2006年以降のワーキングペーパー
No.12: Naohito Abe, Chiaki Moriguchi and Noriko Inakura
"The Impact of the Great East Japan Earthquake on Commodity Prices:
New Evidence from High-Frequency Scanner Data"
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No.11: Naohito Abe and Kyosuke Shiotani
"Analysis of Price Level Heterogeneity across Households based on the Geary-Khamis Price Index"
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No.10: Xiangdan Piao
"Sweets or Alcohol? The Gender Battle within Japanese Families"
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No.9: 阿部修人
「若年者の直面する雇用・所得リスクに関する一考察 -パネルデータと予備的貯蓄モデルを用いた動学分析- 」
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No.8: Akiyuki Tonogi
"The Relation between Inventory Investment and Price Dynamics in a Distributive Firm"
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No.7: 青野幸平
「Tomorrow Nextを用いた金融政策の分析」
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No.6: 外木暁幸
「大規模POSデータの実証分析とフィリップス曲線への含意」
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No.5: SungJin Cho and John Rust
"Does Zero Interest Work as An Important Marketing Tool?"
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No.4: Takayasu Matsuoka
"Retail Price Stickiness, Market Structure and Distribution Channels"
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No.3: Naohito Abe and Kyosuke Shiotani
"Who faces higher prices?
-An empirical analysis based on Japanese homescan data-"
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No.2: Naohito Abe, Chiaki Moriguchi, and Noriko Inakura
"The Great East Japan Earthquake and its Short-run Effects on Household Purchasing Behavior"
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No.1: 渡辺 努
「ゼロ金利下の長期デフレ」
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No.77: Atushi Ishikawa, Shouji Fujimoto, Tsutomu Watanabe, and Takayuki Mizuno
“Emergence of power laws with different power-law exponents
from reversal quasi-symmetry and Gibrat's law”
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No.76: Makoto Nirei
“Beauty Contests and Fat Tails in Financial Markets”
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No.75: S.Fujimoto, A.Ishikawa, T.Mizuno, and T.Watanabe
“A New Method for Measuring Tail Exponents of Firm Size Distributions”
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No.74: 神林 龍
「日本における名目賃金の硬直性(1993-2006) 擬似パネルデータを用いた接近」 PDF file
No.73: Chih-nan Chen,Tsutomu Watanabe, and Tomoyoshi Yabu
“A New Method for Identifying the Effects of Foreign Exchange Interventions”
PDF file
No.72: 渡辺努, 水野貴之, 石川温, 藤本祥二
「メガ企業の生産関数の形状:分析手法と応用例」 PDF file
No.71: Takayasu Matsuoka
“Price Rigidity and Market Structure:
Evidence from the Japanese Scanner Data” PDF file
No.70: Arata Ito, Tsutomu Watanabe, and Tomoyoshi Yabu
“Fiscal Policy Switching in Japan, the U.S., and the U.K.” PDF file
No.69:Chihiro Shimizu, Kiyohiko G. Nishimura and
Tsutomu Watanabe
“House Prices at Different Stages of the Buying/Selling Process”
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No.68:渡辺努, 水野貴之
「ネットオークション価格はアンフェアか?」
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No.67: 渡辺努
「ゼロ金利と緩やかな物価下落」
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No.66: 清水千弘, 渡辺努
「家賃の名目硬直性」
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No.65:Takaaki Ohnishi, Hideki Takayasu, Takatoshi Ito, Yuko Hashimoto,
Tsutomu Watanabe and Misako Takayasu
“On the Nonstationarity of the Exchange Rate Process”
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No.64:Makoto Nirei and Vladyslav Sushko
“Stochastic Herding by Institutional Investment Managers”
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No.63:Kohei Aono and Tokuo Iwaisako
“Forecasting Japanese Stock Returns with
Financial Ratios and Other Variables”
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No.62:Chihiro Shimizu, Kiyohiko G. Nishimura and
Tsutomu Watanabe
“Housing Prices in Tokyo: A Comparison of Hedonic and
Repeat Sales Measures”
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No.61:Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, and Tsutomu Watanabe
“On the Evolution of the House Price Distribution”
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No.60:Jun-Hyung Ko and Koichi Murase
“The Great Moderation in the Japanese Economy ”
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No.59:Jun-Hyung Ko
“The Role of the IMF Under the Noise of Signals”
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No.58:Jun-Hyung Ko, Kensuke Miyazawa and Tuan Khai Vu
“News shocks and the Japanese macroeconomic fluctuations”
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No.57:Takayuki Mizuno, Makoto Nirei and Tsutomu Watanabe
“Closely Competing Firms and Price Adjustment:
Some Findings from an Online Marketplace”
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No.56:Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, and Tsutomu Watanabe
“On the Evolution of the House Price Distribution”
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No.55:Ryohei Hisano and Takayuki Mizuno
“Sales Distribution of Consumer Electronics”
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No.54:Takayuki Mizuno, Makoto Nirei and Tsutomu Watanabe
“Competing Firms and Price Adjustment:
Evidence from an Online Marketplace”
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No.53:Hiroki Arato and Katsunori Yamada
“Japan's Intangible Capital and Valuation of
Corporations in a Neoclassical Framework”
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No.52:Chihiro SHIMIZU, Hideoki TAKATSUJI, Hiroya ONO
and Kiyohiko G. NISHIMURA
“Structural and Temporal Changes in the Housing Market and Hedonic Housing Price Indices”
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No.51: Chihiro Shimizu and Koji Karato
“Estimation of Redevelopment Probability using Panel Data
-Asset Bubble Burst and Office Market in Tokyo-”
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No.50: Chihiro Shimizu and Tsutomu Watanabe
“Housing Bubble in Japan and the United States”
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No.49: Naohito Abe and Daiji Kawaguchi
“Incumbent's Price Response to New Entry:The Case of Japanese Supermarkets”
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No.48: Chihiro Shimizu, Kiyohiko G. Nishimura and Tsutomu Watanabe
“House Prices in Tokyo: A Comparison of
Repeat-Sales and Hedonic Measures”
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No.47: 阿部修人
「近年の若年層が直面する所得リスクに関する一考察」
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No.46: 水野貴之, 渡辺努, 斉藤有希子
「価格の実質硬直性:計測手法と応用例」
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No.45: 渡辺努, 藪友良
「量的緩和期の外為介入」
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No.44: Takayuki Mizuno, Makoto Nirei and Tsutomu Watanabe
“Real Rigidities: Evidence from an Online Marketplace”
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No.43: Kohei Aono and Tokuo Iwaisako
“On the Predictability of Japanese Stock Returns using Dividend Yield”
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No.42: Hiroki Arato and Tomoya Nakamura
“The welfare effect of disclosure through media: a zero-sum case”
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No.41: Chihiro Shimizu, Kiyohiko G. Nishimura and Tsutomu Watanabe
“Housing Prices and Rents in Tokyo: A Comparison of Repeat-Sales and Hedonic Measures”
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No.40: Takayuki Mizuno and Tsutomu Watanabe
“A statistical analysis of product prices in online markets”
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No.39: Katsuhiro Nishinari, Mitsuru Iwamura, Yukiko Umeno Saito and
Tsutomu Watanabe
“The bursting of housing bubble as jamming phase transition”
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No.38: Koji Sakai and Tsutomu Watanabe
“The Firm as a Bundle of Barcodes”
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No.37: 外木暁幸
「大規模POSデータを用いた価格変化の因子分析」
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No.36: Kenn Ariga and Ryo Kambayashi
“Employment and Wage Adjustments at Firms under Distress in Japan:
An Analysis Based upon a Survey”
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No.35: 青野幸平
「日本の株式市場・債券市場における金融政策の影響」
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No.34: Tokuo Iwaisako, and Keiko Okada
“Understanding the Decline in the Japanese Saving Rate in the New Millennium”
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No.33: 渡辺努
「四半世紀の物価変動」
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No.32: 清水千弘, 渡辺努
「日米住宅バブルの比較」
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No.31: Takayasu Matsuoka
“Goodness-of-Fit Test for Price Duration Distributions”
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No.30: Chih-nan Chen,Tsutomu Watanabe, and Tomoyoshi Yabu
“A New Method for Identifying the Effects of Central Bank Interventions”
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No.29: Chihiro Shimizu, Kiyohiko G.Nishimura, and Tsutomu Watanabe
“Residential Rents and Price Rigidity: Micro Structure and Macro Consequences”
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No.28: 渡辺努, 藪友良, 伊藤新
「制度情報を用いた財政乗数の計測」
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No.27: 阿部修人, 外木暁幸, 渡辺努
「企業出荷価格の粘着性-アンケートとPOSデータに基づく分析-」
PDF file
No.26: 神林龍, 有賀健
「賃金・雇用調整と価格決定方法」PDF file
No.25: Yuko Hashimoto, Takatoshi Ito, Takaaki Ohnishi,
Misako Takayasu, Hideki Takayasu, and Tsutomu Watanabe
“Random Walk or A Run
―Market Microstructure Analysis of the Foreign Exchange Rate Movements
based on Conditional Probability― ” PDF file
No.24: 水野貴之, 渡辺努
「オンライン市場における価格変動の統計的分析」PDF file
No.23: 坂井功治
「日本企業における資金調達行動」PDF file
No.22: 小西葉子, 西山慶彦
「ランクサイズ回帰の検定について」PDF file
No.21: 阿部修人, 稲倉典子
「パネルデータにおける家計消費の変動要因-測定誤差とデータ集計期間に関する一考察-」
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No.20: Tokuo Iwaisako
“Disagreement and Stock Prices in the JASDAQ ―An Empirical Investigation Using Market Survey Data” PDF file
No.19: 祝迫得夫
「投資家の「意見の不一致」と株価
――サーベイデータによるJASDAQ市場の分析」
PDF file
No.18: Naohito Abe and Akiyuki Tonogi
“Micro and Macro Price Dynamics over Twenty Years in Japan ―A Large Scale Study Using Daily Scanner Data―” PDF file
No.17: Yukiko Umeno Saito and Tsutomu Watanabe
“Menu Costs and Price Change Distributions: Evidence from Japanese Scanner Data” PDF file
No.16: Takayasu Matsuoka
“Unobserved Heterogeneity in Price-Setting Behavior:
a Duration Analysis Approach” PDF file
No.15: 阿部修人, 外木暁幸
「価格改定頻度及び特売と消費者物価指数の動向-大規模POSデータに基づく考察-」 PDF file
No.14: 松岡孝恭
「名目価格の硬直性に関するミクロ計量分析」 PDF file
No.13: 齊藤有希子, 渡辺努
「企業間関係と企業規模」 PDF file
No.12: Tsutomu Watanabe and Tomoyoshi Yabu
“The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004” PDF file
No.11: 青野幸平
「日本の株式市場の予測可能性」 PDF file
No.10: Yukiko Umeno Saito, Tsutomu Watanabe, and Mitsuru Iwamura
“Do Larger Firms Have More Interfirm Relationships?” PDF file
No.9: Kohei Aono and Tokuo Iwaisako
“The Consumption-Wealth Ratio and the Japanese
Stock Market” PDF file
No.8: Naohito Abe and Yessica C.Y. Chung
“Voluntary Information Disclosure and Corporate Governance
The Empirical Evidence on Earnings Forecasts” PDF file
No.7: 阿部修人,稲倉典子
「日本家計の消費・貯蓄・労働プロファイル」
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No.6: Naohito Abe and Ichiro Iwasaki
“IMPACTS OF CORPORATE GOVERNANCE AND PERFORMANCE ON MANAGERIAL TURNOVER IN RUSSIAN FIRMS” PDF file
No.5: Kenn Ariga, Giorgio Brunello, Roki Iwahashi and Lorenzo Rocco
“On the Efficiency Costs of De-tracking Secondary Schools” PDF file
No.4: 高村多聞,渡辺努
「流動性の罠と最適金融政策:展望」
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No.3: Tamon Takamura, Tsutomu Watanabe, and Takeshi Kudo
“Optimal Monetary Policy at the Zero Interest Rate Bound: The Case of Endogenous Capital Formation” PDF file
No.2: Arata Ito, Tsutomu Watanabe, and Tomoyoshi Yabu
“Fiscal Policy Switching: Evidence from Japan, US, and UK” PDF file
No.1: Mitsuru Iwamura, Shigenori Shiratsuka, and Tsutomu Watanabe,
“Massive Money Injection in an Economy with Broad Liquidity Services: The Japanese Experience 2001-2006” PDF file