Shigeru Fujita

Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

24

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3,557

TOTAL CITATIONS
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Top 3,371

in Total Papers Citations

351

Scholarly Papers (24)

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 194 (310,946)
Citation 16

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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: 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 150 (390,310)
Citation 5

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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 66 (687,381)

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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 307 (198,642)
Citation 5

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Unemployment, Vacancies, Labor adjustment, 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 94 (558,255)
Citation 4

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

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 84 (599,851)
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 69 (671,448)
Citation 4

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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. 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 55 (751,785)

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

4.

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 260 (235,649)
Citation 1

Abstract:

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aging, natural rates, deflation, Japan

5.

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 196 (308,835)
Citation 16

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Job loss, Hiring, CPS worker flows

6.

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 174 (343,876)
Citation 7

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Job loss, Hiring, CPS worker flows

7.

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 159 (371,538)
Citation 11

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Unemployment Duration, Unemployment Insurance, CPS

8.

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 150 (390,085)

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

9.
Downloads 148 (394,272)
Citation 15

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 81 (613,313)

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Separation Rate, Wage Loss, Turbulence

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 67 (681,952)
Citation 15

Abstract:

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job loss rate, search and matching, 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

Abstract:

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Separation Rate, Wage Loss, Turbulence

10.

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 147 (396,461)
Citation 18

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Procyclicality, capital requirements, countercyclical regulation

11.

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 146 (400,888)
Citation 78

Abstract:

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

12.

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 142 (407,610)
Citation 5

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Job loss, Hiring, SIPP worker flows

13.
Downloads 136 (421,647)
Citation 63

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 53 (764,926)
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 49 (792,142)
Citation 1

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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 2023
Federal Reserve Bank of Philadelphia and Yale University - Department of EconomicsCowles Foundation for Research in Economics
Downloads 34 (913,283)
Citation 61

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14.

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 125 (450,233)

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Uninsurable investment risk, aggregate uncertainty, private risk premium

15.

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 125 (450,233)
Citation 2

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

16.

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 108 (502,475)

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17.

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 108 (502,475)
Citation 27

Abstract:

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Separation rate, job finding rate, unemployment

18.

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 106 (509,342)
Citation 28

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Unemployment, Vacancies, Labor Adjustment, Matching

19.

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 86 (583,910)

Abstract:

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Uninsurable investment risk, aggregate uncertainty, private equity premium

20.

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 76 (627,086)
Citation 14

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Agnostic identification, Hiring, Job loss, Vacancies, VAR

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 55 (735,858)
Citation 5

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22.
Downloads 51 (760,858)
Citation 17

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 Last Revised: 18 Nov 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
Downloads 37 (886,071)

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current population survey, job to job transitions, workforce reallocation

Measuring Employer-to-Employer Reallocation

NBER Working Paper No. w27525
Number of pages: 51 Posted: 14 Jul 2020 Last Revised: 18 Mar 2023
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 14 (1,133,506)
Citation 17

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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

Number of pages: 45 Posted: 23 Aug 2022
Shigeru Fujita and Ippei Fujiwara
Federal Reserve Bank of Philadelphia and Keio University
Downloads 28 (971,131)

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E24, E43

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
Downloads 2 (1,283,501)
Citation 1
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Why Didn't the U.S. Unemployment Rate Rise at the End of Wwii?

Number of pages: 70 Posted: 07 Aug 2024
Shigeru Fujita, Valerie Ramey and Tal Roded
Federal Reserve Bank of Philadelphia, Stanford University and Starbucks - Global Center of Excellence
Downloads 8 (1,210,883)

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World War II, unemployment, gross labor market flows, government spending, pent-up demand

Why Didn't the U.S. Unemployment Rate Rise at the End of Wwii?

NBER Working Paper No. w33041
Number of pages: 71 Posted: 15 Oct 2024
Shigeru Fujita, Valerie Ramey and Tal Roded
Federal Reserve Bank of Philadelphia, Stanford University and Starbucks - Global Center of Excellence
Downloads 2 (1,283,501)
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