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Mototsugu Shintani

University of Tokyo

SCHOLARLY PAPERS

8

DOWNLOADS

912

TOTAL CITATIONS

7

Scholarly Papers (8)

1.

Double/Debiased Machine Learning for Causal Inference on Survival Function

Number of pages: 20 Posted: 24 Jun 2024
Daijiro Kabata and Mototsugu Shintani
Osaka Metropolitan University and University of Tokyo
Downloads 187 (413,774)

Abstract:

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doubly robust estimator, survival analysis, pseudo-observations

2.

Monetary Policy, Labor Force Participation, and Wage Rigidity

Number of pages: 42 Posted: 03 Oct 2023
Yuto Iwasaki, Hiroyuki Kubota, Ichiro Muto and Mototsugu Shintani
Bank of Japan, University of California, Los Angeles (UCLA) - Department of Economics, Bank of Japan and University of Tokyo
Downloads 182 (422,345)

Abstract:

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Business Cycles, labor force participation rate, monetary policy shocks, sticky wages, unemployment

3.

News Implied Volatility and Aggregate Economic Activity: Evidence from the Japanese Government Bond Market

Number of pages: 13 Posted: 29 Nov 2021 Last Revised: 30 Dec 2021
Keiichi Goshima, Hiroshi Ishijima and Mototsugu Shintani
Waseda University, Chuo University and University of Tokyo
Downloads 124 (584,619)

Abstract:

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VXJ, JGB

4.

Macroeconomic Effects of Monetary Policy in Japan an Analysis Using Interest Rate Futures Surprises

Number of pages: 9 Posted: 22 Jan 2022
Hiroyuki Kubota and Mototsugu Shintani
University of California, Los Angeles (UCLA) - Department of Economics and University of Tokyo
Downloads 121 (592,433)
Citation 5

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unconventional monetary policy, High-frequency identification, structural vector autoregressive models, external instruments, effective lower bound

A behavioral explanation for the puzzling persistence of the aggregate real exchange rate

CAMA Working Paper No. 40/2021
Number of pages: 54 Posted: 12 Apr 2021
Mario J. Crucini, Mototsugu Shintani and Takayuki Tsuruga
Vanderbilt University - College of Arts and Science - Department of Economics, University of Tokyo and Nagoya University
Downloads 51 (1,072,374)

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Real exchange rates, Law of one price, Rational inattention, Trade cost

A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate

NBER Working Paper No. w27420
Number of pages: 53 Posted: 29 Jun 2020 Last Revised: 04 Jun 2023
Mario J. Crucini, Mototsugu Shintani and Takayuki Tsuruga
Vanderbilt University - College of Arts and Science - Department of Economics, University of Tokyo and Nagoya University
Downloads 30 (1,371,100)
Citation 2

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A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate

ISER DP No.1121
Number of pages: 53 Posted: 11 Mar 2021
Mario J. Crucini, Mototsugu Shintani and Takayuki Tsuruga
Vanderbilt University - College of Arts and Science - Department of Economics, University of Tokyo and Nagoya University
Downloads 29 (1,371,100)

Abstract:

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Real exchange rates, Law of one price, Rational inattention, Trade cost

6.

Instrumental Variables Estimation for Infinite Order Panel Autoregressive Processes

Number of pages: 63 Posted: 24 Feb 2023
Yoon-Jin Lee, Yoon-Jin Lee, Ryo Okui and Mototsugu Shintani
Kansas State UniversityKansas State university - Department of Economics, University of Tokyo - Graduate School of Economics and University of Tokyo
Downloads 108 (659,652)

Abstract:

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Autoregressive Sieve Estimation, Double Asymptotics, GMM, Instrumental Variables Estimator, Panel Data

7.

Identifying the Source of Information Rigidities in the Expectations Formation Process

Number of pages: 22 Posted: 20 Sep 2022
Mototsugu Shintani and Kozo Ueda
University of Tokyo and Waseda University
Downloads 47 (1,109,210)

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imperfect information, Heterogeneity, sticky information, noisy information, observational equivalence

8.

Credit Market Tightness and Zombie Firms: Theory and Evidence

CESifo Working Paper Series No. 11640
Number of pages: 49 Posted: 29 Jan 2025
Waseda University, Bank of England, University of Tokyo, Hitotsubashi University and University of Oxford
Downloads 33 (1,290,922)

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Zombie firms, bank lending, credit market tightness