Research Center for the Relationship between Market Economy and Non-market Institutions

COE Discussion Papers

※ 2008年10月27日更新

F series

COE-DP F-227 (March 2008)

Kitahara, Minoru and Ryo Ogawa,

"Efficiency versus Economy of Time in Multi-Unit Descending Auction: The Role of "Mari" at Flower Markets in Japan"

Full paper (PDF)

COE-DP F-226 (March 2008)

Ihori, Toshihiro and Martin McGuire,

"National Adversity: Managing Insurance and Protection"

Full paper (PDF)

COE-DP F-225 (March 2008)

Ihori, Toshihiro and C. C. Yang,

"Interregional Tax Competition and Intraregional Political Competition: The Optimal Provision of Public Goods"

Full paper (PDF)

COE-DP F-224 (March 2008)

Ihori, Toshihiro,

"Overlapping Tax Revenue, Local Debt Control and Soft-Budget Constraint"

Full paper (PDF)

COE-DP F-223 (March 2008)

Shoji, Masahiro,

"Does Contingent Repayment in Microfinance Help the Poor during Natural Disasters?"

Full paper (PDF)

COE-DP F-222 (March 2008)

Arimoto, Yutaka, Tetsuji Okazaki and Masaki Nakabayashi,

"Agrarian Land Tenancy in Prewar Japan: Contract Choice and Implications on Productivity"

Full paper (PDF)

COE-DP F-221 (March 2008)

Ohashi, Hiroshi,

"Effects of Transparency in Procurement Practices on Government Expenditure: A Case Study of Municipal Public Works"

Full paper (PDF)

COE-DP F-220 (February 2008, revised in March 2008)

Aoki, Shuhei,

"Inverse Ramsey Problem of the Resource Misallocation Effect on Aggregate Productivity"

Full paper (PDF)

COE-DP F-219 (February 2008, revised in March 2008)

Sato, Meg,

"A Theory on Board Decision about CEO Replacement"

Full paper (PDF)

COE-DP F-218 (February 2008)

Saito, Kota,

"Hyperbolic Discounting: It's Just Allais Paradox"

Full paper (PDF)

COE-DP F-217 (February 2008)

Saito, Kota,

"Social Preference under Uncertainty: Equality of Opportunity vs. Equality of Outcome"

Full paper (PDF)

COE-DP F-216 (January 2008)

Anderson, T. W., Naoto Kunitomo and Yukitoshi Matsushita,

"On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments"

Full paper (PDF)

COE-DP F-215 (January 2008)

Sakahara, Kiri and Takashi Sato,

"Construction of Preference and Information Flow: I. General Theory"

Full paper (PDF)

COE-DP F-214 (January 2008)

Aoki, Shuhei,

"Distribution of Sector-Level Frictions and Cross-Country Differences in Aggregate Productivity"

Full paper (PDF)

COE-DP F-213 (December 2007)

Braun, R. Anton, Daisuke Ikeda and Douglas H. Joines,

"The Saving Rate in Japan: Why It Has Fallen and Why It Will Remain Low"

Full paper (PDF)

COE-DP F-212 (December 2007)

Chen, Joe, Yun Jeong Choi and Yasuyuki Sawada,

"Joint Liability Borrowing and Suicide"

Full paper (PDF)

COE-DP F-211 (December 2007)

Kubokawa, Tatsuya,

"Asymptotic Correction of Empirical Bayes Confidence Intervals in Small Area Estimation"

Abstract (TXT)

COE-DP F-210 (November 2007)

Sato, Ryuzo and Tamaki Morita

"Macro Dynamics and Labor-Saving Innovation: US vs. Japan"

Full paper (PDF)

COE-DP F-209 (November 2007)

Chen, Joe, Yun Jeong Choi and Yasuyuki Sawada

"How Is Suicide Different in Japan"

Full paper (PDF)

COE-DP F-208 (November 2007)

Yamamoto, Yuichi

"A Limit Characterization of Belief-Free Equilibrium Payoffs in Repeated Games with Almost-Perfect Monitoring"

Full paper (PDF)

COE-DP F-207 (November 2007)

Kubokawa, Tatsuya and Muni S. Srivastava

"Akaike Information Criterion for Selecting Variables in a Nested Error Regression Model"

Abstract (TXT)

COE-DP F-206 (October 2007)

Matsushima, Hitoshi

"Behavioral Aspects of Implementation Theory"

Full paper (PDF)

COE-DP F-205 (October 2007)

Takeda, Yuka

"Macroeconomic Growth and the Problems of the Alleviation of Rural Poverty in Transitional Russia"

Full paper (PDF)

COE-DP F-204 (September 2007)

Hashimoto, Tadashi

"A Corrigendum to "Games with Imperfectly Observable Actions in Continuous Time"

Full paper (PDF)

COE-DP F-203 (September 2007)

Matsushima, Hitoshi

"Detail-Free Mechanism Design in Twice Iterative Dominance: Large Economies"

Full paper (PDF)

COE-DP F-202 (September 2007)

Matsushima, Hitoshi

"Role of Honesty in Full Implementation"

Full paper (PDF)

COE-DP F-201 (September 2007)

Nakabayashi, Masaki and Tetsuji Okazaki

"Role of Courts in Economic Development: A Case of Prewar Japan"

Full paper (PDF)

COE-DP F-200 (September 2007)

Tanimoto, Masayuki

"From Peasant Economy to Urban Agglomeration : The Transformation of 'Labour-intensive Industrialization' in Modern Japan"

Full paper (PDF)

COE-DP F-199 (September 2007)

Takahashi, Makoto, Yasuhiro Omori and Toshiaki Watanabe

"Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously"

Full paper (PDF)

COE-DP F-198 (September 2007)

Nakajima, Jouchi and Yasuhiro Omori

"Leverage, heavy-tails and correlated jumps in stochastic volatility models"

Full paper (PDF)

COE-DP F-197 (September 2007)

Sawada, Yasuyuki and Satoshi Shimizutani

"Consumption Insurance and Risk-Coping Strategies under Non-Separable Utility: Evidence from the Kobe Earthquake"

Full paper (PDF)

COE-DP F-196 (August 2007)

Tsukuma, Hisayuki and Tatsuya Kubokawa

"Modifying Estimators of Ordered Positive Parameters under the Stein Loss"

Abstract (TXT)

COE-DP F-195 (August 2007)

Omori, Yasuhiro and Toshiaki Watanabe

"Block Sampler and Posterior Mode Estimation for A Nonlinear and Non-Gaussian State-space Model with Correlated Errors"

Full paper (PDF)

COE-DP F-194 (August 2007)

Omori, Yasuhiro and Toshiaki Watanabe

"Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models"

Full paper (PDF)

COE-DP F-193 (August 2007; Revised in September 2007)

Miyawaki, Koji and Yasuhiro Omori

"Duality-Based Bayesian Analysis of Residential Gas Demand under Decreasing Block Rate Pricing"

Full paper (PDF)

COE-DP F-192 (July 2007)

Kunitomo, Naoto and Kentaro Akashi

"The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations"

Full paper (PDF)

COE-DP F-191 (July 2007)

Saijo, Hikaru

"The Japanese Depression in the Interwar Period: A General Equilibrium Analysis"

Full paper (PDF)

COE-DP F-190 (July 2007)

Shoji, Masahiro

"Evaluation of Flexible Repayment System in Microfinance: A Case Study from a Natural Disaster in Bangladesh"

Full paper (PDF)

COE-DP F-189 (June 2007)

Fukuda, Shin-ichi

"Knightian Uncertainty and Poverty Trap in a Model of Economic Growth"

Full paper (PDF)

COE-DP F-188 (June 2007)

Okano, Yoshitaka

"Evolution and Local Interaction with One Forward-Looking Player"

Full paper (PDF)

COE-DP F-187 (June 2007)

Kato, Kengo

"Improved prediction for a multivariate normal distribution with unknown mean and variance"

Full paper (PDF)

COE-DP F-186 (June 2007; Reviesd in October 2007)

Kato, Kengo

"On the degrees of freedom in the shrinkage estimation"

Full paper (PDF)

COE-DP F-185 (June 2007)

Okazaki, Tetsuji

"Economic Development, Income Inequality and Social Stability in Prewar Japan: A Prefecture-level Analysis"

Full paper (PDF)

COE-DP F-184 (May 2007)

Anderson, T. W. and Naoto Kunitomo

"On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited"

Full paper (PDF)

COE-DP F-183 (May 2007)

Sawada, Yasuyuki, Kazumitsu Nawata, Masako Ii, and Jeong-Joon Lee

"Did the Credit Crunch in Japan Affect Household Welfare? An Augmented Euler Equation Approach Using Type 5 Tobit Model"

Full paper (PDF)

COE-DP F-182 (May 2007)

Nakajima, Kentaro and Takatoshi Tabuchi

"Estimating Interregional Utility Differentials"

Full paper (PDF)

COE-DP F-181 (May 2007)

Hamao, Yasushi, Takeo Hoshi and Tetsuji Okazaki

"Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period"

Full paper (PDF)

COE-DP F-180 (June 2007)

Aoki, Masanao and Hiroshi Yoshikawa

"Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics"

Full paper (PDF)

COE-DP F-179

Hiroaki Ino and and Tomohiko Kawamori

"Oligopoly with a Large Number of Competitors: Asymmetric Limit Result"

Full paper (PDF)

COE-DP F-178 (April 2007)

Matsushima, Hitoshi,

"Tit-For-Tat Equilibria in Discounted Repeated Games with Private Monitoring"

Full paper (PDF)

COE-DP F-177 (April 2007)

Kandori, Michihiro,

"Chicken in Prison: Weakly Belief-Free Equilibria in Repeated Games with Private Monitoring"

Full paper (PDF)

COE-DP F-176 (April 2007)

Iwamoto, Yasushi and Akihisa Shibata,

"International and Intergenerational Aspects of Capital Income Taxation in an Endogenously Growing World Economy"

Full paper (PDF)

COE-DP F-175 (April 2007)

Fukuda, Shin-ichi and Yoshifumi Kon,

"Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia"

Full paper (PDF)

COE-DP F-174 (April 2007)

Chib, Siddhartha, Yasuhiro Omori and Manabu Asai,

"Multivariate stochastic volatility"

Full paper (PDF)

COE-DP F-173 (March 2007; Reviesd in October 2007)

Miyazawa, Shinjiro,

"Innovative Interaction in Mixed Market: External Effects of Agency Problem on State-Owned Firm"

Full paper (PDF)

COE-DP F-172 (March 2007)

Iwata, Masataka,

"Security Provision and Exchange Systems"

Full paper (PDF)

COE-DP F-171 (March 2007)

Hannah, Leslie,

"Logistics, Market Size and Giant Plants in the Early 20th Century: A Global View"

Full paper (PDF)

COE-DP F-170 (March 2007)

Kurosaki, Takashi, Yasuyuki Sawada, Asit Banerji, and S.N. Mishra,

"Rural-Urban Migration and Urban Poverty: Socio-Economic Profiles of Rickshaw Pullers and Owner- Contractors in North-East Delhi"

Full paper (PDF)

COE-DP F-169 (March 2007)

Sawada, Yasuyuki and Michael Lokshin,

"Obstacles to School Progression in Rural Pakistan: An Analysis of Gender and Sibling Rivalry Using Field Survey Data"

Full paper (PDF)

COE-DP F-168 (March 2007)

Sato, Ryuzo and Tamaki Morita,

"Quantity or Quality: The Impact of Labor-Saving Innovation on US and Japanese Growth Rates, 1960-2004"

Full paper (PDF)

COE-DP F-167 (March 2007)

Omori, Yasuhiro,

"Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model"

Full paper (PDF)

COE-DP F-166 (February 2007, revised August 2007)

Nakano, Shoko,

"Forward Discount Bias: Is It a Risk Premium on Crude Oil ?"

Full paper (PDF)

COE-DP F-165 (February 2007)

Tsukuma, Hisayuki and Tatsuya Kubokawa,

"The Stein phenomenon in simultaneous estimation of normal precisions"

Abstract

COE-DP F-164 (February 2007)

Aoki, Shuhei,

"Sector-Level Frictions and Aggregate Productivity"

Full paper (PDF)

Appendix (PDF)

COE-DP F-163 (February 2007)

Srivastava, Muni S. and Tatsuya Kubokawa,

"Akaike Information Criterion for Selecting Components of the Mean Vector in High Dimensional Data with Fewer Observations"
Abstract

COE-DP F-162 (February 2007)

Nakamura, Tsuyoshi and Hiroshi Ohashi,

"Productivity, Capital Utilization, and Intra-firm Diffusion: A Study of Steel Refining Furnaces"

Full paper (PDF)

COE-DP F-161 (January 2007, revised in March 2007 and September 2007)

Sato, Meg,

"Separation of CEO and Board: A Comparison of the U.S. and Japan"

Full paper (PDF)

COE-DP F-160 (January 2007)

Hannah, Leslie,

"What did Morgan's Men really do?"

Full paper (PDF)

COE-DP F-159 (January 2007)

Nakata, Hiroyuki and Yasuyuki Sawada,

"Demand for non-life insurance: A cross-country analysis"

Full paper (PDF)

COE-DP F-158 (January 2007)

Narita, Machiko,

"Volatile Youth Employment"

Full paper (PDF)

COE-DP F-157 (January 2007)

Hannah, Leslie,

"The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends"

Full paper (PDF)

COE-DP F-156 (December 2006)

Tsukuma, Hisayuki and Tatsuya Kubokawa,

"Simultaneous estimation of normal precision matrices"

Full paper (PDF)

COE-DP F-155 (December 2006)

Hirano, Tomohiro,

"Credit Allocation, Aggregate TFP, and the Effectiveness of Monetary Policy"

Full paper (PDF)

COE-DP F-154 (December 2006)

Ichimura, Hidehiko and Petra E. Todd,

"Implementing Nonparametric and Semiparametric Estimators"

Full paper (PDF)

COE-DP F-153 (November 2006)

Ihori, Toshihiro and Martin McGuireb,

"Group Provision Against Adversity: Security By Insurance vs. Protection"

Full paper (PDF)

COE-DP F-152 (November 2006)

Lee, Jeong-Joon and Yasuyuki Sawada,

"The Degree of Precautionary Saving: A Reexamination"

Full paper (PDF)

COE-DP F-151 (November 2006)

Okazaki, Tetsuji,

"Micro-aspects of Monetary Policy: Lender of Last Resort and Selection of Banks in Pre-war Japan"

forthcoming in Explorations in Economic History

Full paper (PDF)

COE-DP F-150 (October 2006)

Iwamoto, Yasushi, Miki Kohara, and Makoto Saito,

"On the Consumption Insurance Effects of Long-term Care Insurance In Japan: Evidence from Micro Household Data "

Full paper (PDF)

COE-DP F-149 (October 2006)

Fukuda, Shin-ichi and Masanori Ono,

"On the Determinants of Exporters' Currency Pricing: History vs. Expectations"

Full paper (PDF)

COE-DP F-148 (October 2006)

Fukuda, Shin-ichi, and Sanae Ohno,

"Post-crisis Exchange Rate Regimes in ASEAN:A New Empirical Test Based on Intra-daily Data"

Full paper (PDF)

COE-DP F-147 (October 2006)

Fukuda, Shin-ichi, Munehisa Kasuya, and Kentaro Akashi,

"The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis"

Full paper (PDF)

COE-DP F-146 (October 2006)

Fukuda, Shin-ichi and Satoshi Koibuchi,

"The Impacts of "Shock Therapy" on Large and Small Clients:Experiences from Two Large Bank Failures in Japan"

Full paper (PDF)

COE-DP F-145 (September 2006)

Braun, R. Anton and Harald Uhlig,

"The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsurable, Idiosyncratic Risk"

Full paper (PDF)

COE-DP F-144 (September 2006)

Meg A. Sato,

"Monitoring Levels under Alternative Corporate Governance Systems"

Full paper (PDF)

COE-DP F-143 (September 2006)

Mai, Chao-cheng, Shin-Kun Peng, Takatoshi Tabuchi,

"Economic Geography with Tariff Competition"

Full paper (PDF)

COE-DP F-142 (August 2006, revised February 2007)

Nakajima, Kentaro,
"Market Division and Spatial Relocation: The Case of Postwar Japan"
Full paper (PDF)

COE-DP F-141 (July 2006)

Fukui, Tadashi and Yasushi Iwamoto,

"Policy Options for Financing the Future Health and Long-term Care Costs in Japan"

Full paper (PDF)

COE-DP F-140 (May 2006)

Ichimura, Hidehiko and Sokbae Lee,

"Characterization of the Asymptotic Distribution of Semiparametric M-Estimators"

Full paper (PDF)

COE-DP F-139 (May 2006)

Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki,

"Bayesian Estimation of Demand Functions under Block Rate Pricing"

Full paper (PDF)

COE-DP F-138 (May 2006)

Shoji, Masahiro,

"Limitation of Quasi-Credit as Mutual Insurance: Coping Strategies for Covariate Shocks in Bangladesh"

Full paper (PDF)

COE-DP F-137 (May 2006)

Doi, Takero and Toshihiro Ihori,

"Soft-Budget Constraints and Local Expenditures"

Full paper (PDF)

COE-DP F-136 (May 2006)

Ryo Ogawa,

"Persistent Effects of Efforts in Dynamic Moral Hazard"

Full paper (PDF)

COE-DP F-135 (April 2006)

Blundell, Richard, Amanda Gosling, Hidehiko Ichimura and Costas Meghir,

"Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds"

Full paper (PDF)

COE-DP F-134 (April 2006)

Matsushima, Hitoshi,

"Relative Performance Evaluation between Multitask Agents "

Full paper (PDF)

COE-F-133 (May 2006)

A. Sato, Meg,

"Corporate Structure and Monitoring: Comparison of Alternative Systems of Corporate Governance"

Full paper (PDF)

COE-F-132 (April 2006)

Kamiya, Kazuya and Takashi Shimizu,

"A Dynamic General Equilibrium Model with Centralized Auction Markets"

Full paper (PDF)

COE-F-131 (April 2006)

Okazaki, Tetsuji,

"Selection or Imitation? : Organizational Evolution in the Japanese Cotton Industry, 1905-1935: "

Full paper (PDF)

COE-F-130 (April 2006)

Tabuchi, Takatoshi and Jacques-Francois Thisse,

"Self-organizing Urban Hierarchy"

Full paper (PDF)

COE-F-129 (April 2006)

Hirokazu Ishise and Yasuyuki Sawada,

"Aggregate Returns to Social Capital: Estimates Based on the Augmented Augmented-Solow Model"

Full paper (PDF)

COE-F-128 (April 2006)

Braun, R. Anton and Max Gillman,

"Banking in General Equilibrium with an Application to Japan"

Full paper (PDF)

COE-F-127 (April 2006, revised May 2006 and December 2006)

Hirano, Tomohiro,

"Financial Deepening, Extent of Business Fluctuations, and Policy Effectiveness" (revised December 2006)

Full paper (PDF)

COE-F-126 (March 2006)

Kubokawa, Tatsuya,

"Characterization of Priors in the Stein Problem"

Abstract

COE-F-125 (March 2006)

Ito, Takatoshi and Yuko Hashimoto,

"Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System"

Full paper (PDF)

COE-F-124 (March 2006)

Ito, Takatoshi and Kiyotaka Sato,

"Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through"

Full paper (PDF)

COE-F-123 (March 2006)

Matsushima, Hitoshi,

"Role of Honesty in Full Implementation"

Full paper (PDF)

COE-F-122 (March 2006)

Ihori, Toshihiro and Martin C. McGuire,

"Collective Risk Control And Group Security: The Unexpected Consequences of Differential Risk Aversion"

Full paper (PDF)

COE-F-121 (February 2006)

Matsushima, Hitoshi, Koichi Miyazaki, and Nobuyuki Yagi,

"Role of Linking Mechanisms in Multitask Agency with Hidden Information"
Full paper (PDF)

COE-F-120 (February 2006)

Okazaki, Tetsuji and Michiru Sawada,

"Effects of a bank consolidation promotion policy: Evaluating Bank Law in 1927 Japan"
Full paper (PDF)

COE-F-119 (February 2006)

Anderson, T. W., Naoto Kunitomo, and Yukitoshi Matsushita,

"A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments"

Full paper (PDF)

COE-F-118 (January 2006)

Okazaki, Tetsuji,

"Micro-aspects of Monetary Policy in Pre-war Japan: Lender of Last Resort and Selection of Banks"

Full paper (PDF)

COE-F-117 (January 2006)

Kawamori, Tomohiko,

"Noncooperative Coalitional Bargaining with Partition-Based Selection of Proposers"

Full paper (PDF)

COE-F-116 (January 2006)

Kandori, Michihiro,

"Repeated Games, Entry in The New Palgrave Dictionary of Economics, 2nd Edition"

.Full paper (PDF)

COE-F-115 (January 2006 )

Kubokawa, Tatsuya,

"Integral Inequality for Minimaxity and Characterization of Priors by Use of Inverse Laplace Transform"

Abstract

COE-F-114 (December 2005)

Braun, R. Anton, Julen Esteban Pretel, Toshihiro Okada and Nao Sudou,
"A Comparison of the Japanese and U.S. Business Cycles"

Full paper (PDF)

COE-F-113 (November 2005)

Kamiya, Kazuya and Takashi Shimizu,

"Real Indeterminacy of Stationary Equilibria in Matching Models with Divisible Money"

Full paper (PDF)

COE-F-112 (November 2005)
Kubokawa, Tatsuya and Hisayuki Tsukuma,
"Estimation of Parameters in a Linear Regression Model under the Kullback-Leibler Loss"
Abstract

COE-F-111 (October 2005)

Doi, Takero, Toshihiro Ihori and Kiyoshi Mitsui,
"Sustainability, Debt Management, and Public Debt Policy in Japan"

Full paper (PDF)

COE-F-110 (October 2005)

Nakajima, Kentaro,
"The Effect of Knowledge Accessibility on International Income Inequality"

Full paper (PDF)

COE-F-109 (October 2005)

Okazaki, Tetsuji,
"Determinants and Effects of Employing Professional Corporate Executives:

A Case of Cotton Spinning Companies in Pre-war Japan"

Full paper (PDF)

COE-F-108 (October 2005)

Miwa, Yoshiro and J. Mark Ramseyer,
"Trade Credit, Bank Loans, and Monitoring: Evidence from Japan"

Full paper (PDF)

COE-F-107 (October 2005)

Esteban-Pretel, Julen and Elisa Faraglia,
"Monetary Shocks in a Model with Loss of Skills"

Full paper (PDF)

COE-F-106 (October 2005)

Okazaki, Tetsuji, Michiru Sawada and Ke Wang,
"The Fall of "Organ Bank" Relationships During the Wave of Bank Failuresand Consolidations:

Experience in Pre-war Japan"

Full paper (PDF)

COE-F-105 (October 2005)

Tsukuma, Hisayuki and Tatsuya Kubokawa,
"Methods for Improvement in Estimation of a Normal Mean Matrix"

Full paper (PDF)

COE-F-104 (October 2005)

Lee, Jeong-Joon and Yasuyuki Sawada,
"Precautionary Saving under Liquidity Constraints: Evidence from Rural Pakistan"

Full paper (PDF)

COE-F-103 (October 2005)

Matsushima, Hitoshi,
"Mechanism Design with Side Payments: Individual Rationality and Iterative Dominance"

Full paper (PDF)

COE-F-102 (September 2005)

Toyofuku, Kenta,
"Soft Budget Constraints, Bank Capital, and the Monetary Transmission Mechanism"

Full paper (PDF)

COE-F-101 (September 2005)

Duffie, Darrel, Leandro Saita and Ke Wang,
"Multi-Period Corporate Default Prediction With Stochastic Covariates"

Full paper (PDF)

COE-F-100 (September 2005)

Ihori, Toshihiro, Ryuta Ray Kato, Masumi Kawade and Shun-ichiro Bessho,
"Public Debt and Economic Growth in an Aging Japan"

Full paper (PDF)

COE-F-99 (September 2005)

Esteban-Pretel, Julen,
"The Effects of the Loss of Skills on Unemployment Fluctuations"

Full paper (PDF)

COE-F-98 (September 2005)

Choi, Yun Jeong,
"Patterns of Retail and Wholesale Price Variations: Its Implication on Sticky Price Model"

Abstract

COE-F-97 (September 2005)

Ishida, Isao,
"Scanning Multivariate Conditional Densities with Probability Integral Transforms"

Full paper (PDF)

COE-F-96 (September 2005)

Nakamura, Tsuyoshi and Hiroshi Ohashi,
"Technology Adoption, Learning by Doing, and Productivity: A Study of Steel Refining Furnaces"

Full paper (PDF)

COE-F-95 (September 2005)

Choi, Yun Jeong,

"Retailer Dynamic Pricing Behavior :Their Impacts on Consumer Welfare"
Abstract

COE-F-94 (September 2005)

Iwamoto, Yasushi,

"Interaction between Monetary and Fiscal Policy and the Policy Mix,

Theoretical Consideration and Japanese Experience"

Full paper (PDF)

COE-F-93 (September 2005)

Fukuda, Shin-ichi, Munehisa Kasuya and Jouchi Nakajima,

"Deteriorating Bank Health and Lending in Japan:

Evidence from Unlisted Companies Undergoing Financial Distress"

Full paper (PDF)

COE-F-92 (September 2005)

Li, Yiting and Akihiko Matsui,

"A Theory of International Currency and Seigniorage Competition"

Full paper (PDF)

COE-F-91 (September 2005)

Kubokawa, Tatsuya and Muni S. Srivastava,
"Estimation of the Precision Matrix of a Singular Wishart Distribution and its Application in High Dimensional Data"

Abstract

COE-F-90 (September 2005)

Peng, Shin-Kun and Takatoshi Tabuchi,
"Spatial Competition in Variety and Number of Stores"
Full paper (PDF)

COE-F-89 (September 2005)

Harrington, Joseph E. Jr. and Joe Chen,
"Cartel Pricing Dynamics with Cost Variability and Endogenous Buyer Detection"
Full paper (PDF)

COE-F-88 (September 2005)

Chen, Joe and Joseph E.Harrington,Jr.,
"The Impact of the Corporate Leniency Program on Cartel Formation and the Cartel Price Path."
Full paper (PDF)

COE-F-87 (September 2005)

Chen, Joe,
"The Market Structure of Nasdaq Dealer Markets and Quoting Conventions"

Full paper (PDF)

COE-F-86 (August 2005)

Sawada, Yasuyuki and Jonna P. Estudillo,
"The MDGs and Exit Time: The Case of the Philippines "

Full paper (PDF)

COE-F-85 (August 2005)

Okazaki, Tetsuji, Michiru Sawada and Kazuki Yokoyama,
"Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry"
Full paper (PDF)

COE-F-84 (August 2005)

Esteban-Pretel, Julen,

"Loss of Skill and Retraining in a Matching Model"

Full paper (PDF)

COE-F-83 (August 2005)

Hannah, Leslie,
"The Whig Fable of American Tobacco, 1895-1913"

Full paper (PDF)

COE-F-82 (August 2005)

Saito, Keiji,

"Do schools form human capital? Distributional divide and cohort-based analysis in Japan"

Full paper (PDF)

COE-F-81 (August 2005)

Saito, Keiji,

"A fallacy of wage differentials: wage ratio in distribution"

Full paper (PDF)

COE-F-80 (August 2005)

Fukuda, Shin-ichi and Satoshi Koibuchi,
"The Impacts of "Shock Therapy" under a Banking Crisis: Experiences from Three Large Bank Failures in Japan"

Full paper (PDF)

COE-F-79 (June 2005)
Furukawa, Yoko,
"The Structure of Production, Financial Liberalization, and Financial Stability in Emerging Markets"
Full paper (PDF)
COE-F-78 (June 2005)
Ming-Tien Tsai (Academia Sinica) and Tatsuya Kubokawa,
"Estimation of Several Wishart Mean Matrices"
Abstract

COE-F-77 (June 2005)
Kazuya Kamiya and Takashi Shimizu,

"A New Technique for Proving the Existence of Monetary Equilibria

in Matching Models with Divisible Money"
Full paper (PDF)

COE-F-76 (June 2005)

Hitoshi Matsushima,
"Large Market Design in Dominance"

Full paper (PDF)

COE-F-75 (June 2005)
Okazaki, Tetsuji,

" "Voice" and "Exit" in Japanese Firms during the Second World War: Sanpo Revisited"

Full paper (PDF)

COE-F-74 (May 2005)
Braun, R. Anton and Yuichiro Waki,

"Monetary Policy during Japan's Lost Decade"

Full paper (PDF)

COE-F-73 (May 2005)
Hisayuki Tsukuma and Tatsuya Kubokawa,
"Stein Phenomenon in Estimation of Means Restricted to a Polyhedral Convex Cone"
Abstract

COE-F-72 (May 2005)

Yoshiro Miwa and J. Mark Ramseyer (Harvard Law School),
"The Good Occupation"
Full paper (PDF)

COE-F-71 (March 2005)
Jong-Wha Lee (Korea University and The Australian National University) and

Kwanho Shin (Korea University and Claremont McKenna College),

"IMF Bailouts and Moral Hazard"
Full paper (PDF)

COE-F-70 (March 2005, revised May 2005)
Toshifumi Nakamura,

"A Simple Example of Instability and a New Condition for Stability in Matching with Couples"
Full paper (PDF)

COE-F-69 (March 2005)
Shin-ichi Fukuda, Munehisa Kasuya (The Bank of Japan), and Jouchi Nakajima,

"Bank Health and Investment: An Analysis of Unlisted Companies in Japan"
Full paper (PDF)

COE-F-68 (March 2005)

Kiyota, Kozo and Tetsuji Okazaki,

"Foreign Technology Acquisition Policy and Firm Performance in Japan, 1957-1970:

Micro-aspects of Industrial policy"

Full paper (PDF)

COE-F-67 (August 2004)
R.Anton Braun, Daisuke Ikeda (Bank of Japan) and Douglas H. Joines (University of Southern California),
"Saving and Interest Rates in Japan:
Why They Have Fallen and Why They Will Remain Low."
Full paper (PDF)

COE-F-66 (March 2005)
Istvan Konya and Hiroshi Ohashi,
"International Consumption Patterns among High-income Countries:

Evidence from the OECD data"
Full paper (PDF)

COE-F-65 (March 2005)
Hiroshi Ohashi,

"How does Ownership Structure Affect the Timing of New Product Introductions?

Evidence from the U.S. Video Game Market"
Abstract

COE-F-64 (March 2005)
M.S.Srivastava(University of Toronto) and T.Kubokawa,

"Comparison of Discrimination Methods for High Dimensional Data"
Abstract

COE-F-63 (March 2005)
Kazuya Kamiya and Takashi Shimizu (Kansai University),
"On the Role of Tax-Subsidy Scheme in Money Search Models"
Full paper (PDF)
COE-F-62 (March 2005)
Yoshihiro Ohashi,
"Ex Post Implementation"
Full paper (PDF)

COE-F-61 (March 2005)
Yutaka Arimoto, Tetsuji Okazaki, and Masaki Nakabayashi,
"Risk, Transaction costs, and Geographic Distribution of Share Tenancy:

A Case of Pre-War Japan"
Full paper (PDF)

COE-F-60 (February 2005)
T. W. Anderson, Naoto Kunitomo, and Yukitoshi Matsushita,
"A New Light from Old Wisdoms:

Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models"
Full paper (PDF)

COE-F-59 (February 2005)
Hamao, Yasushi, Takeo Hoshi and Tetsuji Okazaki,

"The Genesis and the Development of the Pre-war Japanese Stock Market"

Full paper (PDF)

COE-F-58 (February 2005)

Pan A. Yotopoulos (University of Florence and (emeritus) Stanford University) and
Yasuyuki Sawada (University of Tokyo)
"Exchange Rate Misalignment: A New Test of Long-Run PPP Based on Cross-Country Data"
Full paper (PDF)

COE-F-57 (January 2005)
Taejong Kim (KDI School of Public Policy and Management, Korea) and
Yoichi Okita (National Graduate Institute for Policy Studies, Japan)
"Evidence from a Natural Experiment in Japan"

Full paper (PDF)

COE-F-56 (January 2005)
Tatsuya Kubokawa (University of Tokyo) and Ming-Tien Tsai (Academia Sinica),
"Estimation of Covariance Matrices in Fixed and Mixed Effects Linear Models"
Abstract

COE-F-55 (January 2005)

Yasuyuki Sawada and Satoshi Shimizutani,

"Are People Insured Against Natural Disasters?
Evidence from the Great Hanshin-Awaji (Kobe) Earthquake in 1995"
Full paper (PDF)

COE-F-54 (December 2004)
Kitahara, Minoru and Yohei Sekiguchi,

"Condorcet's Jury Theorem under Costly Information Acquisition"
Full paper (PDF)

COE-F-53 (December 2004)

Shoko Nakano (Graduate School of Economics, Hitotsubashi University),

"Impact Mitigation for Emergency Events: Their Effects on Day-Ahead and Real-Time
Market Locational Based Marginal Pricing at the New York ISO"

Full paper (PDF)

COE-F-52 (December 2004)

Yoshiro Miwa and J. Mark Ramseyer,
"Industrial Finance Before the Financial Revolution:

Japan at the Turn of the Last Century"

Full paper (PDF)

COE-F-51 (December 2004)

Okazaki, Tetsuji,

"Holding Company and Bank:

  An Historical Comparative Perspective on Corporate Governance in Japan"

Full paper (PDF)

COE-F-50 (December 2004)
Kubokawa, Tatsuya and William E. Strawderman,
"On Minimaxity and Admissibility of Hierarchical Bayes Estimators"

Abstract

COE-F-49 (November 2004)

Ryo Ogawa,
"Memoryless Contract in Dynamic Moral Hazard with History Dependence"

Full paper (PDF)

COE-F-48 (November 2004)

Michiru Sawada and Tetsuji Okazaki,
"Effects of Bank Consolidation Promotion Policy: Evaluating the Bank Law in 1927 Japan"
Full paper (PDF)

COE-F-47 (October 2004)
Tatsuya Kubokawa,
"Estimation of a Mean of a Normal Distribution with a Bounded Coefficient of Variation"
Abstract

COE-F-46 (October 2004)

Matsushima, Hitoshi,

"Non-Consequential Moral Preferences, Detail-Free Implementation,

and Representative Systems"

Full Paper (PDF)

COE-F-45 (September 2004)
Ryoko Morozumi and Masako Ii,
"The Impact of Smoke-free Workplace Policies on Smoking Behaviour in Japan"
Full Paper (PDF)

COE-F-44 (September 2004)

Tetsuo Yamamori, Kazuhiko Kato, Toshiji Kawagoe and Akihiko Matsui,
"Voice Matters in a Dictator Game"

Full Paper (PDF)

COE-F-43 (September 2004)
Muni S. Srivastava and Tatsuya Kubokawa,
"Empirical Bayes Regression Analysis with Many Regressors but Fewer Observations"
Abstract

COE-F-42 (August 2004)

Omori, Yasuhiro, Siddhartha Chib, Neil Shephard and Jouchi Nakajima,

"Stochastic Volatility with Leverage: Fast Likelihood Inference"

Full Paper (PDF)

COE-F-41 (August 2004)

Kubokawa, Tatsuya,
"Estimation of Bounded Location and Scale Parameters"

Abstract

COE-F-40 (July 2004)

Ohashi, Hiroshi, Tae-Seung Kim, Tae Hoon Oum and Chunyan Yu,

"Choice of Air Cargo Transshipment Airport:

  An Application to Air Cargo Traffic to/from Northeast Asia"

Full Paper (PDF)

COE-F-39 (July 2004)

Yoshifumi Muroi,

"Pricing Contingent Claims with Credit Risk: Asymptotic Expansion Approach"

Full paper (PDF)

COE-F-38 (July 2004)

Furukawa, Yoko,

"Equity Market and Foreign Capital"

Full paper (PDF)

COE-F-37 (July 2004)

Miwa, Yoshiro and J. Mark Ramseyer,

"Toward a Theory of Jurisdictional Competition: The Case of the Japanese FTC"
Full paper (PDF)

COE-F-36 (July 2004)

Kazuo Wada,

"Kiichiro Toyoda and the Birth of the Japanese Automobile Industry: Reconsideration of Toyoda-Platt Agreement"

Full paper (PDF)

COE-F-35 (June 2004)

Matsushima, Hitoshi,

"On Detail-Free Mechanism Design and Rationality"

Full paper (PDF)

COE-F-34 (June 2004)

Kandori, Michihiro, Rogerto Serrano and Oscar Volij,

"Decentralized Trade, Random Utility and the Evolution of Social Welfare"

Full paper (PDF)

COE-F-33 (June 2004)

Okazaki, Tetsuji,

"The Role of the Merchant Coalition in Pre-modern Japanese Economic Development: An Historical Institutional Analysis"

Full paper (PDF)

COE-F-32 (June 2004)

Kamiya, Kazuya, Noritsugu Morishita and Takashi Shimizu,

"On the Existence of Single-Price Equilibria in a Matching Model with Divisible Money and Production Cost"

Full paper (PDF)

COE-F-31 (June 2004)

Matsushima, Hitoshi,

"Large Auction Design in Dominance"

Full paper (PDF)

COE-F-30 (May 2004)

Ohashi, Hiroshi,

"Learning by Doing, Export Subsidies, and Industry Growth: Japanese Steel in the 1950s and 1960s"

Full paper (PDF)

An abridged version of the paper will appear at the Journal of International Economics.

COE-F-29 (May 2004)

Yamamoto, Yuichi,

"Efficiency Results in N Player Games with Imperfect Private Monitoring"

Full paper (PDF)

COE-F-28 (May 2004)

Miwa, Yoshiro and J. Mark Ramseyer,

"The Fable of the Keiretsu, and Other Tales of Japan We Wish Were True"

Full paper (PDF)

COE-F-27 (May 2004)

Tanimoto, Masayuki,

"Capital Accumulation and the Local Economy: Brewers and Local Notables"

Full paper (PDF)

COE-F-26 (April 2004)

Tanimoto, Masayuki,

"The Role of Tradition in Japan's Industrialization: A Perspective of "Indigenous Development""

Full paper (PDF)

COE-F-25 (April 2004) Revsised as COE-F-68

Kiyota, Kozo and Tetsuji Okazaki,

"Foreign Technology Acquisition Policy and Firm Performance in Japan, 1957-1970:

The Japanese Industrial Policy Revisited"

Full paper (PDF)

COE-F-24 (April 2004  revised: March 2005 )

Kunitomo, Naoto and Takashi Owada,

"Empirical Likelihood Estimation of Levy Processes"

Full paper (PDF)

COE-F-23 (April 2004)

Fukuda, Shin-ichi and Masanori Ono,

"The Choice of Invoice Currency under Uncertainty: Theory and Evidence from Korea"

Full paper (PDF)

COE-F-22 (March 2004)

Kubokawa, Tatsuya,

"Minimaxity in Estimation of Restricted Parameters"

2004年7月初旬までweb公開不可。

COE-F-21 (March 2004)

Saito, Kuniyoshi,

"Does Less Risk Classification Induce More Adverse Selection?: Evidence from Automobile Insurance Market"

A revised version of the paper is published in Journal of Risk and Insurance, Vol.73 (2), pp.335-356.

Full paper (PDF)

COE-F-20 (March 2004)

Okazaki, Tetsuji,

"The Role of the Merchant Coalition in Pre-modern Japanese Economic Development: An Historical Institutional Analysis"

Full paper (PDF)

COE-F-19 (March 2004)

Nachbar, John,

"Learning to Play Equilibria: The Bayesian, Repeated Games Approach"

Full paper (PDF)

COE-F-18 (March 2004)

Tsuruta, Daisuke,

"Bank Information Monopoly and Trade Credit: Does Only Bank Have Information? ---Evidence from Panel Data of Small Businesses in Japan---"

A revised version of the paper will be published in Applied Economics.

Full paper (PDF)

COE-F-17 (February 2004)

Kubokawa, Tatsuya,

"A Revisit to Estimation of the Precision Matrix of the Wishart Distribution"

Full paper (PDF)

COE-F-16 (February 2004)

Greif, Avner,

"Institutions and Impersonal Exchange: The European Experience"

Full paper (PDF)

COE-F-15 (February 2004)

Clements, Matthew T. and Hiroshi Ohashi,

"Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002"

Full paper (PDF)

COE-F-14 (January 2004)

Tetsuji, Okazaki,

"Selection and Imitation in Institutional Evolution: Analysis of Institutional Change in Japan, 1960-1999"

Full paper (PDF)

COE-F-13 (December 2003)

Kandori, Michihiro and Ichiro Obara,

"Efficiency in Repeated Games Revisited: The Role of Private Strategies"

Full paper (PDF)

COE-F-12 (December 2003)

Matsushima, Hitoshi,

"Universal Mechanisms and Moral Preferences in Implementation"

Full paper (PDF)

COE-F-11 (December 2003)

Yajima, Yoshihiro and Yasumasa Matsuda,

"On Nonparametric and Semiparametric Testing for Multivariate Time Series"

abstract

COE-F-10 (December 2003)

Braun, R. Anton and Etsuro Shioji,

"Monetary Policy and the Term Structure of Interest Rates in Japan"

Full paper (PDF)

COE-F-9 (December 2003)

Braun, R. Anton and Etsuro Shioji,

"Monetary Policy and Economic Activity in Japan and the United States"

Full paper (PDF)

COE-F-8 (December 2003)

Braun, R. Anton and Etsuro Shioji,

"Aggregate Risk in Japanese Equity Markets"

Full paper (PDF)

COE-F-7 (November 2003)

Fukuda, Shin-ichi and Sanae Ohno,

"Exchange Rate Regimes in East Asia after the Crisis: Implications from Intra-daily Data"

Full paper (PDF)

COE-F-6 (November 2003)

Michihiro Kandori and Ichiro Obara,

"Less is More: An Observability Paradox in Repeated Games"

Full paper (PDF)

COE-F-5 (November 2003)

Kunitomo, Naoto and Akihiko Takahashi,

"Applications of the Asymptotic Expansion Approach based on Malliavin-Watanabe Calculus in Financial Problems"
Full paper (PDF)

COE-F-4 (October 2003)

Matsushima, Hitoshi

"Implementation and Preference for Honesty"

Full paper (PDF)

COE-F-3 (October 2003)

Okazaki, Tetsuji

""Voice" and "Exit" in Japanese Firms during the Second World War: Sanpo Revisited"

Full paper (PDF)

COE-F-2 (October 2003)

Matsushima, Hitoshi

"Repeated Games with Private Monitoring: Two Players"

Full paper (PDF)

COE-F-1 (October 2003)
Okazaki, Tetsuji, Michiru Sawada and Kazuki Yokoyama
"Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry"
Full paper (PDF)

J series

COE-J-55 (2008年3月)

小坂賢太

『日本における乗用車の保護貿易政策の効果の実証』

Full paper (PDF)

COE-J-54 (2008年2月)

石原庸博・大森裕浩

『TOPIX 収益率のマルコフ・スイッチング非対称確率的ボラティリティ変動モデルによる分析−順列サンプラーによる探索−』

Full paper (PDF)

COE-J-53 (2007年12月)

岡崎哲二

『第二次世界大戦期における三菱重工業の航空機生産と部品供給』

Full paper (PDF)

COE-J-52 (2007年10月)

平野智裕

『Financial Accelerator 効果と同調的金融政策の関係について』

Full paper (PDF)

COE-J-51 (2007年10月)

久保川達也

『線形混合モデルの理論と応用−特に小地域推定を巡って−』

Full paper (PDF)

COE-J-50 (2007年10月)

宮脇幸治

『離散連続選択アプローチを用いた非線形料金体系下の需要関数の推定』

Full paper (PDF)

COE-J-49 (2007年9月; 2008年7月改訂)

高橋慎

『TOPIX 現物のRealized Volatility とRealized Range-Based Volatility の分析』

Full paper (PDF)

COE-J-48 (2007年7月)

奥野正寛・瀧澤弘和・渡邊泰典

Okuno-Fujiwara, Masahiro, Hirokazu Takizawa and Yasunori Watanabe,

『人工物の複雑化と製品アーキテクチャ』
"Increasing Complexity of Artifacts and the Role of Product Architecture"

Full paper (PDF)

COE-J-47 (2007年3月)

岡崎哲二

Okazaki, Tetsuji,

『歴史比較制度分析入門』
"An Introduction to Historical Comparative Institutional Analysis"

abstract

COE-J-46 (2007年3月)

大森裕浩・渡部敏明

Omori, Yasuhiro and Toshiaki Watanabe,

『MCMC法とその確率的ボラティリティ変動モデルへの応用』
"Markov chain Monte Carlo method and its application to the stochastic volatility model"

Full paper (PDF)

COE-J-45 (2007年2月)

中野聖子、

Shoko Nakano,

『フォワード・ディスカウント・バイアス:WTI原油先物価格にリスク・プレミアムは含まれていたか』
"Forward Discount Bias: Is It a Risk Premium on Crude Oil?"

Full paper (PDF)

COE-J-44 (2006年12月)

久保川達也、

Kubokawa, Tatsuya,

『線形混合モデル小地域の推定』

"Linear Mixed Models and Small Area Estimation"
Full paper (PDF)

COE-J-43 (2006年12月)

加藤健太、

Kato, Kenta,

『旭硝子の合併戦略−戦時期の分析』

"The Merger Strategy of Asahi Glass Co., Ltd. during the Second World War"

Full paper (PDF)

COE-J-42 (2006年12月)

岡崎哲二、

Okazaki, Tetsuji,

『戦時期における三菱財閥本社の有価証券ポートフォリオ管理と投資収益率−一九三五−四四年度』
"Portfolio Management and Profitability of Mitsubishi Zaibatsu during the War: 1935-1944"

Full paper (PDF)

COE-J-41 (2006年11月)

加藤健太、

Kato, Kenta

『太平洋戦争末期の合併交渉−信越化学と大同化学のケース−』

Full paper (PDF)

COE-J-40 (2006年6月)

岩本康志、
Iwamoto, Yasushi,

『社会保障負担の制度設計』
"On the Design of Social Security Contributions"
Full paper (PDF)

COE-J-39 (2006年6月)

岩本康志、

Iwamoto, Yasushi,

『社会保障財政の制度設計』
"On the Design of Social Security Financing"

Full paper (PDF)

COE-J-38 (2006年6月)

加藤健太、

Kato, Kenta

『三和銀行の成立過程−資産評価と瑕疵担保責任−』

Full paper (PDF)

COE-J-37 (2006年5月)

鯉渕賢・福田慎一、

Koibuchi, Satoshi and Shin-ichi Fukuda,

『銀行破綻処理と中小企業:ショック療法の功罪』
"Costs and Benefits of a Shock Therapy: Experiences from Large and Small Firms in Japan"

Full paper (PDF)

COE-J-36 (2006年4月)

福田慎一・鯉渕賢、

Fukuda, Shin-ichi and Satoshi Koibuchi,

『不良債権と債務放棄:メインバンクの超過負担』
"Bad Loans and Loan Write-Offs"

Full paper (PDF)

COE-J-35 (2006年4月)

岡崎哲二、

Okazaki, Tetsuji,
『制度変化の実証分析枠組みとその応用:制度変化の理解に向けて』
"A framework for empirical analysis of institutional change and its applications: Towards understanding institutional change"

Full paper (PDF)

COE-J-34 (2006年3月)

岡崎哲二・澤田充、

Okazaki, Tetsuji and Michiru Sawada,
『戦間期日本の銀行間ネットワークと金融システム』
"Role of Inter-bank Networks in the Pre-war Japanese Financial System"

Full paper (PDF)

COE-J-33 (2006年1月)

国友直人、

Kunitomo, Naoto,

『季節調整法』
"On Seasonal Adjustment Methods"

Full paper (PDF)

COE-J-32 (2006年1月)

岡崎哲二、

Tetsuji Okazaki,

『戦前日本における「最後の貸し手」機能と銀行経営・銀行淘汰』
"Lender of Last Resort and Selection of Banks in Pre-war Japan"

Full paper (PDF)

COE-J-31 (2006年1月)

岡崎哲二、

Tetsuji Okazaki,

『戦前日本の綿紡績業における産業組織の変化』
"Organizational Evolution in the Cotton Spinning Industry in Pre-war Japan"

Full paper (PDF)

COE-J-30 (2006年1月)

岡崎哲二、

Tetsuji Okazaki,

『三菱合資会社の有価証券ポートフォリオ管理と投資収益率』
"Portfolio Management and Profitability of Mitsubishi Zaibatsu"

Full paper (PDF)

COE-J-29 (2005年10月)

秋山豪太・国友直人、
Akiyama, Gouta and Naoto Kunitomo,
『変額年金保険の理論と実際』

"On Risk Management Methods of Equity-Linked Insurance and Practical Problems"

Full paper (PDF)

COE-J-28 (2005年 9月)

澤田康幸・清水谷諭
Yasuyuki Sawada and Satoshi Shimizutani,
『阪神淡路大震災による被害に対して人々はどう対処したのか』
"Coping with Damages caused by the Great Hanshin-Awaji Earthquake"
Full paper (PDF)

COE-J-27 (2005年 9月)

岡崎哲二、
Okazaki, Tetsuji,

『長期経済計画と産業開発』

"Long-term Economic Plans in Japan: Historical and Comparative Perspective"

Full paper (PDF)

COE-J-26 (2005年 8月)

Okazaki, Tetsuji,
"An Introduction to Economic History"
Abstract

COE-J-25 (2005年 8月)

Kunitomo, Naoto,
"Seasonality and Seasonal Switching Time Series Models"
Full paper (PDF)

COE-J-24 (2005年 8月)

Tanimoto, Masayuki,
"The Male Workers in the Factory circa 1910 : A Case Study of a Soy Sauce Brewery in Japan"
Full paper (PDF)

COE-J-23 (2005年 6月)

岡崎哲二・谷山英祐・中林真幸

Okazaki, Tetsuji, Eisuke Taniyama, Masayuki Nakabayashi

『日本の初期経済発展における共同体関係の役割: 文献展望』

"Role of Local Communities in Economic Development:
A Survey Focusing on the Export Industries in Nineteenth Century Japan"

Full paper (PDF)

COE-J-22 (2005年 5月)

加藤健太、

Kato, Kenta,

『日本電力業の企業買収: 戦間期の分析』

"Corporate acquisition in the electric-power industry during the inter-war period in Japan"

※『社会経済史学』第71巻第3号(2005年9月)に掲載

Full paper (PDF) (2006年11月改訂)

COE-J-21 (2005年 5月)
平野智裕,

『バランスシート効果の非線形性について』
Full paper (PDF) (2005年10月改訂)

COE-J-20 (2005年 3月)

鈴木恒夫,・小早川洋一,・和田一夫
『明治31年時における綿糸紡績会社株主名簿の分析』

Full paper (PDF)

COE-J-19 (2005年 3月)

室井芳史

『社債オプションの評価法について』
Full paper (PDF)

COE-J-18 (2005年 3月)
笹瀬吉隆・久保川達也

Yoshitaka Sasase and Tatsuya Kubokawa,

『経験ベイズ信頼区間の漸近補正と小地域推定への応用』
"Asymptotic Correction of Empirical Bayes Confidence Intervals

and its Application to Small Area Estimation"
Full paper (PDF)

COE-J-17 (2005年 2月)
谷本雅之 TANIMOTO Masayuki
『幕末・明治期における「問屋」の商業業務−廻船問屋廣海惣太郎家の事例−』
"What Did Kaisen Tonya (Wholesaler in port) Do?:

A Case from Hiroumi 1860-1890"

Abstract

COE-J-16 (2005年 2月)
谷本雅之 TANIMOTO Masayuki
『分散型生産組織の新展開 --戦間期日本の玩具工業--』

"The New Development of Dispersed Production System:
A Case from the Japanese Toy Industry in the Inter-war Period"
Full paper (PDF)

COE-J-15 (2005年 2月)

伊藤隆敏・橋本優子

Yuko Hashimoto and Takatoshi Ito
『アジア通貨・株価の伝播と連動性に関する分析』
"High-frequency Contagion between the Exchange Rates and Stock Prices during
the Asian Currency Crisis"
Full paper (PDF)

COE-J-14 (2004年12月)

岡崎哲二

『戦前期三菱財閥の内部労働市場』

"Internal Labor Markets in Pre-War Mitsubishi Zaibatsu"
Full paper (PDF)

COE-J-13 (2004年10月)
岡崎哲二・中林真幸

『生産組織の経済史』

Full paper (PDF)

COE-J-12 (2004年10月)

岡崎哲二,・浜尾泰,・星岳雄

『戦前日本における資本市場の生成と発展:東京株式取引所への株式上場を中心として』

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COE-J-11 (2004年10月)

岡崎哲二

『制度進化における淘汰と模倣:分析枠組みと日本の経済制度への応用』

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COE-J-10 (2004年7月)
岡崎哲二

『戦前日本における専門経営者雇用の決定要因と効果:綿紡績会社を中心として』

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COE-J-9 (2004年6月)

国友直人・一場知之

『多期間リスク管理法と変額年金保険』

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COE-J-8 (2004年5月)

三輪芳朗・J. Mark Ramseyer

『経済規制の有効性―「傾斜生産」政策の神話―第II部:「傾斜生産」政策の政治経済学』
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COE-J-7 (2004年5月)

三輪芳朗・J. Mark Ramseyer

『経済規制の有効性―「傾斜生産」政策の神話―第I部:「傾斜生産」政策の有効性』
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COE-J-6 (2004年4月)

斉藤都美

『自動車検査制度が交通事故率に与える影響について』

※改訂のうえ、『日本経済研究』No.50, 2004年9月, pp.1-18に掲載。
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COE-J-5 (2004年4月)

谷本雅之

『両大戦間期の都市小工業―東京府の場合―』
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COE-J-4 (2004年4月)

岡崎哲二

『政治システムと財政パフォーマンス:日本の歴史的経験』

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COE-J-3 (2004年3月)

山森哲雄・加藤一彦・川越敏司・松井彰彦

独裁者ゲームにおける「声」

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COE-J-2 (2003年10月)

神谷高保・金本良嗣

『信認義務の構造―法と経済学の観点から―』

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COE-J-1 (2003年10月)
岡崎哲二
『昭和金融恐慌と三菱銀行:日次財務データから見た金融恐慌』
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