Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information (with Mario J. Crucini and Takayuki Tsuruga), April 2008.
A Dynamic Factor Approach to Nonlinear Stability Analysis, Journal of Economic Dynamics and Control, 32(9), September 2008, Pages 2788-2808.
Persistence in Law-of-One-Price Deviations: Evidence from Micro-data (with Mario J. Crucini), Journal of Monetary Economics, 55(3), April 2008, Pages 629-644.
Reassessing Cyclical Changes In Workers' Labor Market Status: Gross Flows And the Types of Workers Who Determine Them (with Aldrich T. Finegan and Roberto V. Penaloza), Industrial and Labor Relations Review, 61(2), January 2008, pages 244-257.
Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence (with Christian Ahlin), Journal of Monetary Economics, 54(3), April 2007, pages 753-784.
Does the Prediction Horizon Matter for the Forward Premium Anomaly? Evidence from Panel Data (with Kun Yang), Economics Letters, 93(2), November 2006, pages 255-260.
Bootstrapping GMM Estimators for Time Series (with Atsushi Inoue), Journal of Econometrics,133(2), August 2006, pages 531-555.
A Nonparametric Measure of Convergence Toward Purchasing Power Parity, Journal of Applied Econometrics, 21(5), July/August 2006, pages 589-604.
On the Alternative Long-Run Variance Ratio Test for a Unit Root (with Ye Cai), Econometric Theory, 22(3), June 2006, pages 347-372.
Chaotic Monetary Dynamics with Confidence (with Apostolos Serletis), Journal of Macroeconomics, 28(1), March 2006, pages 228-252.
Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan, Journal of Money, Credit, and Banking, 37(3), June 2005, pages 517-538.
Measuring the Economic Impact of Monetary Union: The Case of Okinawa (with Shinji Takagi and Tetsuro Okamoto), Review of Economics and Statistics, 86(4), November 2004, pages 858-867.
Nonparametric Neural Network Estimation of Lyapunov Exponents and A Direct Test for Chaos (with Oliver Linton), Journal of Econometrics; 120(1), May 2004, pages 1-33.
No Evidence of Chaos But Some Evidence of Dependence in the U.S. Stock Market (with Apostolos Serletis), Chaos, Solitons & Fractals; 17(2-3), July 2003, pages 449-454.
Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors (with Oliver Linton), International Economic Review, 44(1), February 2003, pages 331-358.
A Simple Cointegrating Rank Test Without Vector Autoregression, Journal of Econometrics; 105(2), December 2001, pages 337-362.
Capital Mobility in the World Economy: An Alternative Test (with Akihisa Shibata),
Journal of International Money and Finance; 17(5), October 1998, pages 741-756.
Excess Smoothness of Consumption in Japan ,
Japanese Economic Review; 47(3), September 1996, pages 271-285.
The Effect of Demographics on the Japanese Housing Market (with Fumio Ohtake),
Regional Science and Urban Economics; 26(2), April 1996, pages 189-201.
Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons,
Journal of the Japanese and International Economies; 8(2), June 1994, pages 144-72.
