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Capital Market Integration in Japan
16 references·1 citing·42 second hop
Capital Market Integration in Japan (2008)Capital Market Integration in JapanChapter 12 Finance and Growth: Theory and Evidence (2005)Chapter 12 Finance and Growth…The Elusive Gains From International Financial Integration (2004)The Elusive Gains From Intern…Finance and Growth: Theory and Evidence (2004)Finance and Growth: Theory an…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)A Nonparametric Model of Term…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Convergence in international output (1995)Convergence in international …Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Shocking Aspects of European Monetary Unification (1992)Shocking Aspects of European …Tests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…The Extent of the Market (1985)The Extent of the MarketEconomic Backwardness in Historical Perspective. A Book of Essays (1963)Economic Backwardness in Hist…Banker preferences, interbank connections, and the enduring structure of the Federal Reserve System (2016)Banker preferences, interbank…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)On the mechanics of economic development (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Reaching out: Access to and use of banking services across countries (2007)Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom (2009)How does green finance affect green total factor productivity? Evidence from China (2022)Increasing Returns and Long-Run Growth (1986)Interpreting Tests of the Convergence Hypothesis (1994)US Regional Income Convergence: A Spatial Econometric Perspective (1999)What have We Learnt from the Convergence Debate? (2003)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Forecasting Economic Time Series (2000)Tourism as a long-run economic growth factor: the Spanish case (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Chapter 6 Institutions as a Fundamental Cause of Long-Run Growth (2005)Finance, inequality and the poor (2007)The Socialist System (1992)Was Prometheus Unbound by Chance? Risk, Diversification, and Growth (1997)Bank regulation and supervision: what works best? (2003)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Why Does Stock Market Volatility Change Over Time? (1989)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2004Finance and Growth: Theory and Evidence3,752 cited
  • 2005Chapter 12 Finance and Growth: Theory and Evidence2,885 cited
  • 1963Economic Backwardness in Historical Perspective. A Book of Essays1,901 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1995Convergence in international output1,145 cited
  • 1992Shocking Aspects of European Monetary Unification656 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
  • 1997A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk548 cited
  • 2004The Elusive Gains From International Financial Integration514 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

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502 cited
  • 1985The Extent of the Market477 cited
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    • 2016Banker preferences, interbank connections, and the enduring structure of the Federal Reserve System22 cited