Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Isamu Ginama"'
Publikováno v:
Journal of Mathematical Finance. 11:123-151
Common factor panel methodologies are applied to investment and savings rates in the context of the Feldstein-Horioka puzzle to derive idiosyncratic components of the two variables for OECD countries, Japan, and Indonesia. The idiosyncratic component
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e5001a91b3daeff9a6b958caa5f2074
https://doi.org/10.4236/jmf.2021.111006
https://doi.org/10.4236/jmf.2021.111006
Publikováno v:
Japan and the World Economy. 48:11-21
The article empirically examines the Feldstein–Horioka puzzle using national data from 23, 24, and 29 Organisation for Economic Cooperation and Development (OECD) countries, along with regional economic data from Japan, Indonesia, and the Philippin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6ed1d0eeb8184bdf8ebfe0dc3e0cfe6
https://doi.org/10.1016/j.japwor.2018.06.001
https://doi.org/10.1016/j.japwor.2018.06.001
Autor:
Mitsuhiro Odaki, Isamu Ginama
Publikováno v:
Journal of Mathematical Finance. :333-350
This paper extends the method of regressing production and sales variables on a set of seasonal dummy variables and a linear trend for empirical tests on the production smoothing hypothesis of inventory investment. Unit root testing procedures form t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a213d90b164b5c7a31c3a21550697f4
https://doi.org/10.4236/jmf.2017.72018
https://doi.org/10.4236/jmf.2017.72018
Autor:
Isamu Ginama
Publikováno v:
International Journal of Production Economics. 59:23-32
This article investigates the possibility of macroeconomic conditional production smoothing of inventory investment in Japan and the UK. It is argued that both unconditional and conditional variances and covariances can be useful to interpret the tim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::561b5d9bd352f035824a417e53bdb3c7
https://doi.org/10.1016/s0925-5273(98)00092-9
https://doi.org/10.1016/s0925-5273(98)00092-9
Autor:
Isamu Ginama
Publikováno v:
International Journal of Production Economics. 45:29-36
This paper introduces a conditional second moment approach to the production smoothing hypothesis of inventory investment. The multivariate ARCH technique makes it possible to calculate the time series of the relevant conditional variances and covari
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b33977ac19c46a65416a222e884e92d
https://doi.org/10.1016/0925-5273(96)00051-5
https://doi.org/10.1016/0925-5273(96)00051-5