Concepedia

Mototsugu Shintani

MS

38

Publications

1.8K

Citations

23

H-Index

1994

Active since

Affiliations

Vanderbilt University(Current)

The University of Tokyo

Kansai University

Kyoto University

Mototsugu Shintani is an author at Vanderbilt University specializing in business, economics, and econometrics.

Top concepts

BusinessEconomicsFinanceEconometricsMacroeconomicsEconomic AnalysisStatisticsEngineeringForecastingExchange Rate

Publications per year

1994–2022

38

Publications

38

Persistence in Law-of-One-Price Deviations: Evidence from Micro-data

Mario J. Crucini, Mototsugu Shintani · Discover Archive (Vanderbilt University) · 2002 · 246 citations

Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach

Ippei Fujiwara, Yasuo Hirose, Mototsugu Shintani · Journal of money credit and banking · 2011 · 140 citations · Full text

Engineering, Macroeconomic Forecasting, Aggregate Fluctuations +20

Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos

Mototsugu Shintani, Oliver Linton · Journal of Econometrics · 2003 · 139 citations

Nonlinear System Identification, Engineering, Chaos Theory +8

Exchange rate pass-through and inflation: A nonlinear time series analysis

Mototsugu Shintani, Akiko Terada‐Hagiwara, Tomoyoshi Yabu · Journal of International Money and Finance · 2012 · 106 citations

Economics, International Finance, Macroeconomics +7

Bootstrapping GMM estimators for time series

Atsushi Inoue, Mototsugu Shintani · Journal of Econometrics · 2005 · 93 citations

Bootstrap Resampling, Engineering, Econometrics +4

Rows per page

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