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A cointegrated test of the optimal seigniorage model
Fukuta, Yuichi - In: Economics letters 44 (1994) 4, pp. 433-437
Persistent link: https://www.econbiz.de/10001163991
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Asset bubbles, credit market imperfections, and technology choice
Matsuoka, Tarishi; Shibata, Akihisa - In: Economics letters 116 (2012) 1, pp. 52-55
Persistent link: https://www.econbiz.de/10009632785
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Real exchange rate dynamics in sticky wage models
Crucini, Mario J.; Shintani, Mototsugu; Tsuruga, Takayuki - In: Economics letters 123 (2014) 2, pp. 160-163
Persistent link: https://www.econbiz.de/10010400306
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Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10009242396
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Does the prediction horizon matter for the forward premium anomaly? : evidence from panel data
Yang, Kun; Shintani, Mototsugu - In: Economics letters 93 (2006) 2, pp. 255-260
Persistent link: https://www.econbiz.de/10003391930
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A cointegration test of the optimal seigniorage model
Fukuta, Y.; Shibata, A. - In: Economics letters 44 (1994) 4, pp. 433-438
Persistent link: https://www.econbiz.de/10006802511
Cover Image
Asset bubbles, credit market imperfections, and technology choice
Matsuoka, Tarishi; Shibata, Akihisa - In: Economics letters 116 (2012) 1, pp. 52-56
Persistent link: https://www.econbiz.de/10009976907
Cover Image
Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data
Yang, Kun; Shintani, Mototsugu - In: Economics letters 93 (2006) 2, pp. 255-260
Persistent link: https://www.econbiz.de/10007387230
Cover Image
Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-Feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-135
Persistent link: https://www.econbiz.de/10008931511