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Mototsugu Shintani

Global rank #2984 96%

Institution: University of Tokyo

Primary Field: Macro (weighted toward more recent publications)

Homepage: https://sites.google.com/site/motoshintani/

First Publication: 1996

Most Recent: 2023

RePEc ID: psh5 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.67 0.00 0.67
Last 10 Years 0.00 0.67 3.02 0.00 4.36
All Time 0.00 9.38 10.05 0.00 30.67

Publication Statistics

Raw Publications 25
Coauthorship-Adjusted Count 23.22

Publications (25)

Year Article Journal Tier Authors
2023 Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis Review of Economic Dynamics B 3
2019 Current account dynamics under information rigidity and imperfect capital mobility Journal of International Money and Finance B 3
2018 Quasi‐Bayesian model selection Quantitative Economics B 2
2018 Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes Journal of Econometrics A 3
2017 Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component Oxford Bulletin of Economics and Statistics B 3
2015 Noisy information, distance and law of one price dynamics across US cities Journal of Monetary Economics A 3
2015 Measuring international business cycles by saving for a rainy day Canadian Journal of Economics C 2
2014 Real exchange rate dynamics in sticky wage models Economics Letters C 3
2013 Do sticky prices increase real exchange rate volatility at the sector level? European Economic Review B 3
2013 Exchange rate pass-through and inflation: A nonlinear time series analysis Journal of International Money and Finance B 3
2012 Spurious regressions in technical trading Journal of Econometrics A 3
2011 Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach Journal of Money, Credit, and Banking B 3
2011 Nonparametric lag selection for nonlinear additive autoregressive models Economics Letters C 2
2010 Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information Journal of International Economics A 3
2008 Persistence in law of one price deviations: Evidence from micro-data Journal of Monetary Economics A 2
2008 A dynamic factor approach to nonlinear stability analysis Journal of Economic Dynamics and Control B 1
2007 Menu costs and Markov inflation: A theoretical revision with new evidence Journal of Monetary Economics A 2
2006 Bootstrapping GMM estimators for time series Journal of Econometrics A 2
2006 ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT Econometric Theory B 2
2006 Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data Economics Letters C 2
2004 Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos Journal of Econometrics A 2
2004 Measuring the Economic Impact of Monetary Union: The Case of Okinawa Review of Economics and Statistics A 3
2001 A simple cointegrating rank test without vector autoregression Journal of Econometrics A 1
1998 Capital mobility in the world economy: an alternative test Journal of International Money and Finance B 2
1996 The effect of demographics on the Japanese housing market Regional Science and Urban Economics B 2