Working papers since 2006
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"
PDF file
No.11: Naohito Abe and Kyosuke Shiotani
"Analysis of Price Level Heterogeneity across Households based on the Geary-Khamis Price Index"
PDF file
No.10: Xiangdan Piao
"Sweets or Alcohol? The Gender Battle within Japanese Families"
PDF file
No.9: Naohito Abe (in Japanese)
"An Empirical Analysis on Risks and Consumption Variations Facing Japanese Youth"
PDF file
No.8: Akiyuki Tonogi
"The Relation between Inventory Investment and Price Dynamics in a Distributive Firm"
PDF file
No.7: Kohei Aono (in Japanese)
"The Analysis of Japanese Monetary Policy`An Empirical Examination Using Tomorrow Next Data`"
PDF file
No.6: Akiyuki Tonogi (in Japanese)
"Empirical Analysis on Large-scale POS Data, and Implications for the Phillips Curve"
PDF file
No.5: SungJin Cho and John Rust
"Does Zero Interest Work as An Important Marketing Tool?"
PDF file
No.4: Takayasu Matsuoka
"Retail Price Stickiness, Market Structure and Distribution Channels"
PDF file
No.3: Naohito Abe and Kyosuke Shiotani
"Who faces higher prices?
-An empirical analysis based on Japanese homescan data-"
PDF file
No.2: Naohito Abe, Chiaki Moriguchi, and Noriko Inakura
"The Great East Japan Earthquake and its Short-run Effects on Household Purchasing Behavior"
PDF file
No.1: Tsutomu Watanabe
gModerate but persistent deflation in Japanh (in Japanese)PDF file
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No.77: Atushi Ishikawa, Shouji Fujimoto, Tsutomu Watanabe, and Takayuki Mizuno
gEmergence of power laws with different power-law exponents
from reversal quasi-symmetry and Gibrat's lawh
PDF file
No.76: Makoto Nirei
gBeauty Contests and Fat Tails in Financial Marketsh
PDF file
No.75: S.Fujimoto, A.Ishikawa, T.Mizuno, and T.Watanabe
gA New Method for Measuring Tail Exponents of Firm Size Distributionsh
PDF file
No.74: Ryo Kambayashi
gNominal Wage Rigidity in Japan(1993-2006) Quasi-panel approachh
(in Japanese, abstract in English)
PDF file
No.73: Chih-nan Chen,Tsutomu Watanabe, and Tomoyoshi Yabu
gA New Method for Identifying the Effects of Foreign Exchange Interventionsh
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No.72: Tsutomu Watanabe, Takayuki Mizuno, Atushi Ishikawa, and Shouji Fujimoto
gA New Method for Specifying Functional Form of Production Functionh (in Japanese)
PDF file
No.71: Takayasu Matsuoka
gPrice Rigidity and Market Structure:
Evidence from the Japanese Scanner Datah PDF file
No.70: Arata Ito, Tsutomu Watanabe, and Tomoyoshi Yabu
gFiscal Policy Switching in Japan, the U.S., and the U.K.h PDF file
No.69:Chihiro Shimizu, Kiyohiko G. Nishimura and
Tsutomu Watanabe
gHouse Prices at Different Stages of the Buying/Selling Processh
PDF file
No.68:Tsutomu Watanabe and Takayuki Mizuno
gFair or unfair pricing in internet auctionsh(in Japanese)
PDF file
No.67:Tsutomu Watanabe
gMild deflation at the zero lower bound on interest rates
h(in Japanese)
PDF file
No.66:Chihiro Shimizu and Tsutomu Watanabe
gOn the nominal rigidities of housing rentsh(in Japanese)
PDF file
No.65:Takaaki Ohnishi, Hideki Takayasu, Takatoshi Ito, Yuko Hashimoto,
Tsutomu Watanabe and Misako Takayasu
gOn the Nonstationarity of the Exchange Rate Processh
PDF file
No.64:Makoto Nirei and Vladyslav Sushko
gStochastic Herding by Institutional Investment Managersh
PDF file
No.63:Kohei Aono and Tokuo Iwaisako
gForecasting Japanese Stock Returns with
Financial Ratios and Other Variablesh
PDF file
No.62:Chihiro Shimizu, Kiyohiko G. Nishimura and
Tsutomu Watanabe
gHousing Prices in Tokyo: A Comparison of Hedonic and
Repeat Sales Measuresh
PDF file
No.61:Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu and
Tsutomu Watanabe
gOn the Evolution of the House Price Distributionh
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No.60:Jun-Hyung Ko and Koichi Murase
gThe Great Moderation in the Japanese Economy h
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No.59:Jun-Hyung Ko
gThe Role of the IMF Under the Noise of Signalsh
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No.58:Jun-Hyung Ko, Kensuke Miyazawa and Tuan Khai Vu
gNews shocks and the Japanese macroeconomic fluctuationsh
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No.57:Takayuki Mizuno, Makoto Nirei and Tsutomu Watanabe
gClosely Competing Firms and Price Adjustment:
Some Findings from an Online Marketplaceh
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No.56:Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu and
Tsutomu Watanabe
gOn the Evolution of the House Price Distributionh
PDF file
No.55:Ryohei Hisano and Takayuki Mizuno
gSales Distribution of Consumer Electronicsh
PDF file
No.54:Takayuki Mizuno, Makoto Nirei and Tsutomu Watanabe
gCompeting Firms and Price Adjustment:
Evidence from an Online Marketplaceh
PDF file
No.53: Hiroki Arato and Katsunori Yamada
gJapan's Intangible Capital and Valuation of
Corporations in a Neoclassical Frameworkh
PDF file
No.52: Chihiro SHIMIZU, Hideoki TAKATSUJI, Hiroya ONO
and Kiyohiko G. NISHIMURA
gStructural and Temporal Changes in the Housing Market and Hedonic Housing Price Indices h
PDF file
No.51: Chihiro Shimizu and Koji Karato
gEstimation of Redevelopment Probability using Panel Data
-Asset Bubble Burst and Office Market in Tokyo-h
PDF file
No.50: Chihiro Shimizu and Tsutomu Watanabe
gHousing Bubble in Japan and the United Statesh
PDF file
No.49: Naohito Abe and Daiji Kawaguchi
gIncumbent's Price Response to New Entry:The Case of Japanese Supermarketsh
PDF file
No.48: Chihiro Shimizu, Kiyohiko G. Nishimura and Tsutomu Watanabe
gHouse Prices in Tokyo: A Comparison of
Repeat-Sales and Hedonic Measuresh
PDF file
No.47: Naohito Abe (in Japanese)
gA study of income risks faced by recent young peopleh
PDF file
No.46: Takayuki Mizuno, Tsutomu Watanabe and Yukiko Umeno Saito
gMeasuring Nominal and Real Rigidities of Prices: Some Methodological Issuesh(in Japanese)
PDF file
No.45: Tsutomu Watanabe and Tomoyoshi Yabu
gJapan's Foreign Exchange Interventions during the Quantitative Easing Periodh(in Japanese)
PDF file
No.44: Takayuki Mizuno, Makoto Nirei and Tsutomu Watanabe
gReal Rigidities: Evidence from an Online Marketplaceh
PDF file
No.43: Kohei Aono and Tokuo Iwaisako
gOn the Predictability of Japanese Stock Returns using Dividend Yieldh
PDF file
No.42: Hiroki Arato and Tomoya Nakamura
gThe welfare effect of disclosure through media: a zero-sum caseh
PDF file
No.41: Chihiro Shimizu, Kiyohiko G. Nishimura and Tsutomu Watanabe
gHousing Prices and Rents in Tokyo: A Comparison of Repeat-Sales and Hedonic Measuresh
PDF file
No.40: Takayuki Mizuno and Tsutomu Watanabe
gA statistical analysis of product prices in online marketsh
PDF file
No.39: Katsuhiro Nishinari, Mitsuru Iwamura, Yukiko Umeno Saito and
Tsutomu Watanabe
gThe bursting of housing bubble as jamming phase transitionh
PDF file
No.38: Koji Sakai and Tsutomu Watanabe
gThe Firm as a Bundle of Barcodesh
PDF file
No.37: Akiyuki Tonogi
gFactor Analysis of Price Changes Using a Large Scale POS Datah (in Japanese)
PDF file
No.36: Kenn Ariga and Ryo Kambayashi
gEmployment and Wage Adjustments at Firms under Distress in Japan:
An Analysis Based upon a Surveyh
PDF file
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,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, 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 Siteh(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
No.17: Yukiko Umeno Saito and Tsutomu Watanabe
gMenu Costs and Price Change Distributions: Evidence from Japanese Scanner Datah PDF file
No.16: Takayasu Matsuoka
gUnobserved Heterogeneity in Price-Setting Behavior:
a Duration Analysis Approachh PDF file
No.15: Naohito Abe and Akiyuki Tonogi (in Japanese)
gPrice change frequency, bargain sales, and the CPI - An empirical
analysis based on large scale scanner datah
PDF file
No.14: Takayasu Matsuoka
gMicroeconometric Analysis on Nominal Price Stickinessh (in Japanese)
PDF file
No.13: Yukiko Saito and Tsutomu Watanabe
gFirm Growth and Interfirm Network: Evidence from Japanh (in Japanese)
PDF file
No.12: Tsutomu Watanabe and Tomoyoshi Yabu
gThe Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004h PDF file
No.11: Kohei Aono
gOn the Predictability of Japanese Stock Marketh (in Japanese)
PDF file
No.10: Yukiko Umeno Saito, Tsutomu Watanabe and Mitsuru Iwamura
gDo Larger Firms Have More Interfirm Relationships?h PDF file
No.9:Kohei Aono and Tokuo Iwaisako
gThe Consumption-Wealth Ratio and the Japanese
Stock Marketh PDF file
No.8: Naohito Abe and Yessica C.Y. Chung
gVoluntary Information Disclosure and Corporate Governance
The Empirical Evidence on Earnings Forecastsh PDF file
No.7: Naohito AbeCNoriko Inakura (in Japanese)
gConsumption, Saving, and Labor Profiles in Japanh
PDF file
No.6: Naohito Abe and Ichiro Iwasaki
gIMPACTS OF CORPORATE GOVERNANCE AND PERFORMANCE ON MANAGERIAL TURNOVER IN RUSSIAN FIRMSh PDF file
No.5: Kenn Ariga, Giorgio Brunello, Roki Iwahashi and Lorenzo Rocco
gOn the Efficiency Costs of De-tracking Secondary Schoolsh PDF file
No.4: Tamon Takamura, Tsutomu Watanabe
gThe Liquidity Trap and Optimal Monetary Policy: A Surveyh(In Japanese)
PDF file
No.3: Tamon Takamura, Tsutomu Watanabe, and Takeshi Kudo
gOptimal Monetary Policy at the Zero Interest Rate Bound: The Case of Endogenous Capital Formation.h PDF file
No.2: Arata Ito, Tsutomu Watanabe, and Tomoyoshi Yabu
gFiscal Policy Switching: Evidence from Japan, US, and UK.h PDF file
No.1: Mitsuru Iwamura, Shigenori Shiratsuka, and Tsutomu Watanabe,
gMassive Money Injection in an Economy with Broad Liquidity Services: The Japanese Experience 2001-2006.h PDF file