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

Citation Profile [Updated: 2026-07-12 16:53:14]

5 Years H Index

Impact Factor (IF)

0.13

5 Years IF

0.2

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	0.28	0.05	0	37	37	34	1	2	0		0			0	1	0.03	0.15
1998	0.05	0.32	0.04	0.05	46	83	41	3	5	37	2	37	2		0	1	0.02	0.18
1999	0.06	0.4	0.1	0.06	30	113	80	8	16	83	5	83	5	1	12.5	2	0.07	0.26
2000	0.08	0.55	0.14	0.08	32	145	89	16	36	76	6	113	9	10	62.5	5	0.16	0.25
2001	0.26	0.48	0.16	0.14	44	189	167	27	66	62	16	145	20	16	59.3	7	0.16	0.27
2002	0.28	0.55	0.19	0.16	45	234	82	43	111	76	21	189	31	18	41.9	7	0.16	0.31
2003	0.22	0.52	0.21	0.18	67	301	271	58	173	89	20	197	35	22	37.9	11	0.16	0.29
2004	0.33	0.59	0.21	0.29	57	358	147	72	248	112	37	218	63	11	15.3	5	0.09	0.36
2005	0.4	0.6	0.24	0.27	80	438	417	106	355	124	50	245	67	22	20.8	18	0.23	0.35
2006	0.35	0.58	0.2	0.25	67	505	284	102	457	137	48	293	73	16	15.7	12	0.18	0.34
2007	0.42	0.51	0.26	0.31	76	581	236	147	607	147	62	316	97	32	21.8	14	0.18	0.29
2008	0.27	0.58	0.23	0.32	70	651	133	152	759	143	39	347	112	26	17.1	7	0.1	0.29
2009	0.22	0.58	0.29	0.21	98	749	517	216	979	146	32	350	75	55	25.5	95	0.97	0.33
2010	0.6	0.52	0.36	0.39	76	825	454	299	1280	168	100	391	154	85	28.4	38	0.5	0.3
2011	0.47	0.61	0.26	0.3	49	874	115	228	1510	174	81	387	115	26	11.4	9	0.18	0.37
2012	0.61	0.67	0.36	0.47	41	915	93	329	1839	125	76	369	172	33	10	12	0.29	0.36
2013	0.39	0.65	0.31	0.41	40	955	109	296	2135	90	35	334	137	34	11.5	15	0.38	0.34
2014	0.44	0.67	0.27	0.39	39	994	111	273	2408	81	36	304	119	15	5.5	11	0.28	0.34
2015	0.52	0.65	0.27	0.39	48	1042	135	279	2687	79	41	245	95	43	15.4	19	0.4	0.36
2016	0.38	0.63	0.19	0.22	38	1080	53	201	2888	87	33	217	48	18	9	5	0.13	0.33
2017	0.42	0.6	0.17	0.25	45	1125	58	195	3083	86	36	206	51	26	13.3	13	0.29	0.34
2018	0.23	0.6	0.16	0.24	26	1151	67	179	3263	83	19	210	50	12	6.7	1	0.04	0.34
2019	0.41	0.61	0.18	0.29	29	1180	70	215	3478	71	29	196	56	29	13.5	14	0.48	0.35
2020	0.38	0.68	0.12	0.23	22	1202	73	140	3619	55	21	186	42	13	9.3	8	0.36	0.72
2021	0.47	0.87	0.15	0.31	24	1226	15	181	3800	51	24	160	50	23	12.7	4	0.17	0.36
2022	0.61	0.66	0.13	0.33	26	1252	31	158	3958	46	28	146	48	18	11.4	5	0.19	0.2
2023	0.18	0.48	0.07	0.19	13	1265	6	91	4049	50	9	127	24	4	4.4	1	0.08	0.16
2024	0.28	0.46	0.07	0.19	17	1282	1	85	4134	39	11	114	22	5	5.9		0	0.17
2025	0.13	0.62	0.06	0.2	26	1308	3	84	4218	30	4	102	20	12	14.3	4	0.15	0.23

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 ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers \|\| Download paper	87
2	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers \|\| Download paper	75
3	2005	Monte Carlo Simulation with Asymptotic Method. (2005). Yoshida, Nakahiro ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers \|\| Download paper	62
4	2009	Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf638. Full description at Econpapers \|\| Download paper	61
5	2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). PÃ©rez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Perez-Amaral, Teodosio. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644. Full description at Econpapers \|\| Download paper	51
6	2009	Computation in an Asymptotic Expansion Method. (2009). Toda, Masashi ; Takehara, Kohta ; Takahashi, Akihiko. 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). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf652. Full description at Econpapers \|\| Download paper	49
8	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	47
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	44
10	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
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). Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers \|\| Download paper	41
13	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	39
14		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
15	2015	Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers \|\| Download paper	34
16	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
17	2010	Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713. Full description at Econpapers \|\| Download paper	33
18	2010	IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers \|\| Download paper	32
19	2010	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706. Full description at Econpapers \|\| Download paper	31
20	2007	Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers \|\| Download paper	31
21	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	31
22	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	31
23	2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers \|\| Download paper	31
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	30
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	30
26	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
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	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	28
29	2001	Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Nakagawa, Naruhisa ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers \|\| Download paper	27
30	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
31	2001	Modularization in the Auto Industry: Interlinked Multiple Hierarchies of Product, Production, and Supplier Systems. (2001). Fujimoto, Takahiro ; Takeishi, Akira. In: CIRJE F-Series. RePEc:tky:fseres:2001cf107. Full description at Econpapers \|\| Download paper	26
32	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
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 ; Anderson, T. W. ; Kunitomo, Naoto. 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 ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639. Full description at Econpapers \|\| Download paper	26
36	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
37	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahshi, Akihiko . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers \|\| Download paper	25
38	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Watanabe, Toshiaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper	25
39	2014	Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Kubokawa, Tatsuya ; Srivastava, Muni S ; Yanagihara, Hirokazu. In: CIRJE F-Series. RePEc:tky:fseres:2014cf933. Full description at Econpapers \|\| Download paper	25
40	2012	Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2012cf840. Full description at Econpapers \|\| Download paper	24
41	2010	Choice of Collateral Currency. (2010). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2010cf778. Full description at Econpapers \|\| Download paper	24
42	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	24
43	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
44	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
45	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	23
46	2009	A Note on Construction of Multiple Swap Curves with and without Collateral. (2009). Shimada, Yasufumi ; Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2009cf630. Full description at Econpapers \|\| Download paper	23
47	2009	A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2009). Shimada, Yasufumi ; Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2009cf698. Full description at Econpapers \|\| Download paper	21
48	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	21
49	2010	Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA. (2010). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2010cf781. Full description at Econpapers \|\| Download paper	20
50	2009	Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640. 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	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	9
2	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	8
3	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
4	2015	Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf969. Full description at Econpapers \|\| Download paper	8
5	2019	Inflation Target and Anchor of Inflation Forecasts in Japan. (2019). Fukuda, Shin-ichi ; Soma, Naoto. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1108. Full description at Econpapers \|\| Download paper	7
6	2012	A Characterization of the Plurality Rule. (2012). Sekiguchi, Yohei. In: CIRJE F-Series. RePEc:tky:fseres:2012cf833. Full description at Econpapers \|\| Download paper	7
7	2020	Interest Rate Model with Investor Attitude and Text Mining. (2020). Saito, Taiga ; Nakatani, Souta ; Nishimura, Kiyohiko G ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1152. Full description at Econpapers \|\| Download paper	6
8	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	6
9	2022	AI, Skill, and Productivity: The Case of Taxi Drivers. (2022). Kawaguchi, Daiji ; Watanabe, Yasutora ; Kanazawa, Kyogo ; Shigeoka, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1202. Full description at Econpapers \|\| Download paper	6
10	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers \|\| Download paper	6
11	2015	The Influence Function of Semiparametric Estimators. (2015). Newey, Whitney ; Ichimura, Hidehiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf985. Full description at Econpapers \|\| Download paper	4
12	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
13	2000	Defense Expenditures and Allied Cooperation. (2000). Ihori, Toshihiro. In: CIRJE F-Series. RePEc:tky:fseres:2000cf68. Full description at Econpapers \|\| Download paper	4
14	2009	Self-organizing Marketplaces. (2009). Tabuchi, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2009cf607. Full description at Econpapers \|\| Download paper	3
15	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahshi, Akihiko . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers \|\| Download paper	3
16	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
17	2023	Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus. (2023). Yamada, Toshihiro ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1212. Full description at Econpapers \|\| Download paper	3
18	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
19	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	3
20	2005	Monte Carlo Simulation with Asymptotic Method. (2005). Yoshida, Nakahiro ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers \|\| Download paper	3
21	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
22	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
23	2020	The Labor Intensive Path: Wages, Incomes and the Work Year in Japan, 1610-1932. (2020). Kumon, Yuzuru. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1154. Full description at Econpapers \|\| Download paper	2
24	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	2
25	2022	Big Data Applications with Theoretical Models and Social Media in Financial Management. (2022). Saito, Taiga ; Gupta, Shivam. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1205. Full description at Econpapers \|\| Download paper	2
26	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	2
27	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1037. Full description at Econpapers \|\| Download paper	2
28	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	2
29	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
30	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	2
31	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Watanabe, Toshiaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper	2
32	2001	Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Tripathi, Gautam ; Kitamura, Yuichi ; Ahn, Hyungtaik. In: CIRJE F-Series. RePEc:tky:fseres:2001cf124. Full description at Econpapers \|\| Download paper	2
33	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers \|\| Download paper	2
34	2024	Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2024cf1224. Full description at Econpapers \|\| Download paper	2
35	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
36	2010	A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options. (2010). Takehara, Kohta ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2010cf734. Full description at Econpapers \|\| Download paper	2
37	2022	Selection and Sorting of Heterogeneous Firms through Competitive Pressures. (2022). Ushchev, Philip ; Matsuyama, Kiminori. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1189. Full description at Econpapers \|\| Download paper	2
38	2012	Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models. (2012). MÃ©ango, Romuald ; Henry, Marc ; Romuald Méango, ; Queyranne, Maurice. In: CIRJE F-Series. RePEc:tky:fseres:2012cf837. Full description at Econpapers \|\| Download paper	2
39	2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers \|\| Download paper	2
40	2014	Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Ishihara, Tsunehiro ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2014cf932. Full description at Econpapers \|\| Download paper	2
41	2014	Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Kubokawa, Tatsuya ; Srivastava, Muni S ; Yanagihara, Hirokazu. In: CIRJE F-Series. RePEc:tky:fseres:2014cf933. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 4

Year	Title
2025	Asymptotic Expansions as Control Variates for Deep Solvers to Fully-coupled Forward-backward Stochastic Differential Equations Abstract Coupled forward-backward stochastic differential equations (FBSDEs) are closely related to financially important issues such as optimal investment. However, it is well known that obtaining solutions is challenging, even when employing numerical methods. In this paper, we propose new methods that combine an algorithm recently developed for coupled FBSDEs and an asymptotic expansion approach to those FBSDEs as control variates for learning of the neural networks. The proposed method is demonstrated to perform better than the original algorithm in numerical examples, including one with a financial implication. The results show that the proposed method exhibits not only faster convergence but also greater stability in computation.. (2025). Naito, Makoto ; Saito, Taiga ; Takahashi, Akihiko ; Takehara, Kohta. In: CIRJE F-Series. RePEc:tky:fseres:2025cf1245. Full description at Econpapers \|\| Download paper
2025	Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations Forthcoming in PLOS ONE. (2025). Saito, Taiga ; Naito, Makoto ; Takahashi, Akihiko ; Takehara, Kohta. In: CARF F-Series. RePEc:cfi:fseres:cf600. Full description at Econpapers \|\| Download paper
2025	An Incomplete Multi-Currency Equilibrium Model with Heterogeneous Time Preferences and Subjective Beliefs. (2025). Saito, Taiga ; Mita, Daiya ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf603. Full description at Econpapers \|\| Download paper
2025	An Incomplete Multi-Currency Equilibrium Model with Heterogeneous Time Preferences and Subjective Beliefs. (2025). Saito, Taiga ; Mita, Daiya ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2025cf1257. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	Comment on âThe Evolution of Inflation Expectations in Japanâ. (2025). Watanabe, Tsutomu. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:20:y:2025:i:2:p:218-219. Full description at Econpapers \|\| Download paper
2025	An Incomplete Multi-Currency Equilibrium Model with Heterogeneous Time Preferences and Subjective Beliefs. (2025). Saito, Taiga ; Mita, Daiya ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf603. Full description at Econpapers \|\| Download paper
2025	How the 30% Cap Reshapes Competition for Donations in Japanâ¬â¢s Furusato Nozei Program. (2025). Ogawa, Hikaru ; Makino, Yusuke. In: CIRJE F-Series. RePEc:tky:fseres:2025cf1258. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document

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). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. 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). Mita, Daiya ; Takahashi, Akihiko. 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
2022	Destabilizing effects of market size in the dynamics of innovation. (2022). Matsuyama, Kiminori ; Ushchev, Filipp. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/387739. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	99	66
2	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	28	65
3	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	25	62
4	MPRA Paper / University Library of Munich, Germany	139	23
5	Japan and the World Economy / Elsevier	39	17
6	International Review of Financial Analysis / Elsevier	94	11
7	Financial Innovation / Springer	36	10
8	Asian Economic Policy Review / Japan Center for Economic Research	21	9
9	Journal of Econometrics / Elsevier	240	8
10	Annals of Operations Research / Springer	56	8
11	International Review of Economics & Finance / Elsevier	68	6