Shigeru Fujita

Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

  • Federal Reserve Bank of Philadelphia

SCHOLARLY PAPERS

23

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2,207

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285

CROSSREF CITATIONS

93

Scholarly Papers (23)

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1.

Do Phillips Curves Conditionally Help to Forecast Inflation?

Downloads 270 (159,077)
Citation 15

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 120 (322,213)
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: 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 (324,152)
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 31 (640,658)

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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 201 (210,945)
Citation 5

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Unemployment, Vacancies, Labor adjustment, Matching

3.

Worker Flows and Job Flows: A Quantitative Investigation

Downloads 165 (250,095)
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 62 (483,198)
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 (580,375)
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 (633,944)
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 30 (647,471)

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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 150 (270,474)
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 (290,498)
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 130 (302,361)
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 (330,351)
Citation 18

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Procyclicality, capital requirements, countercyclical regulation

8.

The Cyclicality of Separation and Job Finding Rates

Downloads 111 (338,702)
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 (347,229)
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 (901,962)

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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 106 (349,351)
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 100 (363,072)
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 (367,850)
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 (372,592)

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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 84 (404,406)

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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 (413,020)
Citation 15

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Separation rate, job finding rate, unemployment

15.

Recall and Unemployment

Downloads 67 (458,218)
Citation 40

Recall and Unemployment

FRB of Philadelphia Working Paper No. 14-3
Number of pages: 72 Posted: 30 Jan 2014
Shigeru Fujita, Giuseppe Moscarini and Giuseppe Moscarini
Federal Reserve Bank of Philadelphia and Yale University - Department of EconomicsCowles Foundation for Research in Economics
Downloads 24 (692,483)
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, Giuseppe Moscarini and Giuseppe Moscarini
Federal Reserve Bank of Philadelphia and Yale University - Department of EconomicsCowles Foundation for Research in Economics
Downloads 24 (692,483)

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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
Shigeru Fujita, Giuseppe Moscarini and Giuseppe Moscarini
Federal Reserve Bank of Philadelphia and Yale University - Department of EconomicsCowles Foundation for Research in Economics
Downloads 19 (734,635)
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 65 (465,215)
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 60 (484,079)

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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 55 (503,845)

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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 (516,488)
Citation 14

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Agnostic identification, Hiring, Job loss, Vacancies, VAR

20.

Declining Labor Turnover and Turbulence

Downloads 26 (657,765)
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 16 (761,572)
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 (821,356)

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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 (687,657)
Citation 1

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22.

Measuring Employer-to-Employer Reallocation

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Citation 3

Measuring Employer-to-Employer Reallocation

FRB of Philadelphia Working Paper No. 21-22
Posted: 14 Jun 2021
Shigeru Fujita, Giuseppe Moscarini, Giuseppe Moscarini, Fabien Postel-Vinay and Fabien Postel-Vinay
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
Shigeru Fujita, Giuseppe Moscarini, Giuseppe Moscarini, Fabien Postel-Vinay and Fabien Postel-Vinay
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 (771,055)

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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
Shigeru Fujita, Giuseppe Moscarini, Giuseppe Moscarini, Fabien Postel-Vinay and Fabien Postel-Vinay
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 (933,540)
Citation 3

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23.

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

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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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