Zobrazeno 1 - 10
of 28
pro vyhledávání: '"Shoko Morimoto"'
Autor:
Yuka Ikeda, Kumiko Matsuoka, Mika Suda, Yusa Tane, Junko Hiramatsu, Madoka Yamanouchi, Satoko Usui, Shoko Morimoto, Yasushi Fujii
Publikováno v:
JAPANESE ORTHOPTIC JOURNAL. 52:135-145
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7f49a05cb581b6ead4ade89024296e3a
https://doi.org/10.4263/jorthoptic.52f117
https://doi.org/10.4263/jorthoptic.52f117
Publikováno v:
Japan and the World Economy. 49:187-194
This paper investigates whether the Japanese voters became happy and/or unhappy due to the results of the General Election in 2009. We conducted a daily web survey for seven days before and after the election, obtaining 1068 responses. Estimating a f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bd1a3a889fc2caba6687834909d2ef26
https://doi.org/10.1016/j.japwor.2018.12.001
https://doi.org/10.1016/j.japwor.2018.12.001
Publikováno v:
Oxford Economic Papers.
We examine the optimality of the Friedman rule by considering recent development of behavioral economics. We construct a simple macroeconomic model where agents discount consumption and leisure at different rates. We also consider a standard exponent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c44b777658dd4af299291cdf58f793a2
https://doi.org/10.1093/oep/gpaa045
https://doi.org/10.1093/oep/gpaa045
Autor:
Shoko Morimoto, Mototsugu Shintani
We extend the analysis of Campbell et al. (1993) on the relationship between the first-order daily stock return autocorrelation and stock market trading volume by allowing abrupt and smooth transition structures using lagged stock returns as a transi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::561b42288634042469d67d92b8f98e7e
http://www2.econ.osaka-u.ac.jp/library/global/dp/1028.pdf
http://www2.econ.osaka-u.ac.jp/library/global/dp/1028.pdf
Autor:
Shoko Morimoto
Using a directed search model, modified from random matching, this paper investigates how trading frictions in asset markets affect portfolio choices, asset prices, and welfare. By solving the model numerically, it is demonstrated that the asset pric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::9c4bee6664ec615410a2ca13ce9c7b71
http://www2.econ.osaka-u.ac.jp/library/global/dp/0933.pdf
http://www2.econ.osaka-u.ac.jp/library/global/dp/0933.pdf
Autor:
Iwase, Masanori1,2 (AUTHOR) iwase@intmed2.med.kyushu-u.ac.jp, Komorita, Yuji1 (AUTHOR), Fujii, Hiroki1 (AUTHOR), Ohkuma, Toshiaki1 (AUTHOR), Ide, Hitoshi1 (AUTHOR), Yoshinari, Masahito1 (AUTHOR), Oku, Yutaro1 (AUTHOR), Higashi, Taiki1 (AUTHOR), Nakamura, Udai1 (AUTHOR), Kitazono, Takanari1 (AUTHOR)
Publikováno v:
Journal of Diabetes Investigation. Sep2020, Vol. 11 Issue 5, p1258-1264. 7p.
Autor:
Komorita, Yuji1,2 (AUTHOR), Iwase, Masanori1,3 (AUTHOR) iwase@intmed2.med.kyushu-u.ac.jp, Idewaki, Yasuhiro1,3 (AUTHOR), Fujii, Hiroki4 (AUTHOR), Ohkuma, Toshiaki1,5 (AUTHOR), Ide, Hitoshi1,6 (AUTHOR), Jodai‐Kitamura, Tamaki1 (AUTHOR), Yoshinari, Masahito1 (AUTHOR), Murao‐Kimura, Ai1 (AUTHOR), Oku, Yutaro1 (AUTHOR), Nakamura, Udai1 (AUTHOR), Kitazono, Takanari1 (AUTHOR)
Publikováno v:
Journal of Diabetes Investigation. Jan2020, Vol. 11 Issue 1, p62-69. 8p.
Autor:
Sumi, Akiko1, Iwase, Masanori1,2 iwase@intmed2.med.kyushu-u.ac.jp, Nakamura, Udai1, Fujii, Hiroki3, Ohkuma, Toshiaki1,4, Ide, Hitoshi1,5, Jodai‐kitamura, Tamaki1, Komorita, Yuji1, Yoshinari, Masahito1, Kitazono, Takanari1
Publikováno v:
Journal of Diabetes Investigation. Sep2018, Vol. 9 Issue 5, p1216-1223. 8p.
Autor:
Hori, Takeo1, Futagami, Koichi2
Publikováno v:
Economica. Jan2019, Vol. 86 Issue 341, p139-165. 27p.
Autor:
Idewaki, Yasuhiro1,2, Iwase, Masanori1,2 iwase@intmed2.med.kyushu-u.ac.jp, Fujii, Hiroki1,3, Ohkuma, Toshiaki1,4, Ide, Hitoshi1, Kaizu, Shinako1, Jodai, Tamaki1, Kikuchi, Yohei1, Hirano, Atsushi1,5, Nakamura, Udai1, Kubo, Michiaki5, Kitazono, Takanari1
Publikováno v:
PLoS ONE. 11/23/2015, Vol. 10 Issue 11, p1-12. 12p.