working paper 2008
No.35: Kohei Aono
“The Effects of Monetary Policy on the Stock and Bond Markets
～An Empirical Examination Using Euro--Yen 3-month Future Rates～” (in Japanese)
PDF file
No.34: Tokuo Iwaisako and Keiko Okada
“Understanding the Decline in the Japanese Saving Rate in the New Millennium”
PDF file
No.33: Tsutomu Watanabe
“Price Dynamics in Japan over the Last Quarter Century”(in Japanese)
PDF file
No.32: Chihiro Shimizu and Tsutomu Watanabe
“Housing Bubbles in Japan and US”(in Japanese)
PDF file
No.31: Takayasu Matsuoka
“Goodness-of-Fit Test for Price Duration Distributions”
PDF file
No.30: Chih-nan Chen,Tsutomu Watanabe and Tomoyoshi Yabu
“A New Method for Identifying the Effects of Central Bank Interventions”
PDF file
No.29: Chihiro Shimizu, Kiyohiko G.Nishimura and Tsutomu Watanabe
“Residential Rents and Price Rigidity:Micro Structure and Macro Consequences”
PDF file
No.28: Tsutomu Watanabe, Tomoyoshi Yabu and Arata Ito
“Measuring Fiscal Multipliers during the Zero Interest Rate Period” (in Japanese)
PDF file
No.27:Naohito Abe, Akiyuki Tonogi and Tsutomu Watanabe
“Stickiness in Producer and Consumer Prices―Investigation through Survey and Scanner Data― ”(in Japanese)
PDF file
No.26: Ryo Kambayashi and Kenn Ariga
“Wage - Employment Adjustment and Price Setting Behavior” (in Japanese)
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: Takayuki Mizuno and Tsutomu Watanabe
“Why the Law of One Price Does Not Hold? Evidence from a Japanese Price
Comparison Site ” (in Japanese)
PDF file
No.23: Koji Sakai
“Financing Behavior of Japanese Firms”(in Japanese)
PDF file
No.22: Yoko Konishi and Yoshihiko Nishiyama
“Tests of the Rank Size Rule Regression” (in Japanese)
PDF file
No.21: Naohito Abe and Noriko Inakura
“The Cause of Volatility in Panel Data of Household Expenditure ― A Study on Measurement Errors and Time Aggregation―”
(in Japanese)
PDF file
No.20: Tokuo Iwaisako
“Disagreement and Stock Prices in the JASDAQ ―An Empirical Investigation Using Market Survey Data” PDF file
No.19: Tokuo Iwaisako
“Disagreement and Stock Prices in the JASDAQ ―An Empirical Investigation Using Market Survey Data” (in Japanese)
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
