EconBase
← All authors

Mikio Ito

Keio University (from arXiv:2202.02988, 2022) · ORCID · OpenAlex

8 papers in scope · 7 published · 1 on the econ.EM arXiv · 313 citations · h-index 5 (over the papers listed here)

Papers

(1 of 8)

An Alternative Estimation Method for Time-Varying Parameter Models
published2022 · Econometrics · 7 citations · first circulated 2017
with Akihiko Noda, Tatsuma Wada
Econometrics
Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique
working paper2022 · arXiv
Paper profile arXiv arXiv:2202.02988
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach
published2021 · Mathematics · 1 citations · first circulated 2016
with Akihiko Noda, Tatsuma Wada
Mathematics
The futures premium and rice market efficiency in prewar Japan
published2017 · The Economic History Review · 3 citations · first circulated 2014
with Kiyotaka Maeda, Akihiko Noda
The Economic History Review
International stock market efficiency: a non-Bayesian time-varying model approach
published2014 · Applied Economics · 66 citations · first circulated 2012
with Akihiko Noda, Tatsuma Wada
Applied Economics
The GEL estimates resolve the risk-free rate puzzle in Japan
published2011 · Applied Financial Economics · 5 citations · first circulated 2010
with Akihiko Noda
Applied Financial Economics
Measuring the degree of time varying market inefficiency
published2009 · Economics Letters · 133 citations
with Shunsuke Sugiyama
Economics Letters
The Growth Rate of the Japanese Economy Since 1878.
published1958 · The Economic History Review · 98 citations
with Phyllis Deane, Kazushi Ohkawa, Miyohei Shinohara, Maki Umemura, Tsutomu Noda, Marvin Frankel
The Economic History Review

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.