List of Papers

Journal Articles

1. "A Coincident Index, Common Factors, and Monthly Real GDP" (with R. S. Mariano), Oxford Bulletin of Economics and Statistics, Vol. 72, pp. 27-46, 2010. (Ox code, data)
• As of 10/1/07, the Ox code does not run with SsfPack 2.2b on Ox 4.02, but runs with SsfPack 2.2 on Ox 3.4.
• As of 3/8/10, the Ox code seems to run with SsfPack Basic on Ox 5.1.
2. "Do Coincident Indicators Have One-Factor Structure?", Empirical Economics, Vol. 36, pp. 339-365, 2009.
3. "Distribution-Free Statistical Inference for Generalized Lorenz Dominance Based on Grouped Data" (with K. Morimune), Mathematics and Computers in Simulation, Vol. 64, pp. 133-142, 2004.
4. "A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series" (with R. S. Mariano), Journal of Applied Econometrics, Vol. 18, pp. 427-443, 2003.

Other Publications

• "Minimum Distance Factor Analysis of Time Series: Theory and Application", PhD Dissertation, University of Pennsylvania, 1999.

Discussion Papers

• "Measuring Inflation Expectations Using Interval-Coded Data", Discussion Paper 2009-4, School of Economics, Osaka Prefecture University, Nov. 2009. Revised in May 2010.
• "Measuring the Natural Rates, Gaps, and Deviation Cycles", Discussion Paper 2007-5, School of Economics, Osaka Prefecture University, Oct. 2007. Revised in March 2010. (R code, data) Note: The R code may not run with the latest version of BACC 2003. In that case, try an older version.
• "Statistical Inference for Generalized Lorenz Dominance Based on Grouped Data: A Reconsideration" (with K. Morimune), Discussion Paper 2002-1, College of Economics, Osaka Prefecture University, Sep. 2002.

Work in Progress

• "Multivariate-Model-Based Gap Measures and a New Phillips Curve for China" (with C. Zhang). (R code, data) Note: The R code may not run with the latest version of BACC 2003. In that case, try an older version.