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Shigeru Fujita

Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

  • Federal Reserve Bank of Philadelphia

SCHOLARLY PAPERS

19

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CITATIONS
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153

Scholarly Papers (19)

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1.

The Dynamic Beveridge Curve

FRB Philadelphia Working Paper No. 05-22
Number of pages: 44 Posted: 13 Oct 2005
Shigeru Fujita and Garey Ramey
Federal Reserve Bank of Philadelphia and University of California, San Diego (UCSD) - Department of Economics
Downloads 126 (160,393)
Citation 12

Abstract:

Unemployment, Vacancies, Labor adjustment, Matching

2.

Worker Flows and Job Flows: A Quantitative Investigation

Downloads 115 (197,892)
Citation 1

Worker Flows and Job Flows: A Quantitative Investigation

Number of pages: 43 Posted: 01 Oct 2009 Last Revised: 27 Nov 2009
Shigeru Fujita and Makoto Nakajima
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 50 (327,758)
Citation 1

Abstract:

Job flows, worker flows, search and matching, business cycles, unemployment, vacancies

Worker Flows and Job Flows: A Quantitative Investigation

FRB of Philadelphia Working Paper No. 13-9
Number of pages: 39 Posted: 30 Mar 2013
Shigeru Fujita and Makoto Nakajima
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 28 (409,890)
Citation 1

Abstract:

Job Flows, Worker Flows, Multiple-worker Firm, Search and Matching

Worker Flows and Job Flows: A Quantitative Investigation

FRB of Philadelphia Working Paper No. 09-33
Number of pages: 44 Posted: 30 Nov 2009
Shigeru Fujita and Makoto Nakajima
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 24 (430,755)
Citation 1

Abstract:

Job flows, worker flows, search and matching, business cycles, unemployment, vacancies

Worker Flows and Job Flows: A Quantitative Investigation

FRB of Philadelphia Working Paper No. 16-3
Number of pages: 36 Posted: 09 Feb 2016
Shigeru Fujita and Makoto Nakajima
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 13 (493,810)
Citation 1

Abstract:

Job flows, Worker flows, Multiple-worker firm, and Search and matching

3.

The Cyclicality of Separation and Job Finding Rates

Downloads 98 (221,753)
Citation 44

The Cyclicality of Separation and Job Finding Rates

FRB of Philadelphia Working Paper No. 07-19
Number of pages: 23 Posted: 19 Sep 2007
Shigeru Fujita and Garey Ramey
Federal Reserve Bank of Philadelphia and University of California, San Diego (UCSD) - Department of Economics
Downloads 97 (224,701)
Citation 44

Abstract:

Separation rate, Job finding rate, Unemployment, CPS worker flows

The Cyclicality of Separation and Job Finding Rates

International Economic Review, Vol. 50, Issue 2, pp. 415-430, May 2009
Number of pages: 16 Posted: 27 Apr 2009
Shigeru Fujita and Garey Ramey
Federal Reserve Bank of Philadelphia and University of California, San Diego (UCSD) - Department of Economics
Downloads 1 (564,552)
Citation 44

Abstract:

4.

Reassessing the Shimer Facts

FRB of Philadelphia Working Paper No. 07-2
Number of pages: 22 Posted: 07 Feb 2007
Shigeru Fujita and Garey Ramey
Federal Reserve Bank of Philadelphia and University of California, San Diego (UCSD) - Department of Economics
Downloads 98 (207,183)
Citation 6

Abstract:

Job loss, Hiring, CPS worker flows

5.

Private Risk Premium and Aggregate Uncertainty in the Model of Uninsurable Investment Risk

FRB of Philadelphia Working Paper No. 07-30
Number of pages: 38 Posted: 16 Jan 2008
Shigeru Fujita and Francisco Covas
Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Downloads 85 (236,247)

Abstract:

Uninsurable investment risk, aggregate uncertainty, private risk premium

6.

The Cyclicality of Job Loss and Hiring

FRB of Philadelphia Working Paper No. 06-17
Number of pages: 61 Posted: 08 Nov 2006
Shigeru Fujita and Garey Ramey
Federal Reserve Bank of Philadelphia and University of California, San Diego (UCSD) - Department of Economics
Downloads 82 (211,450)
Citation 26

Abstract:

Job loss, Hiring, CPS worker flows

7.

Do Phillips Curves Conditionally Help to Forecast Inflation?

FRB of Philadelphia Working Paper No. 15-16
Number of pages: 38 Posted: 02 Apr 2015
Michael Dotsey, Shigeru Fujita and Tom Stark
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 75 (262,266)

Abstract:

Phillips curve, unemployment gap, conditional predictive ability

8.

Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence

FRB of Philadelphia Working Paper No. 09-23
Number of pages: 30 Posted: 08 Oct 2009
Francisco Covas and Shigeru Fujita
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Philadelphia
Downloads 73 (246,802)
Citation 3

Abstract:

Procyclicality, capital requirements, countercyclical regulation

9.

Vacancy Persistence

FRB of Philadelphia Working Paper No. 04-23
Number of pages: 40 Posted: 29 Oct 2004
Shigeru Fujita
Federal Reserve Bank of Philadelphia
Downloads 73 (256,203)
Citation 14

Abstract:

Agnostic identification, labor-market matching, unemployment, vacancies, worker flows

10.

The Cyclicality of Worker Flows: New Evidence from the SIPP

FRB of Philadelphia Working Paper No. 07-5
Number of pages: 28 Posted: 14 Feb 2007
Shigeru Fujita, Christopher J. Nekarda and Garey Ramey
Federal Reserve Bank of Philadelphia, Federal Reserve Board of Governors and University of California, San Diego (UCSD) - Department of Economics
Downloads 58 (283,953)
Citation 5

Abstract:

Job loss, Hiring, SIPP worker flows

11.

Job Matching and Propagation

FRB of Philadelphia Working Paper No. 06-13
Number of pages: 35 Posted: 19 Jul 2006
Shigeru Fujita and Garey Ramey
Federal Reserve Bank of Philadelphia and University of California, San Diego (UCSD) - Department of Economics
Downloads 47 (319,628)
Citation 21

Abstract:

Unemployment, Vacancies, Labor Adjustment, Matching

12.

Declining Labor Turnover and Turbulence

Downloads 45 (337,392)

Declining Labor Turnover and Turbulence

FRB of Philadelphia Working Paper No. 15-29
Number of pages: 44 Posted: 08 Aug 2015
Shigeru Fujita
Federal Reserve Bank of Philadelphia
Downloads 45 (343,453)

Abstract:

Separation Rate, Wage Loss, Turbulence

Declining Labor Turnover and Turbulence

FRB of Philadelphia Working Paper No. 11-44
Posted: 30 Sep 2011 Last Revised: 07 Aug 2015
Shigeru Fujita
Federal Reserve Bank of Philadelphia

Abstract:

Separation Rate, Earnings Losses, Turbulence

13.

Dynamics of Worker Flows and Vacancies: Evidence from the Agnostic Identification Approach

FRB of Philadelphia Working Paper No. 07-12
Number of pages: 47 Posted: 25 Apr 2007
Shigeru Fujita
Federal Reserve Bank of Philadelphia
Downloads 41 (343,707)

Abstract:

Agnostic identification, Hiring, Job loss, Vacancies, VAR

14.

Exogenous vs. Endogenous Separation

FRB of Philadelphia Working Paper No. 12-2
Number of pages: 29 Posted: 14 Jan 2012
Shigeru Fujita and Garey Ramey
Federal Reserve Bank of Philadelphia and University of California, San Diego (UCSD) - Department of Economics
Downloads 40 (308,526)
Citation 12

Abstract:

Separation rate, job finding rate, unemployment

15.

Private Equity Premium in a General Equilibrium Model of Uninsurable Investment Risk

FRB of Philadelphia Working Paper No. 11-18, Supersedes Working Paper 07-30
Number of pages: 33 Posted: 18 May 2011
Francisco Covas and Shigeru Fujita
Board of Governors of the Federal Reserve System and Federal Reserve Bank of Philadelphia
Downloads 40 (334,365)

Abstract:

Uninsurable investment risk, aggregate uncertainty, private equity premium

16.

Effects of Extended Unemployment Insurance Benefits: Evidence From The Monthly CPS

FRB of Philadelphia Working Paper No. 10-35
Number of pages: 28 Posted: 26 Nov 2010
Shigeru Fujita
Federal Reserve Bank of Philadelphia
Downloads 37 (328,508)
Citation 3

Abstract:

Unemployment Duration, Unemployment Insurance, CPS

17.

An Empirical Analysis of On-The-Job Search and Job-To-Job Transitions

FRB of Philadelphia Working Paper No. 10-34
Number of pages: 29 Posted: 05 Nov 2010
Shigeru Fujita
Federal Reserve Bank of Philadelphia
Downloads 27 (353,453)
Citation 1

Abstract:

On-the-job search, job-to-job transitions

18.

Recall and Unemployment

Downloads 23 (423,036)
Citation 2

Recall and Unemployment

FRB of Philadelphia Working Paper No. 14-3
Number of pages: 72 Posted: 30 Jan 2014
Shigeru Fujita and Giuseppe Moscarini
Federal Reserve Bank of Philadelphia and Cowles Foundation for Research in Economics
Downloads 14 (488,148)
Citation 2

Abstract:

recalls, unemployment, duration dependence, matching function

Recall and Unemployment

NBER Working Paper No. w19640
Number of pages: 56 Posted: 16 Nov 2013
Shigeru Fujita and Giuseppe Moscarini
Federal Reserve Bank of Philadelphia and Cowles Foundation for Research in Economics
Downloads 9 (516,199)
Citation 2

Abstract:

19.

Declining Trends in the Real Interest Rate and Inflation: The Role of Aging

FRB of Philadelphia Working Paper No. 16-29
Number of pages: 39 Posted: 08 Nov 2016
Shigeru Fujita and Ippei Fujiwara
Federal Reserve Bank of Philadelphia and Australian National University (ANU) - Crawford School of Public Policy
Downloads 0 (484,726)

Abstract:

aging, natural rate, deflation, Japan

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