Masao Ogaki
Masao Ogaki
Professor, Faculty of Economics, Keio University
Verified email at econ.keio.ac.jp - Homepage
Title
Cited by
Cited by
Year
Measuring intertemporal substitution: The role of durable goods
M Ogaki, CM Reinhart
Journal of political Economy 106 (5), 1078-1098, 1998
5281998
Saving behavior in low-and middle-income developing countries: A comparison
M Ogaki, JD Ostry, CM Reinhart
Staff Papers 43 (1), 38-71, 1996
4411996
Generalized method of moments: Econometric applications
M Ogaki
Handbook of Statistics 11, 455-488, 1993
3391993
Wealth-varying intertemporal elasticities of substitution: Evidence from panel and aggregate data
A Atkeson, M Ogaki
Journal of Monetary Economics 38 (3), 507-534, 1996
2911996
Decreasing relative risk aversion and tests of risk sharing
M Ogaki, Q Zhang
Econometrica 69 (2), 515-526, 2001
2352001
Dynamic seemingly unrelated cointegrating regressions
NC Mark, M Ogaki, D Sul
The Review of Economic Studies 72 (3), 797-820, 2005
2272005
A cointegration approach to estimating preference parameters
M Ogaki, JY Park
Journal of Econometrics 82 (1), 107-134, 1997
218*1997
Rate of time preference, intertemporal elasticity of substitution, and level of wealth
M Ogaki, A Atkeson
Review of Economics and Statistics 79 (4), 564-572, 1997
1471997
Engel's law and cointegration
M Ogaki
Journal of Political Economy 100 (5), 1027-1046, 1992
1411992
Efficiency bounds implied by multiperiod conditional moment restrictions
LP Hansen, JC Heaton, M Ogaki
Journal of the American Statistical Association 83 (403), 863-871, 1988
1031988
Real exchange rates and nontradables: A relative price approach
V Kakkar, M Ogaki
Journal of Empirical Finance 6 (2), 193-215, 1999
94*1999
A time series analysis of real wages, consumption and asset returns
TF Cooley, M Ogaki
Journal of Applied Econometrics 11 (2), 119-134, 1996
79*1996
Robust estimation for structural spurious regressions and a Hausman-type cointegration test
CY Choi, L Hu, M Ogaki
Journal of Econometrics 142 (1), 327-351, 2008
77*2008
The effects of monetary policy shocks on exchange rates: A structural vector error correction model approach
K Jang, M Ogaki
Journal of the Japanese and International Economies 18 (1), 99-114, 2004
692004
Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
JY Park, O Masao
University of Rocehster, RCER Working Paper No.281, 1991
691991
Intertemporal substitution and durable goods: long-run data
M Ogaki, CM Reinhart
Economics Letters 61 (1), 85-90, 1998
641998
Tough Love and Intergenerational Altruism
V Bhatt, M Ogaki
International Economic Review 53 (3), 791-814, 2012
63*2012
Unit roots in macroeconometrics: A survey
M Ogaki
BOJ Monetary and Economic Studies 11 (2), 131-153, 1993
511993
A consistent test for the null of stationarity against the alternative of a unit root
JA Kahn, M Ogaki
Economics Letters 39 (1), 7-11, 1992
441992
Money demand in Japan and nonlinear cointegration
Y Bae, V Kakkar, M Ogaki
Journal of Money, Credit and Banking, 1659-1667, 2006
402006
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Articles 1–20