60 citations · 152 across the 17 of their papers we have counts for
4 papers · 1 filter
Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
Tobias Wand, Oliver Kamps, Hiroshi Iyetomi
Granger causality can uncover the cause and effect relationships in financial networks. However, such networks can be convoluted and difficult to interpret, but the Helmholtz-Hodge…
Direct Evidence for Synchronization in Japanese Business Cycle
Yuichi Ikeda, Hideaki Aoyama, Hiroshi Iyetomi +1
We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding…
Equilibrium Distribution of Labor Productivity: A Theoretical Model
Hideaki Aoyama, Hiroshi Iyetomi, Hiroshi Yoshikawa
We construct a theoretical model for equilibrium distribution of workers across sectors with different labor productivity, assuming that a sector can accommodate a limited number o…
Coupled Oscillator Model of the Business Cycle with Fluctuating Goods Markets
Y. Ikeda, H. Aoyama, Y. Fujiwara +4
The sectoral synchronization observed for the Japanese business cycle in the Indices of Industrial Production data is an example of synchronization. The stability of this synchroni…