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Kosei Fukuda

Personal Details

First Name:Kosei
Middle Name:
Last Name:Fukuda
Suffix:
RePEc Short-ID:pfu81
http://c-faculty.chuo-u.ac.jp/~kfukuda/

Affiliation

Faculty of Commerce
Chuo University

Tokyo, Japan
http://www.chuo-u.ac.jp/chuo-u/commerce/
RePEc:edi:fcchujp (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Kosei Fukuda, 2013. "A Happiness Study Using Age-Period-Cohort Framework," Journal of Happiness Studies, Springer, vol. 14(1), pages 135-153, March.
  2. Fukuda, Kosei, 2012. "Illustrating extraordinary shocks causing trend breaks," Economic Modelling, Elsevier, vol. 29(4), pages 1045-1052.
  3. Kosei Fukuda, 2012. "Population growth and local public finance in Japanese cities," Applied Economics, Taylor & Francis Journals, vol. 44(15), pages 1941-1949, May.
  4. Kosei Fukuda, 2011. "A Cohort Analysis of Equity Shares in Japanese Household Financial Assets," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 409-435, Spring.
  5. Kosei Fukuda, 2011. "Cointegration rank switching model: an application to forecasting interest rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(5), pages 509-522, August.
  6. Kosei Fukuda, 2010. "Parameter changes in GARCH model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(7), pages 1123-1135.
  7. Kosei Fukuda, 2010. "A cohort analysis of household vehicle expenditure in the U.S. and Japan: A possibility of generational marketing," Marketing Letters, Springer, vol. 21(1), pages 53-64, March.
  8. Kosei Fukuda, 2010. "Three new empirical perspectives on the Hodrick–Prescott parameter," Empirical Economics, Springer, vol. 39(3), pages 713-731, December.
  9. Kosei Fukuda, 2009. "Distribution switching of stock returns: international evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 19(5), pages 371-377.
  10. Kosei Fukuda, 2009. "Related-variables selection in temporal disaggregation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(4), pages 343-357.
  11. Fukuda, Kosei, 2009. "Distribution switching in financial time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1711-1720.
  12. Kosei Fukuda, 2009. "Forecasting growth cycle turning points using US and Japanese professional forecasters," Empirical Economics, Springer, vol. 36(2), pages 243-267, May.
  13. Fukuda, Kosei, 2009. "Measuring major and minor cycles in univariate economic time series," Economic Modelling, Elsevier, vol. 26(5), pages 1093-1100, September.
  14. Kosei Fukuda, 2008. "A Cohort Analysis Of Us Age–Earnings Profiles," Bulletin of Economic Research, Wiley Blackwell, vol. 60(2), pages 191-207, April.
  15. Kosei Fukuda, 2008. "A Cohort Analysis of US and Japanese Homeownership Rates," European Journal of Housing Policy, Taylor and Francis Journals, vol. 8(3), pages 287-301.
  16. Kosei Fukuda, 2008. "Model-selection-based unit-root detection in unemployment rates: international evidence," Applied Economics, Taylor & Francis Journals, vol. 40(21), pages 2785-2791.
  17. Kosei Fukuda, 2008. "Detection of switching cointegration rank allowing for switching lag structure: an application to money-demand function," Applied Economics, Taylor & Francis Journals, vol. 40(12), pages 1571-1582.
  18. Fukuda, Kosei, 2008. "Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(6), pages 2214-2220, December.
  19. Kosei Fukuda, 2008. "The validity of trend-cycle decomposition using unobserved component model: Monte Carlo evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 15(5), pages 367-369.
  20. Kosei Fukuda, 2008. "Differentiating between business cycles and growth cycles: evidence from 15 developed countries," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 875-883.
  21. Kosei Fukuda, 2008. "Age–Period–Cohort Decomposition of U.S. and Japanese Birth Rates," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 27(4), pages 385-402, August.
  22. Fukuda, Kosei, 2007. "Joint detection of unit roots and cointegration: Data-based simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 75(1), pages 28-36.
  23. Kosei Fukuda, 2007. "An empirical analysis of US and Japanese health insurance using age–period–cohort decomposition," Health Economics, John Wiley & Sons, Ltd., vol. 16(5), pages 475-489, May.
  24. Kosei Fukuda, 2007. "Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth," Statistical Papers, Springer, vol. 48(4), pages 559-580, October.
  25. Kosei Fukuda, 2007. "Age-period-cohort decomposition of social security taxes and benefits in the USA and Japan," International Economics and Economic Policy, Springer, vol. 4(3), pages 227-240, November.
  26. Kosei Fukuda, 2007. "Reexamination of the effects of monetary policy using spectral decomposition," Applied Economics Letters, Taylor & Francis Journals, vol. 14(10), pages 769-774.
  27. Kosei Fukuda, 2007. "Flexible trend-cycle decomposition of nonstationary multivariate time series," Applied Economics, Taylor & Francis Journals, vol. 40(2), pages 135-147.
  28. Kosei Fukuda, 2007. "A unified approach to detecting unit root and structural break," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 279-289.
  29. Kosei Fukuda, 2007. "Forecasting real-time data allowing for data revisions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(6), pages 429-444.
  30. Kosei Fukuda, 2007. "Are trend and cycle innovations uncorrelated? International evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 14(12), pages 923-926.
  31. Fukuda, Kosei, 2006. "Monitoring unit root and multiple structural changes: An information criterion approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 71(2), pages 121-130.
  32. Kosei Fukuda, 2006. "A cohort analysis of female labor participation rates in the U.S. and Japan," Review of Economics of the Household, Springer, vol. 4(4), pages 379-393, December.
  33. Kosei Fukuda, 2006. "Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 981-998.
  34. Kosei Fukuda, 2005. "Did the bubble burst cause structural breaks in the Japanese economy? Evidence from 84 manufacturing industries," Applied Economics Letters, Taylor & Francis Journals, vol. 12(6), pages 369-373.
  35. Kosei Fukuda, 2005. "Forecasting economic time series with measurement error," Applied Economics Letters, Taylor & Francis Journals, vol. 12(15), pages 923-927.
  36. Fukuda, Kosei, 2005. "Unit-root detection allowing for measurement error," Statistics & Probability Letters, Elsevier, vol. 74(4), pages 373-377, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Kosei Fukuda, 2006. "Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 981-998.

    Mentioned in:

    1. Age–period–cohort decomposition of aggregate data: an application to US and Japanese household saving rates (Journal of Applied Econometrics 2006) in ReplicationWiki ()

Articles

  1. Kosei Fukuda, 2013. "A Happiness Study Using Age-Period-Cohort Framework," Journal of Happiness Studies, Springer, vol. 14(1), pages 135-153, March.

    Cited by:

    1. Estela Núñez-Barriopedro & Rafael Ravina-Ripoll & Eduardo Ahumada-Tello, 2020. "Happiness perception in Spain, a SEM approach to evidence from the sociological research center," Quality & Quantity: International Journal of Methodology, Springer, vol. 54(3), pages 761-779, June.
    2. Jurgen Faik, 2013. "Cross-sectional and longitudinal equivalence scales for West Germany based on subjective data on life satisfaction," Working Papers 306, ECINEQ, Society for the Study of Economic Inequality.
    3. Junji Kageyama & Kazuma Sato, 2021. "Explaining the U-shaped life satisfaction: dissatisfaction as a driver of behavior," Journal of Bioeconomics, Springer, vol. 23(2), pages 179-202, July.
    4. Blanchflower, David G. & Graham, Carol L., 2021. "The Mid-Life Dip in Well-Being: A Critique," GLO Discussion Paper Series 923, Global Labor Organization (GLO).
    5. Jenny Chesters & Jehane Simona & Christian Suter, 2021. "Cross-National Comparison of Age and Period Effects on Levels of Subjective Well-Being in Australia and Switzerland During Volatile Economic Times (2001–2016)," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 154(1), pages 361-391, February.
    6. Ferdi Botha & Esperanza Vera-Toscano, 2022. "Generational Differences in Subjective Well-Being in Australia," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 17(5), pages 2903-2932, October.
    7. Su, Yu-Sung & Lien, Donald & Yao, Yuling, 2022. "Economic growth and happiness in China: A Bayesian multilevel age-period-cohort analysis based on the CGSS data 2005–2015," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 191-205.
    8. Biermann, Philipp & Bitzer, Jürgen & Gören, Erkan, 2022. "The relationship between age and subjective well-being: Estimating within and between effects simultaneously," The Journal of the Economics of Ageing, Elsevier, vol. 21(C).
    9. Dimiter Toshkov, 2022. "The Relationship Between Age and Happiness Varies by Income," Journal of Happiness Studies, Springer, vol. 23(3), pages 1169-1188, March.
    10. Yiwan Ye & Xiaoling Shu, 2022. "Lonely in a Crowd: Cohort Size and Happiness in the United Kingdom," Journal of Happiness Studies, Springer, vol. 23(5), pages 2235-2257, June.

  2. Fukuda, Kosei, 2012. "Illustrating extraordinary shocks causing trend breaks," Economic Modelling, Elsevier, vol. 29(4), pages 1045-1052.

    Cited by:

    1. Yoon, Gawon, 2015. "Locating change-points in Hodrick–Prescott trends with an application to US real GDP: A generalized unobserved components model approach," Economic Modelling, Elsevier, vol. 45(C), pages 136-141.

  3. Kosei Fukuda, 2012. "Population growth and local public finance in Japanese cities," Applied Economics, Taylor & Francis Journals, vol. 44(15), pages 1941-1949, May.

    Cited by:

    1. Alvarez-Dias, Marcos & D'Hombres, Beatrice & Ghisetti, Claudia & Pontarollo, Nicola & Dijkstra, Lewis, 2018. "The Determinants of Population Growth: Literature review and empirical analysis," JRC Working Papers in Economics and Finance 2018-10, Joint Research Centre, European Commission.

  4. Kosei Fukuda, 2011. "A Cohort Analysis of Equity Shares in Japanese Household Financial Assets," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 409-435, Spring.

    Cited by:

    1. Tracey West & Andrew Worthington, 2014. "Macroeconomic Conditions and Australian Financial Risk Attitudes, 2001–2010," Journal of Family and Economic Issues, Springer, vol. 35(2), pages 263-277, June.

  5. Kosei Fukuda, 2011. "Cointegration rank switching model: an application to forecasting interest rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(5), pages 509-522, August.

    Cited by:

    1. Lei Wu & Qingbin Meng & Kuan Xu, 2015. "'Slow-burn' spillover and 'fast and furious' contagion: a study of international stock markets," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 933-958, June.

  6. Kosei Fukuda, 2010. "Parameter changes in GARCH model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(7), pages 1123-1135.

    Cited by:

    1. Borzykh, Dmitriy & Yazykov, Artem, 2019. "The new KS method for a structural break detection in GARCH(1,1) models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 54, pages 90-104.
    2. Borzykh, Dmitriy & Khasykov, Mikhail, 2018. "The refinement procedure of ICSS algorithm for structural breaks detection in GARCH-models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 51, pages 126-139.

  7. Kosei Fukuda, 2010. "A cohort analysis of household vehicle expenditure in the U.S. and Japan: A possibility of generational marketing," Marketing Letters, Springer, vol. 21(1), pages 53-64, March.

    Cited by:

    1. K. Sudhir & Ishani Tewari, 2015. "Long Term Effects of Experience During Youth: Evidence From Consumptions in China," Cowles Foundation Discussion Papers 2025R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2016.
    2. Fernández-Durán, J.J., 2016. "Defining generational cohorts for marketing in Mexico," Journal of Business Research, Elsevier, vol. 69(2), pages 435-444.
    3. Shin Oblander & Daniel Minh McCarthy, 2023. "Frontiers: Estimating the Long-Term Impact of Major Events on Consumption Patterns: Evidence from COVID-19," Marketing Science, INFORMS, vol. 42(5), pages 839-852, September.
    4. Oraon Kiatkajornvirat & Professor Sun Jin (PhD), 2021. "Does generation matter? A comparison between travel behaviour and factors affecting on travel decision of generation Y and Z," International Journal of Science and Business, IJSAB International, vol. 5(7), pages 147-169.

  8. Kosei Fukuda, 2010. "Three new empirical perspectives on the Hodrick–Prescott parameter," Empirical Economics, Springer, vol. 39(3), pages 713-731, December.

    Cited by:

    1. Kristian Jönsson, 2017. "Restricted Hodrick–Prescott filtering in a state-space framework," Empirical Economics, Springer, vol. 53(3), pages 1243-1251, November.
    2. Fukuda, Kosei, 2012. "Illustrating extraordinary shocks causing trend breaks," Economic Modelling, Elsevier, vol. 29(4), pages 1045-1052.

  9. Kosei Fukuda, 2009. "Related-variables selection in temporal disaggregation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(4), pages 343-357.

    Cited by:

    1. Groiss, Martin, 2024. "Equalizing Monetary Policy - the Earnings Heterogeneity Channel in Action," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302346, Verein für Socialpolitik / German Economic Association.
    2. Chai, Jian & Zhang, Zhong-Yu & Wang, Shou-Yang & Lai, Kin Keung & Liu, John, 2014. "Aviation fuel demand development in China," Energy Economics, Elsevier, vol. 46(C), pages 224-235.

  10. Fukuda, Kosei, 2009. "Distribution switching in financial time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1711-1720.

    Cited by:

    1. Reis dos Santos, M. Isabel & Reis dos Santos, Pedro M., 2016. "Switching regression metamodels in stochastic simulation," European Journal of Operational Research, Elsevier, vol. 251(1), pages 142-147.

  11. Kosei Fukuda, 2009. "Forecasting growth cycle turning points using US and Japanese professional forecasters," Empirical Economics, Springer, vol. 36(2), pages 243-267, May.

    Cited by:

    1. Jiaxing You & Ling Lin & Juanjuan Huang & Min Xiao, 2020. "When is cash king? International evidence on the value of cash across the business cycle," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1101-1131, April.

  12. Fukuda, Kosei, 2009. "Measuring major and minor cycles in univariate economic time series," Economic Modelling, Elsevier, vol. 26(5), pages 1093-1100, September.

    Cited by:

    1. Spinola, Danilo, 2023. "Instability constraints and development traps: an empirical analysis of growth cycles and economic volatility in Latin America," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
    2. Narayan, Paresh Kumar & Thuraisamy, Kannan S., 2013. "Common trends and common cycles in stock markets," Economic Modelling, Elsevier, vol. 35(C), pages 472-476.

  13. Kosei Fukuda, 2008. "A Cohort Analysis Of Us Age–Earnings Profiles," Bulletin of Economic Research, Wiley Blackwell, vol. 60(2), pages 191-207, April.

    Cited by:

    1. Magdalena Smyk & Joanna Tyrowicz & Barbara Liberda, 2014. "Age-productivity patterns in talent occupations for men and women: a decomposition," Post-Communist Economies, Taylor & Francis Journals, vol. 26(3), pages 401-414, September.

  14. Kosei Fukuda, 2008. "Detection of switching cointegration rank allowing for switching lag structure: an application to money-demand function," Applied Economics, Taylor & Francis Journals, vol. 40(12), pages 1571-1582.

    Cited by:

    1. Chien-Chiang Lee & An-Hsing Chang, 2013. "Revisiting the demand for money function: evidence from the random coefficients approach," Quantitative Finance, Taylor & Francis Journals, vol. 13(9), pages 1491-1502, September.
    2. Balakrishnan, Pulapre & Das, Mausumi & Parameswaran, M., 2017. "The internal dynamic of Indian economic growth," Journal of Asian Economics, Elsevier, vol. 50(C), pages 46-61.
    3. Pulapre Balakrishnan & Mausumi Das & M. Parameswaran, 2015. "The Mechanism of Long-Term Growth in India," Working Papers id:6414, eSocialSciences.

  15. Fukuda, Kosei, 2008. "Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(6), pages 2214-2220, December.

    Cited by:

    1. Marina Malkina & Rodion Balakin, 2015. "Correlation Assessment of Tax System Risk and Profitability in the Russian Regions," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(3), pages 241-255.

  16. Kosei Fukuda, 2008. "The validity of trend-cycle decomposition using unobserved component model: Monte Carlo evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 15(5), pages 367-369.

    Cited by:

    1. Fukuda, Kosei, 2009. "Measuring major and minor cycles in univariate economic time series," Economic Modelling, Elsevier, vol. 26(5), pages 1093-1100, September.

  17. Kosei Fukuda, 2008. "Differentiating between business cycles and growth cycles: evidence from 15 developed countries," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 875-883.

    Cited by:

    1. Robert Pater, 2014. "Are there two types of business cycles? a note on crisis detection," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 10(3), pages 1-28, December.

  18. Kosei Fukuda, 2008. "Age–Period–Cohort Decomposition of U.S. and Japanese Birth Rates," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 27(4), pages 385-402, August.

    Cited by:

    1. Zheng Wang & Mingwei Yang & Kailu Guo & Zhiyong Zhang & Ying Shi, 2023. "Evolution in the Impact of Pro-Poor Policies on Farmers’ Confidence: Based on Age-Period-Cohort Analysis Perspective," Sustainability, MDPI, vol. 15(13), pages 1-16, July.
    2. Kosei Fukuda, 2010. "A cohort analysis of household vehicle expenditure in the U.S. and Japan: A possibility of generational marketing," Marketing Letters, Springer, vol. 21(1), pages 53-64, March.

  19. Kosei Fukuda, 2007. "An empirical analysis of US and Japanese health insurance using age–period–cohort decomposition," Health Economics, John Wiley & Sons, Ltd., vol. 16(5), pages 475-489, May.

    Cited by:

    1. Kosei Fukuda, 2010. "A cohort analysis of household vehicle expenditure in the U.S. and Japan: A possibility of generational marketing," Marketing Letters, Springer, vol. 21(1), pages 53-64, March.
    2. Fukuda, Kosei, 2008. "Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(6), pages 2214-2220, December.

  20. Kosei Fukuda, 2007. "Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth," Statistical Papers, Springer, vol. 48(4), pages 559-580, October.

    Cited by:

    1. Fukuda, Kosei, 2009. "Distribution switching in financial time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1711-1720.
    2. Maddalena Cavicchioli, 2016. "Weak VARMA representations of regime-switching state-space models," Statistical Papers, Springer, vol. 57(3), pages 705-720, September.

  21. Kosei Fukuda, 2007. "A unified approach to detecting unit root and structural break," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 279-289.

    Cited by:

    1. Kosei Fukuda, 2008. "Model-selection-based unit-root detection in unemployment rates: international evidence," Applied Economics, Taylor & Francis Journals, vol. 40(21), pages 2785-2791.
    2. Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon, 2017. "Unit Root Tests In The Presence Of Multiple Breaks In Variance," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(02), pages 345-361, June.

  22. Kosei Fukuda, 2007. "Forecasting real-time data allowing for data revisions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(6), pages 429-444.

    Cited by:

    1. Chandranath Amarasekara & Rahul Anand & Kithsiri Ehelepola & Hemantha Ekanayake & Vishuddhi Jayawickrema & Sujeetha Jegajeevan & Csaba Kober & Tharindi Nugawela & Sergey Plotnikov & Adam Remo & Poongo, 2018. "An Open Economy Quarterly Projection Model for Sri Lanka," IMF Working Papers 2018/149, International Monetary Fund.
    2. Dovern, Jonas & Ziegler, Christina, 2008. "Predicting growth rates and recessions: assessing US leading indicators under real-time conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy (IfW Kiel).

  23. Kosei Fukuda, 2007. "Are trend and cycle innovations uncorrelated? International evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 14(12), pages 923-926.

    Cited by:

    1. Daisuke Nagakura, 2008. "How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models," IMES Discussion Paper Series 08-E-24, Institute for Monetary and Economic Studies, Bank of Japan.

  24. Fukuda, Kosei, 2006. "Monitoring unit root and multiple structural changes: An information criterion approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 71(2), pages 121-130.

    Cited by:

    1. Zhanshou Chen & Yanting Xiao & Fuxiao Li, 2021. "Monitoring memory parameter change-points in long-memory time series," Empirical Economics, Springer, vol. 60(5), pages 2365-2389, May.
    2. Chen, Zhanshou & Tian, Zheng, 2010. "Modified procedures for change point monitoring in linear models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(1), pages 62-75.
    3. Chen, Zhanshou & Tian, Zheng & Wei, Yuesong, 2010. "Monitoring change in persistence in linear time series," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1520-1527, October.

  25. Kosei Fukuda, 2006. "A cohort analysis of female labor participation rates in the U.S. and Japan," Review of Economics of the Household, Springer, vol. 4(4), pages 379-393, December.

    Cited by:

    1. Eugene Choo & Shannon Seitz & Aloysuis Siow, 2008. "The Collective Marriage Matching Model: Identification, Estimation and Testing," Boston College Working Papers in Economics 704, Boston College Department of Economics.
    2. Balleer, Almut & Gómez-Salvador, Ramón & Turunen, Jarkko, 2009. "Labour force participation in the euro area: a cohort based analysis," Working Paper Series 1049, European Central Bank.
    3. Hina Amber & Bezawit Beyene Chichaibelu, 2023. "Patterns and Causes of Female Labor Force Participation: An Age–Period–Cohort Analysis for Pakistan," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 42(2), pages 1-31, April.
    4. Regina Madalozzo, 2012. "Transitions in Fertility for Brazilian Women: An Analysis of Impact Factors," PLOS ONE, Public Library of Science, vol. 7(7), pages 1-8, July.
    5. Abe, Yukiko, 2011. "The Equal Employment Opportunity Law and labor force behavior of women in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 39-55, March.
    6. Arslan, Yavuz & Taskin, Temel, 2011. "Explaining the gender gaps in unemployment across OECD countries," MPRA Paper 34873, University Library of Munich, Germany.
    7. Shoshana Grossbard & Catalina Amuedo-Dorantes, 2008. "Cohort-level sex ratio effects on women’s labor force participation," Review of Economics of the Household, Springer, vol. 6(3), pages 309-309, September.
    8. Tomoko Kishi, 2013. "Cohort Effects, Spousal Incomes and Female Labour Force Participation in Japan - A Panel Data Analysis," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 16(2), pages 201-217.
    9. Abe, Yukiko, 2012. "A cohort analysis of male labor supply in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 26(1), pages 23-43.
    10. Fernando Alexandre & Pedro Bação & Miguel Portela, 2020. "Is the basic life-cycle theory of consumption becoming more relevant? Evidence from Portugal," Review of Economics of the Household, Springer, vol. 18(1), pages 93-116, March.
    11. Fukuda, Kosei, 2008. "Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(6), pages 2214-2220, December.
    12. J. Emery & Ana Ferrer, 2009. "Marriage market imbalances and labor force participation of Canadian women," Review of Economics of the Household, Springer, vol. 7(1), pages 43-57, March.
    13. Shannon Seitz & Aloysius Siow & Eugene Choo, 2010. "The Collective Marriage Matching Model: Identification, Estimation and Testing," 2010 Meeting Papers 267, Society for Economic Dynamics.

  26. Kosei Fukuda, 2006. "Age-period-cohort decomposition of aggregate data: an application to US and Japanese household saving rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 981-998.

    Cited by:

    1. Djavad Salehi-Isfahani & Marenglen Marku, 2011. "Reversal of Fortunes: The Rise and Fall of Lifetime Earnings of Iranian Men," Economic Development and Cultural Change, University of Chicago Press, vol. 59(4), pages 877-906.
    2. Kosei Fukuda, 2010. "Three new empirical perspectives on the Hodrick–Prescott parameter," Empirical Economics, Springer, vol. 39(3), pages 713-731, December.
    3. Kosei Fukuda, 2007. "Age-period-cohort decomposition of social security taxes and benefits in the USA and Japan," International Economics and Economic Policy, Springer, vol. 4(3), pages 227-240, November.
    4. Okoampah, Sarah, 2016. "Cohort size effects on wages, working status, and work time," Ruhr Economic Papers 629, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    5. Fukuda, Kosei, 2009. "Measuring major and minor cycles in univariate economic time series," Economic Modelling, Elsevier, vol. 26(5), pages 1093-1100, September.
    6. Kosei Fukuda, 2008. "Age–Period–Cohort Decomposition of U.S. and Japanese Birth Rates," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 27(4), pages 385-402, August.
    7. Kosei Fukuda, 2010. "A cohort analysis of household vehicle expenditure in the U.S. and Japan: A possibility of generational marketing," Marketing Letters, Springer, vol. 21(1), pages 53-64, March.
    8. Kosei Fukuda, 2006. "A cohort analysis of female labor participation rates in the U.S. and Japan," Review of Economics of the Household, Springer, vol. 4(4), pages 379-393, December.
    9. Fukuda, Kosei, 2008. "Empirical evidence on intergenerational inequality of tax burdens in the U.S. and Japan," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(6), pages 2214-2220, December.
    10. Kosei Fukuda, 2008. "A Cohort Analysis Of Us Age–Earnings Profiles," Bulletin of Economic Research, Wiley Blackwell, vol. 60(2), pages 191-207, April.
    11. Bischofberger, Stephan M. & Hiabu, Munir & Mammen, Enno & Nielsen, Jens Perch, 2019. "A comparison of in-sample forecasting methods," Computational Statistics & Data Analysis, Elsevier, vol. 137(C), pages 133-154.

  27. Kosei Fukuda, 2005. "Forecasting economic time series with measurement error," Applied Economics Letters, Taylor & Francis Journals, vol. 12(15), pages 923-927.

    Cited by:

    1. Kosei Fukuda, 2008. "Differentiating between business cycles and growth cycles: evidence from 15 developed countries," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 875-883.

  28. Fukuda, Kosei, 2005. "Unit-root detection allowing for measurement error," Statistics & Probability Letters, Elsevier, vol. 74(4), pages 373-377, October.

    Cited by:

    1. Fukuda, Kosei, 2009. "Distribution switching in financial time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1711-1720.
    2. Kosei Fukuda, 2008. "Model-selection-based unit-root detection in unemployment rates: international evidence," Applied Economics, Taylor & Francis Journals, vol. 40(21), pages 2785-2791.
    3. Kosei Fukuda, 2008. "Differentiating between business cycles and growth cycles: evidence from 15 developed countries," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 875-883.

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