Japanese Economic Review

Cover image for Vol. 65 Issue 4

Edited By: Taiji Furusawa and Masao Ogaki

Impact Factor: 0.406

ISI Journal Citation Reports © Ranking: 2013: 251/333 (Economics)

Online ISSN: 1468-5876

Frontiers of Applied Econometrics


Japanese Economic Review - Frontiers of applied econometrics virtual issue

Introduction
Yoshihiko Nishiyama, Masao Ogaki and Toshiaki Watanabe

Quantile forecasts of financial returns using realized Garch models
Toshiaki Watanabe

Bayesian analysis of generalized autoregressive conditional heteroskedasticity and stochastic volatility: Modeling leverage, jumps and heavy-tails for financial time series
Jouchi Nakajima

Panel data analysis of Japanese residential water demand using a discrete/continuous choice approach
Koji Miyawaki, Yasuhiro Omori and Akira Hibiki

Testing the sequential logit model against the nested logit model
Daisuke Nagakura and Masahito Kobayashi

School choice and student sorting: Evidence from Adachi Ward in Japan
Atsushi Yoshida, Katsuo Kogure and Koichi Ushijima

Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chia-Lin Chang and Michael McAleer

The lead–lag relation between the S&P500 spot and futures markets: An intraday-data analysis using a threshold regression model
Yiu-Kuen Tse and Wai-Sum Chan

Empirical impact of public infrastructure on the Japanese economy
Christopher N. Annala, Raymond G. Batina and James P. Feehan

Types of public capital and their productivity in Japanese prefectures
Izumi Miyara and Mototsugu Fukushige

The impact of Japanese hospital financing reform on hospital efficiency: A difference-in-difference approach
Galina Besstremyannaya

Duopoly in the Japanese airline market: Bayesian estimation for the entry game
Shinya Sugawara and Yasuhiro Omori

Mean-plus-noise factor models: An empirical exploration
Atsushi Inoue

SEARCH

SEARCH BY CITATION