Zobrazeno 1 - 10
of 83
pro vyhledávání: '"MOTOTSUGU SHINTANI"'
Autor:
Daijiro Kabata1,2, Mototsugu Shintani3 shintani@e.u-tokyo.ac.jp
Publikováno v:
Communications in Statistics: Simulation & Computation. 2023, Vol. 52 Issue 12, p5880-5893. 14p.
Publikováno v:
Journal of Money, Credit and Banking. 54:1637-1671
Publikováno v:
Journal of Natural Language Processing. 29:1233-1253
Publikováno v:
SSRN Electronic Journal.
Autor:
Daijiro Kabata, Mototsugu Shintani
Publikováno v:
Communications in Statistics - Simulation and Computation. :1-14
Access to high-dimensional data has made the use of machine learning in causal inference more common in recent years. The double/debiased machine learning (DML) estimator for the treatment effect i...
Publikováno v:
Journal of Money, Credit and Banking. 53:1929-1968
This paper analyzes the dynamics of full-time employment and part-time employment over the business cycle. We first document basic macroeconomic facts on these employment stocks using the U.S. data and decompose their cyclical dynamics into the contr
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics. 25:111-133
We construct business cycle indexes based on the daily Japanese newspaper articles and estimate the Phillips curve model to forecast inflation at a daily frequency. We find that the news-based leading indicator, constructed from the topic on future e
Publikováno v:
SSRN Electronic Journal.
Autor:
Hiroyuki Kubota, Mototsugu Shintani
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Journal of International Money and Finance. 92:153-176
The current account in developed countries is highly persistent and volatile in comparison to output growth. The standard intertemporal current account model with rational expectations (RE) fails to account for the observed current account dynamics t