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Rational bubbles and non-risk neutral investors in Japan

Fukuta, Yuichi - In: Japan and the world economy : international journal of … 8 (1996) 4, pp. 459-473

Persistent link: https://www.econbiz.de/10001208162

Changes in Japanese household consumption and saving behavior before, during and after the Bubble era: empirical analysis using NSFIE micro-data sets

Maki, Atushi - In: Japan and the world economy : international journal of … 18 (2006) 1, pp. 2-21

Persistent link: https://www.econbiz.de/10003253029

Structural changes and unit roots in Japan's macroeconomic time series : is real business cycle theory supported?

Hayashi, Naotsugu - In: Japan and the world economy : international journal of … 17 (2005) 2, pp. 239-259

Persistent link: https://www.econbiz.de/10002643779

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837