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Mototsugu Shintani
Mototsugu Shintani
Faculty of Economics University of Tokyo, ISER Osaka University, IMES Bank of Japan
Verificeret mail på e.u-tokyo.ac.jp - Startside
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Citeret af
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Persistence in law of one price deviations: evidence from micro-data
MJ Crucini, M Shintani
Journal of Monetary Economics 55 (3), 629-644, 2008
3172008
Can news be a major source of aggregate fluctuations? a Bayesian DSGE approach
I Fujiwara, Y Hirose, M Shintani
Journal of Money, Credit and Banking 43 (1), 1-29, 2011
2402011
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
M Shintani, O Linton
Journal of Econometrics 120 (1), 1-33, 2004
1822004
Exchange rate pass-through and inflation: a nonlinear time series analysis
M Shintani, A Terada-Hagiwara, T Yabu
Journal of International Money and Finance 32, 512-527, 2013
1662013
Testing for a unit root against transitional autoregressive models
JY Park, M Shintani
International Economic Review 57 (2), 635-664, 2016
154*2016
The effect of demographics on the Japanese housing market
F Ohtake, M Shintani
Regional Science and Urban Economics 26 (2), 189-201, 1996
1401996
Bootstrapping GMM estimators for time series
A Inoue, M Shintani
Journal of Econometrics 133 (2), 531-555, 2006
1322006
Capital mobility in the world economy: an alternative test
A Shibata, M Shintani
Journal of International Money and Finance 17 (5), 741-756, 1998
1191998
The law of one price without the border: the role of distance versus sticky prices
MJ Crucini, M Shintani, T Tsuruga
The Economic Journal 120 (544), 462-480, 2010
1062010
Is there chaos in the world economy? a nonparametric test using consistent standard errors*
M Shintani, O Linton
International Economic Review 44 (1), 331-357, 2003
832003
No evidence of chaos but some evidence of dependence in the US stock market
A Serletis, M Shintani
Chaos, Solitons & Fractals 17 (2-3), 449-454, 2003
682003
Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information
MJ Crucini, M Shintani, T Tsuruga
Journal of International Economics 81 (1), 48-60, 2010
592010
Macroeconomic forecasting using factor models and machine learning: an application to Japan
K Maehashi, M Shintani
Journal of the Japanese and International Economies 58, 101104, 2020
542020
Nonlinear forecasting analysis using diffusion indexes: an application to Japan
M Shintani
Journal of Money, Credit and Banking 37 (3), 517-538, 2005
49*2005
Noisy information, distance and law of one price dynamics across US cities
MJ Crucini, M Shintani, T Tsuruga
Journal of Monetary Economics 74, 52-66, 2015
482015
A nonparametric measure of convergence towards purchasing power parity
M Shintani
Journal of Applied Econometrics 21 (5), 589-604, 2006
41*2006
Chaotic monetary dynamics with confidence
A Serletis, M Shintani
Journal of Macroeconomics 28 (1), 228-252, 2006
372006
Menu costs and Markov inflation: a theoretical revision with new evidence
C Ahlin, M Shintani
Journal of Monetary Economics 54 (3), 753-784, 2007
352007
Estimating the nonlinear New Keynesian model with the zero lower bound for Japan
H Iiboshi, M Shintani, K Ueda
Journal of Money, Credit and Banking 54 (6), 1637-1671, 2022
322022
A simple cointegrating rank test without vector autoregression
M Shintani
Journal of Econometrics 105 (2), 337-362, 2001
322001
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Artikler 1–20