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Shigeru Fujita
Senior Economist
Phone: (215) 574-3957
Fax: (215) 574-4634
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Curriculum vitae 
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, 2009, Vol. 50 (2), pp. 415-430. View data used in this paper
(50 KB)
- "Dynamics of Worker Flows and Vacancies: Evidence from the Sign Restriction Approach,"
Journal of Applied Econometrics (forthcoming).
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.

- "Private Risk Premium and Aggregate Uncertainty in the Model of Uninsurable Investment Risk," with Francisco Covas, Working Paper 07-30, November 2007.

- "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