Resources
(in Japanese)
April 2013
Kazuhito Higa
Estimating Upward Bias in the Japanese CPI Using Engel's Law
April 2013
Shota Araki
Estimating the Extensive Margin of Youth Labor Supply
(in Japanese)
April 2013
Ippei Fujiwara
Monetary Policy Cooperation - Policy Prescriptions from New Open Economy Macroeconomics
(in Japanese)
April 2013
Iichiro Uesugi and Taisuke Uchino
The Effects of a Megabank Merger on Firm-Bank Relationships and Borrowing Costs
(in Japanese)
March 2012
Norifumi Yukutake
The Effects of the Property Tax Break for Newly-Built Houses on Housing Investments in Tokyo
(in Japanese)
March 2013
Kazuya Kikuchi
On the Realizability of Social Preferences in Three-Party Parliamentary Democracies
March 2013
Yosuke Okada and Takahito Kushi
March 2013
Takuya Yamamoto and Takeshi Sakurai
FDI Spillover Effects in the Food Industry in Asian Countries
(in Japanese)
March 2013
Mieko Fujisawa
Using Volume Measurement for Measuring Health Care in the SNA
(in Japanese)
March 2013
Yuko Mori
More Political Parties, More Redistribution?
Empirical Evidence from State Governments in India
March 2013
Seungjin Han and Shintaro Yamaguchi
Compensating Wage Differentials in Stable Job Matching Equilibrium
March 2013
Tuan-Hwee Sng and Chiaki Moriguchi
Taxation and Public Goods Provision in China and Japan before 1850
March 2013
Dmitry Didenko, Péter Földvári, and Bas van Leeuwen
March 2013
Yuko Mori
Empirical Analysis of Elections and Voting Behavior in India
(in Japanese)
March 2013
Kei Nanamiya
Modelling for the Wavelet Coefficients of ARFIMA Processes
February 2013
Yohei Yamamoto
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series
February 2013
Dukpa Kim and Yohei Yamamoto
Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR
February 2013
Yukinobu Kitamura
Human Growth Pattern: Observations from the Longitudinal Survey of Babies in 21st Century in Japan
(in Japanese)
January 2013
Hiroshi Morita
External Shocks and Japanese Business Cycles: Evidence from a Sign-Restricted VAR
January 2013
Yuta Koike
Limit Theorems for the Pre-averaged Hayashi-Yoshida Estimator with Random Sampling
January 2013
Shintaro Yamaguchi
Changes in Returns to Task-Specific Skills and Gender Wage Gap
January 2013
Yukinobu Kitamura
Value Added Tax Revisited: Toward a Reasonable Consumption Tax Reform in Japan
(in Japanese)
January 2013
Masato Ubukata and Toshiaki Watanabe
Pricing Nikkei 225 Options Using Realized Volatility
January 2013
Hiroshi Kato, Haruka Usuki, and Erina Iwasaki
Urban Society of Amman - Report of the Amman Household Survey 2008
(in Japanese)
January 2013
Daiji Kawaguchi
Fewer School Days, More Inequality
January 2013
Jun-Hyung Ko and Hiroshi Morita
Regime Switches in Japanese Fiscal Policy: Markov-Switching VAR Approach
January 2013
Peter Reinhard Hansen, Asger Lunde, and Valeri Voev
December 2012
Jean Jacod and Mark Podolskij
A Test for the Rank of the Volatility Process: The Random Perturbation Approach
December 2012
Kyoji Fukao and Tangjun Yuan
China's Economic Growth, Structural Change and the Lewisian Turning Point
December 2012
Torben G. Andersen, Nicola Fusari, and Viktor Todorov
Parametric Inference and Dynamic State Recovery from Option Panels
December 2012
Kawaguchi Daiji and Haruko Noguchi
Low Birth Weight: Its Causes and Consequences
(in Japanese)
December 2012
Andras Fulop, Junye Li, and Jun Yu
Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
December 2012
Kazuko Kano
Menu Costs and Dynamic Duopoly
December 2012
Takashi Kurosaki and Kyosuke Kurita
November 2012
Hiroyuki Okamuro and Kenta Ikeuchi
November 2012
Hiroyuki Okamuro and Kenta Ikeuchi
November 2012
Kasahara Hiroyuki and Shimotsu Katsumi
Testing the Number of Components in Finite Mixture Models
November 2012
Pierre Perron and Yohei Yamamoto
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
November 2012
Yuko Mori
November 2012
Eiji Kurozumi, Daisuke Yamazaki, and Kaddour Hadri
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
November 2012
(Revised: August 2013)
Eiji Ogawa and Zhiqian Wang
November 2012
Kaixiang Peng
Rationality, Market and Rural Credit: Case of Fude Association
November 2012
Myung Soo Cha
Wage Convergence and Divergence in East Asia, 1900-39
November 2012
Hui-min Lai
The Economic Significance of the Imperial Household Department in the Qianlong Period
November 2012
Max Meulemann, Martin Uebele, and Bernd Wilfling
The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis
November 2012
Yohei Yamamoto and Pierre Perron
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions
October 2012
Yohei Yamamoto
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions
October 2012
Hiroaki Chigira and Tsunemasa Shiba
Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity
October 2012
Kasahara Hiroyuki and Shimotsu Katsumi
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures
October 2012
Kazuko Kano, Takashi Kano, and Kazutaka Takechi
The Price of Distance: Producer Heterogeneity, Pricing to Market, and Geographic Barriers
October 2012
Kazuko Kano, Takashi Kano, and Kazutaka Takechi
Exaggerated Death of Distance: Revisiting Distance Effects on Regional Price Dispersions
October 2012
Hiroshi Sato and Sai Ding
Ethnicity and Income in China: The Case of Ningxia
October 2012
Changing Unchanged Inequality: Higher Education, Youth Population, and Japan's Seniority Wages
September 2012 (2nd Revised: July 2013)
Makoto Takahashi, Yasuhiro Omori, and Toshiaki Watanabe
News Impact Curve for Stochastic Volatility Models
September 2012
Asuka Takeuchi-Nogimori
An Empirical Analysis of the Nikkei 225 Put Options Using Realized GARCH Models
September 2012
Eiji Satoh
Consolidation and Scale Economies in the Japanese Sewerage Industry
September 2012
Kazuhiro Kumo
Mortality Trends in Russia Revisited: A Survey
July 2012
Takeshi Nishimura
Optimal Design of Scoring Auction with Multidimensional Quality
July 2012
Takeshi Nishimura
Bundling Decision in Procurement Auctions with Risk-Averse Suppliers
July 2012
Lee Hun-Chang
The Korean Economy in the Eighteenth Century: Laying the Foundation for Modern Economic Growth
(in Japanese)
July 2012
Ichiro Iwasaki
Long-Term Development Path of the Second Industry in Central Asia
(in Japanese)
June 2012 (Revised: February 2013)
Takako Kimura
Nuclear Energy in Asia: Safety Post-Fukushima
May 2012
Taisuke Uchino and Iichiro Uesugi
The Effects of a Megabank Merger on Firm-Bank Relationships and Borrowing Costs
May 2012
Jouchi Nakajima and Toshiaki Watanabe
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -
(in Japanese)
April 2012
FY2011 Discussion Papers FY2010 Discussion Papers FY2009 Discussion Papers FY2008 Discussion Papers 21COE Hi-Stat DP ASHSTAT DP