Research Outcome in FY2023
(Coming soon)
Events Conducted in FY2023
Hawaii-Hitotsubashi-Keio Workshop on International Economics (September 1-2, 2023)
SWET(Summer Workshop on Economic Theory) (August 7, 2023)
Asia Pacific Trade Seminars(June 10-11, 2023)
Papers Published in FY2023
Palizha Airebule・ Haitao Cheng・Jota Ishikawa, “Assessing Carbon Emissions Embodied in International Trade Based on Shared Responsibility,” Journal of the Japanese and International Economies, volume 68, 2023, 101260 (2023)
Hayakawa, Kazunobu・Keiko Ito・Kyoji Fukao・Ivan Deseatnicov, “The Impact of the strengthening of export controls on Japanese exports of dual-use goods,” International Economics, Available (1 April 2023)
Mikihito Nishi・ Eiji Kurozumi, “Stochastic local and moderate departures from a unit root and its application to unit root testing“, Journal of Time Series Analysis (May 2023)
Eiji Kurozumi, “Fluctuation-type monitoring test for explosive behavior“, Econometrics and Statistics (29 June 2023)
Aoki, K.・Jouchi Nakajima・M. Takahashi・T. Yagi・K. Yamada, “Energy efficiency in Japan: Developments in the business and household sectors“, Monetary and Economic Studies, forthcoming.
Jouchi Nakajima, “The impact of macroeconomic uncertainty on the relationship between financial volatility and real economic activity“, Applied Economics, forthcoming (16 September 2023)
Makoto Takahashi・Yasuhiro Omori・Toshiaki Watanabe, “Stochastic Volatility and Realized Stochastic Volatility Models“, Springer (April 2023)
Tsutomu Watanabe・Chihiro Shimizu『日本の物価・資産価格 価格ダイナミクスの解明』The University of Tokyo Press, June 2023 (第10章「日本の株式市場の分散リスクプレミアム-景気に対する予測力についての実証分析」担当), ISBN 978-4-13-040310-8
Guerron-Quintana・Pablo A.・Tomohiro Hirano・Ryo Jinnnai, “Bubbles, Crashes, and Economic Growth: Theory and Evidence.” American Economic Journal: Macroeconomics, 15 (2): 333-71. (2023)
Quentin Batista・Taisuke Nakata・Takeki Sunakawa, “Credible Forward Guidance“, Journal of Economic Dynamics and Control, 153, 104699 (August 2023)