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The index of agency cost and the financial accelerator: the case of Japan
Uchiyama, Hirokuni - In: Japan and the world economy : international journal of … 18 (2006) 1, pp. 22-48
Persistent link: https://www.econbiz.de/10003253035
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Does agency cost model explain business fluctuations in Japan? An empirical attempt to estimate agency cost by firm size
Ogawa, Kazuo; Uchiyama, Hirokuni - 2003
An attempt is made to estimate a state space model of investment and borrowing in a Bayesian framework and extract the unobservable agency cost of Japanese firms by firm size. Our estimates of the agency cost exhibited a declining trend in the late 80s and then switched to an increasing trend in...
Persistent link: https://www.econbiz.de/10010332217
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Does Agency Cost Model Explain Business Fluctuations in Japan?: An Empirical Attempt to Estimate Agency Cost by Firm Size
Ogawa, Kazuo; Uchiyama, Hirokuni - Institute of Social and Economic Research (ISER), Osaka … - 2003
An attempt is made to estimate a state space model of investment and borrowing in a Bayesian framework and extract the unobservable agency cost of Japanese firms by firm size. Our estimates of the agency cost exhibited a declining trend in the late 80s and then switched to an increasing trend in...
Persistent link: https://www.econbiz.de/10004985741
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Does agency cost model explain business fluctuations in Japan? : An empirical attempt to estimate agency cost by firm size
Ogawa, Kazuo (contributor); Uchiyama, Hirokuni (contributor) - 2003 - [Elektronische Ressource]
An attempt is made to estimate a state space model of investment and borrowing in a Bayesian framework and extract the unobservable agency cost of Japanese firms by firm size. Our estimates of the agency cost exhibited a declining trend in the late 80s and then switched to an increasing trend in...
Persistent link: https://www.econbiz.de/10001751324
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Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?
Watanabe, Toshiaki - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10001469682
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Intraday price volatility and trading volume : a case of the Japanese government bond futures
Watanabe, Toshiaki - 1996
Persistent link: https://www.econbiz.de/10000926451
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A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki - In: Journal of applied econometrics 14 (1999) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
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Measuring business cycle turning points in Japan with a dynamic Markov switching factor model
Watanabe, Toshiaki - 2002
Persistent link: https://www.econbiz.de/10001701099
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Measuring business cycle turning points in Japan with a dynamic Markov switching factor model
Watanabe, Toshiaki - In: Monetary and economic studies 21 (2003) 1, pp. 35-68
Persistent link: https://www.econbiz.de/10009935016
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Measuring business cycle turning points in Japan with a dynamic Markov switching factor model
Watanabe, Toshiaki - In: Monetary and economic studies 21 (2003) 1, pp. 35-68
Persistent link: https://www.econbiz.de/10001734984