The Japanese Economic Review
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Symposium on Macroeconomic Analyses of Japan’s Lost Decade
The Japanese Economic Review - Tập 57 - Trang 157-160 - 2006
Dynamics of International Debt Overhang with Two Lender Banks
The Japanese Economic Review - Tập 49 - Trang 119-137 - 1998
This paper presents a dynamic formalization of the behaviour of creditor banks on the secondary market for debts. I formulate the problem as an infinite-horizon game with two banks as players where each bank decides in every period either to sell its loan exposure to the debtor country at the present secondary market price, or to wait and keep its exposure to the next period. There exist three typ......
Optimal tests for parameter breaking process in conditional quantile models
The Japanese Economic Review - Tập 71 - Trang 479-510 - 2020
This paper proposes efficient tests for quantile parameter instability in parametric and semiparametric setups. In each setup, various types of unstable parameter processes are examined such as single structural break, multiple structural breaks, and random parameters, and the optimal test is suggested for each unstable process. In a parametric model, tick-exponential family of distributions is us......
Developing Country Borrowing from a Monopolistic Lender: Strategic Interactions and Endogenous Leadership
The Japanese Economic Review - Tập 60 - Trang 191-207 - 2009
We develop a two-period model with endogenous investment and credit flows. Credit is subject to quantitative restrictions. With an exogenous restriction, we analyse the welfare effects of a temporary consumption tax. We then consider three scenarios under which a monopoly lender optimally decides the level of credit and a borrower country chooses a consumption tax: one in which the two parties act......
The 2022 Japanese economic association award for young female researchers sponsored by the Nippon life insurance company
The Japanese Economic Review - Tập 74 - Trang 377-378 - 2023
Firm-Level Evidence on Productivity Differentials and Turnover in Vietnamese Manufacturing
The Japanese Economic Review - Tập 65 - Trang 193-217 - 2014
This paper examines the relationship between productivity differentials and firm turnover in Vietnamese manufacturing. We utilize firm-level data between 2000 and 2009, including the year 2007, when Vietnam joined the World Trade Organization. Our major findings are twofold. First, the productivity of entrants, survivors and exiters increased simultaneously from 2006 to 2007. This result suggests ......
Pricing Nikkei 225 Options Using Realized Volatility
The Japanese Economic Review - Tập 65 - Trang 431-467 - 2014
This article examines option pricing performance using realized volatilities with or without handling microstructure noise, non-trading hours and large jumps. The dynamics of realized volatility is specified by ARFIMA(X) and HAR(X) models. The main results using put options on the Nikkei 225 index are that: (i) the ARFIMAX model performs best; (ii) the Hansen and Lunde (2005a) adjustment for non-t......
Manufacturer Acceptance of Returns
The Japanese Economic Review - Tập 47 - Trang 426-431 - 1996
Modelling the retailers’ behaviour explicitly, I extend the model of manufacturer returns policy of Flath and Nariu (1989) by introducing genera] demand conditions under uncertainty. I derive an equivalence theorem between manufacturer acceptance of returns and resale price maintenance (RPM) under conditions of zero marginal cost, risk neutrality and symmetric information. This was first shown by ......
Matching and Market Design: An Introduction to Selected Topics
The Japanese Economic Review - Tập 62 - Trang 82-98 - 2011
This paper provides a survey of the research in matching and market design. We discuss both basic theories and recent advances. Emphasis is placed on applications of the theory to practical problems.
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