Citation analysis for CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo

Citation Profile [Updated: 2025-01-21 17:37:07]

5 Years H Index

Impact Factor (IF)

0.28

5 Years IF

0.18

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1997	0	0.27	0.03	0	37	37	33	1	1	0		0			0	1	0.03	0.15
1998	0.05	0.32	0.04	0.05	46	83	38	3	4	37	2	37	2		0	1	0.02	0.18
1999	0.06	0.39	0.1	0.06	30	113	80	8	15	83	5	83	5	1	12.5	2	0.07	0.25
2000	0.08	0.54	0.14	0.08	32	145	87	16	35	76	6	113	9	10	62.5	5	0.16	0.25
2001	0.26	0.49	0.16	0.14	44	189	166	27	65	62	16	145	20	16	59.3	7	0.16	0.28
2002	0.28	0.54	0.19	0.16	45	234	82	43	110	76	21	189	31	18	41.9	7	0.16	0.31
2003	0.22	0.53	0.21	0.18	67	301	270	58	172	89	20	197	35	22	37.9	11	0.16	0.3
2004	0.33	0.59	0.21	0.28	57	358	146	71	246	112	37	218	62	11	15.5	5	0.09	0.36
2005	0.41	0.61	0.24	0.28	80	438	414	107	353	124	51	245	68	22	20.6	18	0.23	0.37
2006	0.36	0.59	0.2	0.25	67	505	279	103	456	137	49	293	74	16	15.5	12	0.18	0.34
2007	0.41	0.52	0.25	0.3	76	581	236	145	604	147	61	316	95	32	22.1	14	0.18	0.29
2008	0.26	0.59	0.23	0.32	70	651	133	149	753	143	37	347	110	26	17.4	7	0.1	0.29
2009	0.22	0.58	0.29	0.21	98	749	510	212	969	146	32	350	75	55	25.9	92	0.94	0.33
2010	0.6	0.52	0.36	0.39	76	825	443	299	1270	168	100	391	154	85	28.4	38	0.5	0.3
2011	0.46	0.62	0.26	0.29	49	874	115	227	1499	174	80	387	114	26	11.5	9	0.18	0.37
2012	0.61	0.68	0.36	0.47	41	915	88	331	1830	125	76	369	172	33	10	12	0.29	0.36
2013	0.39	0.66	0.31	0.41	40	955	108	295	2125	90	35	334	136	34	11.5	15	0.38	0.35
2014	0.47	0.67	0.27	0.4	39	994	100	273	2398	81	38	304	121	15	5.5	11	0.28	0.34
2015	0.52	0.65	0.26	0.39	48	1042	127	275	2673	79	41	245	95	43	15.6	19	0.4	0.36
2016	0.38	0.64	0.19	0.23	38	1080	53	202	2875	87	33	217	49	18	8.9	5	0.13	0.35
2017	0.42	0.62	0.17	0.25	45	1125	56	194	3069	86	36	206	51	26	13.4	13	0.29	0.35
2018	0.23	0.61	0.15	0.22	26	1151	61	175	3245	83	19	210	47	12	6.9	1	0.04	0.34
2019	0.41	0.62	0.18	0.29	29	1180	61	215	3460	71	29	196	56	29	13.5	14	0.48	0.36
2020	0.38	0.69	0.12	0.23	22	1202	55	138	3599	55	21	186	43	13	9.4	8	0.36	0.73
2021	0.47	0.94	0.15	0.31	24	1226	14	179	3778	51	24	160	49	23	12.8	4	0.17	0.39
2022	0.57	0.69	0.12	0.32	26	1252	21	153	3931	46	26	146	46	18	11.8	4	0.15	0.22
2023	0.2	0.55	0.07	0.18	13	1265	3	88	4019	50	10	127	23	4	4.5	1	0.08	0.17
2024	0.28		0.06	0.18	17	1282	0	82	4101	39	11	114	21	5	6.1		0

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers \|\| Download paper	83
2	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers \|\| Download paper	75
3	2009	Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf638. Full description at Econpapers \|\| Download paper	61
4	2005	Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers \|\| Download paper	60
5	2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644. Full description at Econpapers \|\| Download paper	51
6	2009	Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2009cf621. Full description at Econpapers \|\| Download paper	49
7	2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652. Full description at Econpapers \|\| Download paper	49
8	2005	The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach. (2005). Ueda, Kazuo ; Oda, Nobuyuki. In: CIRJE F-Series. RePEc:tky:fseres:2005cf336. Full description at Econpapers \|\| Download paper	44
9	2006	Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through. (2006). Ito, Takatoshi ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2006cf406. Full description at Econpapers \|\| Download paper	43
10	2018	Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078. Full description at Econpapers \|\| Download paper	42
11	2006	Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers \|\| Download paper	41
12	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers \|\| Download paper	40
13		Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Ohashi, Hiroshi ; Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261. Full description at Econpapers \|\| Download paper	34
14	2009	Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613. Full description at Econpapers \|\| Download paper	33
15	2010	Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713. Full description at Econpapers \|\| Download paper	33
16	2014	Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers \|\| Download paper	32
17	2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers \|\| Download paper	31
18	2007	Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers \|\| Download paper	31
19	2010	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706. Full description at Econpapers \|\| Download paper	31
20	2010	IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers \|\| Download paper	30
21	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers \|\| Download paper	30
22	2018	Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090. Full description at Econpapers \|\| Download paper	29
23	2001	A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? . (2001). Fukuda, Shin-ichi ; Onodera, Takashi . In: CIRJE F-Series. RePEc:tky:fseres:2001cf101. Full description at Econpapers \|\| Download paper	29
24	2013	The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894. Full description at Econpapers \|\| Download paper	29
25	2010	Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf752. Full description at Econpapers \|\| Download paper	29
26	2015	Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers \|\| Download paper	29
27	2007	The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie. In: CIRJE F-Series. RePEc:tky:fseres:2007cf460. Full description at Econpapers \|\| Download paper	28
28	2005	Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry. (2005). Yokoyama, Kazuki ; SAWADA, MICHIRU ; okazaki, tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2005cf355. Full description at Econpapers \|\| Download paper	27
29	2001	Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers \|\| Download paper	27
30	2006	Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407. Full description at Econpapers \|\| Download paper	26
31	2005	The Bank of Japans Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management. (2005). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf375. Full description at Econpapers \|\| Download paper	26
32	1999	Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56. Full description at Econpapers \|\| Download paper	26
33	2003	The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation. (2003). Kletzer, Kenneth ; Dekle, Robert. In: CIRJE F-Series. RePEc:tky:fseres:2003cf225. Full description at Econpapers \|\| Download paper	26
34	2008	On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542. Full description at Econpapers \|\| Download paper	26
35		Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639. Full description at Econpapers \|\| Download paper	25
36	2001	Modularization in the Auto Industry: Interlinked Multiple Hierarchies of Product, Production, and Supplier Systems. (2001). Takeishi, Akira ; Fujimoto, Takahiro . In: CIRJE F-Series. RePEc:tky:fseres:2001cf107. Full description at Econpapers \|\| Download paper	25
37	2005	Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348. Full description at Econpapers \|\| Download paper	24
38	2010	Choice of Collateral Currency. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf778. Full description at Econpapers \|\| Download paper	24
39	2005	The 2005 Lawrence R. Klein Lecture: Emergent Class Structure. (2005). Matsuyama, Kiminori. In: CIRJE F-Series. RePEc:tky:fseres:2005cf383. Full description at Econpapers \|\| Download paper	24
40	2012	Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2012cf840. Full description at Econpapers \|\| Download paper	24
41	2009	A Note on Construction of Multiple Swap Curves with and without Collateral. (2009). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2009cf630. Full description at Econpapers \|\| Download paper	23
42	2014	Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933. Full description at Econpapers \|\| Download paper	23
43	2015	Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993. Full description at Econpapers \|\| Download paper	23
44	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers \|\| Download paper	22
45	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper	22
46	2006	Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf430. Full description at Econpapers \|\| Download paper	21
47	2009	A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2009). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2009cf698. Full description at Econpapers \|\| Download paper	21
48	2017	Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038. Full description at Econpapers \|\| Download paper	20
49	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037. Full description at Econpapers \|\| Download paper	20
50	2010	Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf781. Full description at Econpapers \|\| Download paper	20

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2002	Innovation and Growth: A Schumpeterian Model of Innovation. (2002). Khan, Haider. In: CIRJE F-Series. RePEc:tky:fseres:2002cf150. Full description at Econpapers \|\| Download paper	11
2	2018	Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078. Full description at Econpapers \|\| Download paper	8
3	2014	Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers \|\| Download paper	6
4	2005	Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers \|\| Download paper	6
5	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers \|\| Download paper	5
6	2015	Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers \|\| Download paper	4
7	2012	A Characterization of the Plurality Rule. (2012). Sekiguchi, Yohei . In: CIRJE F-Series. RePEc:tky:fseres:2012cf833. Full description at Econpapers \|\| Download paper	4
8	2022	Equilibrium Pricing of Securities in the Co-presence of Cooperative and Non-cooperative Populations. (2022). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1201. Full description at Econpapers \|\| Download paper	4
9	2022	A Technology-Gap Model of Premature Deindustrialization. (2022). Matsuyama, Kiminori ; Fujiwara, Ippei. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1190. Full description at Econpapers \|\| Download paper	4
10	2019	Inflation Target and Anchor of Inflation Forecasts in Japan. (2019). Soma, Naoto ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2019cf1108. Full description at Econpapers \|\| Download paper	4
11	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers \|\| Download paper	3
12	2009	Self-organizing Marketplaces. (2009). Tabuchi, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2009cf607. Full description at Econpapers \|\| Download paper	3
13	2021	Intergenerational Assimilation of Minorities: The Role of the Majority Group. (2021). Zenou, Yves ; Sato, Yasuhiro ; Itoh, Ryo. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1181. Full description at Econpapers \|\| Download paper	3
14	2015	The Influence Function of Semiparametric Estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney K. In: CIRJE F-Series. RePEc:tky:fseres:2015cf985. Full description at Econpapers \|\| Download paper	3
15	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers \|\| Download paper	3
16	2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers \|\| Download paper	3
17	2000	Defense Expenditures and Allied Cooperation. (2000). Ihori, Toshihiro. In: CIRJE F-Series. RePEc:tky:fseres:2000cf68. Full description at Econpapers \|\| Download paper	3
18	2020	Interest Rate Model With Investor Attitude and Text Mining. (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1152. Full description at Econpapers \|\| Download paper	3
19	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037. Full description at Econpapers \|\| Download paper	3
20	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (0000). Nakano, Masafumi ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1037. Full description at Econpapers \|\| Download paper	3
21	1999	Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56. Full description at Econpapers \|\| Download paper	3
22	2023	Mean-field Equilibrium Price Formation with Exponential Utility. (2023). Sekine, Masashi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1210. Full description at Econpapers \|\| Download paper	3
23	2017	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069. Full description at Econpapers \|\| Download paper	3
24	2020	Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146. Full description at Econpapers \|\| Download paper	2
25	2022	A State Space Modeling for Proactive Management in Equity Investment. (2022). Takahashi, Soichiro. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1197. Full description at Econpapers \|\| Download paper	2
26	2022	AI, Skill, and Productivity: The Case of Taxi Drivers. (2022). Kanazawa, Kyogo ; Kawaguchi, Daiji ; Shigeoka, Hitoshi ; Watanabe, Yasutora. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1202. Full description at Econpapers \|\| Download paper	2
27	2010	Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf752. Full description at Econpapers \|\| Download paper	2
28	2011	Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase . during Japans Lost Decades?. (2011). Fukuda, Shin-ichi ; Yamada, Junji . In: CIRJE F-Series. RePEc:tky:fseres:2011cf819. Full description at Econpapers \|\| Download paper	2
29	2005	The Bank of Japans Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management. (2005). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf375. Full description at Econpapers \|\| Download paper	2
30	2018	Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090. Full description at Econpapers \|\| Download paper	2
31	2001	Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers \|\| Download paper	2
32	2006	The Spirit of Capitalism and Asset Pricing: an Empirical Investigation. (2006). Zhang, Qiang. In: CIRJE F-Series. RePEc:tky:fseres:2006cf428. Full description at Econpapers \|\| Download paper	2
33	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers \|\| Download paper	2
34	2022	Multi-agent Robust Optimal Investment Problem in Incomplete Market. (2022). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1198. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 11

Year	Title
2024	Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation. (2023). Toda, Alexis Akira ; Hirano, Tomohiro. In: Papers. RePEc:arx:papers:2307.00349. Full description at Econpapers \|\| Download paper
2024
2024	Bubble economics. (2024). Toda, Alexis Akira ; Hirano, Tomohiro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000065. Full description at Econpapers \|\| Download paper
2024
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2024	A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment. (2024). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:132-155. Full description at Econpapers \|\| Download paper
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Recent citations

Recent citations received in 2023

Year	Citing document
2023	Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Destabilizing effects of market size in the dynamics of innovation. (2022). Ushchev, Philip ; Matsuyama, Kiminori. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053122000059. Full description at Econpapers \|\| Download paper
2022	A Multi-Agent Incomplete Equilibrium Model and Its Applications to Reinsurance Pricing and Life-Cycle Investment. (2022). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1206. Full description at Econpapers \|\| Download paper
2022	Multi-Agent Model Based Proactive Risk Management For Equity Investment. (2022). Takahashi, Akihiko ; Mita, Daiya. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1207. Full description at Econpapers \|\| Download paper
2022	Heterogeneous Paths of Structural Transformation. (2022). Nguyen, Duc. In: Working Papers. RePEc:tor:tecipa:tecipa-742. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf521. Full description at Econpapers \|\| Download paper
2021	Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks. (2021). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1173. Full description at Econpapers \|\| Download paper
2021	A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1177. Full description at Econpapers \|\| Download paper
2021	Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1180. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	24	65
2	Papers / arXiv.org	90	64
3	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	27	63
4	MPRA Paper / University Library of Munich, Germany	131	22
5	Japan and the World Economy / Elsevier	37	20
6	International Review of Financial Analysis / Elsevier	71	11
7	Econometrics and Statistics / Elsevier	12	10
8	Sustainability / MDPI	67	8
9	Journal of the Japanese and International Economies / Elsevier	55	8
10	Energy Economics / Elsevier	164	7
11	Journal of Econometrics / Elsevier	231	7