Mototsugu Shintani
Names
| first: |
Mototsugu |
| last: |
Shintani |
Identifer
Contact
Affiliations
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University of Tokyo
/ Faculty of Economics (weight: 80%)
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Bank of Japan (weight: 20%)
Research profile
author of:
- Excess Smoothness Of Consumption In Japan (RePEc:bla:jecrev:v:47:y:1996:i:3:p:271-285)
by Mototsugu Shintani - The Inf-T Test For A Unit Root Against Asymmetric Exponential Smooth Transition Autoregressive Models (RePEc:bla:jecrev:v:64:y:2013:i:1:p:3-15)
by Mototsugu Shintani - Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component (RePEc:bla:obuest:v:79:y:2017:i:5:p:822-850)
by Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu - Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment (RePEc:boj:bojlab:lab18e03)
by Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani - Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component (RePEc:bos:wpaper:wp2015-018)
by Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu - Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise (RePEc:bos:wpaper:wp2020-012)
by Pierre Perron & Mototsugu Shintaniz & Tomoyoshi Yabu - Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos (RePEc:cep:stiecm:434)
by Oliver Linton & Mototsugu Shintani - Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos (RePEc:cep:stiecm:455)
by Oliver Linton & Mototsugu Shintani - Forecasting Japanese inflation with a news-based leading indicator of economic activities (RePEc:cfi:fseres:cf458)
by Keiichi Goshima & Hiroshi Ishijima & Mototsugu Shintani & Hiroki Yamamoto - The Effects of QQE on Long-run Inflation Expectations in Japan (RePEc:cfi:fseres:cf494)
by Mototsugu Shintani & Naoto Soma - Credit Market Tightness and Zombie Firms: Theory and Evidence (RePEc:cfm:wpaper:2504)
by Masashige Hamano & Philip Schnattinger & Mototsugu Shintani & Iichiro Uesugi & Francesco Zanetti - Measuring international business cycles by saving for a rainy day (RePEc:cje:issued:v:48:y:2015:i:4:p:1266-1290)
by Mario J. Crucini & Mototsugu Shintani - Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach (RePEc:cla:levarc:122247000000002352)
by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani - Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data (RePEc:cla:levarc:506439000000000019)
by Mario J Crucini & Mototsugu Shintani - Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan (RePEc:cla:levarc:506439000000000168)
by Mototsugu Shintani - A Nonparametric Measure of Convergence Toward Purchasing Power Parity (RePEc:cla:levarc:506439000000000172)
by Mototsugu Shintani - A Dynamic Factor Approach to Nonlinear Stability Analysis (RePEc:cla:levrem:122247000000000621)
by Mototsugu Shintani - Persistence in Law-of-One-Price Deviations: Evidence from Micro-data (RePEc:cla:levrem:321307000000000311)
by Mario J. Crucini & Mototsugu Shintani - Testing for a Unit Root against Transitional Autoregressive Models (RePEc:cla:levrem:321307000000000316)
by Joon Y. Park & Mototsugu Shintani - Quantifying Inflation Pressure and Monetary Policy Response in the United States (RePEc:cla:levrem:321307000000000321)
by Diana N. Weymark & Mototsugu Shintani - Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data (RePEc:cla:najeco:506439000000000019)
by Mario J Crucini & Mototsugu Shintani - On The Alternative Long-Run Variance Ratio Test For A Unit Root (RePEc:cup:etheor:v:22:y:2006:i:03:p:347-372_06)
by Cai, Ye & Shintani, Mototsugu - Unknown item RePEc:dpr:wpaper:0299 (paper)
- Unknown item RePEc:dpr:wpaper:0299a (paper)
- Unknown item RePEc:dpr:wpaper:0311 (paper)
- Unknown item RePEc:dpr:wpaper:0330 (paper)
- Unknown item RePEc:dpr:wpaper:0391 (paper)
- Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility (RePEc:dpr:wpaper:1036)
by Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga - Sticky-Wage Models and Knowledge Capital (RePEc:dpr:wpaper:1046)
by Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga - The Law of One Price without the Border: The Role of Distance versus Sticky Prices (RePEc:ecj:econjl:v:120:y:2010:i:544:p:462-480)
by MarioJ. Crucini & Mototsugu Shintani & Takayuki Tsuruga - A Dynamic Factor Approach to Nonlinear Stability Analysis (RePEc:ecm:feam04:538)
by Mototsugu Shintani - A dynamic factor approach to nonlinear stability analysis (RePEc:eee:dyncon:v:32:y:2008:i:9:p:2788-2808)
by Shintani, Mototsugu - Nonparametric lag selection for nonlinear additive autoregressive models (RePEc:eee:ecolet:v:111:y:2011:i:2:p:131-134)
by Guo, Zheng-Feng & Shintani, Mototsugu - Real exchange rate dynamics in sticky wage models (RePEc:eee:ecolet:v:123:y:2014:i:2:p:160-163)
by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki - Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data (RePEc:eee:ecolet:v:93:y:2006:i:2:p:255-260)
by Yang, Kun & Shintani, Mototsugu - A simple cointegrating rank test without vector autoregression (RePEc:eee:econom:v:105:y:2001:i:2:p:337-362)
by Shintani, Mototsugu - Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (RePEc:eee:econom:v:120:y:2004:i:1:p:1-33)
by Shintani, Mototsugu & Linton, Oliver - Bootstrapping GMM estimators for time series (RePEc:eee:econom:v:133:y:2006:i:2:p:531-555)
by Inoue, Atsushi & Shintani, Mototsugu - Spurious regressions in technical trading (RePEc:eee:econom:v:169:y:2012:i:2:p:301-309)
by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke - Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (RePEc:eee:econom:v:204:y:2018:i:2:p:147-158)
by Lee, Yoon-Jin & Okui, Ryo & Shintani, Mototsugu - Do sticky prices increase real exchange rate volatility at the sector level? (RePEc:eee:eecrev:v:62:y:2013:i:c:p:58-72)
by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki - Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information (RePEc:eee:inecon:v:81:y:2010:i:1:p:48-60)
by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki - Capital mobility in the world economy: an alternative test (RePEc:eee:jimfin:v:17:y:1998:i:5:p:741-756)
by Shibata, Akihisa & Shintani, Mototsugu - Exchange rate pass-through and inflation: A nonlinear time series analysis (RePEc:eee:jimfin:v:32:y:2013:i:c:p:512-527)
by Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi - Current account dynamics under information rigidity and imperfect capital mobility (RePEc:eee:jimfin:v:92:y:2019:i:c:p:153-176)
by Shibata, Akihisa & Shintani, Mototsugu & Tsuruga, Takayuki - Macroeconomic forecasting using factor models and machine learning: an application to Japan (RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300411)
by Maehashi, Kohei & Shintani, Mototsugu - Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons (RePEc:eee:jjieco:v:8:y:1994:i:2:p:144-172)
by Shintani Mototsugu - Chaotic monetary dynamics with confidence (RePEc:eee:jmacro:v:28:y:2006:i:1:p:228-252)
by Serletis, Apostolos & Shintani, Mototsugu - Menu costs and Markov inflation: A theoretical revision with new evidence (RePEc:eee:moneco:v:54:y:2007:i:3:p:753-784)
by Ahlin, Christian & Shintani, Mototsugu - Persistence in law of one price deviations: Evidence from micro-data (RePEc:eee:moneco:v:55:y:2008:i:3:p:629-644)
by Crucini, Mario J. & Shintani, Mototsugu - Noisy information, distance and law of one price dynamics across US cities (RePEc:eee:moneco:v:74:y:2015:i:c:p:52-66)
by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki - The effect of demographics on the Japanese housing market (RePEc:eee:regeco:v:26:y:1996:i:2:p:189-201)
by Ohtake, Fumio & Shintani, Mototsugu - Noisy Information, Distance and Law of One Price Dynamics Across US Cities (RePEc:een:camaaa:2014-77)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan (RePEc:een:camaaa:2018-37)
by Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda - Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility (RePEc:een:camaaa:2018-56)
by Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga - Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (RePEc:ehl:lserod:2093)
by Shintani, Mototsugu & Linton, Oliver - Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (RePEc:ehl:lserod:2097)
by Shintani, Mototsugu & Linton, Oliver - Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos (RePEc:ehl:lserod:58170)
by Linton, Oliver & Shintani, Mototsugu - Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility (RePEc:esj:esridp:344)
by Akihisa SHIBATA & Mototsugu SHINTANI & Takayuki TSURUGA - An Eastern Asian Macroeconometric LINK model (in Japanese) (RePEc:esj:esriea:164a)
by Kanemi Ban & Kiyomi Watanabe & Mantaro Matsuya & Masakatsu Nakamura & Mototsugu Shintani & Takeshi Ihara & Masumi Kawade & Tomonari Takeda - Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information (RePEc:fip:feddgw:07)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Noisy information, distance and law of one price dynamics across US cities (RePEc:fip:feddgw:216)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility (RePEc:fip:feddgw:335)
by Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga - Measuring business cycles by saving for a rainy day (RePEc:fip:feddgw:50)
by Mario J. Crucini & Mototsugu Shintani - Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors (RePEc:fmg:fmgdps:dp383)
by Oliver Linton & Mototsugu Shintani - Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions (RePEc:geo:guwopa:gueconwpa~18-18-04)
by Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto - Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors (RePEc:ier:iecrev:v:44:y:2003:i:1:p:331-357)
by Mototsugu Shintani & Oliver Linton - Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information (RePEc:ime:imedps:08-e-05)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Spurious Regressions in Technical Trading: Momentum or Contrarian? (RePEc:ime:imedps:08-e-09)
by Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura - Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach (RePEc:ime:imedps:08-e-16)
by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani - Measuring International Business Cycles by Saving for a Rainy Day (RePEc:ime:imedps:11-e-14)
by Mario J. Crucini & Mototsugu Shintani - Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve (RePEc:ime:imedps:17-e-10)
by Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani - Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model (RePEc:ime:imedps:18-e-08)
by Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani - A nonparametric measure of convergence towards purchasing power parity (RePEc:jae:japmet:v:21:y:2006:i:5:p:589-604)
by Mototsugu Shintani - Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? (RePEc:kue:dpaper:e-10-004)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Noisy Information, Distance and Law of One Price Dynamics Across US Cities (RePEc:kue:dpaper:e-11-005)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes (RePEc:kyo:wpaper:879)
by Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani - Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan (RePEc:mcb:jmoncb:v:37:y:2005:i:3:p:517-38)
by Shintani, Mototsugu - Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach (RePEc:mcb:jmoncb:v:43:y:2011:i:1:p:1-29)
by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani - Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information (RePEc:nbr:nberwo:14381)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices (RePEc:nbr:nberwo:14835)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Measuring Business Cycles by Saving for a Rainy Day (RePEc:nbr:nberwo:16075)
by Mario J. Crucini & Mototsugu Shintani - Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? (RePEc:nbr:nberwo:16081)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Noisy Information, Distance and Law of One Price Dynamics Across US Cities (RePEc:nbr:nberwo:17815)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate (RePEc:nbr:nberwo:27420)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Trading volume and serial correlation in stock returns: a threshold regression approach (RePEc:osk:wpaper:1028)
by Shoko Morimoto & Mototsugu Shintani - Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model (RePEc:pra:mprapa:93868)
by Iiboshi, Hirokuni & Shintani, Mototsugu - Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis (RePEc:red:issued:22-126)
by Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani - Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? (RePEc:red:sed011:784)
by Takayuki Tsuruga & Mototsugu Shintani & Mario J. Crucini - Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them (RePEc:sae:ilrrev:v:61:y:2008:i:2:p:244-257)
by T. Aldrich Finegan & Roberto V. Peñaloza & Mototsugu Shintani - Quasi-Bayesian Model Selection (RePEc:smu:ecowpa:1402)
by Atsushi Inoue & Mototsugu Shintania - Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (RePEc:taf:emetrv:v:37:y:2018:i:4:p:360-379)
by Mototsugu Shintani & Zi-Yi Guo - Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan (RePEc:tcr:wpaper:e120)
by Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda - Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions (RePEc:tky:fseres:2018cf1093)
by Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto - Measuring the Economic Impact of Monetary Union: The Case of Okinawa (RePEc:tpr:restat:v:86:y:2004:i:4:p:858-867)
by Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto - A Simple Cointegrating Rank Test Without Vector Autoregression (RePEc:van:wpaper:0044)
by Mototsugu Shintani - Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors (RePEc:van:wpaper:0111)
by Mototsugu Shintani & Oliver Linton - Bootstrapping GMM Estimators for Time Series (RePEc:van:wpaper:0129)
by Atsushi Inoue & Mototsugu Shintani - A Nonparametric Measure of Convergence Toward Purchasing Power Parity (RePEc:van:wpaper:0219)
by Mototsugu Shintani - Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data (RePEc:van:wpaper:0222)
by Mario J. Crucini & Mototsugu Shintani - Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos (RePEc:van:wpaper:0309)
by Mototsugu Shintani & Oliver Linton - Measuring the Economic Impact of Monetary Union: The Case of Okinawa (RePEc:van:wpaper:0315)
by Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto - Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan (RePEc:van:wpaper:0322)
by Mototsugu Shintani - A Dynamic Factor Approach to Nonlinear Stability Analysis (RePEc:van:wpaper:0418)
by Mototsugu Shintani - Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001 (RePEc:van:wpaper:0424)
by Diana N. Weymark & Mototsugu Shintani - On the Long-Run Variance Ratio Test for a Unit Root (RePEc:van:wpaper:0506)
by Ye Cai & Mototsugu Shintani - Testing for a Unit Root against Transitional Autoregressive Models (RePEc:van:wpaper:0510)
by Joon Y. Park & Mototsugu Shintani - Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence (RePEc:van:wpaper:0610)
by Christian Ahlin & Mototsugu Shintani - Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data (RePEc:van:wpaper:0616)
by Mario J. Crucini & Mototsugu Shintani - Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information (RePEc:van:wpaper:0810)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis (RePEc:van:wpaper:0920)
by Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu - Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach (RePEc:van:wpaper:0921)
by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani - Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level? (RePEc:van:wpaper:1120)
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - Exchange rate pass-through and inflation: a nonlinear time series analysis (RePEc:van:wpaper:vuecon-12-00008)
by Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu - Great earthquakes, exchange rate volatility and government interventions (RePEc:van:wpaper:vuecon-sub-13-00007)
by Mariko Hatase & Mototsugu Shintani & Tomoyoshi Yabu - Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component (RePEc:van:wpaper:vuecon-sub-15-00001)
by Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu - Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach (RePEc:van:wpaper:vuecon-sub-15-00015)
by Mototsugu Shintani & Zi-yi Guo - Sticky-Wage Models and Knowledge Capital: A Note (RePEc:van:wpaper:vuecon-sub-17-00006)
by Kevin x.d. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga - Measuring international business cycles by saving for a rainy day (RePEc:wly:canjec:v:48:y:2015:i:4:p:1266-1290)
by Mario J. Crucini & Mototsugu Shintani - Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present (RePEc:wly:emjrnl:v:16:y:2013:i:3:p:473-484)
by Zheng‐Feng Guo & Mototsugu Shintani - Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach (RePEc:wly:jmoncb:v:43:y:2011:i:1:p:1-29)
by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani - Quasi‐Bayesian model selection (RePEc:wly:quante:v:9:y:2018:i:3:p:1265-1297)
by Atsushi Inoue & Mototsugu Shintani - Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations (RePEc:zbw:esprep:167627)
by Shintani, Mototsugu & Guo, Zi-Yi