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Saturday, November 7, 2009

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Shigeru Fujita

Senior Economist

Phone: (215) 574-3957
Fax: (215) 574-4634
Send an e-mail to Shigeru Fujita E-mail
Curriculum vitae PDF

Publications in Refereed Journals

Federal Reserve Bank of Philadelphia Business Review Articles

Current Working Papers

  • "Time-Varying Capital Requirements in a General Equilibrium Model of Liquidity Dependence," with Francisco Covas, Working Paper 09-23, September 2009. PDF
  • "Private Risk Premium and Aggregate Uncertainty in the Model of Uninsurable Investment Risk," with Francisco Covas, Working Paper 07-30, November 2007. PDF
  • "The Cyclicality of Worker Flows: New Evidence from the SIPP," with Christopher J. Nekarda and Garey Ramey, Working Paper 07-5, February 2007. PDF
  • "The Cyclicality of Job Loss and Hiring," with Garey Ramey, Working Paper 06-17, September 2006. PDF
  • "Vacancy Persistence," Working Paper 04-23, October 2004. PDF

Research Interests

  • Macroeconomics
  • Labor Economics
  • Applied Time Series Econometrics