Persistence in law of one price deviations: evidence from micro-data MJ Crucini, M Shintani Journal of Monetary Economics 55 (3), 629-644, 2008 | 312 | 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 | 240 | 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 |
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 | 155 | 2013 |
Testing for a unit root against transitional autoregressive models JY Park, M Shintani International Economic Review 57 (2), 635-664, 2016 | 150* | 2016 |
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 | 133 | 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 | 118 | 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 | 48 | 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 |
Missing wage inflation? Estimating the natural rate of unemployment in a nonlinear DSGE model Y Iwasaki, I Muto, M Shintani European Economic Review 132, 103626, 2021 | 28 | 2021 |