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Research Center for Price Dynamics
A Research Project Concerning Prices and Household Behaviors Based on Micro Transaction Data
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working paper 2008

No.35: Kohei Aono
gThe Effects of Monetary Policy on the Stock and Bond Markets `An Empirical Examination Using Euro--Yen 3-month Future Rates`h (in Japanese) PDF file

No.34: Tokuo Iwaisako and Keiko Okada
gUnderstanding the Decline in the Japanese Saving Rate in the New Millenniumh PDF file

No.33: Tsutomu Watanabe
gPrice Dynamics in Japan over the Last Quarter Centuryh(in Japanese) PDF file

No.32: Chihiro Shimizu and Tsutomu Watanabe
gHousing Bubbles in Japan and USh(in Japanese) PDF file

No.31: Takayasu Matsuoka
gGoodness-of-Fit Test for Price Duration Distributionsh PDF file

No.30: Chih-nan Chen,Tsutomu Watanabe and Tomoyoshi Yabu
gA New Method for Identifying the Effects of Central Bank Interventionsh PDF file

No.29: Chihiro Shimizu, Kiyohiko G.Nishimura and Tsutomu Watanabe
gResidential Rents and Price Rigidity:Micro Structure and Macro Consequencesh PDF file

No.28: Tsutomu Watanabe, Tomoyoshi Yabu and Arata Ito
gMeasuring Fiscal Multipliers during the Zero Interest Rate Periodh (in Japanese) PDF file

No.27:Naohito Abe, Akiyuki Tonogi and Tsutomu Watanabe
gStickiness in Producer and Consumer Prices\Investigation through Survey and Scanner Data\ h(in Japanese) PDF file

No.26: Ryo Kambayashi and Kenn Ariga
gWage - Employment Adjustment and Price Setting Behaviorh (in Japanese) PDF file

No.25: Yuko Hashimoto, Takatoshi Ito, Takaaki Ohnishi, Misako Takayasu, Hideki Takayasu, and Tsutomu Watanabe
gRandom Walk or A Run \Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability\ h PDF file

No.24: Takayuki Mizuno and Tsutomu Watanabe
gWhy the Law of One Price Does Not Hold? Evidence from a Japanese Price Comparison Site h (in Japanese) PDF file

No.23: Koji Sakai
gFinancing Behavior of Japanese Firmsh(in Japanese) PDF file

No.22: Yoko Konishi and Yoshihiko Nishiyama
gTests of the Rank Size Rule Regressionh (in Japanese) PDF file

No.21: Naohito Abe and Noriko Inakura
gThe Cause of Volatility in Panel Data of Household Expenditure \ A Study on Measurement Errors and Time Aggregation\h (in Japanese) PDF file

No.20: Tokuo Iwaisako
gDisagreement and Stock Prices in the JASDAQ \An Empirical Investigation Using Market Survey Datah PDF file

No.19: Tokuo Iwaisako
gDisagreement and Stock Prices in the JASDAQ \An Empirical Investigation Using Market Survey Datah (in Japanese) PDF file

No.18: Naohito Abe and Akiyuki Tonogi
gMicro and Macro Price Dynamics over Twenty Years in Japan \A Large Scale Study Using Daily Scanner Data\h PDF file

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