Economists and Research Contacts
Shigeru Fujita
Senior Economist
Phone: (215)
574-3957
Fax: (215) 574-4634
E-mail: shigeru.fujita@phil.frb.org
Curriculum vitae (PDF)
Publications in Refereed Journals
- “Job Matching and Propagation,” with Garey Ramey, Journal of Economic Dynamics and Control, Vol. 31 (2007), pp. 3671-3698.
- "The Cyclicality of Separation and Job Finding Rates," with Garey Ramey, International Economic Review (forthcoming). View data used in this paper (Excel spreadsheet, 50 KB)
Federal Reserve Publications
- “What Do Worker Flows Tell Us About Cyclical Fluctuations in Employment?” Business Review, 2nd Quarter, 2007
Current Working Papers
- "Private Risk Premium and Aggregate Uncertainty in the Model of Uninsurable Investment Risk," with Francisco Covas, Working Paper 07-30, November 2007.
- "Dynamics of Worker Flows and Vacancies: Evidence from the Sign Restriction Approach," Working Paper 07-12/R, June 2008.
- "The Cyclicality of Worker Flows: New Evidence from the SIPP," with Christopher J. Nekarda and Garey Ramey, Working Paper 07-5, February 2007.
- "The Cyclicality of Job Loss and Hiring," with Garey Ramey, Working Paper 06-17, September 2006.
- "Vacancy Persistence," Working Paper 04-23, October 2004.
Research Interests
- Macroeconomics
- Labor Economics
- Applied Time Series Econometrics


