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Hikaru Saijo

Personal Details

First Name:Hikaru
Middle Name:
Last Name:Saijo
Suffix:
RePEc Short-ID:psa2117
[This author has chosen not to make the email address public]
https://hsaijo.github.io/

Affiliation

Economics Department
University of California-Santa Cruz (UCSC)

Santa Cruz, California (United States)
http://econ.ucsc.edu/
RePEc:edi:ecucsus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Francesco Bianchi & Cosmin Ilut & Hikaru Saijo, 2024. "Smooth Diagnostic Expectations," ISER Discussion Paper 1249, Institute of Social and Economic Research, Osaka University.
  2. Bianchi, Francesco & Ilut, Cosmin & Saijo, Hikaru, 2022. "Diagnostic Business Cycles," CEPR Discussion Papers 16005, C.E.P.R. Discussion Papers.
  3. Hikaru Saijo, 2018. "Redistribution and Fiscal Uncertainty Shocks," IMES Discussion Paper Series 18-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
  4. Cosmin L. Ilut & Hikaru Saijo, 2016. "Learning, Confidence, and Business Cycles," NBER Working Papers 22958, National Bureau of Economic Research, Inc.
  5. Hikaru Saijo & Cosmin Ilut, 2016. "Self-fulfilling Uncertainty Crises," 2016 Meeting Papers 685, Society for Economic Dynamics.
  6. Hikaru Saijo, 2014. "The Uncertainty Multiplier and Business Cycles," Working Papers e067, Tokyo Center for Economic Research.
  7. Hikaru Saijo, 2013. "The Uncertainty Multiplier and Business Cycles," UTokyo Price Project Working Paper Series 016, University of Tokyo, Graduate School of Economics.

Articles

  1. Francesco Bianchi & Cosmin Ilut & Hikaru Saijo, 2024. "Diagnostic Business Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 129-162.
  2. Ilut, Cosmin & Saijo, Hikaru, 2021. "Learning, confidence, and business cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 354-376.
  3. Hikaru Saijo, 2020. "Redistribution And Fiscal Uncertainty Shocks," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1073-1095, August.
  4. Hikaru Saijo, 2019. "Technology Shocks and Hours Revisited: Evidence from Household Data," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 347-362, January.
  5. Saijo, Hikaru, 2017. "The uncertainty multiplier and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 1-25.
  6. Saijo, Hikaru, 2013. "Estimating DSGE models using seasonally adjusted and unadjusted data," Journal of Econometrics, Elsevier, vol. 173(1), pages 22-35.
  7. Saijo Hikaru, 2008. "The Japanese Depression in the Interwar Period: A General Equilibrium Analysis," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-26, September.

Software components

  1. Hikaru Saijo, 2018. "Code and data files for "Technology Shocks and Hours Revisited: Evidence from Household Data"," Computer Codes 18-247, Review of Economic Dynamics.

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Hikaru Saijo, 2018. "Redistribution and Fiscal Uncertainty Shocks," IMES Discussion Paper Series 18-E-15, Institute for Monetary and Economic Studies, Bank of Japan.

    Mentioned in:

    1. Redistribution and Fiscal Uncertainty Shocks
      by Christian Zimmermann in NEP-DGE blog on 2018-11-08 23:01:13

Working papers

  1. Bianchi, Francesco & Ilut, Cosmin & Saijo, Hikaru, 2022. "Diagnostic Business Cycles," CEPR Discussion Papers 16005, C.E.P.R. Discussion Papers.

    Cited by:

    1. Francesco Bianchi & Cosmin L. Ilut & Hikaru Saijo, 2024. "Smooth Diagnostic Expectations," NBER Working Papers 32152, National Bureau of Economic Research, Inc.
    2. Constantin Bürgi & Julio L. Ortiz, 2022. "Overreaction through Anchoring," CESifo Working Paper Series 10193, CESifo.
    3. Jonathan J Adams, 2024. "Optimal Policy Without Rational Expectations: A Sufficient Statistic Solution," Working Papers 001011, University of Florida, Department of Economics.
    4. Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Matthew OBrien & Andrei Shleifer, 2023. "Long-Term Expectations and Aggregate Fluctuations," NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38, pages 311-347, National Bureau of Economic Research, Inc.
    5. Brianti, Marco & Cormun, Vito, 2024. "Expectation-driven boom-bust cycles," Journal of Monetary Economics, Elsevier, vol. 146(C).
    6. Chen, Heng & Li, Xu & Pei, Guangyu & Xin, Qian, 2024. "Heterogeneous overreaction in expectation formation: Evidence and theory," Journal of Economic Theory, Elsevier, vol. 218(C).
    7. Alistair Macaulay, 2022. "Heterogeneous Information, Subjective Model Beliefs, and the Time-Varying Transmission of Shocks," CESifo Working Paper Series 9733, CESifo.
    8. Sarantis Tsiaplias, 2024. "Inflation as a 'bad', heuristics and aggregate shocks: New evidence on expectation formation," Melbourne Institute Working Paper Series wp2024n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    9. George-Marios Angeletos, 2023. "Comment on "Long Term Expectations and Aggregate Fluctuations" 2," NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38, pages 348-362, National Bureau of Economic Research, Inc.

  2. Hikaru Saijo, 2018. "Redistribution and Fiscal Uncertainty Shocks," IMES Discussion Paper Series 18-E-15, Institute for Monetary and Economic Studies, Bank of Japan.

    Cited by:

    1. Hikaru Saijo, 2019. "Technology Shocks and Hours Revisited: Evidence from Household Data," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 347-362, January.

  3. Cosmin L. Ilut & Hikaru Saijo, 2016. "Learning, Confidence, and Business Cycles," NBER Working Papers 22958, National Bureau of Economic Research, Inc.

    Cited by:

    1. Saijo, Hikaru, 2017. "The uncertainty multiplier and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 1-25.
    2. Alexander Richter & Nathaniel Throckmorton, 2018. "A New Way to Quantify the Effect of Uncertainty," 2018 Meeting Papers 565, Society for Economic Dynamics.
    3. Mirela Miescu, 2019. "Uncertainty shocks in emerging economies," Working Papers 277077821, Lancaster University Management School, Economics Department.
    4. Xu, Xiangyun & Li, Xing & Meng, Jie & Hu, Xueqi & Ge, Yingfan, 2024. "The impact of the tail risk of demand on corporate investment: Evidence from Chinese manufacturing firms," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    5. George-Marios Angeletos, 2018. "Frictional Coordination," Journal of the European Economic Association, European Economic Association, vol. 16(3), pages 563-603.
    6. Yoo, Donghoon, 2019. "Ambiguous information, permanent income, and consumption fluctuations," European Economic Review, Elsevier, vol. 119(C), pages 79-96.
    7. Paciello, Luigi & Michelacci, Claudio, 2020. "Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households," CEPR Discussion Papers 14557, C.E.P.R. Discussion Papers.
    8. Jochen Guentner & Elena Afanasyeva, 2017. "Noise-Ridden Lending Cycles," 2017 Meeting Papers 1211, Society for Economic Dynamics.
    9. Guangyu PEI, 2019. "Uncertainty, Pessimism and Economic Fluctuations," 2019 Meeting Papers 1494, Society for Economic Dynamics.

  4. Hikaru Saijo, 2014. "The Uncertainty Multiplier and Business Cycles," Working Papers e067, Tokyo Center for Economic Research.

    Cited by:

    1. Cosmin L. Ilut & Hikaru Saijo, 2016. "Learning, Confidence, and Business Cycles," NBER Working Papers 22958, National Bureau of Economic Research, Inc.

Articles

  1. Francesco Bianchi & Cosmin Ilut & Hikaru Saijo, 2024. "Diagnostic Business Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 129-162.
    See citations under working paper version above.
  2. Ilut, Cosmin & Saijo, Hikaru, 2021. "Learning, confidence, and business cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 354-376.

    Cited by:

    1. Giuseppe Fiori & Filippo Scoccianti, 2021. "The Economic Effects of Firm-Level Uncertainty: Evidence Using Subjective Expectations," International Finance Discussion Papers 1320, Board of Governors of the Federal Reserve System (U.S.).
    2. CHEN Cheng & SENGA Tatsuro & SUN Chang & ZHANG Hongyong, 2018. "Uncertainty, Imperfect Information, and Expectation Formation over the Firm's Life Cycle," Discussion papers 18010, Research Institute of Economy, Trade and Industry (RIETI).
    3. Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
    4. Brianti, Marco & Cormun, Vito, 2024. "Expectation-driven boom-bust cycles," Journal of Monetary Economics, Elsevier, vol. 146(C).
    5. Helder Ferreira de Mendonça & Eduardo Schirmer Finn, 2022. "Can credibility offset electricity price effect on business confidence? An empirical investigation from a large emerging economy," Applied Economics, Taylor & Francis Journals, vol. 54(11), pages 1229-1242, March.
    6. Hiroatsu Tanaka, 2022. "Equilibrium Yield Curves with Imperfect Information," Finance and Economics Discussion Series 2022-086, Board of Governors of the Federal Reserve System (U.S.).
    7. Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2022. "Ambiguity about volatility and investor behavior," Journal of Financial Economics, Elsevier, vol. 145(1), pages 277-296.
    8. Thierry U. Kame Babilla, 2024. "Bank‐lending channel of monetary policy transmission in WAEMU: An estimated DSGE model approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1277-1300, April.
    9. Ruediger Bachmann & Kai Carstensen & Stefan Lautenbacher & Martin Schneider, 2021. "Uncertainty and Change: Survey Evidence of Firms's Subjective Beliefs," CESifo Working Paper Series 9394, CESifo.
    10. Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2023. "Imperfect Information and Hidden Dynamics," School of Economics Discussion Papers 1223, School of Economics, University of Surrey.
    11. Tian, Can, 2022. "Learning and firm dynamics in a stochastic equilibrium," Journal of Economic Theory, Elsevier, vol. 203(C).
    12. Valeriu Nalban & Andra Smadu, 2022. "Uncertainty shocks and the monetary-macroprudential policy mix," Working Papers 739, DNB.

  3. Hikaru Saijo, 2020. "Redistribution And Fiscal Uncertainty Shocks," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(3), pages 1073-1095, August.

    Cited by:

    1. Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
    2. Anna Belianska & Aurélien Eyquem & Céline Poilly, 2021. "The Transmission Channels of Government Spending Uncertainty," Working Papers halshs-03160370, HAL.
    3. Aurélien Eyquem & Céline Poilly & Anna Belianska, 2023. "On Portfolio Frictions, Asset Returns and Volatility ," Post-Print hal-04525007, HAL.

  4. Saijo, Hikaru, 2017. "The uncertainty multiplier and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 1-25.

    Cited by:

    1. Görtz, Christoph & Yeromonahos, Mallory, 2022. "Asymmetries in risk premia, macroeconomic uncertainty and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    2. Alexander Richter & Nathaniel Throckmorton, 2018. "A New Way to Quantify the Effect of Uncertainty," 2018 Meeting Papers 565, Society for Economic Dynamics.
    3. Tyler Atkinson & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2020. "Complementarity and Macroeconomic Uncertainty," Working Papers 2009, Federal Reserve Bank of Dallas.
    4. John Stachurski & Junnan Zhang, 2019. "Dynamic Programming with State-Dependent Discounting," Papers 1908.08800, arXiv.org, revised Oct 2020.
    5. Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," NBER Working Papers 26768, National Bureau of Economic Research, Inc.
    6. Moran, Kevin & Nono, Simplice Aimé, 2018. "Gradual learning about shocks and the forward premium puzzle," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 79-100.
    7. Kaiwen Hou, 2023. "Adaptive Bayesian Learning with Action and State-Dependent Signal Variance," Papers 2311.12878, arXiv.org, revised Nov 2023.
    8. Jan-Philipp Dueber, 2018. "Endogenous Time-Varying Volatility and Emerging Market Business Cycles," Studies in Economics 1811, School of Economics, University of Kent.
    9. Wenjie Hu & Hua Zhao & Tao Dong, 2018. "Dynamic Analysis for a Kaldor–Kalecki Model of Business Cycle with Time Delay and Diffusion Effect," Complexity, Hindawi, vol. 2018, pages 1-11, January.
    10. Joshua Bernstein & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2021. "Countercyclical Fluctuations in Uncertainty are Endogenous," Working Papers 2109, Federal Reserve Bank of Dallas.
    11. Francesco Bianchi & Howard Kung & Mikhail Tirskikh, 2018. "The Origins and Effects of Macroeconomic Uncertainty," NBER Working Papers 25386, National Bureau of Economic Research, Inc.
    12. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
    13. Lyu, Yongjian & Yi, Heling & Hu, Yingyi & Yang, Mo, 2021. "Economic uncertainty shocks and China's commodity futures returns: A time-varying perspective," Resources Policy, Elsevier, vol. 70(C).
    14. Ravenna, Federico & Cacciatore, Matteo, 2020. "Uncertainty, Wages, and the Business Cycle," CEPR Discussion Papers 14715, C.E.P.R. Discussion Papers.
    15. Ilut, Cosmin & Saijo, Hikaru, 2021. "Learning, confidence, and business cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 354-376.
    16. Ma, Xiaohan & Samaniego, Roberto, 2022. "Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable," Journal of Mathematical Economics, Elsevier, vol. 101(C).

  5. Saijo, Hikaru, 2013. "Estimating DSGE models using seasonally adjusted and unadjusted data," Journal of Econometrics, Elsevier, vol. 173(1), pages 22-35.

    Cited by:

    1. Ivan Roberts & Graham White, 2015. "Seasonal Adjustment of Chinese Economic Statistics," RBA Research Discussion Papers rdp2015-13, Reserve Bank of Australia.
    2. Lilia Maliar & Serguei Maliar & John B. Taylor & Inna Tsener, 2020. "A tractable framework for analyzing a class of nonstationary Markov models," Quantitative Economics, Econometric Society, vol. 11(4), pages 1289-1323, November.
    3. Niraj Poudyal & Aris Spanos, 2022. "Model Validation and DSGE Modeling," Econometrics, MDPI, vol. 10(2), pages 1-25, April.
    4. Serguei Maliar & John Taylor & Lilia Maliar, 2016. "The Impact of Alternative Transitions to Normalized Monetary Policy," 2016 Meeting Papers 794, Society for Economic Dynamics.

  6. Saijo Hikaru, 2008. "The Japanese Depression in the Interwar Period: A General Equilibrium Analysis," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-26, September.

    Cited by:

    1. NUTAHARA Kengo & INABA Masaru, 2011. "An Application of Business Cycle Accounting with Misspecified Wedges," Discussion papers 11005, Research Institute of Economy, Trade and Industry (RIETI).
    2. Brinca, Pedro & João, Costa-Filho, 2021. "Output falls and the international transmission of crises," MPRA Paper 107297, University Library of Munich, Germany.
    3. Keisuke Otsu, 2007. "A Neoclassical Analysis of the Postwar Japanese Economy," IMES Discussion Paper Series 07-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
    4. Brinca, Pedro & Costa-Filho, João, 2021. "Economic depression in Brazil: the 2014-2016 fall," MPRA Paper 107298, University Library of Munich, Germany.
    5. Petre Caraiani, 2016. "Business Cycle Accounting for Peripheral European Economies," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(5), pages 468-496, November.
    6. Matheus Cardoso Leal & Marcio Issao Nakane, 2022. "Brazilian economy in the 2000’s: A tale of two recessions," Working Papers, Department of Economics 2022_20, University of São Paulo (FEA-USP).
    7. Brinca, Pedro & Costa-Filho, João & Loria, Francesca, 2020. "Business Cycle Accounting: what have we learned so far?," MPRA Paper 100180, University Library of Munich, Germany.
    8. Masaru Inaba & Kengo Nutahara, 2012. "Online Appendices to "An application of business cycle accounting with misspecified wedges"," Online Appendices 08-173, Review of Economic Dynamics.
    9. Emmanuel Ameyaw, 2023. "The relevance of domestic and foreign factors in driving Ghana’s business cycle," SN Business & Economics, Springer, vol. 3(9), pages 1-33, September.
    10. Otsu Keisuke, 2010. "A Neoclassical Analysis of the Asian Crisis: Business Cycle Accounting for a Small Open Economy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-39, July.

Software components

    Sorry, no citations of software components recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (6) 2014-04-18 2015-01-26 2016-09-11 2017-01-08 2018-11-05 2021-04-05. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (5) 2014-04-18 2015-01-26 2016-09-11 2017-01-08 2018-11-05. Author is listed
  3. NEP-BEC: Business Economics (3) 2015-01-26 2016-09-11 2017-01-08
  4. NEP-ORE: Operations Research (1) 2021-04-05
  5. NEP-UPT: Utility Models and Prospect Theory (1) 2018-11-05

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