Mototsugu Shintani
Names
first: |
Mototsugu |
last: |
Shintani |
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:
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Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data
by Mario J. Crucini & Mototsugu Shintani
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Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
by Oliver Linton & Mototsugu Shintani
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Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
by Mototsugu Shintani & Oliver Linton
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The effect of demographics on the Japanese housing market
by Ohtake, Fumio & Shintani, Mototsugu
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Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons
by Shintani Mototsugu
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Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001
by Diana N. Weymark & Mototsugu Shintani
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A Dynamic Factor Approach to Nonlinear Stability Analysis
by Mototsugu Shintani
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A Dynamic Factor Approach to Nonlinear Stability Analysis
by Mototsugu Shintani
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Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
by Mototsugu Shintani
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
by Shintani, Mototsugu & Linton, Oliver
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Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
by Mototsugu Shintani & Oliver Linton
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Measuring the Economic Impact of Monetary Union: The Case of Okinawa
by Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto
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Capital mobility in the world economy: an alternative test
by Shibata, Akihisa & Shintani, Mototsugu
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A Simple Cointegrating Rank Test Without Vector Autoregression
by Mototsugu Shintani
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Bootstrapping GMM Estimators for Time Series
by Atsushi Inoue & Mototsugu Shintani
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Measuring the Economic Impact of Monetary Union: The Case of Okinawa
by Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto
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A Nonparametric Measure of Convergence Toward Purchasing Power Parity
by Mototsugu Shintani
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Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors
by Mototsugu Shintani & Oliver Linton
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Testing for a Unit Root against Transitional Autoregressive Models
by Joon Y. Park & Mototsugu Shintani
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On the Long-Run Variance Ratio Test for a Unit Root
by Ye Cai & Mototsugu Shintani
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Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
by Mario J. Crucini & Mototsugu Shintani
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Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence
by Christian Ahlin & Mototsugu Shintani
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A nonparametric measure of convergence towards purchasing power parity
by Mototsugu Shintani
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Chaotic monetary dynamics with confidence
by Serletis, Apostolos & Shintani, Mototsugu
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Bootstrapping GMM estimators for time series
by Inoue, Atsushi & Shintani, Mototsugu
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Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data
by Yang, Kun & Shintani, Mototsugu
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Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan.
by Shintani, Mototsugu
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A simple cointegrating rank test without vector autoregression
by Shintani, Mototsugu
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Persistence in Law-Of-One-Price Deviations: Evidence from Micro-Data
by Mario J. Crucini & Mototsugu Shintani
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Menu costs and Markov inflation: A theoretical revision with new evidence
by Ahlin, Christian & Shintani, Mototsugu
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Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Persistence in law of one price deviations: Evidence from micro-data
by Crucini, Mario J. & Shintani, Mototsugu
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Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani
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A dynamic factor approach to nonlinear stability analysis
by Shintani, Mototsugu
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Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT
by Cai, Ye & Shintani, Mototsugu
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The Effects of Demographics on the Japanese Housing Market.
by Ohtake, F. & Shintani, M.
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Excess Smoothness of Consumption.
by Shintani, M.
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Capital Mobility in the World Economy: An Alternative Measure.
by Shibata, A. & Shintani, M.
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Cointegration and Tests Of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons.
by Shintani, M.
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Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis
by Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu
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Excess Smoothness of Consumption.
by Shintani, M.
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Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani
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Spurious Regressions in Technical Trading: Momentum or Contrarian?
by Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura
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Measuring Business Cycles by Saving for a Rainy Day
by Mario J. Crucini & Mototsugu Shintani
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Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information
by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki
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Measuring business cycles by saving for a rainy day
by Mario J. Crucini & Mototsugu Shintani
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Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani
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Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data
by Mario J. Crucini & Mototsugu Shintani
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Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
by Mototsugu Shintani
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Trading volume and serial correlation in stock returns: a threshold regression approach
by Shoko Morimoto & Mototsugu Shintani
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A Nonparametric Measure of Convergence Toward Purchasing Power Parity
by Mototsugu Shintani
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The Law of One Price without the Border: The Role of Distance versus Sticky Prices
by MarioJ. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Noisy Information, Distance and Law of One Price Dynamics Across US Cities
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
by IPPEI FUJIWARA & YASUO HIROSE & MOTOTSUGU SHINTANI
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Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Nonparametric lag selection for nonlinear additive autoregressive models
by Guo, Zheng-Feng & Shintani, Mototsugu
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Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?
by Takayuki Tsuruga & Mototsugu Shintani & Mario J. Crucini
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Exchange rate pass-through and inflation: a nonlinear time series analysis
by Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu
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Exchange rate pass-through and inflation: A nonlinear time series analysis
by Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi
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Great earthquakes, exchange rate volatility and government interventions
by Mariko Hatase & Mototsugu Shintani & Tomoyoshi Yabu
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Noisy Information, Distance and Law of One Price Dynamics Across US Cities
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Spurious regressions in technical trading
by Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
by Shintani, Mototsugu & Linton, Oliver
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Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes
by Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani
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EXCESS SMOOTHNESS OF CONSUMPTION IN JAPAN
by MOTOTSUGU SHINTANI
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Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Do sticky prices increase real exchange rate volatility at the sector level?
by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki
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Quasi-Bayesian Model Selection
by Atsushi Inoue & Mototsugu Shintania
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THE INF-T TEST FOR A UNIT ROOT AGAINST ASYMMETRIC EXPONENTIAL SMOOTH TRANSITION AUTOREGRESSIVE MODELS
by Mototsugu Shintani
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
by Shintani, Mototsugu & Linton, Oliver
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Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present
by Zheng‐Feng Guo & Mototsugu Shintani
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Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
by Oliver Linton & Mototsugu Shintani
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Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
by Oliver Linton & Mototsugu Shintani
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Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos
by Linton, Oliver & Shintani, Mototsugu
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Noisy information, distance and law of one price dynamics across US cities
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them
by T. Aldrich Finegan & Roberto V. PeÃaloza & Mototsugu Shintani
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Real exchange rate dynamics in sticky wage models
by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki
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Noisy information, distance and law of one price dynamics across US cities
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
by Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu
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An Eastern Asian Macroeconometric LINK model (in Japanese)
by Kanemi Ban & Kiyomi Watanabe & Mantaro Matsuya & Masakatsu Nakamura & Mototsugu Shintani & Takeshi Ihara & Masumi Kawade & Tomonari Takeda
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Noisy information, distance and law of one price dynamics across US cities
by Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki
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Measuring international business cycles by saving for a rainy day
by Mario J. Crucini & Mototsugu Shintani
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Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach
by Mototsugu Shintani & Zi-yi Guo
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Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
by Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu
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TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS
by Joon Y. Park & Mototsugu Shintani
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Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility
by Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga
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Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model
by Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani
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Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach
by Mototsugu Shintani & Zi-Yi Guo
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Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility
by Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga
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Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations
by Shintani, Mototsugu & Guo, Zi-Yi
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Sticky-Wage Models and Knowledge Capital: A Note
by Kevin x. d. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga
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Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component
by Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu
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Estimating a nonlinear new Keynesian model with the zero lower bound for Japan
by Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda
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Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve
by Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani
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Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility
by Akihisa SHIBATA & Mototsugu SHINTANI & Takayuki TSURUGA
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Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
by Lee, Yoon-Jin & Okui, Ryo & Shintani, Mototsugu
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Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions
by Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto
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Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment
by Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani
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Quasi‐Bayesian model selection
by Atsushi Inoue & Mototsugu Shintani
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Current account dynamics under information rigidity and imperfect capital mobility
by Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga
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A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
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Measuring international business cycles by saving for a rainy day
by Mario J. Crucini & Mototsugu Shintani
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Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise
by Pierre Perron & Mototsugu Shintaniz & Tomoyoshi Yabu
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Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
by IPPEI FUJIWARA & YASUO HIROSE & MOTOTSUGU SHINTANI
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A Dynamic Factor Approach to Nonlinear Stability Analysis
by Mototsugu Shintani
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Measuring International Business Cycles by Saving for a Rainy Day
by Mario J. Crucini & Mototsugu Shintani
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"Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan"
by Kohei Maehashi & Mototsugu Shintani
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Persistence in Law-of-One-Price Deviations: Evidence from Micro-data
by Mario J. Crucini & Mototsugu Shintani
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Quantifying Inflation Pressure and Monetary Policy Response in the United States
by Diana N. Weymark & Mototsugu Shintani
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Macroeconomic forecasting using factor models and machine learning: an application to Japan
by Maehashi, Kohei & Shintani, Mototsugu
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Sticky-Wage Models and Knowledge Capital
by Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga
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Testing for a Unit Root against Transitional Autoregressive Models
by Joon Y. Park & Mototsugu Shintani
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Forecasting Japanese inflation with a news-based leading indicator of economic activities
by Keiichi Goshima & Hiroshi Ishijima & Mototsugu Shintani & Hiroki Yamamoto
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Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan
by Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda
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"Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions"
by Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto
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The Effects of QQE on Long-run Inflation Expectations in Japan
by Mototsugu Shintani & Naoto Soma
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Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model
by Iiboshi, Hirokuni & Shintani, Mototsugu
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Current account dynamics under information rigidity and imperfect capital mobility
by Shibata, Akihisa & Shintani, Mototsugu & Tsuruga, Takayuki