Similar Search Results - EconBiz

Does the Prediction Horizon Matter for the Forward Premium Anomaly? Evidence from Panel Data

Yang, Kun; Shintani, Mototsugu - 2010

The forward unbiasedness regression is revisited by varying the prediction horizons from 1 day to 1 year. The panel data suggests some possibility of a positive slope coefficient at a short horizon while the negative coefficient improves forecasting performance at longer horizons

Persistent link: https://www.econbiz.de/10014225568

Cointegration and tests of the permanent income hypothesis : Japanese evidence with international comparisons

Shintani, Mototsugu - In: Journal of the Japanese and international economies : … 8 (1994) 2, pp. 144-172

Persistent link: https://www.econbiz.de/10001167309

A simple cointegrating rank test without vector autoregression

Shintani, Mototsugu - In: Journal of econometrics 105 (2001) 2, pp. 337-362

Persistent link: https://www.econbiz.de/10001633669

A dynamic factor approach to nonlinear stability analysis

Shintani, Mototsugu - In: Journal of economic dynamics & control 32 (2008) 9, pp. 2788-2808

Persistent link: https://www.econbiz.de/10003775098

Capital mobility in the world economy : an alternative test

Shibata, Akihisa - In: Journal of international money and finance 17 (1998) 5, pp. 741-756

Persistent link: https://www.econbiz.de/10001253043

Excess smoothness of consumption in Japan

Shintani, Mototsugu - In: The Japanese economic review : the journal of the … 47 (1996) 3, pp. 271-285

Persistent link: https://www.econbiz.de/10001207124

Is there chaos in the world economy? : A nonparametric test using consistent standard errors

Linton, Oliver; Shintani, Mototsugu - 2001

Persistent link: https://www.econbiz.de/10001592534

Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos

Shintani, Mototsugu; Linton, Oliver - 2003

Persistent link: https://www.econbiz.de/10001760767

Is there chaos in the world economy?

Shintani, Mototsugu; Linton, Oliver - In: International economic review 44 (2003) 1, pp. 331-358

Persistent link: https://www.econbiz.de/10001742770

Nonparametric neural network estimation of lyapunov exponents and a direct test for chaos

Shintani, Mototsugu; Linton, Oliver - 2002

Persistent link: https://www.econbiz.de/10001658165

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