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type_genre:"Working Paper"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~subject:"Bildungsertrag"
~subject:"VAR model"
~subject:"Volatilität"
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Japan
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Watanabe, Toshiaki
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Global COE Hi-Stat discussion paper series
IMES discussion paper series / Englische Ausgabe
19
Working paper / National Bureau of Economic Research, Inc.
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15
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8
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ECONIS (ZBW)
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1
External shocks and Japanese business cycles : evidence from a sign-restricted VAR
Morita, Hiroshi
-
2013
Persistent link: https://www.econbiz.de/10009689975
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2
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
3
Regime switches in Japanese fiscal policy : Markov-Switching VAR approach
Ko, Jun-Hyung
;
Morita, Hiroshi
-
2013
Persistent link: https://www.econbiz.de/10009682257
Saved in:
4
Changing unchanged inequality : higher education, youth population, and the Japanese seniority wage system
Yamada, Ken
;
Kawaguchi, Daiji
-
2012
Persistent link: https://www.econbiz.de/10009627061
Saved in:
5
Expansionary effect of an anticipated fiscal policy on consumption in Japan
Morita, Hiroshi
-
2012
Persistent link: https://www.econbiz.de/10009532192
Saved in:
6
Wage convergence and divergence in East Asia, 1900-39
Cha, Myung Soo
-
2012
Persistent link: https://www.econbiz.de/10009656873
Saved in:
7
Bayesian analysis of time-varying parameter vector autoregressive model with the ordering of variables for the Japanese economy and monetary policy
Nakajima, Jouchi
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239364
Saved in:
8
Modeling and forecasting the volatility of the Nikkei 225 realized volatility using the ARFIMA-GARCH model
Ishida, Isao
;
Watanabe, Toshiaki
-
2009
Persistent link: https://www.econbiz.de/10003854412
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9
An optimal weight for realized variance based on intermittent high-frequency data
Masuda, Hiroki
;
Morimoto, Takayuki
-
2009
Persistent link: https://www.econbiz.de/10003854413
Saved in:
10
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy
Nakajima, Jouchi
;
Kasuya, Munehisa
;
Watanabe, Toshiaki
-
2009
Persistent link: https://www.econbiz.de/10003854786
Saved in:
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