Most cited documents in this series:

Year	Title	Cited
2000	Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency RePEc:tky:fseres:2000cf85 [Citation Analysis]	33
2004	Accounting for Changes in the Homeownership Rate RePEc:tky:fseres:2004cf312 [Citation Analysis]	32
2005	The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach RePEc:tky:fseres:2005cf336 [Citation Analysis]	32
2007	Multivariate stochastic volatility RePEc:tky:fseres:2007cf488 [Citation Analysis]	25
2001	The Fable of the Keiretsu RePEc:tky:fseres:2001cf109 [Citation Analysis]	19
2001	Empirical Likelihood-Based Inference in Conditional Moment Restriction Models RePEc:tky:fseres:2001cf124 [Citation Analysis]	18
2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges RePEc:tky:fseres:2009cf652 [Citation Analysis]	15
2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk RePEc:tky:fseres:2009cf644 [Citation Analysis]	12
1998	Institutions, Reforms, and Country Risk: Lessons from Japanese Government Debt in the Meiji Period RePEc:tky:fseres:98cf20 [Citation Analysis]	12
2009	Cyclical Informality and Unemployment RePEc:tky:fseres:2009cf613 [Citation Analysis]	11
2001	A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? RePEc:tky:fseres:2001cf101 [Citation Analysis]	10
1997	International Price Linkage within a Region The Case of East Asia RePEc:tky:fseres:97f06 [Citation Analysis]	10
2003	Efficiency in Repeated Games Revisited: The Role of Private Strategies RePEc:tky:fseres:2003cf255 [Citation Analysis]	9
2003	Fat Tails and Asymmetry in Financial Volatility Models RePEc:tky:fseres:2003cf211 [Citation Analysis]	9
2009	Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models RePEc:tky:fseres:2009cf638 [Citation Analysis]	9
2005	The Impact of the Corporate Leniency Program on Cartel Formation and the Cartel Price Path RePEc:tky:fseres:2005cf358 [Citation Analysis]	9
2001	Introduction to Repeated Games with Private Monitoring RePEc:tky:fseres:2001cf114 [Citation Analysis]	8
2003	On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator RePEc:tky:fseres:2003cf200 [Citation Analysis]	8
2001	The Myth of the Main Bank: Japan and Comparative Corporate Governance RePEc:tky:fseres:2001cf131 [Citation Analysis]	7
2000	Rethinking Relationship-Specific Investments: Subcontracting in the Japanese Automobile Industry RePEc:tky:fseres:2000cf70 [Citation Analysis]	7
2001	Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry RePEc:tky:fseres:2001cf138 [Citation Analysis]	7
2003	A Simple Axiomatization of Iterated Choquet Objectives RePEc:tky:fseres:2003cf219 [Citation Analysis]	7
1999	Political Business Cycles and Russian Elections, or the Manipulations of Chudar RePEc:tky:fseres:99cf39 [Citation Analysis]	7
2010	Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models RePEc:tky:fseres:2010cf713 [Citation Analysis]	7
2006	Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through RePEc:tky:fseres:2006cf406 [Citation Analysis]	7
2004	Assessing Institutional Efficiency, Growth and Integration RePEc:tky:fseres:2004cf285 [Citation Analysis]	6
2005	Monte Carlo Simulation with Asymptotic Method RePEc:tky:fseres:2005cf335 [Citation Analysis]	6
2005	A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models RePEc:tky:fseres:2005cf321 [Citation Analysis]	6
2004	Cost of Enforcement in Developing Countries with Credit Market Imperfection RePEc:tky:fseres:2004cf276 [Citation Analysis]	6
2005	The Bank of Japans Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management RePEc:tky:fseres:2005cf375 [Citation Analysis]	6
2005	Trade Credit, Bank Loans, and Monitoring: Evidence from Japan RePEc:tky:fseres:2005cf381 [Citation Analysis]	6
2003	Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System RePEc:tky:fseres:2003cf237 [Citation Analysis]	6
2005	Productivity Convergence at the Firm Level RePEc:tky:fseres:2005cf341 [Citation Analysis]	6
2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence RePEc:tky:fseres:2003cf207 [Citation Analysis]	6
2000	Role of Holding Companies in Prewar Japanese Economic Development: Rethinking Zaibatsu in Perspectives of Corporate Governance RePEc:tky:fseres:2000cf74 [Citation Analysis]	5
2004	Stochastic Volatility with Leverage: Fast Likelihood Inference RePEc:tky:fseres:2004cf297 [Citation Analysis]	5
2003	Income Risks, Gender, and Human Capital Investment in a Developing Country RePEc:tky:fseres:2003cf198 [Citation Analysis]	5
2000	Banks and Economic Growth: Implications from Japanese History RePEc:tky:fseres:2000cf87 [Citation Analysis]	5
2006	Self-organizing Urban Hierarchy RePEc:tky:fseres:2006cf414 [Citation Analysis]	5
2003	Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings RePEc:tky:fseres:2003cf203 [Citation Analysis]	5
2000	International Trade and Global Warming RePEc:tky:fseres:2000cf78 [Citation Analysis]	5
2002	The Fiscal Investment and Loan Program in Transition RePEc:tky:fseres:2002cf168 [Citation Analysis]	5
2005	leadership meets soft budget RePEc:tky:fseres:2005cf391 [Citation Analysis]	5
2006	Implementing Nonparametric and Semiparametric Estimators RePEc:tky:fseres:2006cf452 [Citation Analysis]	5
2001	Labor Mobility and Economic Geography RePEc:tky:fseres:2001cf99 [Citation Analysis]	5
2007	Dual gravity: Using spatial econometrics to control for multilateral resistance RePEc:tky:fseres:2007cf501 [Citation Analysis]	5
1999	Corporate Governance in Transitional Economies: Lessons from the Pre-War Japanese Cotton Textile Industry RePEc:tky:fseres:99cf48 [Citation Analysis]	5
2003	Asian Monetary Integration: A Structural VAR Approach RePEc:tky:fseres:2003cf212 [Citation Analysis]	4
2003	Corporate Governance of Family-Based Businesses in Asia: Which Road to Take? RePEc:tky:fseres:2003cf229 [Citation Analysis]	4
2010	The Henry George Theorem in A Second-Best World RePEc:tky:fseres:2010cf773 [Citation Analysis]	4

Citing documents used to compute impact factor 21:

Year	Title	See
2010	The Central Bank Balance Sheet as an Instrument of Monetary Policy RePEc:clu:wpaper:0910-16	[Citation Analysis]
2010	Limpact des chocs externes sur et dans la zone euro : un modèle VAR structurel RePEc:hal:cepnwp:hal-00493384	[Citation Analysis]
2010	Ranking Multivariate GARCH Models by Problem Dimension RePEc:cfi:fseres:cf219	[Citation Analysis]
2010	Ranking multivariate GARCH models by problem dimension RePEc:dgr:eureir:1765019447	[Citation Analysis]
2010	Entrepreneurship and the Hidden Economy: An Extended Matching Model RePEc:pra:mprapa:25301	[Citation Analysis]
2010	Fixed-Term and Permanent Employment Contracts: Theory and Evidence RePEc:ces:ceswps:_3150	[Citation Analysis]
2010	The Unofficial Economy and the Business Cycle: A Test for Theories RePEc:uct:uconnp:2010-17	[Citation Analysis]
2010	Fixed-term and permanent employment contracts: theory and evidence RePEc:fip:fedawp:2010-13	[Citation Analysis]
2010	The unemployment volatility puzzle: the role of the underground economy RePEc:pra:mprapa:22689	[Citation Analysis]
2010	The Strange Case of Dr. “Unemployed†and Mr “Hidden†in Italy RePEc:ebl:ecbull:eb-10-00490	[Citation Analysis]
2010	The Underground Economy in a Matching Model of Endogenous Growth RePEc:css:wpaper:2010-07	[Citation Analysis]
2010	Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets RePEc:cbt:econwp:10/19	[Citation Analysis]
2010	Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH RePEc:tky:fseres:2010cf704	[Citation Analysis]
2010	Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations RePEc:cbt:econwp:10/27	[Citation Analysis]
2010	Risk Management of Precious Metals RePEc:cbt:econwp:10/37	[Citation Analysis]
2010	Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates RePEc:dgr:eureir:1765018331	[Citation Analysis]
2010	Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia RePEc:cbt:econwp:10/11	[Citation Analysis]
2010	Federalism and optimal allocation across levels of governance RePEc:zbw:wzbfff:spii201009	[Citation Analysis]
2010	National self-insurance and self-protection against adversity: bureaucratic management of security and moral hazard RePEc:spr:ecogov:v:11:y:2010:i:2:p:103-122	[Citation Analysis]
2010	Hypothesis Testing in Linear Regression when K/N is Large RePEc:isu:genres:32216	[Citation Analysis]
2010	A Large Trader in Bubbles and Crashes: an Application to Currency Attacks RePEc:gue:guelph:2010-04.	[Citation Analysis]

Cites in year: CiY