先端研究

Web of Science Core Collection【Web of Science】に収録された本学部スタッフの論文です。

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著者名
(Author(s))

発行年
(Year)

論文タイトル
(Article title)

雑誌名・巻・ページ
(Journal Title, Vol. Pages)

Lin, I-Chen, Istvan Rado, Mei-Fei Lu and Ken Aoo

2021

Societal Entrepreneurship for Sustainable Asian Rural Societies: A Multi-Sectoral Social Capital Approach in Thailand, Taiwan, and Japan

Sustainability, 13(5)

Nakamura, Ryohei, Tadashi Ito and Manabu Morita

2021

Wholesalers, indirect exports, geography, and economies of scope: Evidence from firm transaction data in Japan

Japan and the World Economy, 58, (forthcoming)

Mukunoki, Hiroshi and Hirofumi Okoshi

2021

Rules of origin and consumer‐hurting free trade agreements.

The World Economy (forthcoming)

Kim, Jiyoung, Satoshi Nakano and Kazuhiko Nishimura

2021

The Role of ICT Productivity in Korea-Japan

Multifactor CES Productions and Trades

Applied Economics

(forthcoming)

Sakemoto, Ryuta

2020

Multi-scale inter-temporal capital asset pricing model

International Journal of Finance & Economics, (forthcoming)

Sakemoto, Ryuta, Joseph P. Byrne and Bing Xu

2020

Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals

European Review of Agricultural Economics, 47(2), 499-528.

Asano, Takao and Yusuke Osaki

2020

Optimal Investment under Ambiguous Technology Shocks.

European Journal of Operational Research (forthcoming)

Higashi, Yudai

2020

Effects of region-specific shocks on labor market tightness and matching efficiency: Evidence from the 2011 Tohoku Earthquake in Japan.

Annals of Regional Science, 65(1), 193-219.

Asano, Takao and Yusuke Osaki

2020

Portfolio Allocation Problems between Risky and Ambiguous Assets.

Annals of Operations Research. 284, 63-79.

Cai, Xiaojing, Fang Zheng, Chang Youngho and Hamori Shigeyuki

2020

Co-movements and lead-lag effect in commodity prices: Wavelet coherence analysis and diversification benefits.

Empirical Economics, 58, 393-425.

Motegi, Kaiji, Xiaojing Cai, Hamori Shigeyuki and Haifeng Xu

2020

Moving average threshold heterogeneous autoregressive (MAT-HAR) models.

Journal of Forecasting, 1-8.

Cai, Xioajing, Shigeyuki Hamori, Lu Yang, and Shuairu Tian

2020

Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications.

Risk Management, Energies 13 (2), 294.

Sakemoto, Ryuta and Katsuya Ito

2020

Direct Estimation of Lead–Lag Relationships Using Multinomial Dynamic Time Warping.

Asia-Pacific Financial Markets, 27, 325-342.

Okamoto, Akira

2020

Childcare Allowances and Public Pensions: Welfare and Demographic Effects in an Aging Japan.

The B.E. Journal of Economic Analysis and Policy, 20(2), 20190067.

Sakemoto, Ryuta

2019

Currency carry trades and the conditional factor model.

International Review of Financial Analysis, 63,198-208.

Yoshizawa, Hiroyuki, Toshikazu Yoshida, Hyun‐Jung Park, Makoto Nakajima, Miki Ozeki, and Chika Harada

2019

Cross‐cultural Protective Effects of Neighborhood Collective Efficacy on Antisocial Behaviors: Mediating Role of Social Information Processing.

Japanese Psychological Researcy , 62(2), 116-130.

Kato, Hayato and Hirofumi Okoshi

2019

Production location of multinational firms under transfer pricing: The impact of the arm’s length principle.

International Tax and Public Finance, 26(4), 835-871.

Byrne, Joseph P., Boulis Maher Ibrahim, and Ryuta Sakemoto

2019

Carry trades and commodity risk factors.

Journal of International Money and Finance, 96, 121-129.

Asano, Takao and Hiroyuki Kojima

2019

Consequentialism and Dynamic Consistency in Updating Ambiguous Beliefs.

Economic Theory, 68, 223-250.

Arai, Takuji, Takao Asano, and Katsumasa Nishide

2019

Optimal Initial Capital Induced by the Optimized Certainty Equivalent.

Insurance: Mathematics and Economics, 85, 115-125.

Asano, Takao and Masanori Yokoo

2019

Chaotic Dynamics of a Piecewise Linear Model of Credit Cycles.

Journal of Mathematical Economics, 80, 9-21.

Yoshizawa, Hiroyuki, Toshikazu Yoshida, Hyun-Jung Park, Makoto Nakajima, Miki Ozeki and Chika Harada

2019

Cross‐cultural Protective Effects of Neighborhood Collective Efficacy on Antisocial Behaviors: Mediating Role of Social Information Processing.

Japanese Psychological Research, 62(2).

Luo, Zhaojie, Xiaojing Cai, Katsuyuki Tanaka, Tetsuya Takiguchi, Takuji Kinkyo and Shigeyuki Hamori

2019

Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks.

Journal of Risk and Financial Management, 12(1), 9-22.

Jinji, Naoto, Xingyuan Zhang, and Shoji Haruna

2019

Does a Firm with Higher Tobin’s q Prefer Foreign Direct Investment to Foreign Outsourcing?

North American Journal of Economics and Finance, 50, 101044.

Jinji, Naoto, Xingyuan Zhang, and Shoji Haruna

2019

Do Deeper Regional Trade Agreements Enhance International Technology Spillovers?

The World Economy, 42, 2326-2363.

Jiang, Jiaming, Rajeev Goel, and Xingyuan Zhang

2019

Knowledge flows from business method software patents: influence of firms’ global social networks.

Journal of Technology Transfer, 44, 1070-1096.

Umezuki, Yosuke and Masanori Yokoo

2019

A Simple Model of Growth Cycles with Technology Choice.

Journal of Economic Dynamics and Control, 100, 164-175.

Higashi, Yudai

2018

Spatial spillovers in job matching: Evidence from the Japanese local labor markets.

Journal of the Japanese and International Economies, 50, 1-15.

Sakemoto, Ryuta

2018

The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market.

Economics and Business Letters, 7(1), 24-35.

Sakemoto, Ryuta

2018

Do precious and industrial metals act as hedges and safe havens for currency portfolios?

Finance Research Letters 24, 256-262.

Sakemoto, Ryuta, Joseph P. Byrne, and Boulis Maher Ibrahim

2018

Common information in carry trade risk factors.

Journal of International Financial Markets, Institutions and Money, 52, 37-47.

Sakemoto, Ryuta

2018

Co-movement between equity and bond markets.

International Review of Economics and Finance, 53, 25-38.

Xie, He, Cai Xiaojing amd Hamori Shigeyuki

2018

Bank Credit and Housing Prices in China: Evidence from a TVP-VAR model with stochastic volatility.

Journal of Risk and Financial Management, 90-106.

Guizhou, Liu, Cai Xiaojing and Hamori Shigeyuki

2018

Modeling the Dependence Structure of Share Prices among Three Chinese City Banks.

Journal of Risk and Financial Management, 11(4), 57-75.

Lu, Yang, Cai Xiaojing and Hamori Shigeyuki

2018

What determines the long-term correlation between oil price and exchange rate?

The North American Journal of Economics and Finance, 44, 140-152.

Kitamura, Hiroshi, Noroaki Matsuhima and Misato Sato

2018

Exclusive Contracts with Complementary Inputs.

International Journal of Industrial Organization, 56, 145-167.

Narukawa, Masaki and Nohara Katsuhito

2018

Zero-truncated panel Poisson mixture models: Estimating the impact on tourism benefits in Fukushima Prefecture.

Journal of Environmental Management, 211, 238-246.

Kim, Jiyoung, Satoshi Nakano and Kazuhiko Nishimura

2017

Multifactor CES General Equilibrium: Models and Applications.

Economic Modeling, 63, 115-127.

Lu, Yang, Cai Xiaojing and Hamori Shigeyuki

2017

Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis.

International Review of Economics & Finance, 49, 536-547.

Cai, Xiaojing, Tian Shuairu, Yuan Nannan and Hamori Shigeyuki

2017

Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis.

Journal of International Financial Markets, Institutions & Money, 48, 206-223.

Kitamura, Hiroshi, Noroaki Matsuhima and Misato Sato

2017

Exclusive Contracts and Bargaining Power.

Economics Letters, 151, 1-3.

Higashi, Youichiro, Kazuya Hyogo, Norio Takeoka and Hiroyuki Tanaka

2017

Comparative impatience under random discounting.

Economic Theory, 63, 621-651.

Lu, Yang, Cai Xiaojing, Zhang Huimin and Hamori Shigeyuki

2016

Interdependence of foreign exchange markets: A wavelet coherence analysis.

Economic Modelling, 55, 6-14.

Cai, Xiaojing, Shuairu Tian and Shigeyuki Hamori

2016

Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets.

Applied Economics, 48, 3789-3803.

Kitamura, Hiroshi, Akira Miyaoka and Misato Sato

2016

Relationship-specific Investment as a Barrier to Entry.

Journal of Economics, 119(1), 17-45.

Goel, Rajeev K., James W. Saunoris and Xingyuan Zhang

2016

Intranational and International Knowledge Flows: Effects on the Formal and Informal Sectors.

Contemporary Economic Policy, 34, 297-311.

Narukawa, Masaki

2016

Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models.

Journal of Nonparametric Statistics, 28, 272-295.

Murai, Joshin

2016

A model of transaction signs with order splitting and public information.

Evolutionary and Institutional Economics Review, 13, 469-480.

Nakai, Miwa, Yamaguchi, Keiko and Kenji Takeuchi

2016

Can SRI Funds Better Resist Global Financial Crisis? Evidence from Japan.

International Review of Financial Analysis, 48, 12-20.

Yamaguchi, Keiko and Kenji Takeuchi

2016

Consumer Preferences for Reduced Packaging under Economic Instruments and Recycling Policy.

Waste Management. 48, 540-547.

Asano, Takao, Hiroko Okudaira and Masaru Sasaki

2015

An Experimental Test of a Search Model under Ambiguity.

Theory and Decision, 79, 627-637.

Asano, Takao, Takuma Kunieda and Akihisa Shibata

2015

Overconfidence, Underconfidence, and Welfare.

Journal of Institutional and Theoretical Economics, 171, 372-384.

Asano, Takao and Hiroyuki Kojima

2015

An Axiomatization of Choquet Expected Utility with Cominimum Independence.

Theory and Decision, 78, 117-139.

Miki, Ozeki

2015

Group-Level Group Identity as a Basis of a Group.

Group Dynamics: Theory, Research, and Practice, 19, 166-180.

Lu, Yang, Cai Xiaojing, Li Mengling and Hamori Shigeyuki

2015

Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas.

Economic Modelling, 51, 308-314.

Jinji, Naoto, Xingyuan Zhang, and Shoji Haruna

2015

Trade Patterns and International Technology Spillovers: Evidence from Patent Citations.

Review of World Economics, 151, 635-658.

Goel, Rajeev K., James W. Saunoris and Xingyuan Zhang

2015

Innovation and Underground Entrepreneurship.

Journal of Technology Transfer, 40, 800-820.

Asano, Takao and Noriaki Matsushima

2014

Environmental Regulation and Technology Transfer.

Canadian Journal of Economics, 47, 889-904.

Asano, Takao and Akihisa Shibata

2014

Natural Capital Investment under Knightian Uncertainty.

Environment and Development Economics, 19, 529-547.

Asano, Takao and Hiroyuki Kojima

2014

Modularity and Monotonicity of Games.

Mathematical Methods of Operations Research, 80, 29-46.

Arai, Koki, Hiroshi Kitamura and Misato Sato

2014

Exclusive Contracts when the Incumbent can Establish a Direct Retailer.

Journal of Economics, 112(1), 47-60.

Higashi, Youichiro, Kazuya Hyogo and Norio Takeoka

2014

Stochastic endogenous time preference.

Journal of Mathematical Economics, 51, 77-92.

Nemoto, Jiro and Noriko Furumatsu

2014

Scale and Scope Economies of Japanese Private Universities Revisited with an Input Distance Function Approach.

Journal of Productivity Analysis, 41, 213-226

Okamoto, Akira

2013

Welfare Analysis of Pension Reforms in an Ageing Japan.

Japanese Economic Review, 64 (4), 452-483.

Kitamura, Hiroshi, Akira Miyaoka and Misato Sato

2013

Free Entry, Market Diffusion, and Social Inefficiency with Endogenously Growing Demand.

Journal of the Japanese and International Economies, 29, 98-116.

Kuroda, Koji, Jun-ichi Maskawa and Joshin Murai

2013

Application of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market.

Journal of Statistical Physics, 152, 706-723.

Hoshikawa, Takeshi and Keiko Yamaguchi

2013

A note on the yen/dollar rate without foreign exchange intervention.

Applied Economics Letters, 20(3), 238-243.

Asano, Takao, Takuma Kunieda and Akihisa Shibata

2012

Complex Behavior in a Piecewise Linear Dynamic Macroeconomic Model with Endogenous Discontinuity.

Journal of Difference Equations and Applications, 18, 1889-1898.

Asano, Takao

2012

Uncertainty Aversion and Portfolio Inertia.

Bulletin of Economic Research, 64, 334-343.

Nakata, Yoshifumi and Xingyuan Zhang

2012

A Survival Analysis of Patent Examination Requests by Japanese Electric and Electronic Manufacturers.

Economics of Innovation and New Technology, 21, 31-54.

Nakamura, Ryohei

2012

Contributions of local agglomeration to productivity: Stochastic frontier estimations from Japanese manufacturing firm data.

Papers in Reginal Science, 91, 569-597.

Higashi, Youichiro and Kazuya Hyogo

2012

Lexicographic Expected Utility with a Subjective State Space.

Economic Theory, 49, 175-192.

Asano, Takao and Akihisa Shibata

2011

Optimal Pricing and Quality Choice of a Monopolist under Knightian Uncertainty.

International Journal of Industrial Organization, 29, 746-754.

Asano, Takao and Akihisa Shibata

2011

Risk and Uncertainty in Health Investment/ European.

Journal of Health Economics, 12, 79-85.

Narukawa, Masaki and Yasumasa Yasuda

2011

Broadband semi-parametric estimation of long-memory time series by fractional exponential models.

Journal of Time Series Analysis, 32, 175-193.

Asano, Takao

2010

Precautionary Principle and the Optimal Timing of Environmental Policy under Ambiguity.

Environmental and Resource Economics, 47, 173-196.

Asano, Takao

2010

Optimal Tax Policy and Foreign Direct Investment under Ambiguity.

Journal of Macroeconomics, 32, 185-200.

Asano, Takao

2010

Portfolio Inertia and Epsilon-Contaminations.

Theory and Decision, 68, 341-365.

Okamoto, Akira

2010

Public Pension Reform in Japan.

Economic Analysis and Policy, 40 (2), 179-208.

Higashi, Youichiro, Kazuya Hyogo and Norio Takeoka

2009

Subjective Random Discounting and Intertemporal Choice.

Journal of Economic Theory, 144, 1015-1053.

Yamaguchi, Keiko

2009

An Event Study on the Concealment of the Blending Ratio of Waste Paper.

Waste Management, 29(5), 1491-1494.

Nakamura, Ryohei

2008

Agglomeration Effects on Regional Economic Disparities: A Comparison between the UK and Japan.

Urban Studies, 45, 1947-1971.

Higashi, Youichiro, Sujoy Mukerji, Norio Takeoka and Jean-Marc Tallon

2008

Comment on “Ellsberg’s two-color experiment, portfolio inertia and ambiguity.

International Journal of Economic Theory, 4, 433-444.

Yamaguchi, Keiko

2008

Reexamination of Stock Price Reaction to Environmental Performance: A GARCH Application.

Ecological Economics, 68(1-2), 345-352.

Yokoo, Masanori and Junichiro Ishida

2008

Misperception-driven chaos: theory and policy implications.

Journal of Economic Dynamics and Control, 32, 1732-1753.

Kuroda, Koji and Joshin Murai

2007

Limit theorems in financial market models.

Physica A, 383, 28-34.

Yamaguchi, Keiko

2007

Estimating Energy Elasticity with Structural Changes in Japan.

Energy Economics. 29(6), 1254-1259.

Asano, Takao

2006

Portfolio Inertia under Ambiguity.

Mathematical Social Sciences, 52, 223-232.

Okamoto, Akira

2005

Simulating Progressive Expenditure Taxation in an Aging Japan.

Journal of Policy Modeling, 27 (3), 309-325.

Okamoto, Akira

2005

Simulating Fundamental Tax Reforms in an Aging Japan.

Economic Systems Research, 17 (2), 163-185.

Kozumi, Hideo and Xingyuan Zhang

2005

Bayesian and Non-Bayesian Analysis of Gamma Stochastic Frontier Models by Markov Chain Monte Carlo Methods.

Computational Statistics, 20, 575-593.

Tsuri, Masao

2005

Discretionary Deficit and Its Effects on Japanese Economy.

Applied Economics, 37(19), 2239-2249.

Nonaka. Ikujiro, Vesa Peltokorpi and Hisao Tomae

2005

Strategic knowledge creation: the case of Hamamatsu Photonics.

International Journal of Technology Management, 248-264, 30, 3/4

Ishida, Junichiro and Masanori Yokoo

2004

Threshold nonlinearities and asymmetric endogenous business cycles.

Journal of Economic Behavior and Organization, 54, 175-189.

Shinjo Koji and Xingyuan Zhang

2003

Productivity Analysis of IT Capital Stock: The U.S.‐Japan Comparison.

Journal of the Japanese and International Economies, 17, 81-100.

Onozaki, Tamotsu, Gernot Sieg and Masanori Yokoo

2003

Stability, chaos and multiple attractors: a single agent makes a difference.

Journal of Economic Dynamics and Control, 27, 1917-1938.

Higashi, Youichiro

2002

Firm Specific Human Capital and Unemployment in a Growing Economy.

Japan and the World Economy, 14, 35-44.

Tanizaki, Hisashi and Xingyuan Zhang

2001

Posterior Analysis of the Multiplicative Heteroscedasticity Model.

Communications in Statistics: Theory and Methods, 30, 855-874.

Zhang, Xingyuan

2000

A Monte Carlo Study on the Finite Sample Properties of the Gibbs Sampling Method for a Stochastic Frontier Model.

Journal of Productivity Analysis, 14, 71-83.

Onozaki, Tamotsu, Gernot Sieg and Masanori Yokoo

2000

Complex dynamics in a cobweb model with adaptive production adjustment.

Journal of Economic Behavior and Organization, 41, 101-115.

Yokoo, Masanori

2000

Chaotic dynamics in a two-dimensional overlapping generations model.

Journal of Economic Dynamics and Control, 24, 909-934.

Dohtani, Akitaka, Tetsuya Misawa, Toshio Inaba, Masanori Yokoo, and Tatsuji Owase

1996

Chaos, Complex Transients and Noise: Illustration with a Kaldor Model.

Chaos, Solitons & Fractals, 7, 2157-2174.

Nakamura, Ryohei and Yoshitsugu Kanamoto

1986

A New Approach to the Estimation of Structural Equations in Hedonic Models.

Journal of Urban Economics, 19, 218-233.

Nakamura, Ryohei

1985

Agglomeration Economies in Urban Manufacturing Industries.

Journal of Urban Economics, 17, 108-124.