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Shin-Ichi Nishiyama

Not to be confused with: Shinichi Nishiyama

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Md. Shahidul ISLAM & Shin-Ichi NISHIYAMA, 2016. "The Determinants of Non-performing Loans: Dynamic Panel Evidence from South Asian Countries," DSSR Discussion Papers 64, Graduate School of Economics and Management, Tohoku University.

    Cited by:

    1. Michael Adusei, 2022. "The liquidity risk–financial performance nexus: Evidence from hybrid financial institutions," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(1), pages 31-47, January.
    2. Odunayo Magret Olarewaju, 2020. "Investigating the factors affecting nonperforming loans in commercial banks: The case of African lower middle‐income countries," African Development Review, African Development Bank, vol. 32(4), pages 744-757, December.
    3. Mohammad Ziaul Islam & Shormin Aktar & Mohammad Awal Hossen & Mohammad Mohammad Saiful Islam, 2018. "Non-Performing Loan And Asset Utilization Of Banks: Evidence From Bangladesh," Romanian Economic Business Review, Romanian-American University, vol. 13(4), pages 31-39, december.
    4. Koju Laxmi & Abbas Ghulam & Wang Shouyang, 2018. "Do Macroeconomic Determinants of Non-Performing Loans Vary with the Income Levels of Countries?," Journal of Systems Science and Information, De Gruyter, vol. 6(6), pages 512-531, December.

  2. Shahidul Islam & Shin-Ichi Nishiyama, 2015. "The determinants of bank net interest margins: A panel evidence from South Asian countries," DSSR Discussion Papers 32, Graduate School of Economics and Management, Tohoku University.

    Cited by:

    1. Baah Aye Kusi & Elikplimi Agbloyor & Simplice A. Asongu & Joshua Yindenaba Abor, 2021. "Foreign Bank Assets and Presence on Banking Stability in Africa: Does Strong and Weak Corporate Governance Systems under different Regulatory Regimes Matter?," Working Papers of the African Governance and Development Institute. 21/022, African Governance and Development Institute..
    2. Shahidul Islam & Shin-Ichi Nishiyama, 2015. "The determinants of bank profitability: dynamic panel evidence from South Asian countries," DSSR Discussion Papers 44, Graduate School of Economics and Management, Tohoku University.
    3. Md Mohiuddin Chowdhury & Changjun Zheng & Anupam Das Gupta & Atta Ullah, 2024. "Competition's Effect: Unveiling the Simultaneous Relationship between Risk and Cost of Financial Intermediation," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(5), pages 1-4.
    4. Md. Shahidul Islam & Shin-Ichi Nishiyama, 2017. "Is this adverse selection or something else to determine the non-performing loans? Dynamic panel evidence from South Asian countries," Discussion Papers 1723, Graduate School of Economics, Kobe University.
    5. Javeria Haider & Khalil Ullah Mohammad, 2022. "The Effect of Covid-19 on Bank Profitability Determinants of Developed and Developing Economies," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 4(2), pages 187-203, June.
    6. Md. Shahidul Islam & Shin-Ichi Nishiyama, 2016. "The Determinants of Non-performing Loans: Dynamic Panel Evidence from South Asian Countries," TERG Discussion Papers 353, Graduate School of Economics and Management, Tohoku University.
    7. Kusi, Baah Aye & Agbloyor, Elikplimi Komla & Gyeke-Dako, Agyapomaa & Asongu, Simplice Anutechia, 2020. "Financial Sector transparency and net interest margins: Should the private or public Sector lead financial Sector transparency?," Research in International Business and Finance, Elsevier, vol. 54(C).
    8. Tomoko AIZAWA-Tanemura & Shin-Ichi Nishiyama, 2022. "The Effects of Firm and Bank Balance Sheet Conditions to Net Interest Margins: Evidence from Loan-level Firm Survey Data," Discussion Papers 2215, Graduate School of Economics, Kobe University.
    9. Dominika Ehrenbergerova & Martin Hodula & Zuzana Rakovska, 2020. "Does Capital-Based Regulation Affect Bank Pricing Policy?," Working Papers 2020/5, Czech National Bank.
    10. Khalil Ullah Mohammad & Noor Ul Haya Adnan, 2022. "The Impact of Indirect Competition on Bank Net Interest Margins: Microfinance Evidence from Pakistan," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 4(1), pages 55-68, March.
    11. Özcan IŞIK & Murat BELKE, 2017. "An Empirical Analysis of the Determinants of Net Interest Margins of Turkish Listed Banks: Panel Data Evidence from Post-Crisis Era," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(34).
    12. S. S. Barik & Nishita Raje, 2019. "Net Interest Margins of Banks in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 13(2), pages 192-207, May.
    13. Selcuk Gul, 2024. "Sovereign Risk and Local Currency Lending Rates: Evidence from Five OECD Countries," CBT Research Notes in Economics 2403, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    14. Mohammed Mizanur Rahman & Badar Nadeem Ashraf & Changjun Zheng & Munni Begum, 2017. "Impact of Cost Efficiency on Bank Capital and the Cost of Financial Intermediation: Evidence from BRICS Countries," IJFS, MDPI, vol. 5(4), pages 1-18, December.
    15. Laura Catalina Díaz-Barreto & Juliana Gamboa-Arbelaez & Jose Eduardo Gomez-Gonzalez & Adolfo Meisel-Roca, 2017. "Costos de Intermediación Bancaria en Economías Emergentes: La Importancia de las Instituciones," Borradores de Economia 998, Banco de la Republica de Colombia.
    16. Mudeer A. Khattak & Buerhan Saiti & Shabeer Khan, 2023. "Does market power explain margins in dual banking? Evidence from panel quantile regression," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1826-1844, April.
    17. Omar Ghazy Aziz & Julie Knutsen, 2019. "The Banks Profitability and Economic Freedom Quality: Empirical Evidence from Arab Economies," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(11), pages 96-110, January.
    18. Stapah @ Salleh, Maisyarah & Possumah, Bayu Taufiq & Ahmat, Nizam, 2021. "The Impact of Financing Contracts on the Profitability of Islamic Banks," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 55(3), pages 149-164.
    19. Khalfaoui Hamdi & Guenichi Hassen, 2021. "Economic policy uncertainty effect on credit risk, lending decisions and banking performance: evidence from Tunisian listed banks," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 38(2), pages 287-303, February.
    20. Murad Khan & Abdul Jalil, 2020. "Determinants of Interest Margin in Pakistan: A Panel Data Analysis," Economies, MDPI, vol. 8(2), pages 1-14, March.
    21. Khalil Alnabulsi & Emira Kozarević & Abdelaziz Hakimi, 2023. "Non-Performing Loans and Net Interest Margin in the MENA Region: Linear and Non-Linear Analyses," IJFS, MDPI, vol. 11(2), pages 1-17, April.
    22. Konstantins Benkovskis & Olegs Tkacevs & Karlis Vilerts, 2021. "Interest Rate Spreads in the Baltics and the Rest of the Euro Area: Understanding the Factors behind the Differences," Discussion Papers 2021/02, Latvijas Banka.
    23. Changjun Zheng & Mohammed Mizanur Rahman & Munni Begum & Badar Nadeem Ashraf, 2017. "Capital Regulation, the Cost of Financial Intermediation and Bank Profitability: Evidence from Bangladesh," JRFM, MDPI, vol. 10(2), pages 1-24, April.
    24. Nurhafiza Abdul Kader Malim & M.K. Normalini, 2018. "Factors Influencing the Margins of Islamic Banks," Global Business Review, International Management Institute, vol. 19(4), pages 1026-1036, August.
    25. Cemil ÇİFTÇİ & Dilek DURUSU-ÇİFTÇİ, 2019. "Determinants of Bank Profitability after Transition to the Strong Economy Program in Turkey," Sosyoekonomi Journal, Sosyoekonomi Society.
    26. Bismark Addai & Wenjin Tang & Adjei Gyamfi Gyimah & Kingsley Opoku Appiah, 2023. "Bank intermediation margins in transition banking domains: panel evidence from Africa," Economic Change and Restructuring, Springer, vol. 56(4), pages 2129-2167, August.
    27. Anastasiou, Dimitrios, 2017. "Macroeconomic Determinants of MIR Rate: Evidence from the Euro area," MPRA Paper 80972, University Library of Munich, Germany.
    28. Shumaila Meer Perhiar & Changjun Zheng & Probir Kumar Bhowmik, 2020. "Cost and Benefit of Commercial Banks’ Capital Regulations of Australia, Norway, and Pakistan," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 10(1), pages 1-5.
    29. Salleh, Maisyarah & Possumah, Bayu Taufiq & Ahmat, Nizam, 2018. "Net Profit Margin Determinants of Islamic Subsidiaries of Conventional Banks in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(2), pages 163-173.
    30. Saleh F. A. Khatib & Ernie Hendrawaty & Ayman Hassan Bazhair & Ibraheem A. Abu Rahma & Hamzeh Al Amosh, 2022. "Financial Inclusion and the Performance of Banking Sector in Palestine," Economies, MDPI, vol. 10(10), pages 1-15, October.
    31. Rahman, Mohammed Mizanur & Zheng, Changjun & Ashraf, Badar Nadeem & Rahman, Mohammad Morshedur, 2018. "Capital requirements, the cost of financial intermediation and bank risk-taking: Empirical evidence from Bangladesh," Research in International Business and Finance, Elsevier, vol. 44(C), pages 488-503.
    32. Mudeer Ahmed Khattak & Buerhan Saiti, 2021. "Banks' environmental policy and business outcomes: The role of competition," Business Strategy and the Environment, Wiley Blackwell, vol. 30(1), pages 302-317, January.

  3. Shahidul Islam & Shin-Ichi Nishiyama, 2015. "The determinants of bank profitability: dynamic panel evidence from South Asian countries," DSSR Discussion Papers 44, Graduate School of Economics and Management, Tohoku University.

    Cited by:

    1. Md. Shahidul Islam & Shin-Ichi Nishiyama, 2017. "Is this adverse selection or something else to determine the non-performing loans? Dynamic panel evidence from South Asian countries," Discussion Papers 1723, Graduate School of Economics, Kobe University.
    2. José Carlos Teixeira & Carlos Vieira & Paulo Ferreira, 2021. "The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde," IJFS, MDPI, vol. 9(1), pages 1-23, January.
    3. Md. Shahidul Islam & Shin-Ichi Nishiyama, 2016. "The Determinants of Non-performing Loans: Dynamic Panel Evidence from South Asian Countries," TERG Discussion Papers 353, Graduate School of Economics and Management, Tohoku University.
    4. Rana-Al-Mosharrafa & Md. Shahidul Islam, 2021. "What Drives Bank Profitability? A Panel Data Analysis of Commercial Banks in Bangladesh," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 10(2), pages 96-110, April.
    5. Prosper Lamothe & Enrique Delgado & Miguel A. Solano & Sergio M. Fernández, 2024. "A global analysis of bank profitability factors," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
    6. Michael Adusei, 2022. "The liquidity risk–financial performance nexus: Evidence from hybrid financial institutions," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(1), pages 31-47, January.
    7. Shasnil Avinesh Chand & Ronald Ravinesh Kumar & Peter Josef Stauvermann & Muhammad Shahbaz, 2024. "Determinants of Bank Profitability—Do Institutions, Globalization, and Global Uncertainty Matter for Banks in Island Economies? The Case of Fiji," JRFM, MDPI, vol. 17(6), pages 1-26, May.
    8. Omar Ghazy Aziz & Julie Knutsen, 2019. "The Banks Profitability and Economic Freedom Quality: Empirical Evidence from Arab Economies," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(11), pages 96-110, January.
    9. Hongxing Yao & Muhammad Haris & Gulzara Tariq, 2018. "Profitability Determinants of Financial Institutions: Evidence from Banks in Pakistan," IJFS, MDPI, vol. 6(2), pages 1-28, May.
    10. Santosh Kumar Das & Khushboo Uppal, 2021. "NPAs and profitability in Indian banks: an empirical analysis," Future Business Journal, Springer, vol. 7(1), pages 1-9, December.
    11. Muhammad Farhan Basheer & Waeibrorheem Waemustafa & Mohamad Helmi Bin Hidthiir & Saira Ghulam Hassan, 2021. "Explaining the endogeneity between the credit risk, liquidity risk, and off-balance sheet activities in commercial banks: a case of South Asian economies," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 14(2), pages 166-187.
    12. Mohammad Ziaul Islam & Shormin Aktar & Mohammad Awal Hossen & Mohammad Mohammad Saiful Islam, 2018. "Non-Performing Loan And Asset Utilization Of Banks: Evidence From Bangladesh," Romanian Economic Business Review, Romanian-American University, vol. 13(4), pages 31-39, december.
    13. Md. Shahidul Islam & Shin-Ichi Nishiyama, 2020. "The Determinants of Net Interest Margins of Commercial Banks: Panel Evidence from China, India and Japan," Discussion Papers 2014, Graduate School of Economics, Kobe University.
    14. Suzan Dsouza & Mustafa Raza Rabbani & Iqbal Thonse Hawaldar & Ajay Kumar Jain, 2022. "Impact of Bank Efficiency on the Profitability of the Banks in India: An Empirical Analysis Using Panel Data Approach," IJFS, MDPI, vol. 10(4), pages 1-18, October.
    15. Marta Anita Karaś & Michał Boda, 2024. "Stabilność i wyniki finansowe banków w krajach Europy graniczących z konfliktem militarnym w Ukrainie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 64-111.
    16. mohammed, habib, 2023. "Modeling Determinants of Private Banks Profitability in Ethiopia," MPRA Paper 116699, University Library of Munich, Germany.
    17. mohammed, habib, 2023. "Modeling Determinants of Private Banks Profitability in Ethiopia," MPRA Paper 116817, University Library of Munich, Germany, revised 25 Mar 2023.
    18. Koju Laxmi & Abbas Ghulam & Wang Shouyang, 2018. "Do Macroeconomic Determinants of Non-Performing Loans Vary with the Income Levels of Countries?," Journal of Systems Science and Information, De Gruyter, vol. 6(6), pages 512-531, December.
    19. Serhat Yüksel & Shahriyar Mukhtarov & Elvin Mammadov & Mustafa Özsarı, 2018. "Determinants of Profitability in the Banking Sector: An Analysis of Post-Soviet Countries," Economies, MDPI, vol. 6(3), pages 1-15, July.

  4. IIBOSHI Hirokuni & MATSUMAE Tatsuyoshi & NISHIYAMA Shin-Ichi, 2014. "Sources of the Great Recession：A Bayesian Approach of a Data-Rich DSGE model with Time-Varying Volatility Shocks," ESRI Discussion paper series 313, Economic and Social Research Institute (ESRI).

    Cited by:

    1. Shirai, Daichi, 2016. "Persistence and Amplification of Financial Frictions," MPRA Paper 72187, University Library of Munich, Germany.

  5. Shin-Ichi Nishiyama & Ryo Kato, 2011. "On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints," TERG Discussion Papers 274, Graduate School of Economics and Management, Tohoku University.

    Cited by:

    1. Alexis Akira Toda, 2020. "Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions," Papers 2009.13564, arXiv.org, revised Nov 2020.
    2. Liutang Gong & Ruquan Zhong & Heng-fu Zou, 2012. "On the concavity of the consumption function with the time varying discount rate," CEMA Working Papers 559, China Economics and Management Academy, Central University of Finance and Economics.
    3. Broer, Tobias, 2020. "Consumption insurance over the business cycle," CEPR Discussion Papers 14579, C.E.P.R. Discussion Papers.

  6. Shin-Ichi Nishiyama, 2011. "How Important are Financial Shocks for the Canadian Business Cycle?," TERG Discussion Papers 276, Graduate School of Economics and Management, Tohoku University.

    Cited by:

    1. Myung-Soo Yie & Byoung Hark Yoo, 2016. "The Role Of Foreign Debt And Financial Frictions In A Small Open Economy Dsge Model," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(05), pages 1-23, December.

  7. Shin-Ichi Nishiyama, 2009. "Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting," Staff Working Papers 09-2, Bank of Canada.

    Cited by:

    1. Oleksiy Kryvtsov & Luba Petersen, 2013. "Expectations and Monetary Policy: Experimental Evidence," Staff Working Papers 13-44, Bank of Canada.
    2. Carl E. Walsh, 2009. "Using monetary policy to stabilize economic activity," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 245-296.

  8. Ian Christensen & Paul Corrigan & Caterina Mendicino & Shin-Ichi Nishiyama, 2009. "Consumption, Housing Collateral, and the Canadian Business Cycle," Staff Working Papers 09-26, Bank of Canada.

    Cited by:

    1. Sami Alpanda & Gino Cateau & Césaire Meh, 2014. "A Policy Model to Analyze Macroprudential Regulations and Monetary Policy," Staff Working Papers 14-6, Bank of Canada.
    2. Sandra Gomes, 2011. "Housing Market Dynamics: Any News?," Working Papers w201121, Banco de Portugal, Economics and Research Department.
    3. Fabio Milani & Sung Ho Park, 2019. "Expectations and Macro-Housing Interactions in a Small Open Economy: Evidence from Korea," Open Economies Review, Springer, vol. 30(2), pages 375-402, April.
    4. František Brazdik & Michal Hlavacek & Aleš Marsal, 2012. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 252-277, July.
    5. Gabriel Bruneau & Ian Christensen & Césaire Meh, 2016. "Housing Market Dynamics and Macroprudential Policy," Staff Working Papers 16-31, Bank of Canada.
    6. Batini, Nicoletta & Melina, Giovanni & Villa, Stefania, 2019. "Fiscal buffers, private debt, and recession: The good, the bad and the ugly," Journal of Macroeconomics, Elsevier, vol. 62(C).
    7. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 1209, University of Nevada, Las Vegas , Department of Economics.
    8. Alpanda, Sami & Zubairy, Sarah, 2017. "Addressing household indebtedness: Monetary, fiscal or macroprudential policy?," European Economic Review, Elsevier, vol. 92(C), pages 47-73.
    9. Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk, 2010. "Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics," Working Papers 201009, University of Pretoria, Department of Economics.
    10. Imamudin Yuliadi, 2020. "The Implementation of a Dual Monetary System in Indonesia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 28-39.
    11. Tomura, Hajime, 2010. "International capital flows and expectation-driven boom-bust cycles in the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1993-2009, October.
    12. Jan Bruha & Michal Hlavacek & Lubos Komarek, 2013. "Impacts of housing prices on the financial position of households," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2012/2013, chapter 0, pages 120-127, Czech National Bank.
    13. PIROVANO, Mara, 2013. "Household and firm leverage, capital flows and monetary policy in a small open economy," Working Papers 2013014, University of Antwerp, Faculty of Business and Economics.
    14. Viktors Ajevskis & Kristine Vitola, 2011. "Housing and Banking in a Small Open Economy DSGE Model," Working Papers 2011/03, Latvijas Banka.
    15. Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013. "The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs," Housing Studies, Taylor & Francis Journals, vol. 28(8), pages 1133-1154, November.
    16. Ge, Xinyu & Li, Xiao-Lin & Li, Yong & Liu, Yan, 2022. "The driving forces of China's business cycles: Evidence from an estimated DSGE model with housing and banking," China Economic Review, Elsevier, vol. 72(C).
    17. Gabriel Bruneau & Ian Christensen & Césaire Meh, 2018. "Housing market dynamics and macroprudential policies," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 864-900, August.
    18. Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers CELEG 1104, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    19. Nurlan Turdaliev & Yahong Zhang, 2017. "Household Debt, Macroprudential Rules, and Monetary Policy," Working Papers 1704, University of Windsor, Department of Economics, revised May 2017.
    20. Matteo Iacoviello, 2014. "Macroeconomics of housing," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 2, pages 21-39, Edward Elgar Publishing.
    21. Francisco Camões & Sofia Vale, 2020. "I feel wealthy: A major determinant of Portuguese households’ indebtedness?," Empirical Economics, Springer, vol. 58(4), pages 1953-1978, April.
    22. Mendicino, Caterina & Punzi, Maria Teresa, 2014. "House Prices, Capital Inflows and Macroprudential Policy," Department of Economics Working Paper Series 180, WU Vienna University of Economics and Business.
    23. Akbobek Akhmedyarova, 2023. "Housing Market Dynamics in Kazakhstan: An Estimated DSGE Model," International Real Estate Review, Global Social Science Institute, vol. 26(3), pages 422-464.
    24. International Monetary Fund, 2014. "Canada: Financial Sector Assessment Program-Stress Testing-Technical Note," IMF Staff Country Reports 2014/069, International Monetary Fund.
    25. Kristine Vitola & Ludmila Fadejeva, 2010. "Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia," Working Papers 2010/03, Latvijas Banka.
    26. Avi Perez, 2020. "Lack of Uniformity in the Israeli Property Tax System 1997–2017," JRFM, MDPI, vol. 13(12), pages 1-11, December.
    27. Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
    28. Jan Bruha & Jaromir Tonner, 2014. "The Czech Housing Market Through the Lens of a DSGE Model Containing Collateral-Constrained Households," Working Papers 2014/09, Czech National Bank.
    29. Jan Bruha & Jiri Polansky, 2014. "The Housing Sector over Business Cycles: Empirical Analysis and DSGE Modelling," Working Papers 2014/12, Czech National Bank.
    30. Sean Langcake & Tim Robinson, 2018. "Forecasting the Australian economy with DSGE and BVAR models," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 251-267, January.
    31. John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.
    32. Aicha Kharazi & Francesco Ravazzolo, 2023. "Regulatory Collateral Requirements and Delinquency Rate in a Two-Agent New Keynesian Model," Working Paper series 23-03, Rimini Centre for Economic Analysis.

  9. Shinichi Nishiyama & Tae Okada & Wako Watanabe, 2006. "Do Banks Reduce Lending Preemptively in Response to Capital Losses?," Discussion papers 06016, Research Institute of Economy, Trade and Industry (RIETI).

    Cited by:

    1. Besstremyannaya, Galina, 2017. "Heterogeneous effect of the global financial crisis and the Great East Japan Earthquake on costs of Japanese banks," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 66-89.
    2. Wako Watanabe, 2010. "How Did the Capital Flow through Banks Change in the 1990s? -- Examining "Credit Crunch", "Forbearance Lending", and "Overbanking" --," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 6(1), pages 81-104, February.

  10. Iiboshi, Hirokuni & Nishiyama, Shin-Ichi & Watanabe, Toshiaki, 2006. "An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis," MPRA Paper 85702, University Library of Munich, Germany.

    Cited by:

    1. IWATA Yasuharu, 2009. "Fiscal Policy in an Estimated DSGE Model of the Japanese Economy: Do Non-Ricardian Households Explain All?," ESRI Discussion paper series 216, Economic and Social Research Institute (ESRI).
    2. Daria Finocchiaro & Virginia Queijo Von Heideken, 2013. "Do Central Banks React to House Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1659-1683, December.
    3. Sugo, Tomohiro & Ueda, Kozo, 2008. "Estimating a dynamic stochastic general equilibrium model for Japan," Journal of the Japanese and International Economies, Elsevier, vol. 22(4), pages 476-502, December.
    4. Christine Ma & Chung Tran, 2016. "Fiscal Space under Demographic Shift," ANU Working Papers in Economics and Econometrics 2016-642, Australian National University, College of Business and Economics, School of Economics.
    5. Hiroshi Morita, 2017. "Effects of Anticipated Fiscal Policy Shock on Macroeconomic Dynamics in Japan," The Japanese Economic Review, Springer, vol. 68(3), pages 364-393, September.
    6. Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2008. "Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach," Bank of Japan Working Paper Series 08-E-9, Bank of Japan.
    7. Hirose, Yasuo & Kurozumi, Takushi, 2011. "Do investment-specific technological changes matter for business fluctuations? Evidence from Japan," MPRA Paper 32944, University Library of Munich, Germany.
    8. Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Namba, Ryoichi & Nishiyama, Shin-Ichi, 2015. "Estimating a DSGE model for Japan in a data-rich environment," Journal of the Japanese and International Economies, Elsevier, vol. 36(C), pages 25-55.
    9. Chun-Hung Kuo & Hiroaki Miyamoto, 2016. "Unemployment and Wage Rigidity in Japan: A DSGE Model Perspective," Working Papers EMS_2016_06, Research Institute, International University of Japan.
    10. Okano, Eiji & Eguchi, Masataka & Gunji, Hiroshi & Miyazaki, Tomomi, 2012. "Optimal Monetary Policy in an Estimated Local Currency Pricing Model," Discussion Paper Series 558, Institute of Economic Research, Hitotsubashi University.
    11. Satoshi Hoshino & Daisuke Ida, 2021. "Stock prices and monetary policy in Japan: An analysis of a Bayesian DSGE model," Discussion Papers 2116, Graduate School of Economics, Kobe University.
    12. Masaya Sakuragawa & Kaoru Hosono, 2010. "Fiscal Sustainability Of Japan: A Dynamic Stochastic General Equilibrium Approach," The Japanese Economic Review, Japanese Economic Association, vol. 61(4), pages 517-537, December.
    13. Hiroshi Morita, 2012. "Expansionary Effect of an Anticipated Fiscal Policy on Consumption in Japan," Global COE Hi-Stat Discussion Paper Series gd11-219, Institute of Economic Research, Hitotsubashi University.
    14. YANO Koiti, 2009. "Dynamic Stochastic General Equilibrium Models Under a Liquidity Trap and Self-organizing State Space Modeling," ESRI Discussion paper series 206, Economic and Social Research Institute (ESRI).
    15. Sohei Kaihatsu & Takushi Kurozumi, 2010. "Sources of Business Fluctuations: Financial or Technology Shocks?," Bank of Japan Working Paper Series 10-E-12, Bank of Japan.
    16. IIBOSHI Hirokuni, 2012. "Measuring the Effects of Monetary Policy: A DSGE-DFM Approach," ESRI Discussion paper series 292, Economic and Social Research Institute (ESRI).
    17. Serbanoiu, Georgian Valentin, 2012. "Transmission of fiscal policy shocks into Romania's economy," MPRA Paper 40947, University Library of Munich, Germany.
    18. Daichi Shirai, 2014. "A note on hump-shaped output in the RBC model," CIGS Working Paper Series 14-009E, The Canon Institute for Global Studies.
    19. Kaihatsu, Sohei & Kurozumi, Takushi, 2014. "What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 217-235.
    20. Yasuharu Iwata, 2011. "The Government Spending Multiplier and Fiscal Financing: Insights from Japan," International Finance, Wiley Blackwell, vol. 14(2), pages 231-264, June.
    21. Choi, Yoonseok & Hirata, Hideaki & Kim, Sunghyun Henry, 2017. "Tax reform in Japan: Is it welfare-enhancing?," Japan and the World Economy, Elsevier, vol. 42(C), pages 12-22.
    22. YANO Koiti, 2010. "Time-varying Analysis of Dynamic Stochastic General Equilibrium Models Based on Sequential Monte Carlo Methods," ESRI Discussion paper series 231, Economic and Social Research Institute (ESRI).
    23. Hiroshi Morita, 2017. "Effects of Anticipated Fiscal Policy Shock on Macroeconomic Dynamics in Japan," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 364-393, September.

  11. Shin-Ichi Nishiyama, 2004. "Inflation Target as a Buffer against Liquidity Trap," Econometric Society 2004 Far Eastern Meetings 568, Econometric Society.

    Cited by:

    1. Ryo Kato & Shinichi Nishiyama, 2001. "Optimal Monetary Policy When Interest Rates are Bound at Zero," Working Papers 01-12, Ohio State University, Department of Economics.
    2. Youngsoo Bae & Robert M. de Jong, 2007. "Money demand function estimation by nonlinear cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 767-793.
    3. Ali al-Nowaihi & Sanjit Dhami, 2011. "Strategic monetary and fiscal policy interaction in a liquidity trap," Discussion Papers in Economics 11/43, Division of Economics, School of Business, University of Leicester.
    4. Sanjit Dhami & Ali al-Nowaihi, 2007. "Alice Through the Looking Glass: Strategic Monetary and Fiscal Policy Interaction in a Liquidity Trap," Discussion Papers in Economics 07/15, Division of Economics, School of Business, University of Leicester.
    5. Hitoshi Fuchi & Nobuyuki Oda & Hiroshi Ugai, 2007. "The Costs and Benefits of Inflation: Evaluation for Japan's Economy," Bank of Japan Working Paper Series 07-E-10, Bank of Japan.
    6. Jacek Krawczyk & Kunhong Kim, 2014. "Viable Stabilising Non-Taylor Monetary Policies for an Open Economy," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 233-268, February.

  12. Ryo Kato & Shinichi Nishiyama, 2001. "Optimal Monetary Policy When Interest Rates are Bound at Zero," Working Papers 01-12, Ohio State University, Department of Economics.

    Cited by:

    1. Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020. "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    2. William B. English & J. David López-Salido & Robert J. Tetlow, 2013. "The Federal Reserve's framework for monetary policy - recent changes and new questions," Finance and Economics Discussion Series 2013-76, Board of Governors of the Federal Reserve System (U.S.).
    3. Ortiz, Marco, 2015. "Choques de colas anchas y política monetaria," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 17-31.
    4. Adam, Klaus & Billi, Roberto M., 2004. "Optimal monetary policy under commitment with a zero bound on nominal interest rates," CFS Working Paper Series 2004/13, Center for Financial Studies (CFS).
    5. Richard Dennis, 2016. "Durations at the Zero Lower Bound," IMES Discussion Paper Series 16-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
    6. Kobayashi, Teruyoshi, 2010. "Policy irreversibility and interest rate smoothing," MPRA Paper 19931, University Library of Munich, Germany.
    7. Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2010. "Global liquidity trap," Globalization Institute Working Papers 56, Federal Reserve Bank of Dallas.
    8. Mendes, Rhys R., 2011. "Uncertainty and the Zero Lower Bound: A Theoretical Analysis," MPRA Paper 59218, University Library of Munich, Germany.
    9. Roberto M. Billi, 2006. "The Optimal Long-Run Inflation Rate for the U.S. Economy," Computing in Economics and Finance 2006 72, Society for Computational Economics.
    10. Claude Lavoie & Hope Pioro, 2007. "The Zero Bound on Nominal Interest Rates: Implications for the Optimal Monetary Policy in Canada," Discussion Papers 07-1, Bank of Canada.
    11. Roberto M. Billi, 2005. "The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates," Computing in Economics and Finance 2005 25, Society for Computational Economics.
    12. Wolters, Maik Hendrik, 2010. "Estimating Monetary Policy Reaction Functions Using Quantile Regressions," MPRA Paper 23857, University Library of Munich, Germany.
    13. Sebastian Schmidt, 2013. "Optimal Monetary and Fiscal Policy with a Zero Bound on Nominal Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1335-1350, October.
    14. Chappell, Henry W. & McGregor, Rob Roy, 2018. "Committee decision-making at Sweden's Riksbank," European Journal of Political Economy, Elsevier, vol. 53(C), pages 120-133.
    15. Gabriela Bezerra Medeiros & Marcelo Savino Portugal & Edilean Kleber da Silva Bejarano Aragón, 2017. "Endogeneity and nonlinearities in Central Bank of Brazil’s reaction functions: an inverse quantile regression approach," Empirical Economics, Springer, vol. 53(4), pages 1503-1527, December.
    16. Dong, Yan & Wang, Cong, 2021. "The effect of stimulus policy on lending behavior and bank risk: Evidence from the Chinese banking sector," Emerging Markets Review, Elsevier, vol. 49(C).
    17. Pavel Kapinos, 2011. "Liquidity Trap in an Inflation-Targeting Framework: A Graphical Analysis," International Review of Economic Education, Economics Network, University of Bristol, vol. 10(2), pages 91-105.
    18. Hasui, Kohei, 2013. "The non-negative constraint on the nominal interest rate and the effects of monetary policy," MPRA Paper 49394, University Library of Munich, Germany.
    19. Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2019. "Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule," Working Papers 201929, University of Pretoria, Department of Economics.
    20. Gaffeo, Edoardo & Canzian, Giulia, 2011. "The psychology of inflation, monetary policy and macroeconomic instability," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(5), pages 660-670.
    21. Ito, Hiro, 2003. "Was Japan’s Real Interest Rate Really Too High During the 1990s? The Role of the Zero Interest Rate Bound and Other Factors," Santa Cruz Department of Economics, Working Paper Series qt48k5q6vd, Department of Economics, UC Santa Cruz.
    22. Iiboshi, Hirokuni, 2016. "Monetary policy regime shifts under the zero lower bound: An application of a stochastic rational expectations equilibrium to a Markov switching DSGE model," Economic Modelling, Elsevier, vol. 52(PA), pages 186-205.
    23. Ida, Daisuke, 2013. "Optimal monetary policy rules in a two-country economy with a zero bound on nominal interest rates," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 223-242.
    24. Oda, Nobuyuki & Nagahata, Takashi, 2008. "On the function of the zero interest rate commitment: Monetary policy rules in the presence of the zero lower bound on interest rates," Journal of the Japanese and International Economies, Elsevier, vol. 22(1), pages 34-67, March.
    25. Edilean Kleber da Silva Bejarano Aragón, 2021. "Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function," Empirical Economics, Springer, vol. 60(3), pages 1221-1243, March.
    26. Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta, 2018. "Transition from the Taylor rule to the zero lower bound," CREATES Research Papers 2018-31, Department of Economics and Business Economics, Aarhus University.
    27. Kiesel, Konstantin & Wolters, Maik H., 2014. "Estimating monetary policy rules when the zero lower bound on nominal interest rates is approached," Kiel Working Papers 1898, Kiel Institute for the World Economy (IfW Kiel).
    28. Ortiz, Marco, 2014. "Fat-Tailed Shocks and the Central Bank Reaction," Working Papers 2014-002, Banco Central de Reserva del Perú.
    29. Shinsuke Ohyama & Junko Tanigawa, 2006. "Monetary policy conduct of the Swiss National Bank: the experience from 2001 to 2004," Bank of Japan Working Paper Series 06-E-9, Bank of Japan.
    30. Fujiwara, Ippei & Ueda, Kozo, 2013. "The fiscal multiplier and spillover in a global liquidity trap," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1264-1283.
    31. Dai, Meixing, 2011. "Quantitative and credit easing policies at the zero lower bound on the nominal interest rate," MPRA Paper 28129, University Library of Munich, Germany.
    32. Tomiyuki Kitamura, 2010. "Measuring Monetary Policy Under Zero Interest Rates With a Dynamic Stochastic General Equilibrium Model: An Application of a Particle Filter," Bank of Japan Working Paper Series 10-E-10, Bank of Japan.
    33. Ryo Kato & Yoshifumi Hisata, 2005. "Monetary Policy Uncertainty and Market Interest Rates," Bank of Japan Working Paper Series 05-E-7, Bank of Japan.
    34. Shin-Ichi Nishiyama, 2009. "Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting," Staff Working Papers 09-2, Bank of Canada.
    35. Klaus Adam, 2004. "Monetary Policy in a Low Inflation Environment," Research Bulletin, European Central Bank, vol. 1, pages 6-7.
    36. Ryo Kato & Yoko Takeda, 2004. "Reviewing US Monetary Policy in Disinflation Era: A Primer," Bank of Japan Working Paper Series 04-E-13, Bank of Japan.
    37. Jau-er Chen & Masanori Kashiwagi, 2017. "The Japanese Taylor rule estimated using censored quantile regressions," Empirical Economics, Springer, vol. 52(1), pages 357-371, February.
    38. Anton Nakov, 2008. "Optimal and Simple Monetary Policy Rules with Zero Floor on the Nominal Interest Rate," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 73-127, June.
    39. Thanaset Chevapatrakul & Tae-Hwan Kim & Paul Mizen, 2009. "The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1705-1723, December.
    40. Kozo Ueda, 2010. "A Time-Invariant Duration Policy under the Zero Lower Bound," IMES Discussion Paper Series 10-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
    41. Singh, Ajay Pratap & Nikolaou, Michael, 2014. "Optimal rules for central bank interest rates subject to zero lower bound," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-67.
    42. Shinichi Nishiyama & Tae Okada & Wako Watanabe, 2006. "Do Banks Reduce Lending Preemptively in Response to Capital Losses?," Discussion papers 06016, Research Institute of Economy, Trade and Industry (RIETI).
    43. Henry W. Chappell & Rob Roy McGregor, 2017. "The lower bound and the causes of monetary policy inertia: evidence from Sweden," Applied Economics, Taylor & Francis Journals, vol. 49(11), pages 1132-1146, March.
    44. Apergis, Nicholas & Christou, Christina, 2015. "The behaviour of the bank lending channel when interest rates approach the zero lower bound: Evidence from quantile regressions," Economic Modelling, Elsevier, vol. 49(C), pages 296-307.
    45. Mr. Jun Nagayasu, 2003. "The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period," IMF Working Papers 2003/208, International Monetary Fund.
    46. Alan G. Ahearne & Joseph E. Gagnon & Jane Haltmaier & Steven Scott MacDonald, 2002. "Preventing deflation: lessons from Japan's experience in the 1990s," International Finance Discussion Papers 729, Board of Governors of the Federal Reserve System (U.S.).
    47. Séverine Menguy, 2016. "Optimal Discretionary Monetary Policy in A Potential Zero Lower Bound Framework," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 2(6), pages 104-126, 06-2016.
    48. Daniel Leigh, 2004. "Monetary Policy and the Dangers of Deflation:Lessons from Japan," Economics Working Paper Archive 511, The Johns Hopkins University,Department of Economics.
    49. Semmler, Willi & Zhang, Wenlang, 2007. "Asset price volatility and monetary policy rules: A dynamic model and empirical evidence," Economic Modelling, Elsevier, vol. 24(3), pages 411-430, May.
    50. Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Shinichiro Watanabe & Kentaro Yoshimura, 2005. "Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?," International Finance, Wiley Blackwell, vol. 8(3), pages 471-508, December.
    51. Gabriela Bezerra De Medeiros & Marcelo Savino Portugal & Edilean Kleber Da Silva Bejarano Aragon, 2016. "Endogeneity And Nonlinearities In Central Bank Of Brazil’S Reaction Functions: An Inverse Quantile Regression Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 061, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    52. Naoko Hara & Takeshi Kimura & Kunio Okina, 2008. "Monetary Policy Framework and "Insurance Against Deflation"," Bank of Japan Working Paper Series 08-E-6, Bank of Japan.

Articles

  1. Khalil Ullah Mohammad & Shin-Ichi Nishiyama, 2021. "Impact of Financial Sector Opacity on the Capital Structure Choice of Asian Banks," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(3), pages 219-235.

    Cited by:

    1. Khalil Ullah Mohammad & Mohsin Raza Khan, 2021. "Bank Capital Structure Dynamics and Covid-19: Evidence from South Asia," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 3(3), pages 293-304, December.

  2. Khalil Ullah Mohammad & Shin-Ichi Nishiyama, 2019. "An Empirical Investigation into the Effect of Explicit Deposit Insurance and Design on the Liability Structure of Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 8(3), pages 179-206.

    Cited by:

    1. Khalil Ullah Mohammad & Mohsin Raza Khan, 2021. "Bank Capital Structure Dynamics and Covid-19: Evidence from South Asia," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), vol. 3(3), pages 293-304, December.

  3. Md. Shahidul Islam & Shin-Ichi Nishiyama, 2019. "Non-Performing Loans of Commercial Banks in South Asian Countries: Adverse Selection and Moral Hazard Issues," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(9), pages 1091-1106.

    Cited by:

    1. Rashedul Hasan & Muhammad Ashfaq, 2021. "Corruption and its diverse effect on credit risk: global evidence," Future Business Journal, Springer, vol. 7(1), pages 1-13, December.
    2. Changjun Zheng & Probir Kumar Bhowmik & Niluthpaul Sarker, 2019. "Industry-Specific and Macroeconomic Determinants of Non-Performing Loans: A Comparative Analysis of ARDL and VECM," Sustainability, MDPI, vol. 12(1), pages 1-17, December.

  4. Islam, Md. Shahidul & Nishiyama, Shin-Ichi, 2016. "The determinants of bank net interest margins: A panel evidence from South Asian countries," Research in International Business and Finance, Elsevier, vol. 37(C), pages 501-514.
    See citations under working paper version above.
  5. Ian Christensen & Paul Corrigan & Caterina Mendicino & Shin-Ichi Nishiyama, 2016. "Consumption, housing collateral and the Canadian business cycle," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 207-236, February.
    See citations under working paper version above.
  6. Md. Shahidul Islam & Shin-Ichi Nishiyama, 2016. "The Determinants of Bank Profitability: Dynamic Panel Evidence from South Asian Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 6(3), pages 1-6.
    See citations under working paper version above.
  7. Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Namba, Ryoichi & Nishiyama, Shin-Ichi, 2015. "Estimating a DSGE model for Japan in a data-rich environment," Journal of the Japanese and International Economies, Elsevier, vol. 36(C), pages 25-55.

    Cited by:

    1. Yoshino, Naoyuki & Miyamoto, Hiroaki, 2017. "Declined effectiveness of fiscal and monetary policies faced with aging population in Japan," Japan and the World Economy, Elsevier, vol. 42(C), pages 32-44.
    2. MATSUMAE Tatsuyoshi & HASUMI Ryo, 2016. "Impacts of Government Spending on Unemployment: Evidence from a Medium-scale DSGE Model(in Japanese)," ESRI Discussion paper series 329, Economic and Social Research Institute (ESRI).
    3. IIBOSHI Hirokuni & MATSUMAE Tatsuyoshi & NISHIYAMA Shin-Ichi, 2014. "Sources of the Great Recession：A Bayesian Approach of a Data-Rich DSGE model with Time-Varying Volatility Shocks," ESRI Discussion paper series 313, Economic and Social Research Institute (ESRI).
    4. Hasumi, Ryo & Iibsoshi, Hirokuni & Nakamura, Daisuke, 2018. "Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth," MPRA Paper 85521, University Library of Munich, Germany.
    5. IIBOSHI Hirokuni, 2012. "Measuring the Effects of Monetary Policy: A DSGE-DFM Approach," ESRI Discussion paper series 292, Economic and Social Research Institute (ESRI).

  8. Kato, Ryo & Nishiyama, Shin-Ichi, 2005. "Optimal monetary policy when interest rates are bounded at zero," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 97-133, January.
    See citations under working paper version above.
  9. Shin-Ichi Nishiyama, 2005. "The cross-Euler equation approach to intertemporal substitution in import demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 841-872.

    Cited by:

    1. Fujiwara, Ippei & Hara, Naoko & Hirose, Yasuo & Teranishi, Yuki, 2005. "The Japanese Economic Model (JEM)," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(2), pages 61-142, May.
    2. Ippei Fujiwara, 2003. "Is There a Direct Effect of Money?: Money's Role in an Estimated Monetary Business Cycle Model of the Japanese Economy," Discussion Papers in Economics and Business 03-15, Osaka University, Graduate School of Economics.
    3. CHEN, Chuanglian & CHEN, Guojin & YAO, Shujie, 2012. "Do imports crowd out domestic consumption? A comparative study of China, Japan and Korea," China Economic Review, Elsevier, vol. 23(4), pages 1036-1050.
    4. Shin-Ichi Nishiyama & Masao Ogaki, 2011. "The Cross-Euler Equation Approach in Estimating the Elasticity of Intertemporal Substitution for Food and Non-Food Consumption in Japan," TERG Discussion Papers 275, Graduate School of Economics and Management, Tohoku University.
    5. Farzana Naheed Khan & Eatzaz Ahmad, 2022. "Intertemporal substitution in import demand and the role of habit formation: an application of Euler equation approach for Pakistan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(1), pages 95-124, January.
    6. Chuanglian Chen & Guojin Chen & Shujie Yao, 2011. "Do Imports Crowd Out Domestic Consumption? A Comparative Study of China, Japan and Korea," Discussion Papers 11/03, University of Nottingham, GEP.

Software components

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Chapters

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