Mototsugu Shintani

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Mario J CruciniSemler Chair in Economics, Purdue UniversityVerified email at purdue.edu
Takayuki TsurugaOsaka UniversityVerified email at iser.osaka-u.ac.jp
Tomoyoshi YabuFaculty of Business and Commerce, Keio UniversityVerified email at fbc.keio.ac.jp
Atsushi InoueVanderbilt UniversityVerified email at vanderbilt.edu
Joon Y. ParkProfessor of Economics and Wisnewsky Professor of Human Studies, Indiana UniversityVerified email at indiana.edu
Oliver LintonUNIVERSITY OF CAMBRIDGEVerified email at cam.ac.uk
Yasuo HiroseFaculty of Economics, Keio UniversityVerified email at econ.keio.ac.jp
Muto IchiroBank of JapanVerified email at boj.or.jp
Hiroyuki KubotaUniversity of California, Los AngelesVerified email at ucla.edu
Ippei FujiwaraProfessor, Keio University and Australian National UniversityVerified email at keio.jp
Apostolos SerletisProfessor of Economics, University of CalgaryVerified email at ucalgary.ca
Yuto IwasakiBank of JapanVerified email at boj.or.jp
Kozo UedaWaseda UniversityVerified email at waseda.jp
Hirokuni Iiboshi　(飯星　博邦)College of Economics, Nihon University, JapanVerified email at nihon-u.ac.jp
Fumio OhtakeProfessor, Graduate School of Economics, Osaka UniversityVerified email at econ.osaka-u.ac.jp
Daisuke NagakuraKeio UniversityVerified email at z7.keio.jp
Ye CaiSanta Clara UniversityVerified email at scu.edu
Pierre PerronDepartment of Economics, Boston UniversityVerified email at bu.edu
Ryo OkuiProfessor, University of TokyoVerified email at e.u-tokyo.ac.jp
Yoon-Jin LeeKansas state universityVerified email at ksu.edu

Mototsugu Shintani

Faculty of Economics University of Tokyo, ISER Osaka University, IMES Bank of Japan

Verified email at e.u-tokyo.ac.jp - Homepage

Macroeconomics Econometrics International Macroeconomics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Persistence in law of one price deviations: evidence from micro-data MJ Crucini, M Shintani Journal of Monetary Economics 55 (3), 629-644, 2008	309	2008
Can news be a major source of aggregate fluctuations? a Bayesian DSGE approach I Fujiwara, Y Hirose, M Shintani Journal of Money, Credit and Banking 43 (1), 1-29, 2011	238	2011
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos M Shintani, O Linton Journal of Econometrics 120 (1), 1-33, 2004	181	2004
Testing for a unit root against transitional autoregressive models JY Park, M Shintani International Economic Review 57 (2), 635-664, 2016	150*	2016
Exchange rate pass-through and inflation: a nonlinear time series analysis M Shintani, A Terada-Hagiwara, T Yabu Journal of International Money and Finance 32, 512-527, 2013	149	2013
The effect of demographics on the Japanese housing market F Ohtake, M Shintani Regional Science and Urban Economics 26 (2), 189-201, 1996	138	1996
Bootstrapping GMM estimators for time series A Inoue, M Shintani Journal of Econometrics 133 (2), 531-555, 2006	130	2006
Capital mobility in the world economy: an alternative test A Shibata, M Shintani Journal of International Money and Finance 17 (5), 741-756, 1998	114	1998
The law of one price without the border: the role of distance versus sticky prices MJ Crucini, M Shintani, T Tsuruga The Economic Journal 120 (544), 462-480, 2010	101	2010
Is there chaos in the world economy? a nonparametric test using consistent standard errors* M Shintani, O Linton International Economic Review 44 (1), 331-357, 2003	86	2003
No evidence of chaos but some evidence of dependence in the US stock market A Serletis, M Shintani Chaos, Solitons & Fractals 17 (2-3), 449-454, 2003	67	2003
Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information MJ Crucini, M Shintani, T Tsuruga Journal of International Economics 81 (1), 48-60, 2010	59	2010
Noisy information, distance and law of one price dynamics across US cities MJ Crucini, M Shintani, T Tsuruga Journal of Monetary Economics 74, 52-66, 2015	49	2015
Nonlinear forecasting analysis using diffusion indexes: an application to Japan M Shintani Journal of Money, Credit and Banking 37 (3), 517-538, 2005	49*	2005
Macroeconomic forecasting using factor models and machine learning: an application to Japan K Maehashi, M Shintani Journal of the Japanese and International Economies 58, 101104, 2020	47	2020
A nonparametric measure of convergence towards purchasing power parity M Shintani Journal of Applied Econometrics 21 (5), 589-604, 2006	41*	2006
Chaotic monetary dynamics with confidence A Serletis, M Shintani Journal of Macroeconomics 28 (1), 228-252, 2006	36	2006
Menu costs and Markov inflation: a theoretical revision with new evidence C Ahlin, M Shintani Journal of Monetary Economics 54 (3), 753-784, 2007	35	2007
A simple cointegrating rank test without vector autoregression M Shintani Journal of Econometrics 105 (2), 337-362, 2001	32	2001
Testing for flexible nonlinear trends with an integrated or stationary noise component P Perron, M Shintani, T Yabu Oxford Bulletin of Economics and Statistics 79 (5), 822-853, 2017	27	2017

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