新谷元嗣
"Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component" (with Pierre Perron and Tomoyoshi Yabu), Oxford Bulletin of Economics and Statistics, 79(5), October 2017, Pages 822-850.
"Testing for A Unit Root Against Transitional Autoregressive Models" (with Joon Y. Park), International Economic Review, 57(2), May 2016, Pages 635-664.
"Measuring International Business Cycles by Saving for a Rainy Day" (with Mario J. Crucini), Canadian Journal of Economics, 48(4), November 2015, Pages 1266-1290.
"Noisy Information, Distance and Law of One Price Dynamics across US Cities" (with Mario J. Crucini and Takayuki Tsuruga), Journal of Monetary Economics, 74, September 2015, Pages 52-66.
"Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility" (with Akihisa Shibata and Takayuki Tsuruga), Journal of International Money and Finance, 92, April 2019, Pages 153-176.
"Quasi-Bayesian Model Selection" (with Atsushi Inoue), Quantitative Economics, 9(3), November 2018, Pages 1265-1297.
"Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes" (with Yoon-Jin Lee and Ryo Okui), Journal of Econometrics, 204(2), June 2018, Pages 147-158.
"Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach" (with Zi-Yi Guo), Econometric Reviews, 37(4), 2018, Pages 360-379.