Shigeru Fujita

Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

20

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CITATIONS
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153

Scholarly Papers (20)

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 105 (253,324)

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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 56 (367,459)

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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 23 (510,188)

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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 171 (171,690)
Citation 12

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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 55 (370,708)
Citation 1

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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 34 (451,007)
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 27 (486,388)
Citation 1

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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 19 (535,431)
Citation 1

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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 125 (221,878)
Citation 26

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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 124 (223,266)
Citation 6

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Job loss, Hiring, CPS worker flows

6.
Downloads 102 (256,898)
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 101 (260,317)
Citation 44

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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 (669,090)
Citation 44
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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 96 (267,398)
Citation 3

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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 92 (274,759)

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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 86 (286,685)
Citation 14

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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 76 (308,669)
Citation 5

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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 72 (318,291)
Citation 3

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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 59 (352,954)
Citation 12

Abstract:

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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 57 (358,977)
Citation 21

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Unemployment, Vacancies, Labor Adjustment, Matching

14.

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 51 (377,713)

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Uninsurable investment risk, aggregate uncertainty, private equity premium

15.

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 51 (377,713)
Citation 1

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

16.

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 48 (387,826)

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aging, natural rate, deflation, Japan

17.
Downloads 46 (394,585)
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 19 (535,431)
Citation 2

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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 17 (548,205)
Citation 2

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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 10 (593,969)
Citation 2

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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 46 (394,585)

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Agnostic identification, Hiring, Job loss, Vacancies, VAR

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 6 (620,874)

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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 2 (654,839)

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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

20.

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 7 (588,278)

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