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~person:"Gil-Alaña, Luis A."
~person:"Hamori, Shigeyuki"
~person:"Itō, Takatoshi"
~person:"Satō, Ryūzo"
~subject:"Cointegration"
~subject:"USA"
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Cointegration
USA
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254
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Gil-Alaña, Luis A.
Hamori, Shigeyuki
Itō, Takatoshi
Satō, Ryūzo
Caporale, Guglielmo Maria
32
Lipsey, Robert E.
22
Nunnenkamp, Peter
22
Jorgenson, Dale Weldeau
21
McKinnon, Ronald I.
21
Yamawaki, Hideki
20
Chinn, Menzie David
19
Jokisch, Sabine
18
Kato, Takao
18
Stern, Robert Mitchell
18
Fehr, Hans
17
Hennart, Jean-François Marie André
17
Jürgens, Ulrich
17
Kotlikoff, Laurence J.
17
MacDonald, Ronald
17
Saxonhouse, Gary R.
17
Ando, Albert
16
Gordon, Robert J.
16
Mairesse, Jacques
16
Pierdzioch, Christian
16
Bahmani-Oskooee, Mohsen
15
Hall, Stephen G.
15
Sarno, Lucio
15
Artus, Patrick
14
Dominguez, Kathryn M.
14
Eaton, Jonathan
14
Head, Keith
14
Marston, Richard C.
14
Bergsten, Carl Fred
13
Cette, Gilbert
13
Du Caju, Philip
13
Fukao, Kyōji
13
Gautier, Erwan
13
Horioka, Charles
13
Schnabl, Gunther
13
Seitz, Konrad
13
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Center for Japan US Business and Economic Studies
1
Center for Japan US Business and Economic Studies <New York, NY>
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East Asian Seminar on Economics <2, 1991, Taipeh>
1
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10
Journal of the Japanese and international economies : an international journal ; JJIE
7
Japan and the world economy : international journal of theory and policy
5
Research monographs in Japan-US business & economics
3
Applied economics letters
2
Asian economic and political issues
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of financial analysis
2
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1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics bulletin : EB
1
Fragile interdependence : econom. issues in US - Japanese trade and investment ; [papers presented at a conference hosted by the Center for Japan US Business and Econom. Studies at the Graduate School of Business Administration of New York Univ., Nov. 1 - 2, 1984]
1
Global competition and integration
1
Global stock exchanges : stability, interrelationships, and roles
1
International journal of theoretical and applied finance
1
International trade and economic dynamics : essays in memory of Koji Shimomura
1
Japan US Center distinguished lecture series / Center for Japan US Business and Economic Studies
1
Japan-U.S. Center distinguished lecture series
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of economic and social measurement
1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Journal of monetary economics
1
Journal of risk and financial management : JRFM
1
Monetary history, exchange rates and financial markets
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER East Asia Seminar on Economics / National Bureau of Economic Research
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NBER East Asia seminar on economics
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ECONIS (ZBW)
89
USB Cologne (EcoSocSci)
4
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93
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1
ESG disclosures and stock price crash risk
Murata, Rio
;
Hamori, Shigeyuki
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
2/70
,
pp. 1-20
components in Europe, the United States, and
Japan
to perform regression analyses, after controlling for other potential stock …
Persistent link: https://www.econbiz.de/10012484063
Saved in:
2
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US,
Japan
, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
3
Testing cointegration between health care expenditure and GDP in
Japan
with the presence of a regime shift
Tamakoshi, T.
;
Hamori, Shigeyuki
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 151-155
Persistent link: https://www.econbiz.de/10011414493
Saved in:
4
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
Saved in:
5
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
6
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...
Persistent link: https://www.econbiz.de/10003931070
Saved in:
7
Health-care expenditure, GDP and share of the elderly in
Japan
: a panel cointegration analysis
Tamakoshi, Tomoko
;
Hamori, Shigeyuki
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 725-729
Persistent link: https://www.econbiz.de/10010530030
Saved in:
8
Effects of Japanese macroeconomic announcements on the dollar/yen exchange rate : high-resolution picture
Hashimoto, Yūko
;
Itō, Takatoshi
-
2009
Persistent link: https://www.econbiz.de/10003850339
Saved in:
9
Modelling structural breaks in the US, UK and Japanese unemployment rates
Caporale, Guglielmo Maria
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003369264
Saved in:
10
Volatility transmission of swap spreads among the US,
Japan
and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
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