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Friday, January 9, 2009

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Shigeru Fujita

Senior Economist

Phone: (215) 574-3957
Fax: (215) 574-4634
E-mail: shigeru.fujita@phil.frb.org E-mail
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 Bank of Philadelphia Business Review Articles

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. PDF
  • "Dynamics of Worker Flows and Vacancies: Evidence from the Sign Restriction Approach," Working Paper 07-12/R, June 2008. 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