Mototsugu Shintani, Ph.D.
Affiliations: | 2000 | Yale University, New Haven, CT |
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"Mototsugu Shintani"Parents
Sign in to add mentor| Peter C.B. Phillips | grad student | 2000 | Yale | |
| (Nonparametric econometrics for nonstationary and chaotic data.) | ||||
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Publications
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| Crucini MJ, Shintani M, Tsuruga T. (2020) A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate National Bureau of Economic Research |
| Shibata A, Shintani M, Tsuruga T. (2019) Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility Journal of International Money and Finance. 92: 153-176 |
| Inoue A, Shintani M. (2018) Quasi-Bayesian Model Selection Quantitative Economics. 9: 1265-1297 |
| Lee Y, Okui R, Shintani M. (2018) Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes Journal of Econometrics. 204: 147-158 |
| Perron P, Shintani M, Yabu T. (2017) Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component Oxford Bulletin of Economics and Statistics. 79: 822-850 |
| Park JY, Shintani M. (2016) Testing for a unit root against transitional autoregressive models International Economic Review. 57: 635-664 |
| Shintani M, Guo ZY. (2016) Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach Econometric Reviews. 1-20 |
| Crucini MJ, Shintani M, Tsuruga T. (2015) Noisy information, distance and law of one price dynamics across US cities Journal of Monetary Economics. 74: 52-66 |
| Crucini MJ, Shintani M, Tsuruga T. (2014) Real exchange rate dynamics in sticky wage models Economics Letters. 123: 160-163 |
| Shintani M. (2013) The inf-t test for a unit root against asymmetric exponential smooth transition autoregressive models Japanese Economic Review. 64: 3-15 |