Mototsugu Shintani

Names

Contact

Affiliations

• University of Tokyo → Faculty of Economics (weight: 80%)
  • website
  • location: Tokyo, Japan
• Bank of Japan (weight: 20%)
  • website
  • location: Tokyo, Japan

Research profile

author of:

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