Mototsugu Shintani

Names

Identifer

Contact

Affiliations

• University of Tokyo / Faculty of Economics (weight: 80%)
  • EDIRC entry
  • location:
• Bank of Japan (weight: 20%)
  • EDIRC entry
  • location:

Research profile

author of:

• Excess Smoothness Of Consumption In Japan
  The Japanese Economic Review, Japanese Economic Association (1996)
  by Mototsugu Shintani
  (ReDIF-article, bla:jecrev:v:47:y:1996:i:3:p:271-285)
• The Inf-T Test For A Unit Root Against Asymmetric Exponential Smooth Transition Autoregressive Models
  The Japanese Economic Review, Japanese Economic Association (2013)
  by Mototsugu Shintani
  (ReDIF-article, bla:jecrev:v:64:y:2013:i:1:p:3-15)
• Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017)
  by Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu
  (ReDIF-article, bla:obuest:v:79:y:2017:i:5:p:822-850)
• Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment
  Bank of Japan Research Laboratory Series, Bank of Japan (2018)
  by Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani
  (ReDIF-paper, boj:bojlab:lab18e03)
• Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
  Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2015)
  by Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu
  (ReDIF-paper, bos:wpaper:wp2015-018)
• Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise
  Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2020)
  by Pierre Perron & Mototsugu Shintaniz & Tomoyoshi Yabu
  (ReDIF-paper, bos:wpaper:wp2020-012)
• Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
  STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2002)
  by Oliver Linton & Mototsugu Shintani
  (ReDIF-paper, cep:stiecm:434)
• Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
  STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2003)
  by Oliver Linton & Mototsugu Shintani
  (ReDIF-paper, cep:stiecm:455)
• Forecasting Japanese inflation with a news-based leading indicator of economic activities
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2019)
  by Keiichi Goshima & Hiroshi Ishijima & Mototsugu Shintani & Hiroki Yamamoto
  (ReDIF-paper, cfi:fseres:cf458)
• The Effects of QQE on Long-run Inflation Expectations in Japan
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2020)
  by Mototsugu Shintani & Naoto Soma
  (ReDIF-paper, cfi:fseres:cf494)
• Measuring international business cycles by saving for a rainy day
  Canadian Journal of Economics, Canadian Economics Association (2015)
  by Mario J. Crucini & Mototsugu Shintani
  (ReDIF-article, cje:issued:v:48:y:2015:i:4:p:1266-1290)
• Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
  Levine's Working Paper Archive, David K. Levine (2008)
  by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani
  (ReDIF-paper, cla:levarc:122247000000002352)
• Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data
  Levine's Working Paper Archive, David K. Levine (2002)
  by Mario J Crucini & Mototsugu Shintani
  (ReDIF-paper, cla:levarc:506439000000000019)
• Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
  Levine's Working Paper Archive, David K. Levine (2010)
  by Mototsugu Shintani
  (ReDIF-paper, cla:levarc:506439000000000168)
• A Nonparametric Measure of Convergence Toward Purchasing Power Parity
  Levine's Working Paper Archive, David K. Levine (2003)
  by Mototsugu Shintani
  (ReDIF-paper, cla:levarc:506439000000000172)
• A Dynamic Factor Approach to Nonlinear Stability Analysis
  Levine's Bibliography, UCLA Department of Economics (2004)
  by Mototsugu Shintani
  (ReDIF-paper, cla:levrem:122247000000000621)
• Persistence in Law-of-One-Price Deviations: Evidence from Micro-data
  Levine's Bibliography, UCLA Department of Economics (2006)
  by Mario J. Crucini & Mototsugu Shintani
  (ReDIF-paper, cla:levrem:321307000000000311)
• Testing for a Unit Root against Transitional Autoregressive Models
  Levine's Bibliography, UCLA Department of Economics (2006)
  by Joon Y. Park & Mototsugu Shintani
  (ReDIF-paper, cla:levrem:321307000000000316)
• Quantifying Inflation Pressure and Monetary Policy Response in the United States
  Levine's Bibliography, UCLA Department of Economics (2006)
  by Diana N. Weymark & Mototsugu Shintani
  (ReDIF-paper, cla:levrem:321307000000000321)
• Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data
  NajEcon Working Paper Reviews, www.najecon.org (2002)
  by Mario J Crucini & Mototsugu Shintani
  (ReDIF-paper, cla:najeco:506439000000000019)
• On The Alternative Long-Run Variance Ratio Test For A Unit Root
  Econometric Theory, Cambridge University Press (2006)
  by Cai, Ye & Shintani, Mototsugu
  (ReDIF-article, cup:etheor:v:22:y:2006:i:03:p:347-372_06)
• Excess Smoothness of Consumption
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (1994)
  by Shintani, M.
  (ReDIF-paper, dpr:wpaper:0299)
• Excess Smoothness of Consumption
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (1993)
  by Shintani, M.
  (ReDIF-paper, dpr:wpaper:0299a)
• Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (1993)
  by Shintani, M.
  (ReDIF-paper, dpr:wpaper:0311)
• Capital Mobility in the World Economy: An Alternative Measure
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (1994)
  by Shibata, A. & Shintani, M.
  (ReDIF-paper, dpr:wpaper:0330)
• The Effects of Demographics on the Japanese Housing Market
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (1995)
  by Ohtake, F. & Shintani, M.
  (ReDIF-paper, dpr:wpaper:0391)
• Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2018)
  by Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, dpr:wpaper:1036)
• Sticky-Wage Models and Knowledge Capital
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2019)
  by Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, dpr:wpaper:1046)
• The Law of One Price without the Border: The Role of Distance versus Sticky Prices
  Economic Journal, Royal Economic Society (2010)
  by MarioJ. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-article, ecj:econjl:v:120:y:2010:i:544:p:462-480)
• A Dynamic Factor Approach to Nonlinear Stability Analysis
  Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004)
  by Mototsugu Shintani
  (ReDIF-paper, ecm:feam04:538)
• A dynamic factor approach to nonlinear stability analysis
  Journal of Economic Dynamics and Control, Elsevier (2008)
  by Shintani, Mototsugu
  (ReDIF-article, eee:dyncon:v:32:y:2008:i:9:p:2788-2808)
• Nonparametric lag selection for nonlinear additive autoregressive models
  Economics Letters, Elsevier (2011)
  by Guo, Zheng-Feng & Shintani, Mototsugu
  (ReDIF-article, eee:ecolet:v:111:y:2011:i:2:p:131-134)
• Real exchange rate dynamics in sticky wage models
  Economics Letters, Elsevier (2014)
  by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki
  (ReDIF-article, eee:ecolet:v:123:y:2014:i:2:p:160-163)
• Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data
  Economics Letters, Elsevier (2006)
  by Yang, Kun & Shintani, Mototsugu
  (ReDIF-article, eee:ecolet:v:93:y:2006:i:2:p:255-260)
• A simple cointegrating rank test without vector autoregression
  Journal of Econometrics, Elsevier (2001)
  by Shintani, Mototsugu
  (ReDIF-article, eee:econom:v:105:y:2001:i:2:p:337-362)
• Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
  Journal of Econometrics, Elsevier (2004)
  by Shintani, Mototsugu & Linton, Oliver
  (ReDIF-article, eee:econom:v:120:y:2004:i:1:p:1-33)
• Bootstrapping GMM estimators for time series
  Journal of Econometrics, Elsevier (2006)
  by Inoue, Atsushi & Shintani, Mototsugu
  (ReDIF-article, eee:econom:v:133:y:2006:i:2:p:531-555)
• Spurious regressions in technical trading
  Journal of Econometrics, Elsevier (2012)
  by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke
  (ReDIF-article, eee:econom:v:169:y:2012:i:2:p:301-309)
• Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
  Journal of Econometrics, Elsevier (2018)
  by Lee, Yoon-Jin & Okui, Ryo & Shintani, Mototsugu
  (ReDIF-article, eee:econom:v:204:y:2018:i:2:p:147-158)
• Do sticky prices increase real exchange rate volatility at the sector level?
  European Economic Review, Elsevier (2013)
  by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki
  (ReDIF-article, eee:eecrev:v:62:y:2013:i:c:p:58-72)
• Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information
  Journal of International Economics, Elsevier (2010)
  by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki
  (ReDIF-article, eee:inecon:v:81:y:2010:i:1:p:48-60)
• Capital mobility in the world economy: an alternative test
  Journal of International Money and Finance, Elsevier (1998)
  by Shibata, Akihisa & Shintani, Mototsugu
  (ReDIF-article, eee:jimfin:v:17:y:1998:i:5:p:741-756)
• Exchange rate pass-through and inflation: A nonlinear time series analysis
  Journal of International Money and Finance, Elsevier (2013)
  by Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi
  (ReDIF-article, eee:jimfin:v:32:y:2013:i:c:p:512-527)
• Current account dynamics under information rigidity and imperfect capital mobility
  Journal of International Money and Finance, Elsevier (2019)
  by Shibata, Akihisa & Shintani, Mototsugu & Tsuruga, Takayuki
  (ReDIF-article, eee:jimfin:v:92:y:2019:i:c:p:153-176)
• Macroeconomic forecasting using factor models and machine learning: an application to Japan
  Journal of the Japanese and International Economies, Elsevier (2020)
  by Maehashi, Kohei & Shintani, Mototsugu
  (ReDIF-article, eee:jjieco:v:58:y:2020:i:c:s0889158320300411)
• Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons
  Journal of the Japanese and International Economies, Elsevier (1994)
  by Shintani Mototsugu
  (ReDIF-article, eee:jjieco:v:8:y:1994:i:2:p:144-172)
• Chaotic monetary dynamics with confidence
  Journal of Macroeconomics, Elsevier (2006)
  by Serletis, Apostolos & Shintani, Mototsugu
  (ReDIF-article, eee:jmacro:v:28:y:2006:i:1:p:228-252)
• Menu costs and Markov inflation: A theoretical revision with new evidence
  Journal of Monetary Economics, Elsevier (2007)
  by Ahlin, Christian & Shintani, Mototsugu
  (ReDIF-article, eee:moneco:v:54:y:2007:i:3:p:753-784)
• Persistence in law of one price deviations: Evidence from micro-data
  Journal of Monetary Economics, Elsevier (2008)
  by Crucini, Mario J. & Shintani, Mototsugu
  (ReDIF-article, eee:moneco:v:55:y:2008:i:3:p:629-644)
• Noisy information, distance and law of one price dynamics across US cities
  Journal of Monetary Economics, Elsevier (2015)
  by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki
  (ReDIF-article, eee:moneco:v:74:y:2015:i:c:p:52-66)
• The effect of demographics on the Japanese housing market
  Regional Science and Urban Economics, Elsevier (1996)
  by Ohtake, Fumio & Shintani, Mototsugu
  (ReDIF-article, eee:regeco:v:26:y:1996:i:2:p:189-201)
• Noisy information, distance and law of one price dynamics across US cities
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, een:camaaa:2014-77)
• Estimating a nonlinear new Keynesian model with the zero lower bound for Japan
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018)
  by Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda
  (ReDIF-paper, een:camaaa:2018-37)
• Current account dynamics under information rigidity and imperfect capital mobility
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018)
  by Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, een:camaaa:2018-56)
• Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002)
  by Shintani, Mototsugu & Linton, Oliver
  (ReDIF-paper, ehl:lserod:2093)
• Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003)
  by Shintani, Mototsugu & Linton, Oliver
  (ReDIF-paper, ehl:lserod:2097)
• Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos
  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002)
  by Linton, Oliver & Shintani, Mototsugu
  (ReDIF-paper, ehl:lserod:58170)
• Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility
  ESRI Discussion paper series, Economic and Social Research Institute (ESRI) (2018)
  by Akihisa SHIBATA & Mototsugu SHINTANI & Takayuki TSURUGA
  (ReDIF-paper, esj:esridp:344)
• An Eastern Asian Macroeconometric LINK model (in Japanese)
  Economic Analysis, Economic and Social Research Institute (ESRI) (2002)
  by Kanemi Ban & Kiyomi Watanabe & Mantaro Matsuya & Masakatsu Nakamura & Mototsugu Shintani & Takeshi Ihara & Masumi Kawade & Tomonari Takeda
  (ReDIF-article, esj:esriea:164a)
• Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information
  Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2008)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, fip:feddgw:07)
• Noisy information, distance and law of one price dynamics across US cities
  Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, fip:feddgw:216)
• Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility
  Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018)
  by Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, fip:feddgw:335)
• Measuring business cycles by saving for a rainy day
  Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2010)
  by Mario J. Crucini & Mototsugu Shintani
  (ReDIF-paper, fip:feddgw:50)
• Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
  FMG Discussion Papers, Financial Markets Group (2001)
  by Oliver Linton & Mototsugu Shintani
  (ReDIF-paper, fmg:fmgdps:dp383)
• Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions
  Working Papers, Georgetown University, Department of Economics (2018)
  by Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto
  (ReDIF-paper, geo:guwopa:gueconwpa~18-18-04)
• Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
  International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2003)
  by Mototsugu Shintani & Oliver Linton
  (ReDIF-article, ier:iecrev:v:44:y:2003:i:1:p:331-357)
• Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information
  IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, ime:imedps:08-e-05)
• Spurious Regressions in Technical Trading: Momentum or Contrarian?
  IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008)
  by Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura
  (ReDIF-paper, ime:imedps:08-e-09)
• Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
  IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008)
  by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani
  (ReDIF-paper, ime:imedps:08-e-16)
• Measuring International Business Cycles by Saving for a Rainy Day
  IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2011)
  by Mario J. Crucini & Mototsugu Shintani
  (ReDIF-paper, ime:imedps:11-e-14)
• Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve
  IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2017)
  by Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani
  (ReDIF-paper, ime:imedps:17-e-10)
• Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model
  IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2018)
  by Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani
  (ReDIF-paper, ime:imedps:18-e-08)
• A nonparametric measure of convergence towards purchasing power parity
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006)
  by Mototsugu Shintani
  (ReDIF-article, jae:japmet:v:21:y:2006:i:5:p:589-604)
• Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?
  Discussion papers, Graduate School of Economics Project Center, Kyoto University (2010)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, kue:dpaper:e-10-004)
• Noisy Information, Distance and Law of One Price Dynamics Across US Cities
  Discussion papers, Graduate School of Economics Project Center, Kyoto University (2010)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, kue:dpaper:e-11-005)
• Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani
  (ReDIF-paper, kyo:wpaper:879)
• Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
  Journal of Money, Credit and Banking, Blackwell Publishing (2005)
  by Shintani, Mototsugu
  (ReDIF-article, mcb:jmoncb:v:37:y:2005:i:3:p:517-38)
• Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
  Journal of Money, Credit and Banking, Blackwell Publishing (2011)
  by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani
  (ReDIF-article, mcb:jmoncb:v:43:y:2011:i:1:p:1-29)
• Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, nbr:nberwo:14381)
• The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, nbr:nberwo:14835)
• Measuring Business Cycles by Saving for a Rainy Day
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Mario J. Crucini & Mototsugu Shintani
  (ReDIF-paper, nbr:nberwo:16075)
• Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, nbr:nberwo:16081)
• Noisy Information, Distance and Law of One Price Dynamics Across US Cities
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, nbr:nberwo:17815)
• A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, nbr:nberwo:27420)
• Trading volume and serial correlation in stock returns: a threshold regression approach
  Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics (2010)
  by Shoko Morimoto & Mototsugu Shintani
  (ReDIF-paper, osk:wpaper:1028)
• Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model
  MPRA Paper, University Library of Munich, Germany (2016)
  by Iiboshi, Hirokuni & Shintani, Mototsugu
  (ReDIF-paper, pra:mprapa:93868)
• Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023)
  by Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani
  (ReDIF-article, red:issued:22-126)
• Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?
  2011 Meeting Papers, Society for Economic Dynamics (2011)
  by Takayuki Tsuruga & Mototsugu Shintani & Mario J. Crucini
  (ReDIF-paper, red:sed011:784)
• Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them
  ILR Review, Cornell University, ILR School (2008)
  by T. Aldrich Finegan & Roberto V. Peñaloza & Mototsugu Shintani
  (ReDIF-article, sae:ilrrev:v:61:y:2008:i:2:p:244-257)
• Quasi-Bayesian Model Selection
  Departmental Working Papers, Southern Methodist University, Department of Economics (2014)
  by Atsushi Inoue & Mototsugu Shintania
  (ReDIF-paper, smu:ecowpa:1402)
• Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach
  Econometric Reviews, Taylor & Francis Journals (2018)
  by Mototsugu Shintani & Zi-Yi Guo
  (ReDIF-article, taf:emetrv:v:37:y:2018:i:4:p:360-379)
• Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan
  Working Papers, Tokyo Center for Economic Research (2018)
  by Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda
  (ReDIF-paper, tcr:wpaper:e120)
• Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2018)
  by Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto
  (ReDIF-paper, tky:fseres:2018cf1093)
• Measuring the Economic Impact of Monetary Union: The Case of Okinawa
  The Review of Economics and Statistics, MIT Press (2004)
  by Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto
  (ReDIF-article, tpr:restat:v:86:y:2004:i:4:p:858-867)
• A Simple Cointegrating Rank Test Without Vector Autoregression
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2000)
  by Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0044)
• Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2001)
  by Mototsugu Shintani & Oliver Linton
  (ReDIF-paper, van:wpaper:0111)
• Bootstrapping GMM Estimators for Time Series
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2001)
  by Atsushi Inoue & Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0129)
• A Nonparametric Measure of Convergence Toward Purchasing Power Parity
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2002)
  by Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0219)
• Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2002)
  by Mario J. Crucini & Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0222)
• Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2003)
  by Mototsugu Shintani & Oliver Linton
  (ReDIF-paper, van:wpaper:0309)
• Measuring the Economic Impact of Monetary Union: The Case of Okinawa
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2003)
  by Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto
  (ReDIF-paper, van:wpaper:0315)
• Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2003)
  by Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0322)
• A Dynamic Factor Approach to Nonlinear Stability Analysis
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2004)
  by Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0418)
• Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2004)
  by Diana N. Weymark & Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0424)
• On the Long-Run Variance Ratio Test for a Unit Root
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2005)
  by Ye Cai & Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0506)
• Testing for a Unit Root against Transitional Autoregressive Models
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2005)
  by Joon Y. Park & Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0510)
• Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2006)
  by Christian Ahlin & Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0610)
• Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2006)
  by Mario J. Crucini & Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0616)
• Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2008)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, van:wpaper:0810)
• Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2009)
  by Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu
  (ReDIF-paper, van:wpaper:0920)
• Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2009)
  by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani
  (ReDIF-paper, van:wpaper:0921)
• Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2010)
  by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, van:wpaper:1120)
• Exchange rate pass-through and inflation: a nonlinear time series analysis
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2012)
  by Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu
  (ReDIF-paper, van:wpaper:vuecon-12-00008)
• Great earthquakes, exchange rate volatility and government interventions
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2013)
  by Mariko Hatase & Mototsugu Shintani & Tomoyoshi Yabu
  (ReDIF-paper, van:wpaper:vuecon-sub-13-00007)
• Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2015)
  by Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu
  (ReDIF-paper, van:wpaper:vuecon-sub-15-00001)
• Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2015)
  by Mototsugu Shintani & Zi-yi Guo
  (ReDIF-paper, van:wpaper:vuecon-sub-15-00015)
• Sticky-Wage Models and Knowledge Capital: A Note
  Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2017)
  by Kevin x.d. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga
  (ReDIF-paper, van:wpaper:vuecon-sub-17-00006)
• Measuring international business cycles by saving for a rainy day
  Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2015)
  by Mario J. Crucini & Mototsugu Shintani
  (ReDIF-article, wly:canjec:v:48:y:2015:i:4:p:1266-1290)
• Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present
  Econometrics Journal, Royal Economic Society (2013)
  by Zheng‐Feng Guo & Mototsugu Shintani
  (ReDIF-article, wly:emjrnl:v:16:y:2013:i:3:p:473-484)
• Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
  Journal of Money, Credit and Banking, Blackwell Publishing (2011)
  by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani
  (ReDIF-article, wly:jmoncb:v:43:y:2011:i:1:p:1-29)
• Quasi‐Bayesian model selection
  Quantitative Economics, Econometric Society (2018)
  by Atsushi Inoue & Mototsugu Shintani
  (ReDIF-article, wly:quante:v:9:y:2018:i:3:p:1265-1297)
• Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations
  EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2011)
  by Shintani, Mototsugu & Guo, Zi-Yi
  (ReDIF-paper, zbw:esprep:167627)