Graduate School of Economics and Management, Tohoku University


Discussion Paper

No. Year Title
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)
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"
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"
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? "
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"