Shigeru Fujita

Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

23

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2,184

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Top 3,573

in Total Papers Citations

286

CROSSREF CITATIONS

92

Scholarly Papers (23)

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 119 (319,975)
Citation 7

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Phillips curve, unemployment gap, conditional predictive ability

Do Phillips Curves Conditionally Help to Forecast Inflation?

FRB of Philadelphia Working Paper No. 17-26
Number of pages: 42 Posted: 07 Sep 2017
Michael Dotsey, Shigeru Fujita and Tom Stark
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 118 (321,828)
Citation 7

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Phillips curve, unemployment gap, conditional predictive ability

Do Phillips Curves Conditionally Help to Forecast Inflation?

FRB of Philadelphia Working Paper No. 15-16
Number of pages: 38 Posted: 07 Sep 2017
Michael Dotsey, Shigeru Fujita and Tom Stark
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 30 (638,676)

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Phillips curve, unemployment gap, conditional predictive ability

2.

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 200 (208,976)
Citation 5

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Unemployment, Vacancies, Labor adjustment, Matching

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 62 (477,085)
Citation 9

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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 41 (572,887)
Citation 1

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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 32 (625,395)
Citation 5

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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 29 (645,543)

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

4.

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 149 (268,378)
Citation 16

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Job loss, Hiring, CPS worker flows

5.

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 137 (286,667)
Citation 7

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Job loss, Hiring, CPS worker flows

6.

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

FRB of Philadelphia Working Paper No. 16-29
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 126 (305,346)
Citation 1

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aging, natural rates, deflation, Japan

7.

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 115 (325,982)
Citation 18

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Procyclicality, capital requirements, countercyclical regulation

8.
Downloads 111 (334,163)
Citation 37

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 108 (342,597)
Citation 39

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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 3 (881,950)

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9.

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 103 (351,413)
Citation 8

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Unemployment Duration, Unemployment Insurance, CPS

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, Board of Governors of the Federal Reserve System and University of California, San Diego (UCSD) - Department of Economics
Downloads 98 (363,060)
Citation 7

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Job loss, Hiring, SIPP worker flows

11.

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 98 (363,060)
Citation 3

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

12.

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 96 (367,808)

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Uninsurable investment risk, aggregate uncertainty, private risk premium

13.

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 82 (404,811)

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

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 81 (407,731)
Citation 15

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Separation rate, job finding rate, unemployment

15.
Downloads 66 (455,874)
Citation 40

Recall and Unemployment

FRB of Philadelphia Working Paper No. 14-3
Number of pages: 72 Posted: 30 Jan 2014
Federal Reserve Bank of Philadelphia and Yale University - Department of EconomicsCowles Foundation for Research in Economics
Downloads 24 (682,635)
Citation 1

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recalls, unemployment, duration dependence, matching function

Recall and Unemployment

FRB of Philadelphia Working Paper No. 17-29
Number of pages: 75 Posted: 26 Sep 2017
Federal Reserve Bank of Philadelphia and Yale University - Department of EconomicsCowles Foundation for Research in Economics
Downloads 24 (682,635)

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Recall, unemployment, duration, matching function, business cycles

Recall and Unemployment

NBER Working Paper No. w19640
Number of pages: 56 Posted: 16 Nov 2013 Last Revised: 02 Mar 2022
Federal Reserve Bank of Philadelphia and Yale University - Department of EconomicsCowles Foundation for Research in Economics
Downloads 18 (732,082)
Citation 29

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16.

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 63 (466,658)
Citation 14

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Unemployment, Vacancies, Labor Adjustment, Matching

17.

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 59 (481,753)

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Uninsurable investment risk, aggregate uncertainty, private equity premium

18.

Elasticities of Labor Supply and Labor Force Participation Flows

FRB of Philadelphia Working Paper No. 19-3
Number of pages: 71 Posted: 14 Jan 2019 Last Revised: 01 Apr 2019
Isabel Cairo, Shigeru Fujita and Camilo Morales-Jimenez
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Downloads 54 (501,611)

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19.

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 52 (509,995)
Citation 14

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Agnostic identification, Hiring, Job loss, Vacancies, VAR

20.
Downloads 25 (655,561)
Citation 7

Declining Labor Turnover and Turbulence

FRB of Philadelphia Working Paper No. 18-6
Number of pages: 45 Posted: 07 Feb 2018 Last Revised: 29 Apr 2020
Shigeru Fujita
Federal Reserve Bank of Philadelphia
Downloads 15 (758,795)
Citation 6

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job loss rate, search and matching, turbulence

Declining Labor Turnover and Turbulence

FRB of Philadelphia Working Paper No. 15-29
Number of pages: 44 Posted: 07 Feb 2018
Shigeru Fujita
Federal Reserve Bank of Philadelphia
Downloads 10 (807,091)

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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

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Separation Rate, Earnings Losses, Turbulence

Declining Labor Turnover and Turbulence

FRB of Philadelphia Working Paper No. 15-29
Posted: 08 Aug 2015
Shigeru Fujita
Federal Reserve Bank of Philadelphia

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Separation Rate, Wage Loss, Turbulence

21.

The Cyclicality of Labor Force Participation Flows: The Role of Labor Supply Elasticities and Wage Rigidity

FRB of Philadelphia Working Paper No. 20-23
Number of pages: 56 Posted: 09 Jun 2020
Isabel Cairo, Shigeru Fujita and Camilo Morales-Jimenez
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Philadelphia and Board of Governors of the Federal Reserve System
Downloads 22 (677,572)
Citation 1

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22.
Downloads 16 (724,288)
Citation 3

Measuring Employer-to-Employer Reallocation

FRB of Philadelphia Working Paper No. 21-22
Posted: 14 Jun 2021
Federal Reserve Bank of Philadelphia, Yale University - Department of EconomicsCowles Foundation for Research in Economics and Centre for Economic Policy Research (CEPR)University of Bristol

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Measuring Employer-to-Employer Reallocation

IZA Discussion Paper No. 13472
Number of pages: 52 Posted: 14 Jul 2020
Federal Reserve Bank of Philadelphia, Yale University - Department of EconomicsCowles Foundation for Research in Economics and Centre for Economic Policy Research (CEPR)University of Bristol
Downloads 15 (758,795)

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workforce reallocation, job to job transitions, current population survey

Measuring Employer-to-Employer Reallocation

NBER Working Paper No. w27525
Number of pages: 51 Posted: 14 Jul 2020 Last Revised: 18 Mar 2022
Federal Reserve Bank of Philadelphia, Yale University - Department of EconomicsCowles Foundation for Research in Economics and Centre for Economic Policy Research (CEPR)University of Bristol
Downloads 1 (912,062)
Citation 3

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Aging and the Real Interest Rate in Japan: A Labor Market Channel

FRB of Philadelphia Working Paper No. 21-23
Posted: 14 Jun 2021
Shigeru Fujita and Ippei Fujiwara
Federal Reserve Bank of Philadelphia and Keio University

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Aging and the Real Interest Rate in Japan: A Labor Market Channel

CEPR Discussion Paper No. DP16127
Number of pages: 46 Posted: 14 May 2021
Shigeru Fujita and Ippei Fujiwara
Federal Reserve Bank of Philadelphia and Keio University
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