Shigeru Fujita

Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

  • Federal Reserve Bank of Philadelphia

SCHOLARLY PAPERS

20

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116

CROSSREF CITATIONS

106

Scholarly Papers (20)

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1.

Do Phillips Curves Conditionally Help to Forecast Inflation?

Downloads 201 (157,016)
Citation 2

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 108 (262,302)

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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 67 (354,107)
Citation 1

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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 26 (521,155)

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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 178 (175,419)
Citation 5

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Unemployment, Vacancies, Labor adjustment, Matching

3.

Worker Flows and Job Flows: A Quantitative Investigation

Downloads 146 (207,672)
Citation 5

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 58 (381,728)
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. 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 37 (463,135)
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 29 (503,323)
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 22 (546,828)

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Job flows, Worker flows, Multiple-worker firm, and 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 135 (221,185)
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 128 (230,568)
Citation 5

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Job loss, Hiring, CPS worker flows

6.

The Cyclicality of Separation and Job Finding Rates

Downloads 104 (267,918)
Citation 28

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 103 (271,362)
Citation 29

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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 1 (708,084)
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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 102 (271,496)
Citation 16

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Procyclicality, capital requirements, countercyclical regulation

8.

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 94 (286,521)

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Uninsurable investment risk, aggregate uncertainty, private risk premium

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 91 (292,431)
Citation 3

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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 83 (309,797)
Citation 7

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Job loss, Hiring, SIPP worker flows

11.

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 75 (328,776)
Citation 8

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Unemployment Duration, Unemployment Insurance, CPS

12.

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 62 (364,125)
Citation 6

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Separation rate, job finding rate, unemployment

13.

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 59 (373,152)
Citation 9

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Unemployment, Vacancies, Labor Adjustment, Matching

14.

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 57 (379,525)

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

15.

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 56 (382,719)

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aging, natural rate, deflation, Japan

16.

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 53 (392,489)

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Uninsurable investment risk, aggregate uncertainty, private equity premium

17.

Recall and Unemployment

Downloads 52 (395,823)
Citation 20

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 21 (553,361)
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
Shigeru Fujita and Giuseppe Moscarini
Federal Reserve Bank of Philadelphia and Cowles Foundation for Research in Economics
Downloads 19 (566,851)

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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
Shigeru Fujita and Giuseppe Moscarini
Federal Reserve Bank of Philadelphia and Cowles Foundation for Research in Economics
Downloads 12 (615,694)
Citation 7

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18.

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 51 (399,312)
Citation 12

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Agnostic identification, Hiring, Job loss, Vacancies, VAR

19.

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 16 (565,834)

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Labor force participation, labor market transitions, labor supply elasticity, unemployment

20.

Declining Labor Turnover and Turbulence

Downloads 16 (565,834)
Citation 1

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 8 (644,683)

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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
Shigeru Fujita
Federal Reserve Bank of Philadelphia
Downloads 8 (644,683)

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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

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Separation Rate, Wage Loss, Turbulence