| No. |
Year |
Title |
| 141 |
May 2024 |
Iwafuchi, R. and Matsuda, Y."Deep learning for multivariate volatility forecasting in high-dimensional financial time series."
|
| 140 |
Apr 2024 |
Zhao, Y.and Nagayasu, J. "Does Supply Chain Transparency Help Identify and Prevent Corporate Greenwashing?"
|
| 139 |
Feb 2024 |
Zhao, Y., Sun, R.and Nagayasu, J. "Credit Constraints, Corporate Transparency, and Export"
|
| 138 |
Dec 2023 |
Kuroda, Y. "What do high-achieving graduates bring to nonacademic track high schools?"
|
| 137 |
Oct 2023 |
Zhao, Y. and Nagayasu, J. "Agglomeration and Selection Effects in
Privatized-SOEs: The Role of SOE Reforms"
|
| 136 |
Jul 2023 |
Yajima, Y. and Matsuda, Y. "
Estimation of Large Volatility Matrices with Low-Rank Signal Plus Sparse Noise Structures"
|
| 135 |
Jun 2023 |
Dai, R. and Matsuda, Y.
"Gaussian semiparametric estimation of two-dimensional intrinsically stationary random ?elds"
|
| 134 |
Dec 2022 |
Zhou, H. and Nagayasu, J. "
The Non-monotonic Relationship Between ESG
Disclosure and Stock Price Crash Risk"
|
| 133 |
Nov 2022 |
Kurisu, D. and Matsuda, Y. "
LOCAL POLYNOMIAL REGRESSION FOR
SPATIAL DATA ON Rd
"
|
| 132 |
Oct 2022 |
Sato, T., Kuroda, Y. and Matsuda, Y. "
Spatial Extension of the Mixed Models of
the Analysis of Variance
"
|
| 131 |
Oct 2022 |
Sato, T. "
GMM Estimation of
Spatial Autoregressive Models with
Cluster Dependent Errors
"
|
| 130 |
Aug 2022 |
Dai, R., Uematsu, Y. and Matsuda, Y. "
Estimation of Large Covariance Matrices
with Mixed Factor Structures
"
|
| 129 |
Aug 2022 |
Consalvo, S. "
Impact of Population Ageing on Japan’s Inter-Prefectural Migration: A Spatial Econometrics Analysis
"
|
| 128 |
July 2022 |
Kuroda, Y. and Sugasawa, T. "
The value of scattered greenery in urban areas:
A hedonic analysis in Japan
"
|
| 127 |
July 2022 |
Zhang, Z.
"
Identify Arbitrage Using Machine Learning on
Multi-stock Pair Trading Price Forecasting
"
|
| 126 |
July 2022 |
Zhao, Y. and Nagayasu, J.
"
Privatization’s Influence on Agglomeration and Selection
Effects: Evidence from China’s Manufacturing Industry
"
|
| 125 |
May 2022 |
Kuroda, Y.,Sato , T. and Matsuda, Y.
"
How long do voluntary lockdowns keep people at home?
The role of social capital during the COVID-19 pandemic
"
|
| 124 |
Feb 2022 |
Matsuda, Y. and Yuan, X.
"Convolutional regression
for big spatial data
"
|
| 123 |
June 2021 |
Li, Y. and Terui, N.
"A Multi-generational Diffusion Model with Social Media Effects and Pre-Launch Forecasting of Smart Phone
"
|
| 122 |
May 2021 |
Li, A., Sato, T and Matsuda, Y.
"Spatial analysis of subjective well-being in Japan
"
|
| 121 |
Mar 2021 |
Hui, Z. and Nagayasu, J.
"Is Corporate Environmental Responsibility
More Valuable in
the Shaky Period? The Moderating E
ect of Ownership Type
"
|
| 120 |
Feb 2021 |
Sato, T. and Matsuda, Y.
"Spatial Extension of Mixed Analysis of
Variance Models
"
|
| 119 |
Jan 2021 |
Nagayasu, J.
"Causal and Frequency Analyses of Purchasing
Power Parity"
|
| 118 |
Jan 2021 |
Bazzaoui,L., Nagayasu, J. and MacDonald, R.
"Cyclical Reaction of Fiscal Policy and its
Relationship with the Current Account Balance"
|
| 117 |
Jul 2020 |
Nagayasu, J.
"Economic Activities and Regional Correlation
During Economic and Natural Disasters"
|
| 116 |
Jul 2020 |
Murayama, K. and Nagayasu, J.
"International and Interprefectural Migration
in Japan:
Implications for the Spatial Assimilation Theory"
|
| 115 |
Jun 2020 |
Igarashi, M., Kannan,P.K. and Terui, N.
"Customer Review Analysis
Using Word Embedding
Model Considering Text Topics
"
|
| 114 |
May 2020 |
Kuroda, Y.
"The Effect of Pollen Exposure on Economic Activity: Evidence from Home Scanner Data
"
|
| 113 |
Apr 2020 |
Matsuda, Y. and Yuan, X.
"Multivariate CARMA Random Fields
"
|
| 112 |
Apr 2020 |
Igarashi, M., Xing, A. and Terui, N.
"Interpretable Perceived Topics in Online Customer Reviews for Product Satisfaction and Reader Helpfulness
"
|
| 111 |
Mar 2020 |
Matsushima, H. and Noda, S.
"Mechanism Design with Blockchain Enforcement
"
|
| 110 |
Feb 2020 |
Matsushima, H.
"Recurrent Preemption Games
"
|
| 109 |
Mar 2020 |
Uematsu, Y. and Yamagata,T.
"Inference in Weak Factor Models
"
|
| 108 |
Sep 2020 |
Uematsu, Y. and Yamagata,T.
"Estimation of Weak Factor Models
"
|
| 107 |
Feb 2020 |
Li, Y. and Terui, N.
"A Multi-generation Product Diffusion Model with Social Media Effects
-Accerelating Effect of Social Media on Leapfrogs and Switches
by the iPhone 6 Battery Problem 2016ー2017 -
"
|
| 106 |
Jan 2020 |
Bossert, W., D'Ambrosio, C. and Kamaga, K.
"Extreme values, means, and inequality measurement"
|
| 105 |
Nov 2019 |
Sato Toshikuni
"Investigating the Impacts of Customer Experience and Attribute Performances on Overall Ratings using Online Review Data: Nonlinear Estimation and Visualization with a Neural Network
"
|
| 104 |
Oct 2019 |
Sato, T.
"Estimation of Partially Linear Spatial Autoregressive Models with Autoregressive Disturbances
"
|
| 103 |
Oct 2019 |
Nohara,K., Narukawa, M. and Hibiki, A.
"Estimating the value of coral reefs in Kume Island, Japan, using a contingent behavior method: A Poisson-Inverse Gaussian approach with on-site correction
"
|
| 102 |
Oct 2019 |
Pepijn Moonen,Kirin.
"The Dutch Answer to Drug Tourism Within Southern Dutch Municipalities
An assessment of the 2012 revised drug policy
"
|
| 101 |
Aug 2019 |
Sato, T.
"Construct Validation for a Nonlinear Measurement Model in Marketing and Consumer Behavior Research
"
|
| 100 |
Aug 2019 |
Sato, T.
"Threshold Measurement Model for Perceived Service Quality
"
|
| 99 |
Jul 2019 |
Karamatov, N. and Miura, R.
"Jensen's alpha measured and decomposed under skew symmetric semi-parametric model for error terms in the market model
"
|
| 98 |
Jul 2019 |
Wu, J. and Matsuda, Y.
"A threshold extension of spatial dynamic panel model"
|
| 97 |
Apr 2019 |
Igarashi, M. and Terui, N.
"Identifying Topic-based Communities by Combining Social
Network Data and User Generated Content"
|
| 95 |
Jan 2019 |
Kurata, M.,Takahashi,K. and Hibiki,A.
"Gendered Impacts of Household and Ambient Air Pollution on Child Health: Evidence from Household and Satellite-based Data in Bangladesh"
|
| 94 |
Jan 2019 |
Sugasawa, Takeru
"Accessibility to the nearest urban metropolitan area and rural poverty in Japan"
|
| 93 |
Jan 2019 |
Sugasawa, Takeru
"Impacts of constructing flood control dams on industrial investments in downstream regions in the case of Shiga Prefecture"
|
| 92 |
Jan 2019 |
Fan,Y., Lv,J., Sharifvaghefi,M. and Uematsu,Y.
"IPAD: Stable Interpretable Forecasting with Knockoffs Inference"
|
| 91 |
Dec 2018 |
Kuroda, Yuta
"The effect of a partial relaxation of the school-district system on land prices and academic performance:
An empirical analysis in Japan"
|
| 90 |
Dec 2018 |
Kuroda, Yuta
"Does disclosure of school quality information increase disparity in academic achievement?
The effect through the housing market"
|
| 89 |
Nov 2018 |
Nagayasu, Jun
"Homeownership and Residential Mobility during the “Lost Decades”"
|
| 88 |
Oct 2018 |
Murayama, Koji and Nagayasu, Jun
"Spatial Dependence and Social Networks in Regional Labor Migration "
|
| 87 |
Oct 2018 |
Khan, Nazmus Sadat and Nagayasu, Jun
"Productivity Spillovers in the Global Market "
|
| 86 |
May 2018 |
Sugasawa, Takeru
"The accessibility to the nearest urban metropolitan area and rural poverty in Japan "
|
| 85 |
May 2018 |
Yajima, Yoshihiro and Matsuda, Yasumasa
"Log periodogram regression of
two-dimensional intrinsic stationary random fields"
|
| 84 |
May 2018 |
Shibata, Tomoatsu
"Managing new product development process and project leaders
for modular architecture development
: Framework of two- stage NPD process and module leaders"
|
| 83 |
May 2018 |
Shibata, T., Baba, Y. and Suzuki, J.
"Managing Exploration Processes for New Business
-The Successes and Failures of Fujifilm and Kodak-"
|
| 82 |
May 2018 |
Sato, Takaki and Matsuda, Yasumasa
"Spatiotemporal ARCH Models"
|
| 81 |
Apr 2018 |
Wu, Junyue and Matsuda, Yasumasa
"Prefecture-Level Spatio-temporal Analysis of Foreign Labour in Japan"
|
| 80 |
Apr 2018 |
Sanchez, Ron and Shibata, Tomoatsu
"Modularity Design Rules for Architecture Development:Theory, Implementation, and Evidence from Development of the Renault-Nissan Alliance "Common Module Family" Architecture"
|
| 79 |
Mar 2018 |
Ishizuka, H., Ishigaki, T., Kobayashi, N., Kudo, D., and Nakagawa, A.
"In-hospital Mortality Prediction for Trauma Patients Using Cost-sensitive MedLDA "
|
| 78 |
Mar 2018 |
Sato, Takaki and Matsuda, Yasumasa "Spatial GARCH Models"
|
| 77 |
Mar 2018 |
Nagayasu, Jun "Intra-temporal Substitution between Tradable and
Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data"
|
| 76 |
Mar 2018 |
Nagayasu, Jun "Condominium Prices and Inflation:
The Role of Financial Inflows and Transaction Volumes in Japan"
|
| 75 |
Mar 2018 |
Nagayasu, Jun "Financial Flows, Global Interest Rates,
and Political Integration"
|
| 74 |
Feb 2018 |
Xing, Aijing and Terui, Nobuhiko "Interpretable Perceived Topics in Online Customer Reviews
for Product Satisfaction and Expectation"
|
| 73 |
Jan 2018 |
Cordoba, Gabriel Fuentes "Does the Recognition of Indigenous Territories
Impact Household Economic Situations?
Evidence from Western Panama"
|
| 72 |
Jan 2018 |
Matsuda, Yasumasa and Yajima, Yoshihiro "Locally stationary spatio-temporal processes"
|
| 71 |
Sep 2017 |
Bouamama, Imane and Shibata, Tomoatsu "Quantifying the emergence of modularity trap
Case of Hard Disc Drive industry."
|
70 |
Sep 2017 |
Terui, N. Hasegawa, S. Smith, Adam N. and Allenby, Greg M. "An Integrated Model for Discontinuous Preference Change and Satiation"
|
68 |
Apr 2017 |
Kuroda, Y. "The Effect of School Quality on Housing Rent: Evidence from Matsue city in Japan"
|
| 67 |
Mar 2017 |
Fuentes Cordoba, G.I. "Land Property Rights and Agricultural Productivity: Evidence from Panama"
|
| 66 |
Feb 2017 |
Terui, N. and Li, Y. "Measuring Large-Scale Market Responses from Aggregated Sales - Regression Model for High-Dimensional Sparse Data -"
|
| 65 |
Feb 2017 |
Shibata, T. , Kodama, M. and Suzuki, J. "Managing Ambidextrous Organizations for corporate transformation :A case study of Fujifilm’s transformation process , Japan"
|
| 64 |
Sep 2016 |
Islam, S. M. and Nishiyama, S-I. "The Determinants of Non-performing Loans: Dynamic Panel Evidence from South Asian Countries"
|
| 63 |
Aug 2016 |
Li, Y. and Terui, N. "Social Media and the Diffusion of an Information Technology Product"
|
| 62 |
Jun 2016 |
Rifqi, M. and Kanazaki, Y. "Predicting Financial Distress in Indonesian Manufacturing Industry"
|
| 61 |
May 2016 |
Odanaka, N. "History Regimes in High School World History Textbooks in Contemporary Japan"
|
| 60 |
May 2016 |
Kawabata, N. "The Vietnamese Iron and Steel Industry in Transition to a Market Economy-Attainments and Challenges-"（non-public）
|
| 59 |
Apr 2016 |
Sato,T. and Matsuda, Y. "SPATIAL AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY MODEL AND ITS APPLICATION"
|
| 58 |
Mar 2016 |
Kurose, K. and Yoshihara, N. "The Heckscher-Ohlin-Samuelson Model and the Cambridge Capital Controversies"
|
| 56 |
Apr 2016 |
Aijing, X. and Terui, N. and Kannan, P.K. "How customer satisfaction affects loyalty: Insights from nonlinear hierarchical Bayes modeling of customer satisfaction index"
|
| 53 |
Mar 2016 |
Odanaka, N. "Who is Lying on the Procrustean Bed?: Current Historians of the World, Denationalize Ourselves!"
|
| 52 |
Jan 2016 |
Shibata, T. "Growth trajectory of a firm: A Case of Fanuc from venture within Fujitsu to a leading company of Factory automation"
|
| 51 |
Dec 2015 |
Chigira, H. and Shiba, T. "DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY"
|
| 50 |
Oct 2015 |
Terui, N. and Hasegawa, S. and Allenby, G.M. "A Threshold Model for Discontinuous Preference Change and Satiation"
|
| 49 |
Oct 2015 |
Louhichi, S. and Miura, R. and Volny, D. "On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with positively dependent errors"
|
| 47 |
Aug 2015 |
Chuang, H. "Institutional Ownership and Stock Returns"
|
| 46 |
Jul 2015 |
Brockwell, P.J. and Matsuda, Y. "Lévy-driven CARMA Random Fields on Rn"
|
| 45 |
Jul 2015 |
Shibata, T. "Exploring the Black Box of Modularity: Process to formulate design rules in the Renault-Nissan CMF"
|
| 44 |
May 2015 |
Islam, S. and Nishiyama, S-I. "The determinants of bank profitability: dynamic panel evidence from South Asian countries"
|
| 40 |
Mar 2015 |
Zhang, Y. and Kawabata, N. "Business Creation and Transformation Processes in Four Software Companies in Dalian, China:Commonalities and Differences"（non-public）
|
| 38 |
Mar 2015 |
Chuang, H. "Time Series Residual Momentum"
|
| 36 |
Feb 2015 |
Takada, H. and Saito, K. and Terui, N. and Yamada, M. "The Ubiquitous Model for Dynamic Diffusion of Information Technology"
|
| 35 |
Feb 2015 |
Ishigaki, T. and Terui, N. and Sato,T. and Allenby, G. M. "Topic Modeling of Market Responses for Large-Scale Transaction Data"
|
| 34 |
Feb 2015 |
Chuang, H. "Examining Investors Trading Performance Through Brokers Network"
|
| 33 |
Feb 2015 |
Chuang, H. "Correlation Persistence in Financial Markets: A Network Theory Approach"
|
| 32 |
Feb 2015 |
Islam, S. and Nishiyama, S-I. "The determinants of bank net interest margins: A panel evidence from South Asian countries"
|
| 30 |
Nov 2014 |
Matsuda, Y. "WAVELET ANALYSIS OF IRREGULARLY SPACED DATA AND ITS SPATIO-TEMPORAL EXTENSION"
|
| 28 |
Nov 2014 |
Dahana, W.D. and Terui, N. & Nakajima, N. "An Integrated Model of Demand Allocation among and within Product Categories"
|
| 26 |
May 2014 |
Odanaka, N. "Reading the National history textbook in Global age --A case of an official Korean History textbook for high-school--"
|
| 24 |
Mar 2014 |
Kira, A. and Inakawa, K. "On Markov perfect equilibria in baseball"
|
| 23 |
Mar 2014 |
Kitagawa, A. "Wage Profiles and Income Inequality among Identical Workers: A Simple Formalization"
|
| 21 |
Feb 2014 |
Horii, R. and Ikefuji, M. "Environment and Growth"
|
| 20 |
Feb 2014 |
Ullah, W. and Matsuda, Y. "Generalized Nelson-Siegel Term Structure Model : Do the second slope and curvature factors improve the in-sample fit and out-of-sample forecast? "
|
| 19 |
Jan 2014 |
Matsuda, Y. "WAVELET ANALYSIS OF SPATIO-TEMPORAL DATA"
|
| 18 |
Jan 2014 |
Ishigaki, T. and Terui, N. and Sato, T. and Allenby, G. M. "A Large-Scale Marketing Model using Variational Bayes Inferencefor Sparse Transaction Data"
|
| 17 |
Dec 2013 |
Kurose, K. and Yoshihara, N. "On the Ricardian Invariable Measure of Value in General Convex Economies: Applicability of the Standard Commodity"
|
| 14 |
Sep 2013 |
Hirose, Y. and Inoue, A. "Zero Lower Bound and Parameter Bias in an Estimated DSGE Model"
|
| 13 |
Aug 2013 |
Kitagawa, A. "Long-run Consequences of Ranking Job Applicants by Unemployment Duration: Theoretical and Numerical Analyses"
|
| 12 |
Aug 2013 |
Terui, N. & Ban, M. "Multivariate Time Series Model with Hierarchical Structure for Over-dispersed Discrete Outcomes"
|
| 11 |
Jul 2013 |
Inoue, A. and Kilian, L. "Inference on Impulse Response Functions in Structural VAR Models"
|
| 10 |
May 2013 |
Han, X. and Inoue, A. "Tests for Parameter Instability in Dynamic Factor Models"
|
| 9 |
May 2013 |
Matsuda, Y. "Generalized Whittle Estimate for Nonstationary Spatial Data"
|
| 8 |
Oct
2012 |
Ullah, W. and Matsuda, Y. "Term Structure Modeling and Forecasting of Government Bond Yields"
|
| 7 |
May 2013 |
Shibata, T. and Kodama, M. "Strategy Transformation Through Strategic Innovation Capability"
|
| 6 |
May 2013 |
Kodama, N. and Shibata, T. "Research into Ambidextrous R&D in Product Development
New Product Development at a Precision Device Maker"
|
| 2 |
Apr 2013 |
Zhang, Y. and Kawabata, N. "The Formation of the Software and Information Services Industry in Dalian, China"（non-public）
|
| 1 |
Apr 2013 |
Terui, N. and Hasegawa, S. "Modeling Preference Change through Brand Satiation"
|