Mototsugu Shintani

Vanderbilt University - College of Arts and Science - Department of Economics

Box 1819 Station B

Nashville, TN 37235

United States

SCHOLARLY PAPERS

15

DOWNLOADS

657

SSRN CITATIONS
Rank 12,752

SSRN RANKINGS

Top 12,752

in Total Papers Citations

15

CROSSREF CITATIONS

78

Scholarly Papers (15)

Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors

Number of pages: 37 Posted: 24 Jun 2001
Mototsugu Shintani and Oliver B. Linton
Vanderbilt University - College of Arts and Science - Department of Economics and University of Cambridge
Downloads 226 (164,198)
Citation 1

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Artificial neural networks, Business cycles, Local polynomial regression, Nonlinear dynamics, Nonlinear time series

Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors

Number of pages: 28 Posted: 13 May 2003
Mototsugu Shintani and Oliver B. Linton
Vanderbilt University - College of Arts and Science - Department of Economics and University of Cambridge
Downloads 21 (635,287)
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2.

Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes

Number of pages: 64 Posted: 09 Oct 2013 Last Revised: 28 Nov 2016
Yoon-Jin Lee, Ryo Okui and Mototsugu Shintani
Kansas State University, Seoul National University and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 143 (246,028)
Citation 3

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autoregressive sieve estimation, bias correction, double asymptotics, fixed effects estimator.

3.

Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos

LSE STICERD Research Paper No. EM455
Number of pages: 49 Posted: 21 Jul 2008
Oliver B. Linton and Mototsugu Shintani
University of Cambridge and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 89 (343,304)
Citation 3

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4.

Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos

LSE STICERD Research Paper No. EM434
Number of pages: 40 Posted: 21 Jul 2008
Oliver B. Linton and Mototsugu Shintani
University of Cambridge and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 43 (493,647)

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Noisy Information, Distance and Law of One Price Dynamics Across US Cities

CAMA Working Paper 77/2014
Number of pages: 37 Posted: 12 Dec 2014
Mario J. Crucini, Mototsugu Shintani and Takayuki Tsuruga
Vanderbilt University - College of Arts and Science - Department of Economics, Vanderbilt University - College of Arts and Science - Department of Economics and Osaka University, Institute of Social and Economic Research
Downloads 24 (613,312)

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Real exchange rates, Law of one price, Relative prices, Trade cost

Noisy Information, Distance and Law of One Price Dynamics Across Us Cities

NBER Working Paper No. w17815
Number of pages: 38 Posted: 03 Feb 2012 Last Revised: 07 Mar 2021
Mario J. Crucini, Mototsugu Shintani and Takayuki Tsuruga
Vanderbilt University - College of Arts and Science - Department of Economics, Vanderbilt University - College of Arts and Science - Department of Economics and Osaka University, Institute of Social and Economic Research
Downloads 15 (681,443)
Citation 3

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6.

The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices

NBER Working Paper No. w14835
Number of pages: 37 Posted: 06 Apr 2009 Last Revised: 16 Jul 2010
Mario J. Crucini, Mototsugu Shintani and Takayuki Tsuruga
Vanderbilt University - College of Arts and Science - Department of Economics, Vanderbilt University - College of Arts and Science - Department of Economics and Osaka University, Institute of Social and Economic Research
Downloads 24 (594,999)
Citation 3

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7.

Does the Prediction Horizon Matter for the Forward Premium Anomaly? Evidence from Panel Data

Economics Letters, Vol. 93, No. 2, 2006
Number of pages: 8 Posted: 12 Jul 2007 Last Revised: 17 Dec 2010
Kun Yang and Mototsugu Shintani
PanAgora Asset Management and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 22 (608,343)
Citation 1

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Forward premium puzzle, Out-of-sample forecast, Uncovered interest parity

Current Account Dynamics Under Information Rigidity and Imperfect Capital Mobility

Globalization and Monetary Policy Institute Working Paper No. 335
Number of pages: 42 Posted: 14 Feb 2018 Last Revised: 29 Apr 2020
Akihisa Shibata, Mototsugu Shintani and Takayuki Tsuruga
Kyoto University, Vanderbilt University - College of Arts and Science - Department of Economics and Osaka University, Institute of Social and Economic Research
Downloads 9 (730,831)

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9.

Measuring Business Cycles by Saving for a Rainy Day

NBER Working Paper No. w16075
Number of pages: 36 Posted: 14 Jun 2010 Last Revised: 05 Jun 2021
Mario J. Crucini and Mototsugu Shintani
Vanderbilt University - College of Arts and Science - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 14 (664,409)

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10.

NBER Working Paper No. w16081
Number of pages: 31 Posted: 21 Jun 2010 Last Revised: 15 Jun 2020
Mario J. Crucini, Mototsugu Shintani and Takayuki Tsuruga
Vanderbilt University - College of Arts and Science - Department of Economics, Vanderbilt University - College of Arts and Science - Department of Economics and Osaka University, Institute of Social and Economic Research
Downloads 13 (671,970)

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11.

Accounting for Persistence and Volatility of Good-Level Real Exchange Rates: The Role of Sticky Information

NBER Working Paper No. w14381
Number of pages: 53 Posted: 08 Oct 2008 Last Revised: 03 Sep 2010
Mario J. Crucini, Mototsugu Shintani and Takayuki Tsuruga
Vanderbilt University - College of Arts and Science - Department of Economics, Vanderbilt University - College of Arts and Science - Department of Economics and Osaka University, Institute of Social and Economic Research
Downloads 13 (671,970)
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12.

Testing for a Unit Root Against Transitional Autoregressive Models

International Economic Review, Vol. 57, Issue 2, pp. 635-664, 2016
Number of pages: 30 Posted: 29 Apr 2016
Joon Y. Park and Mototsugu Shintani
Texas A&M University and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 1 (770,699)
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13.

Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component

Oxford Bulletin of Economics and Statistics, Vol. 79, Issue 5, pp. 822-850, 2017
Number of pages: 29 Posted: 06 Sep 2017
Pierre Perron, Mototsugu Shintani and Tomoyoshi Yabu
Boston University - Department of Economics, Vanderbilt University - College of Arts and Science - Department of Economics and Keio University - Faculty of Business and Commerce
Downloads 0 (787,713)
Citation 1
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14.

Measuring International Business Cycles by Saving for a Rainy Day

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 48, Issue 4, pp. 1266-1290, 2015
Number of pages: 25 Posted: 27 May 2016
Mario J. Crucini and Mototsugu Shintani
Vanderbilt University - College of Arts and Science - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics
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15.

Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them

Industrial and Labor Relations Review, Vol. 62, No. 2, 2008
Posted: 14 May 2011
Aldrich Finegan, Roberto V Penaloza and Mototsugu Shintani
Vanderbilt University - College of Arts and Science - Department of Economics, Vanderbilt University and Vanderbilt University - College of Arts and Science - Department of Economics

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cyclical changes in labor market status, gross flows, gross labor force flows, cyclical swings, discouraged workers, market timers, counter-cyclical enrollees, added workers, extended workers, noncyclical movers, time-aggregation bias, and structural vector autoregression