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Mototsugu Shintani, Ph.D. - Publications

Affiliations: 
2000 Yale University, New Haven, CT 
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36 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Crucini MJ, Shintani M, Tsuruga T. A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate National Bureau of Economic Research. DOI: 10.3386/W27420  0.386
2019 Shibata A, Shintani M, Tsuruga T. Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility Journal of International Money and Finance. 92: 153-176. DOI: 10.1016/J.Jimonfin.2018.12.001  0.317
2018 Inoue A, Shintani M. Quasi-Bayesian Model Selection Quantitative Economics. 9: 1265-1297. DOI: 10.3982/Qe587  0.347
2018 Lee Y, Okui R, Shintani M. Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes Journal of Econometrics. 204: 147-158. DOI: 10.2139/Ssrn.2337445  0.38
2017 Perron P, Shintani M, Yabu T. Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component Oxford Bulletin of Economics and Statistics. 79: 822-850. DOI: 10.1111/Obes.12169  0.561
2016 Park JY, Shintani M. Testing for a unit root against transitional autoregressive models International Economic Review. 57: 635-664. DOI: 10.1111/Iere.12171  0.347
2016 Shintani M, Guo ZY. Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach Econometric Reviews. 1-20. DOI: 10.1080/07474938.2015.1092825  0.351
2015 Crucini MJ, Shintani M, Tsuruga T. Noisy information, distance and law of one price dynamics across US cities Journal of Monetary Economics. 74: 52-66. DOI: 10.2139/Ssrn.2536636  0.364
2014 Crucini MJ, Shintani M, Tsuruga T. Real exchange rate dynamics in sticky wage models Economics Letters. 123: 160-163. DOI: 10.1016/J.Econlet.2014.02.003  0.326
2013 Shintani M. The inf-t test for a unit root against asymmetric exponential smooth transition autoregressive models Japanese Economic Review. 64: 3-15. DOI: 10.1111/Jere.12005  0.383
2013 Guo ZF, Shintani M. Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present Econometrics Journal. 16: 473-484. DOI: 10.1111/J.1368-423X.2012.00392.X  0.358
2013 Shintani M, Terada-Hagiwara A, Yabu T. Exchange rate pass-through and inflation: A nonlinear time series analysis Journal of International Money and Finance. 32: 512-527. DOI: 10.1016/J.Jimonfin.2012.05.024  0.403
2013 Crucini MJ, Shintani M, Tsuruga T. Do sticky prices increase real exchange rate volatility at the sector level? European Economic Review. 62: 58-72. DOI: 10.1016/J.Euroecorev.2013.04.007  0.378
2012 Shintani M, Yabu T, Nagakura D. Spurious regressions in technical trading Journal of Econometrics. 169: 301-309. DOI: 10.1016/J.Jeconom.2012.01.019  0.389
2011 Fujiwara I, Hirose Y, Shintani M. Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach Journal of Money, Credit and Banking. 43: 1-29. DOI: 10.1111/J.1538-4616.2010.00363.X  0.35
2011 Guo ZF, Shintani M. Nonparametric lag selection for nonlinear additive autoregressive models Economics Letters. 111: 131-134. DOI: 10.1016/J.Econlet.2011.01.014  0.33
2010 Crucini MJ, Shintani M, Tsuruga T. Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information Journal of International Economics. 81: 48-60. DOI: 10.24149/Gwp7  0.401
2010 Crucini MJ, Shintani M. Measuring Business Cycles by Saving for a Rainy Day National Bureau of Economic Research. 2010. DOI: 10.24149/Gwp50  0.345
2010 Crucini MJ, Shintani M, Tsuruga T. The Law of One Price without the border: The role of distance versus sticky prices Economic Journal. 120: 462-480. DOI: 10.1111/J.1468-0297.2010.02354.X  0.36
2008 Finegan TA, Peñaloza RV, Shintani M. Reassessing cyclical changes in workers' labor market status: Gross flows and the types of workers who determine them Industrial and Labor Relations Review. 61: 244-257. DOI: 10.1177/001979390806100206  0.307
2008 Crucini MJ, Shintani M. Persistence in law of one price deviations: Evidence from micro-data Journal of Monetary Economics. 55: 629-644. DOI: 10.1016/J.Jmoneco.2007.12.010  0.35
2008 Shintani M. A dynamic factor approach to nonlinear stability analysis Journal of Economic Dynamics and Control. 32: 2788-2808. DOI: 10.1016/J.Jedc.2007.10.006  0.346
2007 Ahlin C, Shintani M. Menu costs and Markov inflation: A theoretical revision with new evidence Journal of Monetary Economics. 54: 753-784. DOI: 10.1016/J.Jmoneco.2006.01.003  0.328
2006 Cai Y, Shintani M. On the alternative long-run variance ratio test for a unit root Econometric Theory. 22: 347-372. DOI: 10.1017/S026646660606018X  0.381
2006 Serletis A, Shintani M. Chaotic monetary dynamics with confidence Journal of Macroeconomics. 28: 228-252. DOI: 10.1016/J.Jmacro.2005.10.017  0.373
2006 Inoue A, Shintani M. Bootstrapping GMM estimators for time series Journal of Econometrics. 133: 531-555. DOI: 10.1016/J.Jeconom.2005.06.004  0.386
2006 Shintani M. A nonparametric measure of convergence towards purchasing power parity Journal of Applied Econometrics. 21: 589-604. DOI: 10.1002/Jae.867  0.392
2005 Shintani M. Nonlinear forecasting analysis using diffusion indexes: An application to Japan Journal of Money, Credit and Banking. 37: 517-538. DOI: 10.1353/Mcb.2005.0036  0.32
2004 Shintani M, Linton O. Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos Journal of Econometrics. 120: 1-33. DOI: 10.1016/S0304-4076(03)00205-7  0.398
2003 Shintani M, Linton O. Is there chaos in the world economy? A nonparametric test using consistent standard errors International Economic Review. 44: 331-358. DOI: 10.2139/Ssrn.273731  0.384
2003 Serletis A, Shintani M. No evidence of chaos but some evidence of dependence in the US stock market Chaos, Solitons and Fractals. 17: 449-454. DOI: 10.1016/S0960-0779(02)00387-9  0.4
2001 Shintani M. A Simple Cointegrating Rank Test Without Vector Autoregression Journal of Econometrics. 105: 337-362. DOI: 10.1016/S0304-4076(01)00084-7  0.39
1998 Shibata A, Shintani M. Capital mobility in the world economy: an alternative test Journal of International Money and Finance. 17: 741-756. DOI: 10.1016/S0261-5606(98)00033-3  0.367
1996 Shintani M. Excess Smoothness Of Consumption In Japan The Japanese Economic Review. 47: 271-285. DOI: 10.1111/J.1468-5876.1996.Tb00048.X  0.376
1996 Ohtake F, Shintani M. The effect of demographics on the Japanese housing market Regional Science and Urban Economics. 26: 189-201. DOI: 10.1016/0166-0462(95)02113-2  0.362
1994 Shintani M. Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons Journal of the Japanese and International Economies. 8: 144-172. DOI: 10.1006/Jjie.1994.1009  0.357
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