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Language
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English Undetermined 368 Japanese 85 German 1 Russian 1 Slovenian 1
Author
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McAleer, Michael 72 Takahashi, Akihiko 47 Okazaki, Tetsuji 45 Matsushima, Hitoshi 34 Kunitomo, Naoto 31 Miwa, Yoshiro 31 Khan, Haider A. 26 Ramseyer, J. Mark 24 Sawada, Yasuyuki 22 Fukuda, Shin-ichi 20 Omori, Yasuhiro 18 Chang, Chia-Lin 17 Nishimura, Kiyohiko G. 17 Kubokawa, Tatsuya 16 Kobayashi, Takao 15 Obinata, Takashi 15 Ihori, Toshihiro 14 Khan, Haider Ali 14 Tabuchi, Takatoshi 14 Ohashi, Hiroshi 12 Yanagawa, Noriyuki 12 Chen, Joe 10 Kamiya, Kazuya 10 Matsushita, Yukitoshi 10 Ueda, Kazuo 10 Braun, R. Anton 9 Fujii, Masaaki 9 Matsuyama, Kiminori 9 Shimizu, Takashi 9 Tansuchat, Roengchai 9 Abe, Makoto 8 Aoki, Masanao 8 Fujimoto, Takahiro 8 Okuno-Fujiwara, Masahiro 8 Sato, Seisho 8 Takehara, Kohta 8 Choi, Yun Jeong 7 Esteban-Pretel, Julen 7 Iwamoto, Yasushi 7 Kandori, Michihiro 7
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Institution
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Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics National Bureau of Economic Research 30,658 International Monetary Fund 7,776 European Commission / Joint Research Centre 7,163 World Bank 4,995 HAL 3,634 CESifo 3,378 European Parliament / Directorate-General for Internal Policies of the Union 3,270 Institute for the Study of Labor (IZA) 3,030 Internationaler Währungsfonds 2,528 European Central Bank 2,315 International Monetary Fund (IMF) 2,237 European Commission / Directorate-General for Research and Innovation 1,871 World Bank Group 1,836 arXiv.org 1,736 International Food Policy Research Institute (IFPRI) 1,632 European Commission / Directorate-General for Research 1,494 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1,411 Cowles Foundation for Research in Economics, Yale University 1,300 eSocialSciences 1,234 Econometric Society 1,205 Fondazione ENI Enrico Mattei (FEEM) 1,171 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1,115 World Institute for Development Economic Research (UNU/WIDER), United Nations University 1,054 Federal Reserve Bank of St. Louis 1,046 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1,041 European Commission / Directorate-General for Economic and Financial Affairs 1,039 European Commission / Directorate-General for Employment, Social Affairs and Inclusion 1,037 Department of Economics and Business, Universitat Pompeu Fabra 1,012 European Commission / Directorate-General for Communication 1,001 European Commission / Directorate-General for Justice and Consumers 970 European Commission / Directorate-General for the Environment 968 Philippine Institute for Development Studies (PIDS), Government of the Philippines 942 Institut für Weltwirtschaft (IfW) 930 European Commission / Statistical Office of the European Union 915 Levy Economics Institute 898 European Centre for the Development of Vocational Training 893 European Investment Bank 888 Centre for Economic Performance, LSE 883 Inter-American Development Bank 857 David K. Levine 852
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CIRJE F-Series 631 CIRJE J-Series 96
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RePEc 727
Showing 1 - 10 of 727
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"A Remark on Approximation of the Solutions to Partial Differential Equations in Finance"
Takahashi, Akihiko; Yamada, Toshihiro - Center for International Research on the Japanese … - 2012
This paper proposes a general approximation method for the solution to a second-order parabolic partial differential equation(PDE) widely used in finance through an extension of Léeandre's approach(Léandre (2006,2008)) and the Bismut identiy(e.g. chapter IX-7 of Malliavin (1997))] in Malliavin...
Persistent link: https://www.econbiz.de/10009492703
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"A Semi-group Expansion for Pricing Barrier Options"
Kato, Takashi; Takahashi, Akihiko; Yamada, Toshihiro - Center for International Research on the Japanese … - 2012
This paper presents a new asymptotic expansion method for pricing continuously monitoring barrier options. In particular, we develops a semi-group expansion scheme for the Cauchy-Dirichlet problem in the second-order parabolic partial differential equations (PDEs) arising in barrier option...
Persistent link: https://www.econbiz.de/10009492702
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"Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility"
Fujii, Masaaki; Takahashi, Akihiko - Center for International Research on the Japanese … - 2012
In this work, we apply our newly proposed perturbative expansion technique to a quadratic growth FBSDE appearing in an incomplete market with stochastic volatility that is not perfectly hedgeable. By combining standard asymptotic expansion technique for the underlying volatility process, we...
Persistent link: https://www.econbiz.de/10009493818
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"Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models"
Henry, Marc; Méango, Romuald; Queyranne, Maurice - Center for International Research on the Japanese … - 2012
We propose a computationally feasible inference method infinite games of complete information. Galichon and Henry (2011) and Beresteanu, Molchanov, and Molinari (2011) show that such models are equivalent to a collection of moment inequalities that increases exponentially with the number of...
Persistent link: https://www.econbiz.de/10009421300
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"Sharp Bounds in the Binary Roy Model"
Henry, Marc; Mourifié, Ismael - Center for International Research on the Japanese … - 2012
We derive the empirical content of an instrumental variables model of sectorial choice with binary outcomes. Assumptions on selection include the simple, extended and generalized Roy models. The derived bounds are nonparametric intersection bounds and are simple enough to lend themselves to...
Persistent link: https://www.econbiz.de/10009421301
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"A Characterization of the Plurality Rule"
Sekiguchi, Yohei - Center for International Research on the Japanese … - 2012
We consider an axiomatic characterization of the plurality rule, which selects the alternative(s) most preferred by the largest number of individuals. We strengthen the characterization result of Yeh (Economic Theory 34: 575{583, 2008) by replacing <em> effciency</em> axiom by the weaker axiom called...</em>
Persistent link: https://www.econbiz.de/10009395788
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"Mixed Effects Prediction under Benchmarking and Applications to Small Area Estimation"
Kubokawa, Tatsuya - Center for International Research on the Japanese … - 2012
The empirical best linear unbiased predictor (EBLUP) in the linear mixed model (LMM) is useful for the small area estimation in the sense of increasing the precision of estimation of small area means. However, one potential difficulty of EBLUP is that when aggregated, the overall estimate for a...
Persistent link: https://www.econbiz.de/10009395791
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"Empirical Analysis of the National Treatment Obligation Under the WTO: The Case of Japanese <em>Shochu</em>"
Doi, Naoshi; Ohashi, Hiroshi - Center for International Research on the Japanese … - 2012
The national treatment obligation, along with the most favored nation obligation, is an important principle of non-discrimination adopted by theWorld Trade Organization. It requires that foreign products be treated no less favorably than national products. This paper empirically examines the...
Persistent link: https://www.econbiz.de/10009395793
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"Stochastic Macro-equilibrium and A Microfoundation for the Keynesian Economics"
Yoshikawa, Hiroshi - Center for International Research on the Japanese … - 2011
In place of the standard search equilibrium, this paper presents an alternative concept of stochastic macro-equilibrium based on the principle of statistical physics. This concept of equilibrium is motivated by unspecifiable differences of economic agents and the presence of all kinds of micro...
Persistent link: https://www.econbiz.de/10009364900
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"Clean Valuation Framework for the USD Silo -An implication for the forthcoming Standard Credit Support Annex (SCSA)-"
Fujii, Masaaki; Takahashi, Akihiko - Center for International Research on the Japanese … - 2011
In the forthcoming ISDA Standard Credit Support Annex (SCSA), the trades denominated in non-G5 currencies as well as those include multiple currencies are expected to be allocated to the USD silo, where the contracts are collateralized by USD cash, or a different currency with an appropriate...
Persistent link: https://www.econbiz.de/10009386029
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