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~person:"Hamori, Shigeyuki"
~subject:"Japan"
~subject:"Konjunktur"
~subject:"Lohnrigidität"
~subject:"Oil price"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
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Hamori, Shigeyuki
Kilian, Lutz
70
Gupta, Rangan
40
Caporale, Guglielmo Maria
37
Christiano, Lawrence J.
33
Gil-Alaña, Luis A.
33
Bordo, Michael D.
31
Gertler, Mark
27
Itō, Takatoshi
27
Diebold, Francis X.
24
Haltiwanger, John C.
22
Kehoe, Patrick J.
22
Castelnuovo, Efrem
21
Justiniano, Alejandro
21
Pierdzioch, Christian
21
Pérez-Quirós, Gabriel
21
Reis, Ricardo
21
Hall, Robert Ernest
20
Jaimovich, Nir
20
Khan, Hashmat
20
McGrattan, Ellen R.
20
Wouters, Rafael
20
Canova, Fabio
19
Hart, Robert A.
19
Wohar, Mark E.
19
Beaudry, Paul
18
Gorodnichenko, Yuriy
18
Malley, James R.
18
Ratti, Ronald A.
18
Eichenbaum, Martin S.
17
Piger, Jeremy Max
17
Primiceri, Giorgio E.
17
Sarno, Lucio
17
Tambalotti, Andrea
17
Vigfusson, Robert J.
17
Weder, Mark
17
Zhou, Xiaoqing
17
Artus, Patrick
16
Caggiano, Giovanni
16
Chinn, Menzie David
16
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Asian economic and political issues
2
Current politics and economics of Asia
2
Japan and the world economy : international journal of theory and policy
2
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1
Asia-Pacific financial markets
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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1
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ECONIS (ZBW)
21
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1
Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10003609540
Saved in:
2
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
Saved in:
3
Causality-in-mean and causality-in-variance among electricity prices, crude oil prices, and yen-US dollar exchange rates in Japan
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
Research in international business and finance
26
(
2012
)
3
,
pp. 371-386
Persistent link: https://www.econbiz.de/10009615925
Saved in:
4
Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi
;
Hamori, Shigeyuki
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
Saved in:
5
Measuring response of output growth to changes in yield spread in a state switching framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Journal of economic and social measurement
33
(
2008
)
4
,
pp. 221-239
Persistent link: https://www.econbiz.de/10003842363
Saved in:
6
Stock returns and real activity : new evidence from the United States and Japan
Hamori, Shigeyuki
;
Anderson, David A.
;
Hamori, Naoko
- In:
Quarterly journal of business and economics : QJBE
41
(
2002
)
3/4
,
pp. 95-114
Persistent link: https://www.econbiz.de/10002073325
Saved in:
7
Do international stock prices reflect international business cycles?
Hamori, Shigeyuki
- In:
Progress in economics research
9
(
2004
),
pp. 1-10
Persistent link: https://www.econbiz.de/10003366769
Saved in:
8
An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki
-
2003
Persistent link: https://www.econbiz.de/10001780162
Saved in:
9
Alternative characterization of the volatility in the growth rate of real GDP
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Japan and the world economy : international journal of …
15
(
2003
)
2
,
pp. 223-231
Persistent link: https://www.econbiz.de/10001745131
Saved in:
10
Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Economics letters
82
(
2004
)
2
,
pp. 157-165
Persistent link: https://www.econbiz.de/10001895346
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