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Year of publication
Subject
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Combinatorial Auctions 1 Connectedness 1 Price-Demand Procedures 1 Representative Valuation Functions. -- 1 Revealed Preference Activity Rule 1 VCG Mechanisms 1
Online availability
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Free 1,183
Type of publication
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Book / Working Paper 1,310
Language
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English 727 Undetermined 495 Japanese 85 German 1 Russian 1 Slovenian 1
Author
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Takahashi, Akihiko 90 Okazaki, Tetsuji 89 Kubokawa, Tatsuya 87 McAleer, Michael 77 Matsushima, Hitoshi 63 Kunitomo, Naoto 51 Omori, Yasuhiro 51 Miwa, Yoshiro 50 Obinata, Takashi 36 Fukuda, Shin-ichi 35 Fujimoto, Takahiro 34 Kobayashi, Takao 33 Khan, Haider A. 28 Ramseyer, J. Mark 28 Sawada, Yasuyuki 26 Ihori, Toshihiro 22 Ohashi, Hiroshi 21 Tabuchi, Takatoshi 21 Fujii, Masaaki 19 Nishimura, Kiyohiko G. 19 Yanagawa, Noriyuki 18 Chang, Chia-Lin 17 Sato, Seisho 16 Takemura, Akimichi 16 Khan, Haider Ali 15 Okuno-Fujiwara, Masahiro 15 Ueda, Kazuo 15 Hayashi, Masayoshi 14 Kamiya, Kazuya 14 Shiraya, Kenichiro 14 Srivastava, Muni S. 14 Abe, Makoto 12 Chen, Joe 12 Mochida, Nobuki 12 Nakajima, Jouchi 12 Sugawara, Shinya 12 Choi, Yun Jeong 11 Kandori, Michihiro 11 Matsushita, Yukitoshi 11 Srivastava, M. S. 11
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Institution
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Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics Economics Research, World Bank Group 21,564 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10,638 National Bureau of Economic Research (NBER) 8,307 Université Paris-Dauphine (Paris IX) 7,791 Agricultural and Applied Economics Association - AAEA 7,553 World Bank 7,340 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 4,246 Department of Economics, Iowa State University 4,153 Tilburg University, School of Economics and Management 4,127 London School of Economics (LSE) 4,068 Institute for the Study of Labor (IZA) 3,680 EconWPA 3,317 Edward Elgar 2,976 Department of Applied Economics, College of Agricultural, Food, and Environmental Sciences 2,767 Economics, Indian Institute of Management 2,515 Department of Economics, Management School 2,508 Australian Agricultural and Resource Economics Society - AARES 2,489 Society for Computational Economics - SCE 2,445 Charles H. Dyson School of Applied Economics and Management, Cornell University 2,442 Cowles Foundation for Research in Economics, Yale University 2,136 Associação dos Centros de Pós-Graduação em Economia - ANPEC 2,115 Department of Economics, Oxford University 1,988 Department of Agricultural, Food and Resource Economics, Michigan State University 1,944 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1,939 UCLA Department of Economics 1,627 C.E.P.R. Discussion Papers 1,625 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 1,585 Economics Department, Queen's University 1,572 Industrial Relations Section, Department of Economics 1,537 Department of Economics and Business, Universitat Pompeu Fabra 1,535 Southern Agricultural Economics Association - SAEA 1,518 VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 1,427 Economic Research Service, Department of Agriculture 1,415 Department of Economics, Sciences économiques 1,379 Department of Economics, McMaster University 1,333 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1,332 Mathematica Policy Research 1,269 Department of Agribusiness and Applied Economics, North Dakota State University 1,256 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 1,217
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Published in...
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CIRJE F-Series 1,018 CIRJE J-Series 292
Source
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RePEc 1,310
Showing 1 - 10 of 1,310
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"The Effects of Domestic Mergers on Exports: A Case Study of the 1998 Korean Automobile Industry"
Ohashi, Hiroshi; Toyama, Yuya - Center for International Research on the Japanese … - 2015
This paper examines the economic consequences of a horizontal merger between Korean automakers that took place in 1998, with a particular emphasis on export market behavior. Estimates of structural demand and supply reveal that the merger enhanced production efficiency of the merged party by 6.3...
Persistent link: https://www.econbiz.de/10011274015
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"Bank Behavior in Regional Finance and the Development of Regional Industries: The Case of Prewar Fukushima, Japan"
Okazaki, Tetsuji - Center for International Research on the Japanese … - 2015
Because of the unstable financial market after World War I, the Japanese financial system experienced a wave of bank mergers, which resulted in an increase in bank scale and the development of branch banking. In this paper, we explored the implications of the expansion of branch banking, using...
Persistent link: https://www.econbiz.de/10011274016
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"An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets"
Shiraya, Kenichiro; Takahashi, Akihiko - Center for International Research on the Japanese … - 2015
This paper develops a new approximation formula for pricing basket options in a local-stochastic volatility model with jumps. In particular, the model admits local volatility functions and jump components in not only the underlying asset price processes, but also the volatility processes. To the...
Persistent link: https://www.econbiz.de/10011274017
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"A Variant of AIC Using Bayesian Marginal Likelihood"
Kawakubo, Yuki; Kubokawa, Tatsuya; Srivastava, Muni S. - Center for International Research on the Japanese … - 2015
We propose an information criterion which measures the prediction risk of the predictive density based on the Bayesian marginal likelihood from a frequentist point of view. We derive the criteria for selecting variables in linear regression models by putting the prior on the regression...
Persistent link: https://www.econbiz.de/10011268268
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"A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises"
Sato, Seisho; Kunitomo, Naoto - Center for International Research on the Japanese … - 2015
For estimating the integrated volatility by using high frequency data, Kunitomo and Sato (2008, 2011, 2013) have proposed the Separating Information Maximum Likelihood (SIML) method when there are micro-market noises. The SIML estimator has reasonable nite sample properties and asymptotic...
Persistent link: https://www.econbiz.de/10011240307
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"The SIML Estimation of Integrated Covariance and Hedging Coefficient under Round-off Errors, Micro-market Price Adjustments and Random Sampling"
Kunitomo, Naoto; Misaki, Hiroumi; Sato, Seisho - Center for International Research on the Japanese … - 2015
For estimating the integrated volatility and covariance by using high frequency data, Kunitomo and Sato (2011, 2013) have proposed the Separating Information Maximum Likelihood (SIML) method when there are micro-market noises. The SIML estimator has reasonable nite sample properties and...
Persistent link: https://www.econbiz.de/10011246093
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"Expanding the Empire and Spatial Distribution of Economic Activities: The Colonization of Korea by Japan in the Pre-war Period"
Nakajima, Kentaro; Okazaki, Tetsuji - Center for International Research on the Japanese … - 2015
areas close to the removed border between Japan and Korea. As predicted by spatial economics theory, market proximity was … suggest that it is important to reconsider the economic consequences of imperialism from the angle of spatial economics. -- …
Persistent link: https://www.econbiz.de/10011266305
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"Economic Evaluation of Power Source Mix: Simulation toward 2023" (in Japanese)
Saito, Keiji; Ohashi, Hiroshi - Center for International Research on the Japanese … - 2015
This paper simulates the power source mix of Japanese electricity in the year of 2023 based on the information publicly available from electricity companies and electric power system council. It evaluates eight scenarios based on three important parameters for the Japanese electricity market:...
Persistent link: https://www.econbiz.de/10011209923
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"Optimal Position Management for a Market Maker with Stochastic Price Impacts"
Fujii, Masaaki - Center for International Research on the Japanese … - 2015
This paper provides the optimal position management strategy for a market maker who has to face uncertain customer orders in an “illiquid†market, where the market maker’s continuous trading through a traditional exchange incurs stochastic linear price impacts. In addition, it...
Persistent link: https://www.econbiz.de/10011210777
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"Twentieth Century Enterprise Forms: Japan in Comparative Perspective"
Hannah, Leslie; Kasuya, Makoto - Center for International Research on the Japanese … - 2015
La Porta et al see Anglo-American common law as most favourable to economic development, but in 1899 Japan explicitly preferred the German corporate law tradition. Yet its new Commercial Code omitted the GmbH (private company) form, which Guinnane et al see as the jewel in the crown of...
Persistent link: https://www.econbiz.de/10011212063
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