EconBase
← All authors

Akihiko Noda

Meiji University (per OpenAlex) · ORCID · OpenAlex

10 papers in scope · 8 published · 2 on the econ.EM arXiv · 90 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Aaron Mora
  2. Richard T. Baillie
  3. Kun Ho Kim
  4. Koichiro Moriya
  5. Francis X. Diebold
  6. George Kapetanios
  7. Tianwei Zhou
  8. J. Jenny Li
  9. Likai Chen
  10. Chad E. Brown
  11. Christis Katsouris
  12. Mikkel Sølvsten
  13. Anna Mikusheva
  14. Fabian Krüger
  15. Xinwei Ma
  16. Michael Jansson
  17. Vasilis Sarafidis
  18. Matias D. Cattaneo
  19. Alexia Ventouri
  20. Michael J. Puma

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 10)

Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models
working paper2026 · arXiv
with Koichiro Moriya
Paper profile arXiv arXiv:2601.21272
Measuring the time‐varying market efficiency in the prewar and wartime Japanese stock market, 1924–1943
published2024 · Asia‐Pacific Economic History Review
with Kenichi Hirayama
Asia‐Pacific Economic History Review
On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
working paper2023 · arXiv
with Koichiro Moriya
Paper profile arXiv arXiv:2305.05998
An Alternative Estimation Method for Time-Varying Parameter Models
published2022 · Econometrics · 7 citations · first circulated 2017
with Mikio Ito, Tatsuma Wada
Econometrics
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach
published2021 · Mathematics · 1 citations · first circulated 2016
with Mikio Ito, Tatsuma Wada
Mathematics
The futures premium and rice market efficiency in prewar Japan
published2017 · The Economic History Review · 3 citations · first circulated 2014
with Mikio Ito, Kiyotaka Maeda
The Economic History Review
International stock market efficiency: a non-Bayesian time-varying model approach
published2014 · Applied Economics · 66 citations · first circulated 2012
with Mikio Ito, 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 Mikio Ito
Applied Financial Economics
Testing the "Catching up with the Joneses" Model with Consumption Externality in Japan
published2011 · Economics bulletin · 1 citations
no link
Measuring the intertemporal elasticity of substitution for consumption: Some evidence from Japan
published2010 · Economics bulletin · 7 citations
with Shunsuke Sugiyama
no link

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.