1 1. Essays on the Risk Premium in the U.S. Financial Markets,
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1 NIRA 9. 44
2 1 1. Essays on the Risk Premium in the U.S. Financial Markets, New Liberal Arts Selection , , , , , , , , , 1996
3 , Persistent catastrophic shocks and equity premiums: A note, Makoto Saito and Shiba Suzuki, Macroeconomic Dynamics 18:5 (2014), On the comparison of alternative specifications for money demand: The case of extremely lowinterest rate regimes in Japan, Kiyotaka Nakashima and Makoto Saito, Journal of The Japanese and International Economies 26:3 (2012),
4 I On the consumption insurance effects of long-term care insurance in Japan: Evidence from micro household data, Yasushi Iwamoto, Miki Kohara, and Makoto Saito, Journal of The Japanese and International Economies 24:1 (2010), , No. 27 (2010), On the intergenerational sharing of cohort-specific shocks on permanent income, Kenji Miyazaki, Makoto Saito, and Tomoaki Yamada, Macroeconomic Dynamics 14:1 (2010), Credit spreads on corporate bonds and the macroeconomy in Japan, Kiyotaka Nakashima and Makoto Saito, Journal of The Japanese and International Economies 23:3 (2009), Incomplete financial markets, irreversibility of investment, and fiscal and monetary policy instruments, Kenji Miyazaki, Kiyohiko Nishimura, and Makoto Saito, Japanese Economic Review 60:3 (2009), On empirical implications of highly interest-elastic money demand: A Note, Kiyotaka Nakashima and Makoto Saito, Hitotsubashi Journal of Economics 50:1 (2009), Earthquake risks and land prices: Evidence from the Tokyo Metropolitan Area, Masayuki Nakagawa, Makoto Saito, and Hisaki Yamaga, Japanese Economic Review 60:2 (2009), Risk premiums versus liquidity premiums: A simple numerical example, Kenji Miyazaki, and Makoto Saito, The B.E. Journal of Theoretical Economics 9:1 (2009), Topics, Article , :2 (2007), Forward discount puzzle and official interventions: An empirical note, Yuichi Fukuta and Makoto Saito, Osaka Economic Papers 57:2 (2007), Earthquake risks and housing rents: Evidence from the Tokyo Metropolitan Area, Masayuki Nakagawa, Makoto Saito, and Hisaki Yamaga, Regional Science and Urban Economics 37:1 (2007),
5 33. On effects of the Hyogo earthquake on household consumption: A note, Miki Kohara, Fumio Ohtake, and Makoto Saito, Hitotsubashi Journal of Economics 47:2 (2006), ABS What caused fixed investment to stagnate during the 1990s in Japan?: Evidence from panel data of listed companies, K. Hori, M. Saito, and K. Ando, Japanese Economic Review 57:2 (2006), A reply to Ogawa s comment, Keiichi Hori, Makoto Saito, and Koichi Ando, Japanese Economic Review 57:2 (2006), A note on the robustness of the Tobin effect in incomplete markets, M. Saito and Y. Takeda, Macroeconomic Dynamics 10:1 (2006), :1 (2005), Preference for early resolution and commitment, K. Miyazaki and M. Saito, Finance Research Letters 1:2 (2004), On alternatives to aggregate demand policies to revitalize the Japanese Economy, K. G. Nishimura and M. Saito, Asian Economic Papers 2:3 (2004), (2003), Precautionary motives versus waiting options: Evidence from aggregate household saving in Japan, M. Saito and S. Shiratsuka, Monetary and Economic Studies 21-3 (2003), :3 (2003), ), A test of the full insurance hypothesis: The case of Japan, M. Kohara, F. Ohtake, and M. Saito, Journal of the Japanese and International Economies 16:3 (2002), Forward discount puzzle and liquidity effects: Some evidence from exchange rates among US, Canada, and Japan, Y. Fukuta and M. Saito, Journal of Money, Credit, and Banking 34:4 (2002), (2002) 1-21.
6 49. 7 (2002) , , , , , , , 3-50, :2, (2001), , (2001), An empirical investigation of intergenerational consumption distribution: A comparison among Japan, the US, and the UK, in S. Ogura, T. Tachibanaki, and D. Wise eds. Aging Issues in the United States and Japan, 2001, , Chicago: The University of Chicago Press. 57. Financial crises as the failure of arbitrage: Implications for monetary policy, M. Saito and S. Shiratsuka, Monetary and Economic Studies 19: Special issue (2001), :4 (2001), , , :2, , (1999), Dynamic allocation and pricing in incomplete markets, M. Saito, Monetary and Economic Studies 17:1 (1999), :1 (1999),
7 65. 3 (1999), On the market risk involved in the public financial system in Japan: A theoretical and numerical investigation, K. Miyazaki and M. Saito, Journal of Banking and Finance 23:8 (1999), On numerical calculation programs of American-type options using GAUSS codes, K. Miyazaki and M. Saito, Osaka Economic Papers 48:2 (1998), Asset pricing in Japan: A communication, K. Nakano and M. Saito, Journal of the Japanese and International Economies 12:2 (1998), Population aging and consumption inequality in Japan, F. Ohtake and M. Saito, The Review of Income and Wealth 44:3 (1998), Estimating the effects of monetary shocks: An evaluation of different approaches, P. Beaudry and M. Saito, Journal of Monetary Economics 42:2 (1998), (1998), Incomplete markets and non-expected utility, M. Saito, Japanese Economic Review 49:3 (1998), A simple model of incomplete insurance: The case of permanent shocks, M. Saito, Journal of Economic Dynamics and Control 22:5 (1998), Growth and risk sharing with incomplete international assets markets, M. Devereux and M. Saito, Journal of International Economics 42:3-4 (1997), A note on ergodic distributions in two-agent economies, M. Saito, Journal of Mathematical Economics 27:2 (1997), (the lead article of this issue) (1997), (1996), Development of modern macroeconomics: An expository note, M. Saito, The Kyoto University Economic Review 65:1 (1995), A study of household investment patterns in Japan: An application of generalized Tobit model, T. Amemiya, M. Saito, and K. Shimono, The Economic Studies Quarterly 44:1 (1993), 13-28, and also in T. Amemiya, Studies in Econometric Theory: The Collected Essays of Takeshi Amemiya, Economists of the twentieth century series, Aldershot, U.K.: Elgar; distributed in the U.S. by Ashgate, Brookfield, Vt., 1994,
8 4 1. On the determination of convenience on Japanese government bonds, Yuichi Fukuta, Makoto Saito, and Shingo Takagi, Center of Excellence, Hitotsubashi University, Discussion Paper Series A portfolio theory of international capital flows, Michael B. Devereux and Makoto Saito, Center of Excellence, Hitotsubashi University, Discussion Paper Series Seasonal demand for liquid assets and yield curves: Evidence from the periodic payment practice in Japan, Makoto Saito, Shigenori Shiratsuka, Noriyuki Yanagawa, Center of Excellence, Hitotsubashi University, Discussion Paper Series Limited Participation and Asset Pricing, M. Saito, British Columbia University, Economics Department Working Paper Series 95-34, 5. Precautionary Saving, Growth, and Welfare: A Cross-Country Study, S. Jitsuchon and M. Saito, British Columbia University, Economics Department Working Paper Series 95-09, 6. Participation Constraints and Asset Pricing: Evidence from OECD Countries, M. Saito, British Columbia University, Economics Department Working Paper Series 93-07, ,
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18 Foresight A comment: Stock market liquidity and the macroeconomy by Woon Gyu Choi and David Cook, in Takatoshi Ito and Andrew K. Rose, eds., Monetary Policy with Very Low Inflation in the Pacific Rim, , 2006, Chicago: The University of Chicago Press. 5. PHP S
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