Nao Sudo
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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Hirokazu Ishise & Nao Sudo, 2008.
"Inventory-Theoretic Model of Money Demand, Multiple Goods, and Price Dynamics,"
IMES Discussion Paper Series
08-E-19, Institute for Monetary and Economic Studies, Bank of Japan.
- Hirokazu Ishise Nao Sudo, 2013. "Inventory-Theoretic Money Demand and Relative Price Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 299-326, March.
Mentioned in:
- On the dispersion in price rigidities
by Economic Logician in Economic Logic on 2008-09-05 21:15:00
- Ryuichiro Hashimoto & Nao Sudo, 2022.
"Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE Model,"
Bank of Japan Working Paper Series
22-E-5, Bank of Japan.
Mentioned in:
- Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE Model
by Christian Zimmermann in NEP-DGE blog on 2022-07-29 13:32:36
- Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE Model
Working papers
- Yoshiyasu Koide & Kenji Nishizaki & Nao Sudo, 2022.
"Flood Risk Perception and its Impact on Land Prices in Japan,"
Bank of Japan Working Paper Series
22-E-12, Bank of Japan.
Cited by:
- Yoshiyuki Kurachi & Hajime Morishima & Hiroshi Kawata & Ryo Shibata & Kazuma Bunya & Jin Moteki, 2022. "Challenges for Japan's Economy in the Decarbonization Process," Bank of Japan Research Papers 22-06-09, Bank of Japan.
- Ryuichiro Hashimoto & Nao Sudo, 2022.
"Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE Model,"
Bank of Japan Working Paper Series
22-E-5, Bank of Japan.
Cited by:
- Yoshiyuki Kurachi & Hajime Morishima & Hiroshi Kawata & Ryo Shibata & Kazuma Bunya & Jin Moteki, 2022. "Challenges for Japan's Economy in the Decarbonization Process," Bank of Japan Research Papers 22-06-09, Bank of Japan.
- Takuro Ashizawa & Nao Sudo & Hiroki Yamamoto, 2022. "How Do Floods Affect the Economy? An Empirical Analysis using Japanese Flood Data," Bank of Japan Working Paper Series 22-E-6, Bank of Japan.
- Chan, Ying Tung & Punzi, Maria Teresa & Zhao, Hong, 2024. "Green transition and financial stability: The role of green monetary and macroprudential policies and vouchers," Energy Economics, Elsevier, vol. 132(C).
- Yoshihiko Hogen & Yojiro Ito & Kenji Kanai & Naoya Kishi, 2024. "Changes in the Global Economic Landscape and Issues for Japan's Economy," Bank of Japan Working Paper Series 24-E-3, Bank of Japan.
- Kohei Matsumura & Tomomi Naka & Nao Sudo, 2023. "Analysis of the Transmission of Carbon Tax using a Multi-Sector Dynamic Stochastic General Equilibrium Model," Bank of Japan Working Paper Series 23-E-2, Bank of Japan.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2022.
"The Demand for Money at the Zero Interest Rate Bound,"
CARF F-Series
CARF-F-552, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2023. "The demand for money at the zero interest rate bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 968-976, September.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 044, University of Tokyo, Graduate School of Economics.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2018. "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series CARF-F-444, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2018. "The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 002, University of Tokyo, Graduate School of Economics.
Cited by:
- Tsutomu Watanabe & Tomoyoshi Yabu, 2019.
"How Large is the Demand for Money at the ZLB? Evidence from Japan,"
CARF F-Series
CARF-F-465, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2019. "How Large is the Demand for Money at the ZLB? Evidence from Japan," Working Papers on Central Bank Communication 013, University of Tokyo, Graduate School of Economics.
- Tsutomu Watanabe, 2020. "The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020," CARF F-Series CARF-F-493, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Saito, Makoto & 齊藤, 誠, 2020. "Long-run mild deflation under fiscal unsustainability in Japan," Discussion Paper Series 703, Institute of Economic Research, Hitotsubashi University.
- Tsutomu Watanabe, 2021. "The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020," Asian Economic Policy Review, Japan Center for Economic Research, vol. 16(2), pages 224-242, July.
- Tsutomu Watanabe, 2020. "The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020," Working Papers on Central Bank Communication 028, University of Tokyo, Graduate School of Economics.
- Amir Kia, 2024. "Demand for Money in the United States: Stability and Forward-Looking Tests," Economies, MDPI, vol. 12(2), pages 1-18, February.
- Takuro Ashizawa & Nao Sudo & Hiroki Yamamoto, 2022.
"How Do Floods Affect the Economy? An Empirical Analysis using Japanese Flood Data,"
Bank of Japan Working Paper Series
22-E-6, Bank of Japan.
Cited by:
- Yoshihiko Hogen & Yojiro Ito & Kenji Kanai & Naoya Kishi, 2024. "Changes in the Global Economic Landscape and Issues for Japan's Economy," Bank of Japan Working Paper Series 24-E-3, Bank of Japan.
- Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021.
"A Quest for Monetary Policy Shocks in Japan by High Frequency Identification,"
IMES Discussion Paper Series
21-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
Cited by:
- Matsumoto, Ryo & Morita, Hiroshi & Ono, Taiki, 2022. "Central Bank Information Effects in Japan : The Role of Uncertainty Channel," Discussion paper series HIAS-E-126, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Hiroyuki Kubota & Mototsugu Shintani, 2022. "High-frequency identification of monetary policy shocks in Japan," The Japanese Economic Review, Springer, vol. 73(3), pages 483-513, July.
- Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021. "Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers," IMES Discussion Paper Series 21-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- HOSONO Kaoru & TAKIZAWA Miho & YAMANOUCHI Kenta, 2022. "Financial Constraints and Markups," Discussion papers 22012, Research Institute of Economy, Trade and Industry (RIETI).
- Hiroyuki Kubota & Mototsugu Shintani, 2021. "High-Frequency Identification of Monetary Policy Shocks in Japan (Revised version of CARF-F-502)(Forthcoming in the Japanese Economic Review)," CARF F-Series CARF-F-530, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021.
"Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers,"
IMES Discussion Paper Series
21-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
Cited by:
- Hiroyuki Kubota & Mototsugu Shintani, 2023. "Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises," CARF F-Series CARF-F-555, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Tomomi Miyazaki & Haruo Kondoh, 2022. "Effects of Monetary and Fiscal Policy Interactions on Regional Employment: Evidence from Japan," Discussion Papers 2206, Graduate School of Economics, Kobe University.
- Kosuke Aoki & Ko Munakata & Nao Sudo, 2019.
"Prolonged Low Interest Rates and Banking Stability,"
IMES Discussion Paper Series
19-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
Cited by:
- Daisuke Ikeda & Hidehiko Matsumoto, 2021. "Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs," IMES Discussion Paper Series 21-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- Shigenori Shiratsuka & Nao Sudo & Shingo Watanabe, 2019.
"Central Bank Design under a Continued Low Inflation and Interest Rate Environment Summary of the 2019 BOJ-IMES Conference,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 37, pages 1-16, November.
- Shigenori Shiratsuka & Nao Sudo & Shingo Watanabe, 2019. "Central Bank Design under a Continued Low Inflation and Interest Rate Environment Summary of the 2019 BOJ-IMES Conference," IMES Discussion Paper Series 19-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
- Yosuke Okazaki & Nao Sudo, 2018.
"Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --,"
Bank of Japan Working Paper Series
18-E-6, Bank of Japan.
Cited by:
- Josh Davis & Cristian Fuenzalida & Alan M. Taylor, 2019.
"The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r,"
NBER Working Papers
26560, National Bureau of Economic Research, Inc.
- Taylor, Alan M. & Davis, Josh & Fuenzalida, Cristian, 2019. "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," CEPR Discussion Papers 14201, C.E.P.R. Discussion Papers.
- Hongjin Li & Naifang Su, 2020. "Financial Factors, Openness and the Natural Interest Rate in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 28(4), pages 76-100, July.
- Mr. Fei Han, 2019. "Demographics and the Natural Rate of Interest in Japan," IMF Working Papers 2019/031, International Monetary Fund.
- Ryuichiro Hashimoto & Nao Sudo, 2022. "Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE Model," Bank of Japan Working Paper Series 22-E-5, Bank of Japan.
- Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024. "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, vol. 149(C).
- Nao Sudo & Masaki Tanaka, 2021. "Quantifying Stock and Flow Effects of QE," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1719-1755, October.
- Nao Sudo & Masaki Tanaka, 2018. "Do Market Segmentation and Preferred Habitat Theories Hold in Japan? : Quantifying Stock and Flow Effects of Bond Purchases," Bank of Japan Working Paper Series 18-E-16, Bank of Japan.
- Lee, Dong Jin & Hahm, Joon-Ho & Park, Hail & Park, Ki Young, 2020. "Measuring the Natural Rate of Interest with Financial Gaps: The Cases of Japan and South Korea," Japan and the World Economy, Elsevier, vol. 54(C).
- Josh Davis & Cristian Fuenzalida & Alan M. Taylor, 2019.
"The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r,"
NBER Working Papers
26560, National Bureau of Economic Research, Inc.
- Nao Sudo & Yasutaka Takizuka, 2018.
"Population Aging and the Real Interest Rate in the Last and Next 50 Years -- A tale told by an Overlapping Generations Model --,"
Bank of Japan Working Paper Series
18-E-1, Bank of Japan.
- Sudo, Nao & Takizuka, Yasutaka, 2020. "Population Aging And The Real Interest Rate In The Last And Next 50 Years: A Tale Told By An Overlapping Generations Model," Macroeconomic Dynamics, Cambridge University Press, vol. 24(8), pages 2060-2103, December.
Cited by:
- Ho, Paul, 2024.
"Estimating the effects of demographics on interest rates: A robust Bayesian perspective,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Paul Ho, 2020. "Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective," Working Paper 20-14, Federal Reserve Bank of Richmond.
- Dantas Guimarães, Silvana & Ferreira Tiryaki, Gisele, 2020. "The impact of population aging on business cycles volatility: International evidence," The Journal of the Economics of Ageing, Elsevier, vol. 17(C).
- Claus Brand & Marcin Bielecki & Adrian Penalver, 2019. "The natural rate of interest: estimates, drivers, and challenges to monetary policy," NBP Working Papers 308, Narodowy Bank Polski.
- R. Anton Braun & Daisuke Ikeda, 2022.
"Why Aging Induces Deflation and Secular Stagnation,"
IMES Discussion Paper Series
22-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
- R. Anton Braun & Daisuke Ikeda, 2022. "Why Aging Induces Deflation and Secular Stagnation," FRB Atlanta Working Paper 2022-12, Federal Reserve Bank of Atlanta.
- Guerrazzi, Marco, 2021.
"How long does a generation last? Assessing the relationship between infinite and finite horizon dynamic models,"
MPRA Paper
105641, University Library of Munich, Germany.
- Marco Guerrazzi, 2022. "How Long does a Generation Last? Assessing the Relationship Between Infinite and Finite Horizon Dynamic Models," Economic Papers, The Economic Society of Australia, vol. 41(1), pages 89-98, March.
- Piergallini, Alessandro, 2019.
"Demographic Change and Real House Prices: A General Equilibrium Perspective,"
MPRA Paper
112073, University Library of Munich, Germany.
- Alessandro Piergallini, 2020. "Demographic change and real house prices: a general equilibrium perspective," Journal of Economics, Springer, vol. 130(1), pages 85-102, June.
- Mr. Fei Han, 2019. "Demographics and the Natural Rate of Interest in Japan," IMF Working Papers 2019/031, International Monetary Fund.
- Han, Fei, 2024. "The impact of demographic change on the natural rate of interest in Japan," Japan and the World Economy, Elsevier, vol. 69(C).
- Brand, Claus & Bielecki, Marcin & Penalver, Adrian, 2018. "The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43," Occasional Paper Series 217, European Central Bank.
- Bonfatti, Andrea & İmrohoroğlu, Selahattin & Kitao, Sagiri, 2022. "Japan and the allocation puzzle in an aging world," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
- Jan Acedański & Julia Włodarczyk, 2018. "Demographics, retirement age, and real interest rates in Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(4), pages 355-385, December.
- Karel Brůna & Jiří Pour, 2023. "Population aging and structural over/underinvestment," Economic Change and Restructuring, Springer, vol. 56(4), pages 2339-2383, August.
- Papetti, Andrea, 2019.
"Demographics and the natural real interest rate: historical and projected paths for the euro area,"
Working Paper Series
2258, European Central Bank.
- Papetti, Andrea, 2021. "Demographics and the natural real interest Rate: historical and projected paths for the euro area," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
- Otsu, Keisuke & Shibayama, Katsuyuki, 2022.
"Population aging, government policy and the postwar Japanese economy,"
Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
- Keisuke Otsu & Katsuyuki Shibayama, 2018. "Population Aging, Government Policy and the Postwar Japanese Economy," Studies in Economics 1809, School of Economics, University of Kent.
- Reona Hagiwara, 2023. "Aging, Health Risk, and Interest Rates," Working Papers 2303, Waseda University, Faculty of Political Science and Economics.
- Yosuke Okazaki & Nao Sudo, 2018. "Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --," Bank of Japan Working Paper Series 18-E-6, Bank of Japan.
- Yasutaka Ogawa & Jiro Yoshida, 2024. "Aging, Housing, and Macroeconomic Inefficiency," IMES Discussion Paper Series 24-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
- Weifeng Liu & Warwick McKibbin, 2022. "Global macroeconomic impacts of demographic change," The World Economy, Wiley Blackwell, vol. 45(3), pages 914-942, March.
- Lee, Dong Jin & Hahm, Joon-Ho & Park, Hail & Park, Ki Young, 2020. "Measuring the Natural Rate of Interest with Financial Gaps: The Cases of Japan and South Korea," Japan and the World Economy, Elsevier, vol. 54(C).
- Nao Sudo & Masaki Tanaka, 2018.
"Do Market Segmentation and Preferred Habitat Theories Hold in Japan? : Quantifying Stock and Flow Effects of Bond Purchases,"
Bank of Japan Working Paper Series
18-E-16, Bank of Japan.
Cited by:
- Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack, 2021. "Preferred habitat investors in the UK government bond market," Bank of England working papers 939, Bank of England.
- Athanasios Orphanides, 2021.
"The Power of Central Bank Balance Sheets,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 39, pages 35-54, November.
- Athanasios Orphanides, 2021. "The Power of Central Bank Balance Sheets," IMES Discussion Paper Series 21-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Junko Koeda & Yosuke Kimura, 2021.
"Government Debt Maturity in Japan: 1965 to the Present,"
Working Papers
2103, Waseda University, Faculty of Political Science and Economics.
- Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers e163, Tokyo Center for Economic Research.
- Takuji Kawamoto & Takashi Nakazawa & Yui Kishaba & Kohei Matsumura & Jouchi Nakajima, 2021. "Supplementary Paper Series for the "Assessment" (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the," Bank of Japan Working Paper Series 21-E-4, Bank of Japan.
- Orphanides, Athanasios & Hofmann, Boris & Lombardi, Marco & Mojon, Benoit, 2021.
"Fiscal and monetary policy interactions in a low interest rate world,"
CEPR Discussion Papers
16411, C.E.P.R. Discussion Papers.
- Boris Hofmann & Marco Jacopo Lombardi & Benoit Mojon & Athanasios Orphanides, 2021. "Fiscal and monetary policy interactions in a low interest rate world," BIS Working Papers 954, Bank for International Settlements.
- Tomohide Mineyama & Wataru Hirata & Kenji Nishizaki, 2019. "Inflation and Social Welfare in a New Keynesian Model: The Case of Japan and the U.S," Bank of Japan Working Paper Series 19-E-10, Bank of Japan.
- Nao Sudo & Yosuke Okazaki & Yasutaka Takizuka, 2018.
"Determinants of the Natural Rate of Interest in Japan \ Approaches based on a DSGE model and OG model \,"
Bank of Japan Research Laboratory Series
18-E-1, Bank of Japan.
Cited by:
- Takuji Kawamoto & Jouchi Nakajima & Tomoaki Mikami, 2021. "Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model," Bank of Japan Working Paper Series 21-E-9, Bank of Japan.
- Kosuke Aoki & Ko Munakata & Nao Sudo, 2019. "Prolonged Low Interest Rates and Banking Stability," IMES Discussion Paper Series 19-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
- Fructuoso Borrallo Egea & Pedro del Río López, 2021. "Estrategia de política monetaria e inflación en Japón," Occasional Papers 2116, Banco de España.
- Pierre L Siklos, 2022. "Monetary, fiscal and demographic interactions in Japan: impact and a comparative assessment," Working Papers halshs-03776217, HAL.
- Fructuoso Borrallo Egea & Pedro del Río López, 2021. "Monetary policy strategy and inflation in Japan," Occasional Papers 2116, Banco de España.
- Claudio Borio, 2021. "Navigating by r*: safe or hazardous?," BIS Working Papers 982, Bank for International Settlements.
- Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017.
"The effects of monetary policy shocks on inequality in Japan,"
BIS Working Papers
642, Bank for International Settlements.
- Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017. "Effects of Monetary Policy Shocks on Inequality in Japan," Bank of Japan Working Paper Series 17-E-3, Bank of Japan.
Cited by:
- Haroon Mumtaz & Angeliki Theophilopoulou, 2016.
"The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis,"
Working Papers
783, Queen Mary University of London, School of Economics and Finance.
- Mumtaz, Haroon & Theophilopoulou, Angeliki, 2017. "The impact of monetary policy on inequality in the UK. An empirical analysis," European Economic Review, Elsevier, vol. 98(C), pages 410-423.
- Mehdi El Herradi & Aurélien Leroy, 2020.
"Monetary policy and the top one percent: Evidence from a century of modern economic history,"
AMSE Working Papers
2047, Aix-Marseille School of Economics, France.
- Mehdi El Herradi & Aurelien Leroy, 2022. "Monetary Policy and the Top One Percent: Evidence from a Century of Modern Economic History," Working Papers hal-03897335, HAL.
- Mehdi El Herradi & Aurelien Leroy, 2020. "Monetary policy and the top one percent: Evidence from a century of modern economic history," Working Papers 519, ECINEQ, Society for the Study of Economic Inequality.
- Mehdi El Herradi & Aurélien Leroy, 2020. "Monetary policy and the top one percent: Evidence from a century of modern economic history," Working Papers halshs-03080162, HAL.
- Sima Siami‐Namini & Conrad Lyford & A. Alexandre Trindade, 2020. "The Effects of Monetary Policy Shocks on Income Inequality Across U.S. States," Economic Papers, The Economic Society of Australia, vol. 39(3), pages 204-221, September.
- Marc Anderes & Alexander Rathke & Sina Streicher & Jan-Egbert Sturm, 2021.
"The role of ECB communication in guiding markets,"
Public Choice, Springer, vol. 186(3), pages 351-383, March.
- Marc Anderes & Alexander Rathke & Sina Streicher & Jan-Egbert Sturm, 2019. "The Role of ECB Communication in Guiding Markets," KOF Working papers 19-464, KOF Swiss Economic Institute, ETH Zurich.
- Marc Anderes & Alexander Rathke & Sina Streicher & Filip Jan-Egbert Sturm, 2019. "The Role of ECB Communication in Guiding Markets," KOF Working papers 19-446, KOF Swiss Economic Institute, ETH Zurich.
- Jérôme Creel & Mehdi El Herradi, 2020.
"Income inequality and monetary policy in the Euro Area,"
SciencePo Working papers Main
hal-03389183, HAL.
- Jérôme Creel & Mehdi El Herradi, 2020. "Income inequality and monetary policy in the Euro Area," Working Papers hal-03389183, HAL.
- Jérôme Creel & Mehdi El Herradi, 2024. "Income inequality and monetary policy in the euro area," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 332-355, January.
- Gokan, Yoichi & Turnovsky, Stephen J., 2023. "Taylor rules: Consequences for wealth and income inequality," Journal of Macroeconomics, Elsevier, vol. 77(C).
- Kilman, Josefin, 2020. "Monetary Policy and Income Inequality in the United States: The Role of Labor Unions," Working Papers 2020:10, Lund University, Department of Economics, revised 20 Sep 2022.
- Apanisile, Olumuyiwa Tolulope, 2021. "Monetary Policy Shocks and Income Inequality in Nigeria: Do Effects of Anticipated and Unanticipated Shocks Differ?," African Journal of Economic Review, African Journal of Economic Review, vol. 9(2), April.
- Anastasios Evgenidis & Apostolos Fasianos, 2021.
"Unconventional Monetary Policy and Wealth Inequalities in Great Britain,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 115-175, February.
- Fasianos, Apostolos & Evgenidis, Anastasios, 2020. "Unconventional Monetary Policy and Wealth Inequalities in Great Britain," CEPR Discussion Papers 14656, C.E.P.R. Discussion Papers.
- Anastasios Evgenidis & Apostolos Fasianos, 2019. "Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data," Papers 1912.09702, arXiv.org.
- Merrino, Serena, 2022. "Monetary policy and wage inequality in South Africa," Emerging Markets Review, Elsevier, vol. 53(C).
- Serena Merrino, 2020. "Wage inequality under inflation-targeting in South Africa," WIDER Working Paper Series wp-2020-86, World Institute for Development Economic Research (UNU-WIDER).
- José Alves & Tomás Silva, 2020.
"An Empirical Assessment of Monetary Policy Channels on Income and Wealth Disparities,"
Working Papers REM
2020/0144, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- José Alves & Tomás Silva, 2021. "An Empirical Assessment of Monetary Policy Channels in Income and Wealth Disparities," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(3), pages 432-449, September.
- Dhital, Saroj & Jiang, Senyuan & Reese, Jillian, 2023. "Effects of monetary and government spending policy on economic inequality," Journal of Macroeconomics, Elsevier, vol. 77(C).
- Luisa Corrado & Daniela Fantozzi, 2021. "Micro level data for macro models: the distributional effects of monetary policy," National Institute of Economic and Social Research (NIESR) Discussion Papers 529, National Institute of Economic and Social Research.
- Sigal Ribon, 2023.
"Differential Effects of Monetary Policy on Household Consumption: The Case of Israel,"
Israel Economic Review, Bank of Israel, vol. 21(1), pages 35-73, March.
- Sigal Ribon, 2020. "Differential Effects of Monetary Policy on Household Consumption: The Case of Israel," Bank of Israel Working Papers 2020.12, Bank of Israel.
- Farhad Taghizadeh‐Hesary & Naoyuki Yoshino & Sayoko Shimizu, 2020.
"The impact of monetary and tax policy on income inequality in Japan,"
The World Economy, Wiley Blackwell, vol. 43(10), pages 2600-2621, October.
- Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Sayoko Shimizu, 2018. "The Impact of Monetary and Tax Policy on Income Inequality in Japan," Working Papers id:12820, eSocialSciences.
- Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki & Shimizu, Sayoko, 2018. "The Impact of Monetary and Tax Policy on Income Inequality in Japan," ADBI Working Papers 837, Asian Development Bank Institute.
- Serena Merrino, 2021. "Wage inequality under inflationtargeting in South Africa," Working Papers 11018, South African Reserve Bank.
- Anna Samarina & Anh D.M. Nguyen, 2019.
"Does monetary policy affect income inequality in the euro area?,"
Bank of Lithuania Working Paper Series
61, Bank of Lithuania.
- Anna Samarina & Anh D.M. Nguyen, 2024. "Does Monetary Policy Affect Income Inequality in the Euro Area?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 35-80, February.
- Latsos Sophia, 2018. "Real Wage Effects of Japan’s Monetary Policy," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 69(1), pages 177-215, July.
- Ayako Saiki & Jon Frost, 2018. "Japan's Unconventional Monetary Policy and Income Distribution: Revisited," Working Papers e126, Tokyo Center for Economic Research.
- Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021. "Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers," IMES Discussion Paper Series 21-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Bunn, Philip & Pugh, Alice & Yeates, Chris, 2018. "The distributional impact of monetary policy easing in the UK between 2008 and 2014," Bank of England working papers 720, Bank of England.
- Fumitaka Nakamura, 2019. "Household Income, Portfolio Choice and Heterogeneous Consumption Responses to Monetary Policy Shocks," IMES Discussion Paper Series 19-E-19, Institute for Monetary and Economic Studies, Bank of Japan.
- Feldkircher, Martin & Kakamu, Kazuhiko, 2018.
"How does monetary policy affect income inequality in Japan? Evidence from grouped data,"
Working Papers in Regional Science
2018/03, WU Vienna University of Economics and Business.
- Martin Feldkircher & Kazuhiko Kakamu, 2018. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Papers 1803.08868, arXiv.org, revised Jul 2021.
- Martin Feldkircher & Kazuhiko Kakamu, 2022. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Empirical Economics, Springer, vol. 62(5), pages 2307-2327, May.
- Israel, Karl-Friedrich & Sepp, Tim Florian & Sonnenberg, Nils, 2023. "The effects of unconventional monetary policy on stock markets and household incomes in Japan," Working Papers 177, University of Leipzig, Faculty of Economics and Management Science.
- Karl-Friedrich Israel & Tim Florian Sepp & Nils Sonnenberg, 2022.
"Japanese monetary policy and household saving,"
Applied Economics, Taylor & Francis Journals, vol. 54(21), pages 2373-2389, May.
- Israel, Karl-Friedrich & Sepp, Tim & Sonnenberg, Nils, 2021. "Japanese monetary policy and household saving," Working Papers 173, University of Leipzig, Faculty of Economics and Management Science.
- Angrick, Stefan & Nemoto, Naoko, 2018. "Breaking Par: Short-Term Determinants of Yen-Dollar Swap Deviations," ADBI Working Papers 859, Asian Development Bank Institute.
- Makram El-Shagi & Steven Yamarik, 2024. "The Effect of Monetary Policy Shocks on Income Inequality across US states," CFDS Discussion Paper Series 2024/4, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Clara De Luigi & Martin Feldkircher & Philipp Poyntner & Helene Schuberth, 2019.
"Effects of the ECB’s Unconventional Monetary Policy on Real and Financial Wealth,"
Department of Economics Working Papers
wuwp286, Vienna University of Economics and Business, Department of Economics.
- De Luigi, Clara & Schuberth, Helene & Feldkircher, Martin & Poyntner, Philipp, 2019. "Effects of the ECB's Unconventional Monetary Policy on Real and Financial Wealth," Department of Economics Working Paper Series 286, WU Vienna University of Economics and Business.
- Valeria Zvereva & Olga Demidova & Dmitry Korshunov & Alexander Myasnikov, 2024. "Impact of Intraregional Income Inequality on the Operation of the Bank of Russia's Monetary Policy Transmission Mechanism," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 3-31, March.
- Ahiadorme, Johnson Worlanyo, 2020.
"Monetary policy transmission and income inequality in Sub-Saharan Africa,"
MPRA Paper
104084, University Library of Munich, Germany.
- Johnson Worlanyo Ahiadorme, 2022. "Monetary policy transmission and income inequality in Sub-Saharan Africa," Economic Change and Restructuring, Springer, vol. 55(3), pages 1555-1585, August.
- Sima Siami Namini, 2022. "Quantitative Easing Policy and Income Inequality in the U.S. Economy: Evidence from a FAVAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(4), pages 759-779, December.
- Emira Arefa Aji & Raditya Sukmana, 2023. "Dual Mone Al Monetary Policy And Income Inequ Y Policy And Income Inequality In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(3), pages 539-560, September.
- Mehdi El Herradi & Aurélien Leroy, 2021. "Monetary Policy and the Top 1%: Evidence from a Century of Modern Economic History," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
- Jongwook Park, 2018. "Monetary Policy and Income Inequality in Korea," Working Papers 2018-27, Economic Research Institute, Bank of Korea.
- Marcin Bielecki & Michał Brzoza-Brzezina & Marcin Kolasa, 2020. "Distributional consequences of conventional and unconventional monetary policy," NBP Working Papers 327, Narodowy Bank Polski.
- Renzhi, Nuobu, 2023. "Household net saving positions and unconventional monetary policy transmission: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
- Albert, Juan-Francisco & Peñalver, Antonio & Perez-Bernabeu, Alberto, 2020. "The effects of monetary policy on income and wealth inequality in the U.S. Exploring different channels," Structural Change and Economic Dynamics, Elsevier, vol. 55(C), pages 88-106.
- Thomas Gries & Lukas Wiechers & Sebastian José Luna-Victoria, 2023. "Unconventional monetary policy and wealth inequality: evidence from the US," Economics Bulletin, AccessEcon, vol. 43(4), pages 1865-1874.
- Yuto Iwasaki & Nao Sudo, 2017.
"Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --,"
Bank of Japan Working Paper Series
17-E-11, Bank of Japan.
Cited by:
- Michael D. Bordo & Pierre Siklos, 2019. "The Transformation and Performance of Emerging Market Economies Across the Great Divide of the Global Financial Crisis," NBER Working Papers 26342, National Bureau of Economic Research, Inc.
- Parantap Basu & Kenji Wada, 2018. "Unconventional Monetary Policy and the Bond Market in Japan: A New-Keynesian Perspective," IMES Discussion Paper Series 18-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
- Yoshihiko Hogen & Ryoichi Okuma, 2018. "The Anchoring of Inflation Expectations in Japan: A Learning-Approach Perspective," Bank of Japan Working Paper Series 18-E-8, Bank of Japan.
- Feldkircher, Martin & Kakamu, Kazuhiko, 2018.
"How does monetary policy affect income inequality in Japan? Evidence from grouped data,"
Working Papers in Regional Science
2018/03, WU Vienna University of Economics and Business.
- Martin Feldkircher & Kazuhiko Kakamu, 2018. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Papers 1803.08868, arXiv.org, revised Jul 2021.
- Martin Feldkircher & Kazuhiko Kakamu, 2022. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Empirical Economics, Springer, vol. 62(5), pages 2307-2327, May.
- Junko Koeda, 2018.
"Macroeconomic Effects of Quantitative and Qualitative Monetary Easing Measures,"
IMES Discussion Paper Series
18-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
- Koeda, Junko, 2019. "Macroeconomic effects of quantitative and qualitative monetary easing measures," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 121-141.
- Andrew Filardo & Jouchi Nakajima, 2018. "Effectiveness of unconventional monetary policies in a low interest rate environment," BIS Working Papers 691, Bank for International Settlements.
- Hiroyuki Kubota & Mototsugu Shintani, 2023. "Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises," CARF F-Series CARF-F-555, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Hiroyuki Kubota & Mototsugu Shintani, 2020. "High-frequency Identification of Unconventional Monetary Policy Shocks in Japan," CARF F-Series CARF-F-502, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Shigeaki Fujiwara & Yuto Iwasaki & Ichiro Muto & Kenji Nishizaki & Nao Sudo, 2016.
"Supplementary Paper Series for the "Comprehensive Assessment" (2): Developments in the Natural Rate of Interest in Japan,"
Bank of Japan Review Series
16-E-12, Bank of Japan.
Cited by:
- John C. Williams, 2018.
"The Future Fortunes of R-star: Are They Really Rising?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- John C. Williams, 2018. "The Future Fortunes of R-star: Are They Really Rising?," Speech 188, Federal Reserve Bank of San Francisco.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016.
"Measuring the Natural Rate of Interest: International Trends and Determinants,"
Working Paper Series
2016-11, Federal Reserve Bank of San Francisco.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest: International Trends and Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Kathryn Holston & Thomas Laubach & John C. Williams, 2016. "Measuring the Natural Rate of Interest : International Trends and Determinants," Finance and Economics Discussion Series 2016-073, Board of Governors of the Federal Reserve System (U.S.).
- Holston, Kathryn & Laubach, Thomas & Williams, John C., 2017. "Measuring the natural rate of interest: International trends and determinants," Journal of International Economics, Elsevier, vol. 108(S1), pages 59-75.
- Nao Sudo & Yasutaka Takizuka, 2018.
"Population Aging and the Real Interest Rate in the Last and Next 50 Years -- A tale told by an Overlapping Generations Model --,"
Bank of Japan Working Paper Series
18-E-1, Bank of Japan.
- Sudo, Nao & Takizuka, Yasutaka, 2020. "Population Aging And The Real Interest Rate In The Last And Next 50 Years: A Tale Told By An Overlapping Generations Model," Macroeconomic Dynamics, Cambridge University Press, vol. 24(8), pages 2060-2103, December.
- Sanjay R. Singh & Pablo Cuba-Borda, 2019.
"Understanding Persistent Stagnation,"
Working Papers
329, University of California, Davis, Department of Economics.
- Pablo A. Cuba-Borda & Sanjay R. Singh, 2019. "Understanding Persistent Stagnation," International Finance Discussion Papers 1243, Board of Governors of the Federal Reserve System (U.S.).
- Pablo Cuba-Borda & Sanjay R. Singh, 2022.
"Understanding Persistent ZLB: Theory and Assessment,"
Working Papers
346, University of California, Davis, Department of Economics.
- Pablo Cuba-Borda & Sanjay R. Singh, 2024. "Understanding Persistent ZLB: Theory and Assessment," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 389-416, July.
- Pablo A. Cuba-Borda & Sanjay R. Singh, 2023. "Understanding Persistent ZLB: Theory and Assessment," Working Paper Series 2024-03, Federal Reserve Bank of San Francisco.
- Carrillo Julio A. & Elizondo Rocío & Rodríguez-Pérez Cid Alonso & Roldán-Peña Jessica, 2018. "What Determines the Neutral Rate of Interest in an Emerging Economy?," Working Papers 2018-22, Banco de México.
- Franta, Michal, 2021.
"The Likelihood Of Effective Lower Bound Events,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2058-2079, December.
- Michal Franta, 2018. "The likelihood of effective lower bound events," BIS Working Papers 731, Bank for International Settlements.
- Michal Franta, 2018. "The Likelihood of Effective Lower Bound Events," Working Papers 2018/3, Czech National Bank.
- Klaus Adam & Oliver Pfäuti & Timo Reinelt, 2020. "Falling Natural Rates, Rising Housing Volatility and the Optimal Inflation Target," CRC TR 224 Discussion Paper Series crctr224_2020_235, University of Bonn and University of Mannheim, Germany.
- John C. Williams, 2017. "Interest Rates and the \\"New Normal\\"," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Yoshihiko Hogen & Ryoichi Okuma, 2018. "The Anchoring of Inflation Expectations in Japan: A Learning-Approach Perspective," Bank of Japan Working Paper Series 18-E-8, Bank of Japan.
- John C. Williams, 2019. "When the Facts Change…: remarks at the 9th High-Level Conference on the International Monetary System, Zürich, Switzerland," Speech 320, Federal Reserve Bank of New York.
- Junko Koeda, 2018.
"Macroeconomic Effects of Quantitative and Qualitative Monetary Easing Measures,"
IMES Discussion Paper Series
18-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
- Koeda, Junko, 2019. "Macroeconomic effects of quantitative and qualitative monetary easing measures," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 121-141.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018.
"Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan,"
Working Papers
e120, Tokyo Center for Economic Research.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a nonlinear new Keynesian model with the zero lower bound for Japan," CAMA Working Papers 2018-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers e154, Tokyo Center for Economic Research.
- John C. Williams, 2017. "Three Questions on R-star," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Yosuke Okazaki & Nao Sudo, 2018. "Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --," Bank of Japan Working Paper Series 18-E-6, Bank of Japan.
- Wang, Bin & Kwan, Yum K., 2021. "Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective," Journal of International Money and Finance, Elsevier, vol. 112(C).
- John C. Williams, 2018.
"The Future Fortunes of R-star: Are They Really Rising?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Katsurako Sonoda & Nao Sudo, 2016.
"Is macroprudential policy instrument blunt?,"
BIS Working Papers
536, Bank for International Settlements.
- Katsurako Sonoda & Nao Sudo, 2015. "Is macroprudential policy instrument blunt?," Bank of Japan Working Paper Series 15-E-11, Bank of Japan.
Cited by:
- Soyoung Kim & Aaron Mehrotra, 2019.
"Examining macroprudential policy and its macroeconomic effects - some new evidence,"
BIS Working Papers
825, Bank for International Settlements.
- Kim, Soyoung & Mehrotra, Aaron, 2022. "Examining macroprudential policy and its macroeconomic effects – Some new evidence," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Soyoung Kim & Aaron Mehrotra, 2018. "Effects of Monetary and Macroprudential Policies—Evidence from Four Inflation Targeting Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 967-992, August.
- Victor Pontines, 2020.
"The real effects of loan-to-value limits: Empirical evidence from Korea,"
CAMA Working Papers
2020-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Victor Pontines, 2021. "The real effects of loan-to-value limits: empirical evidence from Korea," Empirical Economics, Springer, vol. 61(3), pages 1311-1350, September.
- Victor Pontines, 2019. "The Real Effects of Loan-To-Value Limits: Empirical Evidence from Korea," Working Papers wp39, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Kim, Soyoung & Mehrotra, Aaron, 2017. "Managing price and financial stability objectives in inflation targeting economies in Asia and the Pacific," Journal of Financial Stability, Elsevier, vol. 29(C), pages 106-116.
- Stefan Angrick & Naoyuki Yoshino, 2020.
"From Window Guidance to Interbank Rates: Tracing the Transition of Monetary Policy in Japan and China,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 279-316, June.
- Angrick, Stefan & Naoyuki, Yoshino, 2018. "From window guidance to interbank rates: Tracing the transition of monetary policy in Japan and China," BOFIT Discussion Papers 4/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Kim, Jihae & Kim, Soyoung & Mehrotra, Aaron, 2019. "Macroprudential policy in Asia," Journal of Asian Economics, Elsevier, vol. 65(C).
- Soyoung Kim & Aaron Mehrotra, "undated".
"Effects of monetary and macroprudential policies – evidence from inflation targeting economies in the Asia-Pacific region and potential implications for China,"
GRU Working Paper Series
GRU_2016_025, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Kim, Soyoung & Mehrotra, Aaron, 2017. "Effects of monetary and macro-prudential policies – evidence from inflation targeting economies in the Asia-Pacific region and potential implications for China," BOFIT Discussion Papers 4/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
- Tomoyuki Iida & Takeshi Kimura & Nao Sudo, 2016.
"Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence,"
Bank of Japan Working Paper Series
16-E-14, Bank of Japan.
Cited by:
- Mr. Eugenio M Cerutti & Mr. Maurice Obstfeld & Haonan Zhou, 2019.
"Covered Interest Parity Deviations: Macrofinancial Determinants,"
IMF Working Papers
2019/014, International Monetary Fund.
- Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021. "Covered interest parity deviations: Macrofinancial determinants," Journal of International Economics, Elsevier, vol. 130(C).
- Eugenio M. Cerutti & Maurice Obstfeld & Haonan Zhou, 2020. "Covered Interest Parity Deviations: Macrofinancial Determinants," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
- Obstfeld, Maurice & Cerutti, Eugenio & Zhou, Haonan, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," CEPR Discussion Papers 13886, C.E.P.R. Discussion Papers.
- Eugenio M. Cerutti & Maurice Obstfeld & Haonan Zhou, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," NBER Working Papers 26129, National Bureau of Economic Research, Inc.
- Abakah, Emmanuel Joel Aikins & Brahim, Mariem & Carlotti, Jean-Etienne & Tiwari, Aviral Kumar & Mensi, Walid, 2024. "Extreme downside risk connectedness and portfolio hedging among the G10 currencies," International Economics, Elsevier, vol. 178(C).
- Gee Hee Hong & Anne Oeking & Kenneth H. Kang & Changyong Rhee, 2021.
"What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?,"
Open Economies Review, Springer, vol. 32(2), pages 361-394, April.
- Mr. Gee Hee Hong & Anne Oeking & Mr. Kenneth H Kang & Chang Yong Rhee, 2019. "What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia," IMF Working Papers 2019/169, International Monetary Fund.
- Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024.
"The Term Structure of Covered Interest Rate Parity Violations,"
Journal of Finance, American Finance Association, vol. 79(3), pages 2077-2114, June.
- Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2020. "The Term Structure of Covered Interest Rate Parity Violations," NBER Working Papers 27231, National Bureau of Economic Research, Inc.
- Petra Gerlach-Kristen & Richhild Moessner & Rina Rosenblatt-Wisch, 2018.
"Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets,"
Russian Journal of Money and Finance, Bank of Russia, vol. 77(3), pages 23-48, September.
- Dr. Petra Gerlach & Richhild Moessner & Dr. Rina Rosenblatt-Wisch, 2017. "Computing long‐term market inflation expectations for countries without inflation expectation markets," Working Papers 2017-09, Swiss National Bank.
- Vladyslav Sushko & Claudio Borio & Robert Neil McCauley & Patrick McGuire, 2016. "The failure of covered interest parity: FX hedging demand and costly balance sheets," BIS Working Papers 590, Bank for International Settlements.
- Alexis Stenfors & Lilian Muchimba, 2023. "The Transmission Mechanism of Stress in the International Banking System," Working Papers in Economics & Finance 2023-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Mayu Kikuchi & Alfred Wong & Jiayue Zhang, 2019. "Risk of window dressing: quarter-end spikes in the Japanese yen Libor-OIS spread," Journal of Regulatory Economics, Springer, vol. 56(2), pages 149-166, December.
- Yannis Dafermos & Daniela Gabor & Jo Michell, 2023. "FX swaps, shadow banks and the global dollar footprint," Environment and Planning A, , vol. 55(4), pages 949-968, June.
- Stefan Avdjiev & Wenxin Du & Cathérine Koch & Hyun Song Shin, 2019.
"The Dollar, Bank Leverage, and Deviations from Covered Interest Parity,"
American Economic Review: Insights, American Economic Association, vol. 1(2), pages 193-208, September.
- Stefan Avdjiev & Wenxin Du & Catherine Koch & Hyun Song Shin, 2016. "The dollar, bank leverage and the deviation from covered interest parity," BIS Working Papers 592, Bank for International Settlements.
- Luna Romo González, 2017. "European banks US dollar liabilities: beyond the covered interest parity," Financial Stability Review, Banco de España, issue Spring.
- Alexis Stenfors, 2018.
"The Covered Interest Parity Puzzle and the Evolution of the Japan Premium,"
Working Papers in Economics & Finance
2018-10, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Alexis Stenfors, 2019. "The Covered Interest Parity Puzzle and the Evolution of the Japan Premium," Journal of Economic Issues, Taylor & Francis Journals, vol. 53(2), pages 417-424, April.
- Luna Romo González, 2017. "European banks US dollar liabilities: beyond the covered interest parity," Revista de Estabilidad Financiera, Banco de España, issue Primavera.
- Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017.
"Segmented money markets and covered interest parity arbitrage,"
BIS Working Papers
651, Bank for International Settlements.
- Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2017. "Segmented money markets and covered interest parity arbitrage," Working Paper 2017/15, Norges Bank.
- Gino Cenedese & Pasquale Della Corte & Tianyu Wang, 2021.
"Currency Mispricing and Dealer Balance Sheets,"
Journal of Finance, American Finance Association, vol. 76(6), pages 2763-2803, December.
- Cenedese, Gino & Della Corte, Pasquale & Wang, Tianyu, 2019. "Currency mispricing and dealer balance sheets," Bank of England working papers 779, Bank of England.
- Della Corte, Pasquale & Cenedese, Gino & Wang, Tianyu, 2020. "Currency Mispricing and Dealer Balance Sheets," CEPR Discussion Papers 15569, C.E.P.R. Discussion Papers.
- Takahiro Hattori, 2017. "Does swap-covered interest parity hold in long-term capital markets after the financial crisis?," Discussion papers ron293, Policy Research Institute, Ministry of Finance Japan.
- Olav Syrstad & Ganesh Viswanath-Natraj, 2020. "Price-setting in the foreign exchange swap market: Evidence from order flow," Working Paper 2020/16, Norges Bank.
- Hattori, Takahiro, 2022. "Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 224-240.
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2019.
"From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps,"
Working Papers in Economics & Finance
2019-05, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020. "From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 69(C).
- Dr. Albi Tola & Dr. Miriam Koomen & Amalia Repele, 2020. "Deviations from covered interest rate parity and capital outflows: The case of Switzerland," Working Papers 2020-08, Swiss National Bank.
- Mr. Eugenio M Cerutti & Mr. Maurice Obstfeld & Haonan Zhou, 2019.
"Covered Interest Parity Deviations: Macrofinancial Determinants,"
IMF Working Papers
2019/014, International Monetary Fund.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014.
"Working Less and Bargain Hunting More:Macro Implications of Sales during Japan's Lost Decades,"
CARF F-Series
CARF-F-351, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2018. "Working Less and Bargain Hunting More: Macroimplications of Sales during Japan's Lost Decades," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 449-478, March.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014. "Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades," UTokyo Price Project Working Paper Series 029, University of Tokyo, Graduate School of Economics.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014. "Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades," CAMA Working Papers 2014-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014. "Working less and bargain hunting more: macro implications of sales during Japan's lost decades," Globalization Institute Working Papers 194, Federal Reserve Bank of Dallas.
Cited by:
- Yoshiyuki Kurachi & Kazuhiro Hiraki & Shinichi Nishioka, 2016. "Does a Higher Frequency of Micro-level Price Changes Matter for Macro Price Stickiness?: Assessing the Impact of Temporary Price Changes," Bank of Japan Working Paper Series 16-E-9, Bank of Japan.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2021.
"Household Inventory, Temporary Sales, and Price Indices,"
Working Papers on Central Bank Communication
033, University of Tokyo, Graduate School of Economics.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2021. "Household Inventory, Temporary Sales, and Price Indices," CARF F-Series CARF-F-520, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Masahiro Higo & Shigenori Shiratsuka, 2022. "Was Inflation Observed under the First Wave of the COVID-19 Spread in Japan? Scanner Data Evidence for Retailers in Tokyo," Keio-IES Discussion Paper Series 2022-013, Institute for Economics Studies, Keio University.
- Nao Sudo & Kozo Ueda & Kota Watanabe, 2013.
"Micro Price Dynamics during Japan's Lost Decades,"
CAMA Working Papers
2013-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nao Sudo & Kozo Ueda & Kota Watanabe, 2013. "Micro price dynamics during Japan's lost decades," Globalization Institute Working Papers 159, Federal Reserve Bank of Dallas.
- Nao Sudo & Kozo Ueda & Kota Watanabe, 2014. "Micro Price Dynamics during Japan's Lost Decades," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(1), pages 44-64, January.
- Ueda, Kozo, 2020.
"Dynamic cost of living index for storable goods,"
Economics Letters, Elsevier, vol. 189(C).
- Kozo Ueda, 2019. "Dynamic cost of living index for storable goods," CAMA Working Papers 2019-88, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kozo Ueda, 2022.
"Duopolistic Competition and Monetary Policy,"
Working Papers
e167, Tokyo Center for Economic Research.
- Kozo Ueda, 2021. "Duopolistic competition and monetary policy," CAMA Working Papers 2021-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ueda, Kozo, 2023. "Duopolistic competition and monetary policy," Journal of Monetary Economics, Elsevier, vol. 135(C), pages 70-85.
- Glandon, PJ, 2018. "Sales and the (Mis)measurement of price level fluctuations," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 60-77.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "Online Appendix: On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," Working Papers on Central Bank Communication 052_Appendix, University of Tokyo, Graduate School of Economics.
- Hibiki Ichiue & Maiko Koga & Tatsushi Okuda & Tatsuya Ozaki, 2019. "Households' Liquidity Constraint, Optimal Attention Allocation, and Inflation Expectations," Bank of Japan Working Paper Series 19-E-8, Bank of Japan.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2018. "Product Turnover and the Cost of Living Index: Quality vs. Fashion Effects," Globalization Institute Working Papers 337, Federal Reserve Bank of Dallas.
- Higo, Masahiro & Shiratsuka, Shigenori, 2023. "Consumer price measurement under the first wave of the COVID-19 spread in Japan: Scanner data evidence for retailers in Tokyo," Japan and the World Economy, Elsevier, vol. 65(C).
- Takahashi, Shuhei, 2021. "The uniqueness of steady-state equilibrium under state-dependent pricing: The case of deflation," Economics Letters, Elsevier, vol. 209(C).
- Nicolas Vincent & Oleksiy Kryvtsov, 2015.
"On the Importance of Sales for Aggregate Price Flexibility,"
2015 Meeting Papers
46, Society for Economic Dynamics.
- Oleksiy Kryvtsov & Nicolas Vincent, 2014. "On the Importance of Sales for Aggregate Price Flexibility," Staff Working Papers 14-45, Bank of Canada.
- Shuhei Takahashi, 2018. "Does State-Dependent Wage Setting Generate Multiple Equilibria?," KIER Working Papers 991, Kyoto University, Institute of Economic Research.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2020.
"Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan,"
CARF F-Series
CARF-F-491, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2020. "Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan," Working Papers on Central Bank Communication 025, University of Tokyo, Graduate School of Economics.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2024. "Household Inventory, Temporary Sales, Price Indices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 217-251, February.
- Naoko Hara & Kazuhiro Hiraki & Yoshitaka Ichise, 2015. "Changing Exchange Rate Pass-Through in Japan: Does It Indicate Changing Pricing Behavior?," Bank of Japan Working Paper Series 15-E-4, Bank of Japan.
- Naohisa Hirakata & Nao Sudo & Ikuo Takei & Kozo Ueda, 2014.
"Japan’s financial crises and lost decades,"
Globalization Institute Working Papers
220, Federal Reserve Bank of Dallas.
- Hirakata, Naohisa & Sudo, Nao & Takei, Ikuo & Ueda, Kozo, 2016. "Japan's financial crises and lost decades," Japan and the World Economy, Elsevier, vol. 40(C), pages 31-46.
- Naohisa Hirakata & Nao Sudo & Ikuo Takei & Kozo Ueda, 2015. "Japan's Financial Crisis and Lost Decades," Working Papers halshs-01660803, HAL.
Cited by:
- Yasuo Hirose, 2014.
"An Estimated DSGE Model with a Deflation Steady State,"
UTokyo Price Project Working Paper Series
025, University of Tokyo, Graduate School of Economics.
- Yasuo Hirose, 2014. "An Estimated DSGE Model with a Deflation Steady State," CAMA Working Papers 2014-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yasuo Hirose, 2018. "An Estimated DSGE Model with a Deflation Steady State," Keio-IES Discussion Paper Series 2018-014, Institute for Economics Studies, Keio University.
- Hirose, Yasuo, 2020. "An Estimated Dsge Model With A Deflation Steady State," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1151-1185, July.
- Hoshino, Satoshi & Ida, Daisuke, 2021.
"Stock prices and monetary policy in Japan: An analysis of a Bayesian DSGE model,"
MPRA Paper
107301, University Library of Munich, Germany.
- 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.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018.
"Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan,"
Working Papers
e120, Tokyo Center for Economic Research.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018. "Estimating a nonlinear new Keynesian model with the zero lower bound for Japan," CAMA Working Papers 2018-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
- Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers e154, Tokyo Center for Economic Research.
- van den End, Jan Willem & Hoeberichts, Marco, 2018. "Low real rates as driver of secular stagnation: Empirical assessment," Japan and the World Economy, Elsevier, vol. 46(C), pages 29-40.
- Niizeki, Takeshi & Suga, Fumihiko, 2021. "The impact of the rise and collapse of Japan's housing price bubble on households’ lifetime utility," Journal of the Japanese and International Economies, Elsevier, vol. 60(C).
- Yosuke Okazaki & Nao Sudo, 2018. "Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --," Bank of Japan Working Paper Series 18-E-6, Bank of Japan.
- Naohisa Hirakata & Yoshihiko Hogen & Nao Sudo & Kozo Ueda, 2013.
"Heterogeneous bank loan responses to monetary policy and bank capital shocks: a VAR analysis based on Japanese disaggregated data,"
Globalization Institute Working Papers
149, Federal Reserve Bank of Dallas.
Cited by:
- Rohit Gupta, 2016. "Understanding the Response of Indian Banks to Macroeconomic Shocks: A Strategy Perspective," Working Papers id:9949, eSocialSciences.
- Kosuke Aoki & Nao Sudo, 2013.
"Bank’s regulation, asset portfolio choice of banks, and macroeconomic dynamics,"
CARF F-Series
CARF-F-323, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
Cited by:
- Katsuhiro Oshima, 2017. "Search-for-Yield and Business Cycles," KIER Working Papers 962, Kyoto University, Institute of Economic Research.
- Hałaj, Grzegorz, 2016.
"Dynamic balance sheet model with liquidity risk,"
Working Paper Series
1896, European Central Bank.
- Grzegorz Hałaj, 2016. "Dynamic Balance Sheet Model With Liquidity Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-37, November.
- Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
- Fueki, Takuji & Hürtgen, Patrick & Walker, Todd B., 2024.
"Zero-risk weights and capital misallocation,"
Discussion Papers
16/2024, Deutsche Bundesbank.
- Fueki, Takuji & Hürtgen, Patrick & Walker, Todd B., 2024. "Zero-risk weights and capital misallocation," Journal of Financial Stability, Elsevier, vol. 72(C).
- Yoshiyuki Fukuda & Yuki Kimura & Nao Sudo & Hiroshi Ugai, 2013.
"Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration,"
Bank of Japan Working Paper Series
13-E-16, Bank of Japan.
Cited by:
- Georgiadis, Georgios, 2015.
"Determinants of global spillovers from US monetary policy,"
Working Paper Series
1854, European Central Bank.
- Georgiadis, Georgios, 2016. "Determinants of global spillovers from US monetary policy," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 41-61.
- Ben S Bernanke, 2017. "Federal Reserve Policy in an International Context," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(1), pages 1-32, April.
- Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018.
"Explaining Monetary Spillovers: The Matrix Reloaded,"
BIS Working Papers
757, Bank for International Settlements.
- Schrimpf, Paul & Kearns, Jonathan & XIA, Fan Dora, 2020. "Explaining Monetary Spillovers: The Matrix Reloaded," CEPR Discussion Papers 15006, C.E.P.R. Discussion Papers.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2023. "Explaining Monetary Spillovers: The Matrix Reloaded," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1535-1568, September.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2019. "Explaining Monetary Spillovers: The Matrix Reloaded," RBA Research Discussion Papers rdp2019-03, Reserve Bank of Australia.
- Anastasios Evgenidis & Costas Siriopoulos, 2015. "What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR," Working Papers 190, Bank of Greece.
- Hung, Ying-Shu & Lee, Chingnun & Chen, Pei-Fen, 2022. "China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 643-666.
- Noland, Marcus, 2015. "Unconventional monetary policy, spillovers, and liftoff: implications for Northeast Asia," MPRA Paper 67984, University Library of Munich, Germany.
- Janet L. Yellen, 2016. "Macroeconomic Research After the Crisis : a speech at \"The Elusive 'Great' Recovery: Causes and Implications for Future Business Cycle Dynamics\" 60th annual economic conference sponsored b," Speech 915, Board of Governors of the Federal Reserve System (U.S.).
- Kishan Abeygunawardana & Chandranath Amarasekara & C. D. Tilakaratne, 2017. "Macroeconomic Effects of Monetary Policy Shocks," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 18(1), pages 21-38, March.
- Georgiadis, Georgios, 2015.
"Determinants of global spillovers from US monetary policy,"
Working Paper Series
1854, European Central Bank.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2013.
"Is the net worth of financial intermediaries more important than that of non-financial firms?,"
Globalization Institute Working Papers
161, Federal Reserve Bank of Dallas.
Cited by:
- Luk, Paul, 2015. "Chained financial contracts and global banks," Economics Letters, Elsevier, vol. 129(C), pages 87-90.
- Van der Ghote, Alejandro, 2018. "Coordinating monetary and financial regulatory policies," Working Paper Series 2155, European Central Bank.
- Yuki Teranishi & Nao Sudo & Tomoyuki Nakajima & Ippei Fujiwara, 2013.
"Global liquidity trap,"
AJRC Working Papers
1304, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Fujiwara, Ippei & Nakajima, Tomoyuki & Sudo, Nao & Teranishi, Yuki, 2013. "Global liquidity trap," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 936-949.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2010. "Global Liquidity Trap," IMES Discussion Paper Series 10-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2010. "Global liquidity trap," Globalization Institute Working Papers 56, Federal Reserve Bank of Dallas.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2011. "Global Liquidity Trap," NBER Working Papers 16867, National Bureau of Economic Research, Inc.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2011. "Global Liquidity Trap," KIER Working Papers 780, Kyoto University, Institute of Economic Research.
Cited by:
- Kohei Hasui & Yoshiyuki Nakazono & Yuki Teranishi, 2018.
"Role of Expectation in a Liquidity Trap,"
UTokyo Price Project Working Paper Series
081, University of Tokyo, Graduate School of Economics.
- Hasui, Kohei & Nakazono, Yoshiyuki & Teranishi, Yuki, 2019. "Role of expectations in a liquidity trap," Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 201-215.
- Kohei Hasui & Yoshiyuki Nakazono & Yuki Teranishi, 2019. "Role of expectations in a liquidity trap," CAMA Working Papers 2019-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- David Cook & Michael B. Devereux, 2010.
"Cooperative Fiscal Policy at the Zero Lower Bound,"
NBER Chapters, in: Fiscal Policy and Crisis,
National Bureau of Economic Research, Inc.
- Cook, David & Devereux, Michael B., 2011. "Cooperative fiscal policy at the zero lower bound," Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 465-486.
- David Cook & Michael B. Devereux, 2013. "The Optimal Currency Area in a Liquidity Trap," NBER Working Papers 19588, National Bureau of Economic Research, Inc.
- Cook, David & Devereux, Michael B, 2016.
"Exchange rate flexibility under the zero lower bound,"
Journal of International Economics, Elsevier, vol. 101(C), pages 52-69.
- David Cook & Michael B. Devereux, 2014. "Exchange rate flexibility under the zero lower bound," Globalization Institute Working Papers 198, Federal Reserve Bank of Dallas.
- Devereux, Michael B & Cook, David, 2014. "Exchange Rate Flexibility under the Zero Lower Bound," CEPR Discussion Papers 10202, C.E.P.R. Discussion Papers.
- Wu, Jing Cynthia & Zhang, Ji, 2019.
"Global effective lower bound and unconventional monetary policy,"
Journal of International Economics, Elsevier, vol. 118(C), pages 200-216.
- Jing Cynthia Wu & Ji Zhang, 2019. "Global Effective Lower Bound and Unconventional Monetary Policy," 2019 Meeting Papers 47, Society for Economic Dynamics.
- Jing Cynthia Wu & Ji Zhang, 2018. "Global Effective Lower Bound and Unconventional Monetary Policy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 200-216, National Bureau of Economic Research, Inc.
- Jing Cynthia Wu & Ji Zhang, 2018. "Global Effective Lower Bound and Unconventional Monetary Policy," NBER Working Papers 24714, National Bureau of Economic Research, Inc.
- Callum Jones & Mariano Kulish & Daniel M. Rees, 2018.
"International Spillovers of Forward Guidance Shocks,"
IMF Working Papers
2018/114, International Monetary Fund.
- Callum Jones & Mariano Kulish & Daniel Rees, 2020. "International spillovers of forward guidance shocks," BIS Working Papers 870, Bank for International Settlements.
- Callum Jones & Mariano Kulish & Daniel M. Rees, 2022. "International spillovers of forward guidance shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 131-160, January.
- Sushant Acharya & Julien Bengui, 2016.
"Liquidity traps, capital flows,"
Staff Reports
765, Federal Reserve Bank of New York.
- Julien Bengui & Sushant Acharya, 2016. "Liquidity Traps, Capital Flows," 2016 Meeting Papers 144, Society for Economic Dynamics.
- ACHARYA, Suchant & BENGUI, Julien, 2015. "Liquidity traps, capital flows," Cahiers de recherche 2015-09, Universite de Montreal, Departement de sciences economiques.
- Acharya, Sushant & Bengui, Julien, 2018. "Liquidity traps, capital flows," Journal of International Economics, Elsevier, vol. 114(C), pages 276-298.
- Sushant ACHARYA & Julien BENGUI, 2015. "Liquidity Traps, Capital Flows," Cahiers de recherche 14-2015, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Stefanie Flotho, 2012. "Monetary and Fiscal Policy in a Monetary Union under the Zero Lower Bound constraint," Discussion Paper Series 20, Department of International Economic Policy, University of Freiburg, revised Jun 2012.
- David Cook & Michael B. Devereux, 2011.
"Sharing the burden: monetary and fiscal responses to a world liquidity trap,"
Globalization Institute Working Papers
84, Federal Reserve Bank of Dallas.
- David Cook & Michael B. Devereux, 2011. "Sharing the Burden: Monetary and Fiscal Responses to a World Liquidity Trap," NBER Working Papers 17131, National Bureau of Economic Research, Inc.
- David Cook & Michael B. Devereux, 2013. "Sharing the Burden: Monetary and Fiscal Responses to a World Liquidity Trap," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 190-228, July.
- Ippei Fujiwara & Yuki Teranishi, 2015.
"Financal frictions and policy cooperation: a case with monopolistic banking and staggered loan contracts,"
Globalization Institute Working Papers
237, Federal Reserve Bank of Dallas.
- Fujiwara, Ippei & Teranishi, Yuki, 2017. "Financial frictions and policy cooperation: A case with monopolistic banking and staggered loan contracts," Journal of International Economics, Elsevier, vol. 104(C), pages 19-43.
- Cook, David & Devereux, Michael B., 2011. "Optimal fiscal policy in a world liquidity trap," European Economic Review, Elsevier, vol. 55(4), pages 443-462, May.
- Michael B. Devereux & James Yetman, 2013.
"Capital Controls, Global Liquidity Traps and the International Policy Trilemma,"
NBER Working Papers
19091, National Bureau of Economic Research, Inc.
- Michael B. Devereux & James Yetman, 2014. "Capital Controls, Global Liquidity Traps, and the International Policy Trilemma," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(1), pages 158-189, January.
- Ida, Daisuke, 2023. "The effect of real money balances on international monetary policy transmission," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Fujiwara, Ippei & Nakajima, Tomoyuki & Sudo, Nao & Teranishi, Yuki, 2013.
"Global liquidity trap,"
Journal of Monetary Economics, Elsevier, vol. 60(8), pages 936-949.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2010. "Global Liquidity Trap," IMES Discussion Paper Series 10-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2010. "Global liquidity trap," Globalization Institute Working Papers 56, Federal Reserve Bank of Dallas.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2011. "Global Liquidity Trap," NBER Working Papers 16867, National Bureau of Economic Research, Inc.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2011. "Global Liquidity Trap," KIER Working Papers 780, Kyoto University, Institute of Economic Research.
- Yuki Teranishi & Nao Sudo & Tomoyuki Nakajima & Ippei Fujiwara, 2013. "Global liquidity trap," AJRC Working Papers 1304, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Jeanne, Olivier, 2021.
"Currency Wars, Trade Wars, and Global Demand,"
CEPR Discussion Papers
16827, C.E.P.R. Discussion Papers.
- Jeanne, Olivier, 2021. "Currency Wars, Trade Wars and Global Demand," Economics Working Paper Archive 66667, The Johns Hopkins University,Department of Economics.
- Olivier Jeanne, 2021. "Currency Wars, Trade Wars, and Global Demand," NBER Working Papers 29603, National Bureau of Economic Research, Inc.
- Yoshiyuki Fukuda & Yuki Kimura & Nao Sudo & Hiroshi Ugai, 2013. "Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration," Bank of Japan Working Paper Series 13-E-16, Bank of Japan.
- Benigno, Pierpaolo & Romei, Federica, 2014.
"Debt deleveraging and the exchange rate,"
Journal of International Economics, Elsevier, vol. 93(1), pages 1-16.
- Benigno, Pierpaolo & Romei, Federica, 2012. "Debt Deleveraging and the Exchange Rate," CEPR Discussion Papers 8938, C.E.P.R. Discussion Papers.
- Pierpaolo Benigno & Federica Romei, 2012. "Debt Deleveraging and The Exchange Rate," NBER Working Papers 17944, National Bureau of Economic Research, Inc.
- Carlos Caceres & Mr. Yan Carriere-Swallow & Bertrand Gruss, 2016. "Global Financial Conditions and Monetary Policy Autonomy," IMF Working Papers 2016/108, International Monetary Fund.
- Kohei Hasui & Teruyoshi Kobayashi & Tomohiro Sugo, 2019. "Irreversible monetary policy at the zero lower bound," Discussion Papers 1906, Graduate School of Economics, Kobe University.
- Ippei Fujiwara & Kozo Ueda, 2010.
"The Fiscal Multiplier and Spillover in a Global Liquidity Trap,"
IMES Discussion Paper Series
10-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- 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.
- Ippei Fujiwara & Kozo Ueda, 2010. "The fiscal multiplier and spillover in a global liquidity trap," Globalization Institute Working Papers 51, Federal Reserve Bank of Dallas.
- Ippei Fujiwara & Kozo Ueda, 2012. "The Fiscal Multiplier and Spillover in a Global Liquidity Trap," CAMA Working Papers 2012-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ippei Fujiwara & Nao Sudo & Yuki Teranishi, 2009. "Global Liquidity Trap: A Simple Analytical Investigation," IMES Discussion Paper Series 09-E-31, Institute for Monetary and Economic Studies, Bank of Japan.
- Rod Tyers & Jenny Corbett, 2012.
"Japan's economic slowdown and its global implications: a review of the economic modelling,"
Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 26(2), pages 1-28, November.
- Rod Tyers & Jenny Corbett, 2011. "Japan's Economic Slowdown and its Global Implications: A Review of the Economic Modelling," Economics Discussion / Working Papers 11-19, The University of Western Australia, Department of Economics.
- Ippei Fujiwara, 2010. "Export shocks and the zero bound trap," Globalization Institute Working Papers 63, Federal Reserve Bank of Dallas.
- Ippei Fujiwara & Nao Sudo & Yuki Teranishi, 2010. "The Zero Lower Bound and Monetary Policy in a Global Economy: A Simple Analytical Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 103-134, March.
- Ida, Daisuke & Iiboshi, Hirokuni, 2021. "The interaction of forward guidance in a two-country new Keynesian model," MPRA Paper 106752, University Library of Munich, Germany.
- Kim, Chang Sik & Kim, In-Moo, 2012. "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, vol. 167(2), pages 448-457.
- Mark A. Wynne, 2012. "Five Years of Research on Globalization and Monetary Policy: What Have We Learned?," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 2-17.
- Hasui, Kohei & Kobayashi, Teruyoshi & Sugo, Tomohiro, 2021.
"Optimal irreversible monetary policy,"
European Economic Review, Elsevier, vol. 134(C).
- Kohei Hasui & Teruyoshi Kobayashi & Tomohiro Sugo, 2021. "Optimal irreversible monetary policy," Discussion Papers 2109, Graduate School of Economics, Kobe University.
- Daisuke Ida & Hirokuni Iiboshi, 2021. "The international forward guidance transmission under a global liquidity trap," Papers 2103.12503, arXiv.org, revised Aug 2024.
- Fernando Ulrich, 2011. "Fiscal Stimulus, Financial Ruin," Chapters, in: David Howden (ed.), Institutions in Crisis, chapter 8, Edward Elgar Publishing.
- Okano, Eiji & Eguchi, Masataka, 2021.
"The Effects of Money-financed Fiscal Stimulus in a Small Open Economy,"
Dynare Working Papers
70, CEPREMAP.
- Eiji Okano & Masataka Eguchi, 2024. "The Effects of a Money-Financed Fiscal Stimulus in a Small Open Economy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 1212-1237, September.
- Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2012.
"Fiscal multipliers under an interest rate peg of deterministic vs. stochastic duration,"
Working Papers (Old Series)
1235, Federal Reserve Bank of Cleveland.
- Charles T. Carlstrom & Timothy S. Fuerst & Matthias Paustian, 2012. "Fiscal multipliers under an interest rate peg of deterministic vs. stochastic duration," Working Papers (Old Series) 1215, Federal Reserve Bank of Cleveland.
- Cho, Daeha & Kim, Kwang Hwan & Kim, Suk Joon, 2023. "Inefficient international risk-sharing," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 31-49.
- Kohei Hasui & Tomohiro Sugo & Yuki Teranishi, 2016. "Liquidity Trap and Optimal Monetary Policy Revisited," UTokyo Price Project Working Paper Series 061, University of Tokyo, Graduate School of Economics.
- Gregor Bäurle & Daniel Kaufmann, 2018. "Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(6), pages 1243-1266, December.
- Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2013.
"Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades,"
Working Papers
2013-011, Human Capital and Economic Opportunity Working Group.
- Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2014. "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(4), pages 582-612, October.
Cited by:
- Inoue, Toshikatsu, 2022. "The effect of aging on the age–wage profile in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 66(C).
- Marco Cozzi, 2019. "Has the Canadian Public Debt Been Too High? A Quantitative Assessment," Department Discussion Papers 1901, Department of Economics, University of Victoria.
- Tomoyuki Nakajima & Shuhei Takahashi, 2016.
"Consumption Taxes and Divisibility of Labor under Incomplete Markets,"
UTokyo Price Project Working Paper Series
065, University of Tokyo, Graduate School of Economics.
- Shuhei Takahashi & Tomoyuki Nakajima, 2016. "Consumption Taxes and Divisibility of Labor under Incomplete Markets," 2016 Meeting Papers 797, Society for Economic Dynamics.
- HSU Minchung & YAMADA Tomoaki, 2017.
"Population Aging, Health Care, and Fiscal Policy Reform: The challenges for Japan,"
Discussion papers
17038, Research Institute of Economy, Trade and Industry (RIETI).
- Minchung Hsu & Tomoaki Yamada, 2019. "Population Aging, Health Care, and Fiscal Policy Reform: The Challenges for Japan," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(2), pages 547-577, April.
- Kawaguchi, Daiji & Mori, Yuko, 2016. "Why has wage inequality evolved so differently between Japan and the US? The role of the supply of college-educated workers," Economics of Education Review, Elsevier, vol. 52(C), pages 29-50.
- Sagiri Kitao & Selahattin Imrohoroglu & Tomoaki Yamada, 2013.
"Achieving Fiscal Balance in Japan,"
Economics Working Paper Archive at Hunter College
441, Hunter College Department of Economics.
- Tomoaki Yamada & Sagiri Kitao & Selahattin Imrohoroglu, 2013. "Achieving Fiscal Balance in Japan," 2013 Meeting Papers 736, Society for Economic Dynamics.
- Selahattin İmrohoroğlu & Sagiri Kitao & Tomoaki Yamada, 2016. "Achieving Fiscal Balance In Japan," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(1), pages 117-154, February.
- Ping Zhang & Weiwei Li & Kaixu Zhao & Sidong Zhao, 2021. "Spatial Pattern and Driving Mechanism of Urban–Rural Income Gap in Gansu Province of China," Land, MDPI, vol. 10(10), pages 1-29, September.
- Takahashi, Shuhei & Yamada, Ken, 2022. "Understanding international differences in the skill premium: The role of capital taxes and transfers," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Arifur Rahman, 2017. "Heterogeneous labor earning shock process in finite horizon," LIS Working papers 721, LIS Cross-National Data Center in Luxembourg.
- Nakajima, Tomoyuki & Takahashi, Shuhei, 2017.
"The optimum quantity of debt for Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 17-26.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," UTokyo Price Project Working Paper Series 075, University of Tokyo, Graduate School of Economics.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," CIGS Working Paper Series 17-009E, The Canon Institute for Global Studies.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," KIER Working Papers 964, Kyoto University, Institute of Economic Research.
- Ken Yamada & Daiji Kawaguchi, 2015. "The changing and unchanged nature of inequality and seniority in Japan," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 13(1), pages 129-153, March.
- ARATA Yoshiyuki, 2017. "A Functional Linear Regression Model in the Space of Probability Density Functions," Discussion papers 17015, Research Institute of Economy, Trade and Industry (RIETI).
- Ayako Saiki & Jon Frost, 2014.
"Does unconventional monetary policy affect inequality? Evidence from Japan,"
Applied Economics, Taylor & Francis Journals, vol. 46(36), pages 4445-4454, December.
- Ayako Saiki & Jon Frost, 2014. "Does Unconventional Monetary Policy Affect Inequality? Evidence from Japan," Working Papers 1402, Council on Economic Policies.
- Guido Cozzi & Giammario Impullitti, 2016.
"Globalization and Wage Polarization,"
The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 984-1000, December.
- Giammario Impullitti, 2015. "Globalization and Wage Polarization," 2015 Meeting Papers 976, Society for Economic Dynamics.
- Daiji Kawaguchi & Yuko Mori, 2014.
"Winning the race against technology,"
Bank of Japan Working Paper Series
14-E-5, Bank of Japan.
- KAWAGUCHI Daiji & MORI Yuko, 2014. "Winning the Race against Technology," Discussion papers 14017, Research Institute of Economy, Trade and Industry (RIETI).
- KITAO Sagiri & YAMADA Tomoaki, 2023. "The Time Trend and Life-cycle Profiles of Consumption," Discussion papers 23036, Research Institute of Economy, Trade and Industry (RIETI).
- 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.
- Christine Ma & Chung Tran, 2017. "Fiscal Space under Demographic Shift," IMES Discussion Paper Series 17-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Haiyan Ding & Hui He, 2016.
"A Tale of Transition: An Empirical Analysis of Economic Inequality in Urban China, 1986–2009,"
IMF Working Papers
2016/239, International Monetary Fund.
- Haiyan Ding & Hui He, 2018. "A Tale of Transition: An Empirical Analysis of Economic Inequality in Urban China, 1986-2009," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 106-137, July.
- Yamada, Tomoaki, 2013. "Cross-sectional Facts in Japan using Keio Household Panel Survey," MPRA Paper 49813, University Library of Munich, Germany.
- Tomoyuki Nakajima & Shuhei Takahashi, 2020.
"The Effectiveness of Consumption Taxes and Transfers as Insurance Against Idiosyncratic Risk,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 505-530, March.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Effectiveness of Consumption Taxes and Transfers as Insurance against Idiosyncratic Risk," UTokyo Price Project Working Paper Series 074, University of Tokyo, Graduate School of Economics.
- Tomoyuki Nakajima & Shuhei Takahashi, 2016. "The Effectiveness of Consumption Taxes and Transfers as Insurance against Idiosyncratic Risk," KIER Working Papers 933, Kyoto University, Institute of Economic Research.
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"When Do We Start? Pension reform in aging Japan,"
Discussion papers
16077, Research Institute of Economy, Trade and Industry (RIETI).
- Sagiri Kitao, 2017. "When do we Start? Pension reform in ageing Japan," The Japanese Economic Review, Springer, vol. 68(1), pages 26-47, March.
- Sagiri Kitao, 2017. "When do we Start? Pension reform in ageing Japan," The Japanese Economic Review, Japanese Economic Association, vol. 68(1), pages 26-47, March.
- Shuhei Takahashi & Ken Yamada, 2017. "The Impact of Taxes and Transfers on Skill Premium," KIER Working Papers 976, Kyoto University, Institute of Economic Research.
- Latsos Sophia, 2018. "Real Wage Effects of Japan’s Monetary Policy," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 69(1), pages 177-215, July.
- Sagiri Kitao & Tomoaki Yamada, 2019.
"Dimensions of inequality in Japan: Distributions of earnings, income and wealth between 1984 and 2014,"
CAMA Working Papers
2019-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- KITAO Sagiri & YAMADA Tomoaki, 2019. "Dimensions of Inequality in Japan: Distributions of Earnings, Income and Wealth between 1984 and 2014," Discussion papers 19034, Research Institute of Economy, Trade and Industry (RIETI).
- Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017.
"Effects of Monetary Policy Shocks on Inequality in Japan,"
Bank of Japan Working Paper Series
17-E-3, Bank of Japan.
- Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017. "The effects of monetary policy shocks on inequality in Japan," BIS Working Papers 642, Bank for International Settlements.
- IKEUCHI Kenta & FUKAO Kyoji & Cristiano PERUGINI, 2021. "Establishment Size, Workforce Composition and the College Wage Gap in Japan," Discussion papers 21022, Research Institute of Economy, Trade and Industry (RIETI).
- Arifur Rahman, 2018. "Equitable Redistribution without Taxation: A lesson from East Asian Miracle countries," LIS Working papers 726, LIS Cross-National Data Center in Luxembourg.
- Fujii, Hidemichi & Managi, Shunsuke, 2016.
"Research and development strategy for environmental technology in Japan: A comparative study of the private and public sectors,"
Technological Forecasting and Social Change, Elsevier, vol. 112(C), pages 293-302.
- Fujii, Hidemichi & Managi, Shunsuke, 2016. "Research and development strategy for environmental technology in Japan: A comparative study of the private and public sectors," MPRA Paper 69592, University Library of Munich, Germany.
- Blind, Georg & Lottanti von Mandach, Stefania, 2017. "Secular trends in the Japanese labour market during the lost decades: A reply to Andrew Gordon," MPRA Paper 80812, University Library of Munich, Germany.
- Feldkircher, Martin & Kakamu, Kazuhiko, 2018.
"How does monetary policy affect income inequality in Japan? Evidence from grouped data,"
Working Papers in Regional Science
2018/03, WU Vienna University of Economics and Business.
- Martin Feldkircher & Kazuhiko Kakamu, 2018. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Papers 1803.08868, arXiv.org, revised Jul 2021.
- Martin Feldkircher & Kazuhiko Kakamu, 2022. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Empirical Economics, Springer, vol. 62(5), pages 2307-2327, May.
- Kohei Kubota, 2021. "Partial insurance in Japan," The Japanese Economic Review, Springer, vol. 72(2), pages 299-328, April.
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"Japanese monetary policy and household saving,"
Applied Economics, Taylor & Francis Journals, vol. 54(21), pages 2373-2389, May.
- Israel, Karl-Friedrich & Sepp, Tim & Sonnenberg, Nils, 2021. "Japanese monetary policy and household saving," Working Papers 173, University of Leipzig, Faculty of Economics and Management Science.
- Daiji Kawaguchi & Hiroaki Mori, 2019. "The labor market in Japan, 2000–2018," IZA World of Labor, Institute of Labor Economics (IZA), pages 385-385, July.
- Kitao, Sagiri, 2015.
"Fiscal cost of demographic transition in Japan,"
Journal of Economic Dynamics and Control, Elsevier, vol. 54(C), pages 37-58.
- KITAO Sagiri, 2015. "Fiscal Cost of Demographic Transition in Japan," Discussion papers 15013, Research Institute of Economy, Trade and Industry (RIETI).
- Selahattin İMROHOROĞLU & KITAO Sagiri & YAMADA Tomoaki, 2018.
"Fiscal Sustainability in Japan: What to tackle?,"
Discussion papers
18064, Research Institute of Economy, Trade and Industry (RIETI).
- İmrohoroğlu, Selahattin & Kitao, Sagiri & Yamada, Tomoaki, 2019. "Fiscal sustainability in Japan: What to tackle?," The Journal of the Economics of Ageing, Elsevier, vol. 14(C).
- Daiji Kawaguchi & Hiroaki Mori, 2017. "The labor market in Japan, 2000–2016," IZA World of Labor, Institute of Labor Economics (IZA), pages 385-385, September.
- Youjin Hahn & Stephen Matteo Miller & Hee-Seung Yang, 2016. "Inequality, Risk-Sharing and the Crisis: A View From Australia," Monash Economics Working Papers 15-16, Monash University, Department of Economics.
- Zhi-xiao Jia, 2022. "Regular employment and intergenerational income mobility in Japan," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 187-212, June.
- Sasiwimon Warunsiri Paweenawat & Lusi Liao, 2022. "Brain over Brawn: Job Polarization, Structural Change, and Skill Prices," PIER Discussion Papers 189, Puey Ungphakorn Institute for Economic Research.
- Clémentine Cottineau & Julie Vallée, 2023. "Introduction," Post-Print hal-04369338, HAL.
- Soichiro Tanaka & Masato Shikata, 2019. "The middle class in Japan, 1994-2009: Trends and characteristics," Keio-IES Discussion Paper Series 2019-001, Institute for Economics Studies, Keio University.
- Hajamini, Mehdi, 2020. "Analyzing the Causal Relationships between Economic Growth, Income Inequality, and Transmission Channels: New Empirical Evidences from Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(3), pages 313-342, July.
- Mehmet Nazım Tamkoç & Orhan Torul, 2020. "Cross-Sectional Facts for Macroeconomists: Wage, Income and Consumption Inequality in Turkey," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(2), pages 239-259, June.
- Shinya Kajitani & Keiichi Morimoto & Shiba Suzuki, 2018.
"Information Feedback in Relative Grading: Evidence from a Field Experiment,"
Discussion Papers
40, Meisei University, School of Economics, revised 09 Sep 2019.
- Shinya Kajitani & Keiichi Morimoto & Shiba Suzuki, 2020. "Information feedback in relative grading: Evidence from a field experiment," PLOS ONE, Public Library of Science, vol. 15(4), pages 1-19, April.
- YOKOYAMA Izumi & KODAMA Naomi & HIGUCHI Yoshio, 2016. "What Happened to Wage Inequality in Japan during the Last 25 Years? Evidence from the FFL decomposition method," Discussion papers 16081, Research Institute of Economy, Trade and Industry (RIETI).
- Shinya Kajitani & Keiichi Morimoto & Shiba Suzuki, 2017. "Relative Performance Information Feedback and Just-Pass Behavior: Evidence from a Field Experiment," Discussion Papers 36, Meisei University, School of Economics.
- Knoblach, Michael, 2019. "Skill-biased technological change, endogenous labor supply, and the skill premium," CEPIE Working Papers 03/19, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Nao Sudo & Kozo Ueda & Kota Watanabe, 2013.
"Micro Price Dynamics during Japan's Lost Decades,"
CAMA Working Papers
2013-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nao Sudo & Kozo Ueda & Kota Watanabe, 2014. "Micro Price Dynamics during Japan's Lost Decades," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(1), pages 44-64, January.
- Nao Sudo & Kozo Ueda & Kota Watanabe, 2013. "Micro price dynamics during Japan's lost decades," Globalization Institute Working Papers 159, Federal Reserve Bank of Dallas.
Cited by:
- Kosuke Aoki, 2014. "Comment on “Micro Price Dynamics during Japan's Lost Decades”," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(1), pages 65-66, January.
- Yoshiyuki Kurachi & Kazuhiro Hiraki & Shinichi Nishioka, 2016. "Does a Higher Frequency of Micro-level Price Changes Matter for Macro Price Stickiness?: Assessing the Impact of Temporary Price Changes," Bank of Japan Working Paper Series 16-E-9, Bank of Japan.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2021.
"Household Inventory, Temporary Sales, and Price Indices,"
Working Papers on Central Bank Communication
033, University of Tokyo, Graduate School of Economics.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2021. "Household Inventory, Temporary Sales, and Price Indices," CARF F-Series CARF-F-520, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014.
"Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades,"
UTokyo Price Project Working Paper Series
029, University of Tokyo, Graduate School of Economics.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014. "Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades," CAMA Working Papers 2014-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2018. "Working Less and Bargain Hunting More: Macroimplications of Sales during Japan's Lost Decades," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 449-478, March.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014. "Working Less and Bargain Hunting More:Macro Implications of Sales during Japan's Lost Decades," CARF F-Series CARF-F-351, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014. "Working less and bargain hunting more: macro implications of sales during Japan's lost decades," Globalization Institute Working Papers 194, Federal Reserve Bank of Dallas.
- Shoji, Toshiaki, 2022. "Menu costs and information rigidity: Evidence from the consumption tax hike in Japan," Journal of Macroeconomics, Elsevier, vol. 72(C).
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2016.
"Product turnover and deflation: Evidence from Japan,"
CAMA Working Papers
2016-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2016. "Product Turnover and Deflation: Evidence from Japan," UTokyo Price Project Working Paper Series 073, University of Tokyo, Graduate School of Economics.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2016. "Product Turnover and Deflation: Evidence from Japan," CARF F-Series CARF-F-400, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2023.
"On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs,"
Keio-IES Discussion Paper Series
2023-016, Institute for Economics Studies, Keio University.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," CARF F-Series CARF-F-591, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2023. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," IMES Discussion Paper Series 23-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," Working Papers on Central Bank Communication 052, University of Tokyo, Graduate School of Economics.
- Takatoshi Ito & Kazumasa Iwata & Colin McKenzie & Shujiro Urata & Tsutomu Watanabe, 2014. "Japan's Persistent Deflation and Monetary Policy: Editors' Overview," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(1), pages 1-19, January.
- Kota Watanabe & Tsutomu Watanabe, 2014. "We construct a Törnqvist daily price index using Japanese point of sale (POS) scannerdata spanning from 1988 to 2013. We find the following. First, the POS based inflation rate tends to be about 0.5 ," CARF F-Series CARF-F-342, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Ueda, Kozo, 2020.
"Dynamic cost of living index for storable goods,"
Economics Letters, Elsevier, vol. 189(C).
- Kozo Ueda, 2019. "Dynamic cost of living index for storable goods," CAMA Working Papers 2019-88, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tack Yun, 2014. "Comment on “Micro Price Dynamics during Japan's Lost Decades”," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(1), pages 67-68, January.
- Abe, Naohito & Moriguchi, Chiaki & Inakura, Noriko, 2014. "The Impact of the Great East Japan Earthquake on Commodity Prices: New Evidence from High-Frequency Scanner Data," Research Center for Price Dynamics Working Paper Series 12, Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University.
- Giulietti, Monica & Otero, Jesús & Waterson, Michael, 2020.
"Rigidities and adjustments of daily prices to costs: Evidence from supermarket data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Giulietti, Monica & Otero,Jesus & Waterson, Michael, 2019. "Rigidities and adjustments of daily prices to costs: Evidence from supermarket data," The Warwick Economics Research Paper Series (TWERPS) 1187, University of Warwick, Department of Economics.
- Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2024. "Online Appendix: On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," Working Papers on Central Bank Communication 052_Appendix, University of Tokyo, Graduate School of Economics.
- Sohei Kaihatsu & Mitsuru Katagiri & Noriyuki Shiraki, 2017. "Phillips Curve and Price-Change Distribution under Declining Trend Inflation," Bank of Japan Working Paper Series 17-E-5, Bank of Japan.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2018. "Product Turnover and the Cost of Living Index: Quality vs. Fashion Effects," Globalization Institute Working Papers 337, Federal Reserve Bank of Dallas.
- Kota Watanabe & Tsutomu Watanabe, 2014. "Estimating Daily Inflation Using Scanner Data: A Progress Report," UTokyo Price Project Working Paper Series 020, University of Tokyo, Graduate School of Economics.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2020.
"Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan,"
CARF F-Series
CARF-F-491, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2020. "Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan," Working Papers on Central Bank Communication 025, University of Tokyo, Graduate School of Economics.
- Jouchi Nakajima & Masato Takahashi & Tomoyuki Yagi, "undated". "An Assessment of Online Consumption Trends in Japan during the COVID-19 Pandemic," Bank of Japan Working Paper Series 22-E-11, Bank of Japan.
- Sohei Kaihatsu & Mitsuru Katagiri & Noriyuki Shiraki, 2023. "Phillips Correlation and Price‐Change Distributions under Declining Trend Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1271-1305, August.
- Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2024. "Household Inventory, Temporary Sales, Price Indices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(1), pages 217-251, February.
- Nao Sudo & Michio Suzuki & Tomoaki Yamadai, 2012.
"Inequalities in Japanese Economy during the Lost Decades,"
CARF F-Series
CARF-F-284, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Nao Sudo & Michio Suzuki & Tomoaki Yamada, 2012. "Inequalities in Japanese Economy during the Lost Decades," CIRJE F-Series CIRJE-F-856, CIRJE, Faculty of Economics, University of Tokyo.
Cited by:
- Fumio Ohtake & M. Kohara & N. Okuyama & K. Yamada, 2013. "GINI Country Report: Growing Inequalities and their Impacts in Japan," GINI Country Reports japan, AIAS, Amsterdam Institute for Advanced Labour Studies.
- Yamada, Tomoaki, 2013. "Cross-sectional Facts in Japan using Keio Household Panel Survey," MPRA Paper 49813, University Library of Munich, Germany.
- Sagiri Kitao & Tomoaki Yamada, 2019.
"Dimensions of inequality in Japan: Distributions of earnings, income and wealth between 1984 and 2014,"
CAMA Working Papers
2019-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- KITAO Sagiri & YAMADA Tomoaki, 2019. "Dimensions of Inequality in Japan: Distributions of Earnings, Income and Wealth between 1984 and 2014," Discussion papers 19034, Research Institute of Economy, Trade and Industry (RIETI).
- Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2013.
"Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades,"
Working Papers
2013-011, Human Capital and Economic Opportunity Working Group.
- Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2014. "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(4), pages 582-612, October.
- Ichiro Muto & Takemasa Oda & Nao Sudo, 2012.
"Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model,"
Bank of Japan Working Paper Series
12-E-9, Bank of Japan.
- Ichiro Muto & Takemasa Oda & Nao Sudo, 2016. "Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(3), pages 408-442, August.
- Muto, Ichiro & Oda, Takemasa & Sudo, Nao, 2012. "Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model," MPRA Paper 42550, University Library of Munich, Germany.
Cited by:
- Ho, Paul, 2024.
"Estimating the effects of demographics on interest rates: A robust Bayesian perspective,"
Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Paul Ho, 2020. "Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective," Working Paper 20-14, Federal Reserve Bank of Richmond.
- Osathanunkul, Rossarin & Dumrong, Pasinee & Yamaka, Woraphon & Maneejuk, Paravee, 2023. "The nonlinear impacts of aging labor and government health expenditures on productivity in ASEAN+3 economies," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 450-470.
- Nao Sudo & Yasutaka Takizuka, 2018.
"Population Aging and the Real Interest Rate in the Last and Next 50 Years -- A tale told by an Overlapping Generations Model --,"
Bank of Japan Working Paper Series
18-E-1, Bank of Japan.
- Sudo, Nao & Takizuka, Yasutaka, 2020. "Population Aging And The Real Interest Rate In The Last And Next 50 Years: A Tale Told By An Overlapping Generations Model," Macroeconomic Dynamics, Cambridge University Press, vol. 24(8), pages 2060-2103, December.
- Yoon, Jong-Won & Kim, Jinill & Lee, Jungjin, 2018.
"Impact of Demographic Changes on Inflation and the Macroeconomy,"
KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 40(1), pages 1-30.
- Mr. Jong-Won Yoon & Mr. Jinill Kim & Jungjin Lee, 2014. "Impact of Demographic Changes on Inflation and the Macroeconomy," IMF Working Papers 2014/210, International Monetary Fund.
- Devriendt, Willem & Heylen, Freddy, 2020.
"Macroeconomic and distributional effects of demographic change in an open economy—the case of Belgium,"
Journal of Demographic Economics, Cambridge University Press, vol. 86(1), pages 87-124, March.
- Willem Devriendt & Freddy Heylen, 2017. "Macroeconomic and distributional effects of demographic change in an open economy - The case of Belgium -," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/931, Ghent University, Faculty of Economics and Business Administration.
- Willem DEVRIENDT & Freddy HEYLEN, 2020. "Macroeconomic and Distributional Effects of Demographic Change in an Open Economy - The Case of Belgium," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 86(1), pages 87-124, March.
- Alireza Ghorbani & Pouran Raeissi & Mahnoosh Abdollah Milani, 2016. "Modeling the Cost of Population Aging in Iran," Global Journal of Health Science, Canadian Center of Science and Education, vol. 8(11), pages 140-140, November.
- Prema-chandra Athukorala, 2021. "Asian economic development: A primer," Departmental Working Papers 2021-07, The Australian National University, Arndt-Corden Department of Economics.
- 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.
- Christine Ma & Chung Tran, 2017. "Fiscal Space under Demographic Shift," IMES Discussion Paper Series 17-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- Wang, Ling, 2018. "Monetary-fiscal policy interactions under asset purchase programs: Some comparative evidence," Economic Modelling, Elsevier, vol. 73(C), pages 208-221.
- Sun, Tianyu & Chand, Satish & Sharpe, Keiran, 2018. "Effect of Aging on Housing Prices: A Perspective from an Overlapping Generation Model," MPRA Paper 89347, University Library of Munich, Germany.
- Yuan-Ho Hsu & Hiroshi Yoshida & Fengming Chen, 2022. "The Impacts of Population Aging on China’s Economy," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 14(1), pages 105-130, January.
- Zhiwei Liu & Yonglei Fang & Lei Ma, 2022. "A Study on the Impact of Population Age Structure Change on Economic Growth in China," Sustainability, MDPI, vol. 14(7), pages 1-15, March.
- Sun, Tianyu & Chand, Satish & Sharpe, Keiran, 2018. "Effect of Aging on Urban Land Prices in China," MPRA Paper 89237, University Library of Munich, Germany.
- Alex Zhavoronkov & Maria Litovchenko, 2013. "Biomedical Progress Rates as New Parameters for Models of Economic Growth in Developed Countries," IJERPH, MDPI, vol. 10(11), pages 1-17, November.
- Kosuke Aoki & Naoko Hara & Maiko Koga, 2017. "Structural Reforms, Innovation and Economic Growth," Bank of Japan Working Paper Series 17-E-2, Bank of Japan.
- Reona Hagiwara, 2023. "Aging, Health Risk, and Interest Rates," Working Papers 2303, Waseda University, Faculty of Political Science and Economics.
- Liu, Changfei & Wu, Qiong & Yang, Zuozhi, 2024. "Population aging and corporate risk-taking," Finance Research Letters, Elsevier, vol. 61(C).
- Gindra Kasnauskiene & Marija Andriuskaite, 2017. "Economic Implications Of Ageing Lithuanian Population," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 8(1).
- Ko, Jun-Hyung & Morita, Hiroshi, 2015. "Fiscal sustainability and regime shifts in Japan," Economic Modelling, Elsevier, vol. 46(C), pages 364-375.
- Nao Sudou, 2012.
"Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework,"
Bank of Japan Working Paper Series
12-E-12, Bank of Japan.
Cited by:
- Ichiro Muto, 2012.
"A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate,"
Bank of Japan Working Paper Series
12-E-10, Bank of Japan.
- Muto, Ichiro, 2017. "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, vol. 34(C), pages 16-31.
- Muto, Ichiro, 2012. "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," MPRA Paper 43220, University Library of Munich, Germany.
- Shun Kobayashi, 2012. "Application of a Search Model to Appropriate Designing of Reference Rates: Actual Transactions and Expert Judgment," Bank of Japan Working Paper Series 12-E-13, Bank of Japan.
- Ichiro Muto, 2012.
"A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate,"
Bank of Japan Working Paper Series
12-E-10, Bank of Japan.
- Kosuke Aoki & Nao Sudo, 2012.
"Asset Portfolio Choice of Banks and Inflation Dynamics,"
Bank of Japan Working Paper Series
12-E-5, Bank of Japan.
Cited by:
- Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
- Arito Ono & Kosuke Aoki & Shinichi Nishioka & Kohei Shintani & Yosuke Yasui, 2016.
"Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data,"
Bank of Japan Working Paper Series
16-E-2, Bank of Japan.
- Ono, Arito & Aoki, Kosuke & Nishioka, Shinichi & Shintani, Kohei & Yasui, Yosuke, 2018. "Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data," HIT-REFINED Working Paper Series 43, Institute of Economic Research, Hitotsubashi University.
- Arito Ono, Kosuke Aoki & hinichi Nishioka & Kohei Shintani & Yosuke Yasui, 2018. "Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data," Working Papers e119, Tokyo Center for Economic Research.
- Dlugoszek, Grzegorz, 2018.
"Macroeconomic Effects of Financial Uncertainty,"
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy
181596, Verein für Socialpolitik / German Economic Association.
- Grzegorz Długoszek, 2018. "Macroeconomic Effects of Financial Uncertainty," 2018 Meeting Papers 1128, Society for Economic Dynamics.
- Kenji Nishizaki & Toshitaka Sekine & Yuichi Ueno & Yuko Kawai, 2013.
"Chronic deflation in Japan,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 9-19,
Bank for International Settlements.
- Kenji Nishizaki & Toshitaka Sekine & Yoichi Ueno, 2012. "Chronic Deflation in Japan," Bank of Japan Working Paper Series 12-E-6, Bank of Japan.
- Kenji Nishizaki & Toshitaka Sekine & Yoichi Ueno, 2014. "Chronic Deflation in Japan," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(1), pages 20-39, January.
- Katsurako Sonoda & Nao Sudo, 2015.
"Is macroprudential policy instrument blunt?,"
Bank of Japan Working Paper Series
15-E-11, Bank of Japan.
- Katsurako Sonoda & Nao Sudo, 2016. "Is macroprudential policy instrument blunt?," BIS Working Papers 536, Bank for International Settlements.
- Aquino, Juan Carlos, 2018. "The Valuation Channel of External Adjustment in Small Open Economies," Working Papers 2018-011, Banco Central de Reserva del Perú.
- Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
- Benjamin Schwanebeck, 2017. "Unconventional Monetary Policy in a Financially Heterogeneous Monetary Union," MAGKS Papers on Economics 201741, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011.
"Capital Injection, Monetary Policy, and Financial Accelerators,"
IMES Discussion Paper Series
11-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2013. "Capital Injection, Monetary Policy, and Financial Accelerators," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 101-145, June.
Cited by:
- R. P. Agenor & K. Alper & L. Pereira da Silva, 2013.
"Capital Regulation, Monetary Policy, and Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 198-243, September.
- Pierre-Richard Agenor & Koray Alper & Luiz Pereira da Silva, 2012. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers 1228, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 154, Economics, The University of Manchester.
- Pierre-Richard Agénor & Koray Alper & Luiz A. Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Working Papers Series 237, Central Bank of Brazil, Research Department.
- Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
- L. Clerc & A. Derviz & C. Mendicino & S. Moyen & K. Nikolov & L. Stracca & J. Suarez & A. P. Vardoulakis, 2014.
"Capital Regulation in a Macroeconomic Model with Three Layers of Default,"
Working papers
533, Banque de France.
- Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2015. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 9-63, June.
- Suarez, Javier & Derviz, Alexis & Nikolov, Kalin & Clerc, Laurent & Mendicino, Caterina & Stracca, Livio & Vardoulakis, Alexandros & Moyen, Stéphane, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," CEPR Discussion Papers 10316, C.E.P.R. Discussion Papers.
- Laurent Clerc, 2015. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working Papers w201503, Banco de Portugal, Economics and Research Department.
- Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stéphane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working Papers wp2014_1408, CEMFI.
- Nikolov, Kalin & Stracca, Livio & Derviz, Alexis & Mendicino, Caterina & Moyen, Stéphane & Clerc, Laurent & Suarez, Javier & Vardoulakis, Alexandros P., 2015. "Capital regulation in a macroeconomic model with three layers of default," Working Paper Series 1827, European Central Bank.
- Nao Sudou, 2012. "Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework," Bank of Japan Working Paper Series 12-E-12, Bank of Japan.
- Kühl, Michael, 2014. "Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?," Discussion Papers 19/2014, Deutsche Bundesbank.
- Yoo, Jinhyuk, 2017. "Capital injection to banks versus debt relief to households," IMFS Working Paper Series 111, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Misati, Roseline Nyakerario & Kamau, Anne, 2015. "Local and international dimensions to credit provision by commercial banks in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 14, Kenya Bankers Association (KBA).
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2017.
"Chained Credit Contracts And Financial Accelerators,"
Economic Inquiry, Western Economic Association International, vol. 55(1), pages 565-579, January.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2009. "Chained Credit Contracts and Financial Accelerators," IMES Discussion Paper Series 09-E-30, Institute for Monetary and Economic Studies, Bank of Japan.
- Lawrence Christiano & Daisuke Ikeda, 2011. "Government Policy, Credit Markets and Economic Activity," NBER Working Papers 17142, National Bureau of Economic Research, Inc.
- Kühl, Michael, 2017.
"Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 260-284.
- Kühl, Michael, 2014. "Bank capital, the state contingency of banks' assets and its role for the transmission of shocks," Discussion Papers 25/2014, Deutsche Bundesbank.
- Muto, Ichiro & Sudo, Nao & Yoneyama, Shunichi, 2013.
"Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?,"
Dynare Working Papers
28, CEPREMAP.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, "undated". "Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?," Bank of Japan Working Paper Series 16-E-3, Bank of Japan.
- Grégory Levieuge, 2018.
"La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?,"
Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 63-104.
- Grégory Levieuge, 2018. "La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?," Post-Print hal-03530128, HAL.
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021.
"A Macroeconomic Model With Financially Constrained Producers and Intermediaries,"
Econometrica, Econometric Society, vol. 89(3), pages 1361-1418, May.
- Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2018. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," NBER Working Papers 24757, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2017. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," CEPR Discussion Papers 12282, C.E.P.R. Discussion Papers.
- Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2016. "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," 2016 Meeting Papers 1224, Society for Economic Dynamics.
- Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
- Agénor, Pierre-Richard & Jackson, Timothy P., 2022. "Monetary and macroprudential policy coordination with biased preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2010.
"Do Banking Shocks Matter for the U.S. Economy?,"
IMES Discussion Paper Series
10-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011. "Do banking shocks matter for the U.S. economy?," Globalization Institute Working Papers 86, Federal Reserve Bank of Dallas.
- Hirakata, Naohisa & Sudo, Nao & Ueda, Kozo, 2011. "Do banking shocks matter for the U.S. economy?," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2042-2063.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2013. "Is the net worth of financial intermediaries more important than that of non-financial firms?," Globalization Institute Working Papers 161, Federal Reserve Bank of Dallas.
- Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2010.
"Financial factors in economic fluctuations,"
Working Paper Series
1192, European Central Bank.
- Roberto Motto & Massimo Rostagno & Lawrence J. Christiano, 2010. "Financial Factors in Economic Fluctuations," 2010 Meeting Papers 141, Society for Economic Dynamics.
- Mr. Damiano Sandri & Mr. Fabian Valencia, 2012. "Balance-Sheet Shocks and Recapitalizations," IMF Working Papers 2012/068, International Monetary Fund.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, 2023.
"Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 159-207, February.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, "undated". "Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?," Bank of Japan Working Paper Series 16-E-3, Bank of Japan.
- Nakashima, Kiyotaka, 2015.
"An Econometric Evaluation of Bank Recapitalization Programs with Bank- and Loan-level Data,"
MPRA Paper
70704, University Library of Munich, Germany.
- Nakashima, Kiyotaka, 2016. "An econometric evaluation of bank recapitalization programs with bank- and loan-level data," Journal of Banking & Finance, Elsevier, vol. 63(C), pages 1-24.
- Giovanni Melina & Stefania Villa, 2023.
"Drivers of large recessions and monetary policy responses,"
Temi di discussione (Economic working papers)
1425, Bank of Italy, Economic Research and International Relations Area.
- Melina, Giovanni & Villa, Stefania, 2023. "Drivers of large recessions and monetary policy responses," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Giovanni Melina & Stefania Villa, 2023. "Drivers of Large Recessions and Monetary Policy Responses," CESifo Working Paper Series 10590, CESifo.
- Damiano Sandri & Fabián Valencia, 2013.
"Financial Crises and Recapitalizations,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 59-86, December.
- Damiano Sandri & FabiÁn Valencia, 2013. "Financial Crises and Recapitalizations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 59-86, December.
- Fabio Verona & Manuel M. F. Martins & Inês Drumond, 2014. "Financial Shocks and Optimal Monetary Policy Rules," CEF.UP Working Papers 1402, Universidade do Porto, Faculdade de Economia do Porto.
- Kollintzas, Tryphon & Tsoukalas, Konstantinos, 2015. "Bank and Sovereign Risk Interdependence in the Euro Area," CEPR Discussion Papers 10485, C.E.P.R. Discussion Papers.
- Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, vol. 35(C), pages 35-44.
- Yasin Mimir & Enes Sunel, 2015. "External shocks, banks and optimal monetary policy in an open economy," BIS Working Papers 528, Bank for International Settlements.
- Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017.
"Financial shocks, financial stability, and optimal Taylor rules,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 187-207.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2014. "Financial shocks, financial stability, and optimal Taylor rules," Bank of Finland Research Discussion Papers 21/2014, Bank of Finland.
- Selahattin Imrohoroglu & Nao Sudo, 2011.
"Will a Growth Miracle Reduce Debt in Japan?,"
IMES Discussion Paper Series
11-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- Imrohoroglu, Selahattin & Sudo, Nao, 2011. "Will a Growth Miracle Reduce Debt in Japan?," Economic Review, Hitotsubashi University, vol. 62(1), pages 44-56, January.
Cited by:
- Christian Dreger, 2017.
"Long Term Growth Perspectives in Japan and the Euro Area,"
Discussion Papers of DIW Berlin
1661, DIW Berlin, German Institute for Economic Research.
- Christian Dreger, 2017. "Long-term growth perspectives in Japan and the Euro area," Asia Europe Journal, Springer, vol. 15(4), pages 363-375, December.
- Sagiri Kitao & Selahattin Imrohoroglu & Tomoaki Yamada, 2013.
"Achieving Fiscal Balance in Japan,"
Economics Working Paper Archive at Hunter College
441, Hunter College Department of Economics.
- Tomoaki Yamada & Sagiri Kitao & Selahattin Imrohoroglu, 2013. "Achieving Fiscal Balance in Japan," 2013 Meeting Papers 736, Society for Economic Dynamics.
- Selahattin İmrohoroğlu & Sagiri Kitao & Tomoaki Yamada, 2016. "Achieving Fiscal Balance In Japan," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(1), pages 117-154, February.
- Gary Hansen & Selo Imrohoroglu, 2013.
"Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective,"
NBER Working Papers
19431, National Bureau of Economic Research, Inc.
- Gary Hansen & Selahattin Imrohoroglu, 2016. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 201-224, July.
- Gary D. Hansen & Selahattin Imrohoroglu, 2013. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," IMES Discussion Paper Series 13-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Selahattin Imrohoroglu & Gary Hansen, 2013. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," 2013 Meeting Papers 697, Society for Economic Dynamics.
- Ichiro Muto & Takemasa Oda & Nao Sudo, 2012.
"Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model,"
Bank of Japan Working Paper Series
12-E-9, Bank of Japan.
- Ichiro Muto & Takemasa Oda & Nao Sudo, 2016. "Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(3), pages 408-442, August.
- Muto, Ichiro & Oda, Takemasa & Sudo, Nao, 2012. "Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model," MPRA Paper 42550, University Library of Munich, Germany.
- Nakajima, Tomoyuki & Takahashi, Shuhei, 2017.
"The optimum quantity of debt for Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 17-26.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," UTokyo Price Project Working Paper Series 075, University of Tokyo, Graduate School of Economics.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," CIGS Working Paper Series 17-009E, The Canon Institute for Global Studies.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," KIER Working Papers 964, Kyoto University, Institute of Economic Research.
- W. R. Garside, 2012. "Japan’s Great Stagnation," Books, Edward Elgar Publishing, number 14624.
- Real Arai & Junji Ueda, 2012.
"A Numerical Evaluation on a Sustainable Size of Primary Deficit in Japan,"
KIER Working Papers
823, Kyoto University, Institute of Economic Research.
- Real Arai & Junji Ueda, 2012. "A Numerical Evaluation on a Sustainable Size of Primary Deficit in Japan," Discussion papers ron235, Policy Research Institute, Ministry of Finance Japan.
- Arai, Real & Ueda, Junji, 2013. "A numerical evaluation of the sustainable size of the primary deficit in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 30(C), pages 59-75.
- Selahattin İmrohoroğlu & Sagiri Kitao & Tomoaki Yamada, 2017.
"Can Guest Workers Solve Japan'S Fiscal Problems?,"
Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1287-1307, July.
- Sagiri Kitao & Selahattin Imrohoroglu & Tomoaki Yamada, 2016. "Can Guest Workers Solve Japan's Fiscal Problems?," Working Papers e105, Tokyo Center for Economic Research.
- Selahattin IMROHOROGLU & KITAO Sagiri & YAMADA Tomoaki, 2015. "Can Guest Workers Solve Japan's Fiscal Problems?," Discussion papers 15129, Research Institute of Economy, Trade and Industry (RIETI).
- Heller, Peter S., 2016. "The challenge of an aged and shrinking population: Lessons to be drawn from Japan’s experience," The Journal of the Economics of Ageing, Elsevier, vol. 8(C), pages 85-93.
- Selahattin İMROHOROĞLU & KITAO Sagiri & YAMADA Tomoaki, 2018.
"Fiscal Sustainability in Japan: What to tackle?,"
Discussion papers
18064, Research Institute of Economy, Trade and Industry (RIETI).
- İmrohoroğlu, Selahattin & Kitao, Sagiri & Yamada, Tomoaki, 2019. "Fiscal sustainability in Japan: What to tackle?," The Journal of the Economics of Ageing, Elsevier, vol. 14(C).
- Takeo Hoshi & Takatoshi Ito, 2012. "Defying Gravity: How Long Will Japanese Government Bond Prices Remain High?," NBER Working Papers 18287, National Bureau of Economic Research, Inc.
- Naoyuki Yoshino & Uwe Vollmer, 2014. "The sovereign debt crisis: why Greece, but not Japan?," Asia Europe Journal, Springer, vol. 12(3), pages 325-344, September.
- Ko, Jun-Hyung & Morita, Hiroshi, 2015. "Fiscal sustainability and regime shifts in Japan," Economic Modelling, Elsevier, vol. 46(C), pages 364-375.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011.
"Do banking shocks matter for the U.S. economy?,"
Globalization Institute Working Papers
86, Federal Reserve Bank of Dallas.
- Hirakata, Naohisa & Sudo, Nao & Ueda, Kozo, 2011. "Do banking shocks matter for the U.S. economy?," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2042-2063.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2010. "Do Banking Shocks Matter for the U.S. Economy?," IMES Discussion Paper Series 10-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
Cited by:
- Görtz, Christoph & Tsoukalas, John D., 2012.
"News and Financial Intermediation in Aggregate and Sectoral Fluctuations,"
Dynare Working Papers
12, CEPREMAP.
- Görtz, Christoph & Tsoukalas, John, 2011. "News and financial intermediation in aggregate and sectoral fluctuations," MPRA Paper 40442, University Library of Munich, Germany, revised Jul 2012.
- Görtz, Christoph & Tsoukalas, John, 2011. "News and financial intermediation in aggregate and sectoral fluctuations," MPRA Paper 38986, University Library of Munich, Germany, revised Mar 2012.
- Christoph Gortz & John D Tsoukalas, 2012. "News and Financial Intermediation in Aggregate and Sectoral Fluctuations," Discussion Papers 12-10, Department of Economics, University of Birmingham.
- Naohisa Hirakata & Takushi Kurozumi, 2013. "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series 13-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
- Fendoğlu, Salih, 2014.
"Optimal monetary policy rules, financial amplification, and uncertain business cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 271-305.
- Salih Fendoglu, 2011. "Optimal Monetary Policy Rules, Financial Amplification, and Uncertain Business Cycles," Working Papers 1126, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2014. "Intégration bancaire et conjoncture macroéconomique dans une union monétaire hétérogène," Post-Print hal-01345378, HAL.
- Nao Sudou, 2012. "Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework," Bank of Japan Working Paper Series 12-E-12, Bank of Japan.
- Kühl, Michael, 2014. "Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?," Discussion Papers 19/2014, Deutsche Bundesbank.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2017.
"Chained Credit Contracts And Financial Accelerators,"
Economic Inquiry, Western Economic Association International, vol. 55(1), pages 565-579, January.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2009. "Chained Credit Contracts and Financial Accelerators," IMES Discussion Paper Series 09-E-30, Institute for Monetary and Economic Studies, Bank of Japan.
- Lawrence Christiano & Daisuke Ikeda, 2011. "Government Policy, Credit Markets and Economic Activity," NBER Working Papers 17142, National Bureau of Economic Research, Inc.
- Poutineau, Jean-Christophe & Vermandel, Gauthier, 2015.
"Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 378-403.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2015. "Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model," Post-Print halshs-01082798, HAL.
- Kühl, Michael, 2017.
"Bank capital, the state contingency of banks’ assets and its role for the transmission of shocks,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 260-284.
- Kühl, Michael, 2014. "Bank capital, the state contingency of banks' assets and its role for the transmission of shocks," Discussion Papers 25/2014, Deutsche Bundesbank.
- Kamber, Günes & Smith, Christie & Thoenissen, Christoph, 2015.
"Financial frictions and the role of investment-specific technology shocks in the business cycle,"
Economic Modelling, Elsevier, vol. 51(C), pages 571-582.
- Gunes Kamber & Christie Smith & Christoph Thoenissen, 2012. "Financial frictions and the role of investment specific technology shocks in the business cycle," CAMA Working Papers 2012-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Muto, Ichiro & Sudo, Nao & Yoneyama, Shunichi, 2013.
"Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?,"
Dynare Working Papers
28, CEPREMAP.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, "undated". "Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?," Bank of Japan Working Paper Series 16-E-3, Bank of Japan.
- Malibongwe Cyprian Nyati, 2024. "Should Monetary Policy in South Africa Lean against the Wind by Targeting the Financial Cycle?," Economies, MDPI, vol. 12(6), pages 1-20, June.
- Kühl, Michael, 2016.
"The effects of government bond purchases on leverage constraints of banks and non-financial firms,"
Discussion Papers
38/2016, Deutsche Bundesbank.
- Michael Kühl, 2018. "The Effects of Government Bond Purchases on Leverage Constraints of Banks and Non-Financial Firms," International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 93-161, September.
- Kame Babilla, Thierry U., 2023. "Digital innovation and financial access for small and medium-sized enterprises in a currency union," Economic Modelling, Elsevier, vol. 120(C).
- Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2022. "Risk pooling, intermediation efficiency, and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Yue Zhao, 2013. "Financial shocks in Japan : A case for a small open economy," KIER Working Papers 849, Kyoto University, Institute of Economic Research.
- Hibiki Ichiue & Jean-Guillaume Sahuc & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Olivier de Bandt & Sigrid Roehrs & Valério Scalone & Michael Straughan & Bora Durdu, 2022.
"Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models,"
Working Papers
hal-04159816, HAL.
- Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," Working papers 864, Banque de France.
- Jean-Guillaume Sahuc & Olivier de Bandt & Hibiki Ichiue & Bora Durdu & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Valério Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," EconomiX Working Papers 2022-3, University of Paris Nanterre, EconomiX.
- PIROVANO, Mara, 2013. "International financial integration, credit frictions and exchange rate regimes," Working Papers 2013015, University of Antwerp, Faculty of Business and Economics.
- Naohisa Hirakata & Nao Sudo & Ikuo Takei & Kozo Ueda, 2015.
"Japan's Financial Crisis and Lost Decades,"
Working Papers
halshs-01660803, HAL.
- Hirakata, Naohisa & Sudo, Nao & Takei, Ikuo & Ueda, Kozo, 2016. "Japan's financial crises and lost decades," Japan and the World Economy, Elsevier, vol. 40(C), pages 31-46.
- Naohisa Hirakata & Nao Sudo & Ikuo Takei & Kozo Ueda, 2014. "Japan’s financial crises and lost decades," Globalization Institute Working Papers 220, Federal Reserve Bank of Dallas.
- Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valério Scalone & Michael Straughan, 2024.
"Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models,"
Post-Print
hal-04459638, HAL.
- Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2024. "Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models," International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 1-52, February.
- Halvorsen, Jørn I. & Jacobsen, Dag Henning, 2014. "How important can bank lending shocks be for economic fluctuations?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 104-123.
- Ibrahim Alnafrah & Sulaiman Mouselli, 2024.
"Testing the External Shock Narrative of the Conflict on Transition Towards Knowledge Economy in Syria,"
Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 958-991, March.
- Ibrahim Alnafrah & Suliman Mouselli, 2021. "Testing the External Shock Narrative of the Conflict on Transition Towards Knowledge Economy in Syria," Working Papers 1508, Economic Research Forum, revised 20 Nov 2021.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2010.
"Do Banking Shocks Matter for the U.S. Economy?,"
IMES Discussion Paper Series
10-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011. "Do banking shocks matter for the U.S. economy?," Globalization Institute Working Papers 86, Federal Reserve Bank of Dallas.
- Hirakata, Naohisa & Sudo, Nao & Ueda, Kozo, 2011. "Do banking shocks matter for the U.S. economy?," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2042-2063.
- Yasuo Hirose & Takushi Kurozumi, 2010.
"Do Investment-Specific Technological Changes Matter for Business Fluctuations? Evidence from Japan,"
Bank of Japan Working Paper Series
10-E-4, Bank of Japan.
- Yasuo Hirose & Takushi Kurozumi, 2012. "Do Investment-Specific Technological Changes Matter For Business Fluctuations? Evidence From Japan," Pacific Economic Review, Wiley Blackwell, vol. 17(2), pages 208-230, May.
- 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.
- Rannenberg, Ansgar, 2013.
"Bank leverage cycles and the external finance premium,"
Discussion Papers
55/2013, Deutsche Bundesbank.
- Ansgar Rannenberg, 2016. "Bank Leverage Cycles and the External Finance Premium," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1569-1612, December.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2013. "Is the net worth of financial intermediaries more important than that of non-financial firms?," Globalization Institute Working Papers 161, Federal Reserve Bank of Dallas.
- 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.
- Sohei Kaihatsu & Takushi Kurozumi, 2014. "Sources of Business Fluctuations: Financial or Technology Shocks?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 224-242, April.
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- Ryuichiro Hashimoto & Nao Sudo, 2022. "Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE Model," Bank of Japan Working Paper Series 22-E-5, Bank of Japan.
- Marzie Taheri Sanjani, 2014. "Financial Frictions and Sources of Business Cycle," IMF Working Papers 2014/194, International Monetary Fund.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, 2023.
"Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 159-207, February.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, "undated". "Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?," Bank of Japan Working Paper Series 16-E-3, Bank of Japan.
- Giorgio Massari & Luca Portoghese & Patrizio Tirelli, 2024. "Whither Liquidity Shocks? Implications for R∗ and Monetary Policy," DEM Working Papers Series 217, University of Pavia, Department of Economics and Management.
- Mark A. Wynne, 2012. "Five Years of Research on Globalization and Monetary Policy: What Have We Learned?," Annual Report, Globalization and Monetary Policy Institute, Federal Reserve Bank of Dallas, pages 2-17.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2017.
"A Welfare Analysis of Macroprudential Policy Rules in the Euro Area,"
Post-Print
halshs-01315085, HAL.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2017. "A Welfare Analysis of Macroprudential Policy Rules in the Euro Area," Revue d'économie politique, Dalloz, vol. 127(2), pages 191-226.
- JEAN-CHRISTOPHE POUTINEAU & GAUTHIER Vermandel, 2013. "Integration Bancaire Et Conjoncture Macroeconomique Dans Une Union Monetaire Heterogene: The Macroeconomic Consequences Of Banking Integration In An Heterogenous Monetary Union," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 56(3-4), pages 241-260.
- Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2014. "Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs," IMF Working Papers 2014/128, International Monetary Fund.
- Thibaud Cargoet & Jean-Christophe Poutineau, 2018. "Financial Disruption and State Dependant Credit Policy," Post-Print halshs-01683785, HAL.
- Yosuke Okazaki & Nao Sudo, 2018. "Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --," Bank of Japan Working Paper Series 18-E-6, Bank of Japan.
- J. Scott Davis, 2010. "The adverse feedback loop and the effects of risk in both the real and financial sectors," Globalization Institute Working Papers 66, Federal Reserve Bank of Dallas.
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"Accounting for the Decline in the Velocity of Money in the Japanese Economy,"
IMES Discussion Paper Series
11-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
Cited by:
- Kenji Nishizaki & Toshitaka Sekine & Yuichi Ueno & Yuko Kawai, 2013.
"Chronic deflation in Japan,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 9-19,
Bank for International Settlements.
- Kenji Nishizaki & Toshitaka Sekine & Yoichi Ueno, 2012. "Chronic Deflation in Japan," Bank of Japan Working Paper Series 12-E-6, Bank of Japan.
- Kenji Nishizaki & Toshitaka Sekine & Yoichi Ueno, 2014. "Chronic Deflation in Japan," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(1), pages 20-39, January.
- Kosuke Aoki & Nao Sudo, 2012. "Asset Portfolio Choice of Banks and Inflation Dynamics," Bank of Japan Working Paper Series 12-E-5, Bank of Japan.
- Kosuke Aoki & Nao Sudo, 2013. "Bank’s regulation, asset portfolio choice of banks, and macroeconomic dynamics," CARF F-Series CARF-F-323, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Bamadev Paudel, 2017. "Alleviating Poverty through Job Creation: Quantity Equation of Money may Come into Play," Journal of Development Innovations, KarmaQuest International, vol. 1(1), pages 84-113, February.
- Svatopluk Kapounek & Jitka Poměnková, 2012. "Liquidity supply and money velocity co-movements in the Eurozone - Time-Frequency Domain Approach," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(2), pages 109-116.
- Kenji Nishizaki & Toshitaka Sekine & Yuichi Ueno & Yuko Kawai, 2013.
"Chronic deflation in Japan,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 9-19,
Bank for International Settlements.
- Selahattin Imrohoroglu & Nao Sudo, 2010.
"Productivity and Fiscal Policy in Japan: Short Term Forecasts from the Standard Growth Model,"
IMES Discussion Paper Series
10-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
- Selahattin Imrohoroglu & Nao Sudo, 2011. "Productivity and Fiscal Policy in Japan: Short-Term Forecasts from the Standard Growth Model," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 29, pages 73-106, November.
Cited by:
- Selahattin Imrohoroglu & Nao Sudo, 2011.
"Will a Growth Miracle Reduce Debt in Japan?,"
IMES Discussion Paper Series
11-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- Imrohoroglu, Selahattin & Sudo, Nao, 2011. "Will a Growth Miracle Reduce Debt in Japan?," Economic Review, Hitotsubashi University, vol. 62(1), pages 44-56, January.
- HSU Minchung & YAMADA Tomoaki, 2017.
"Population Aging, Health Care, and Fiscal Policy Reform: The challenges for Japan,"
Discussion papers
17038, Research Institute of Economy, Trade and Industry (RIETI).
- Minchung Hsu & Tomoaki Yamada, 2019. "Population Aging, Health Care, and Fiscal Policy Reform: The Challenges for Japan," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(2), pages 547-577, April.
- Sagiri Kitao & Selahattin Imrohoroglu & Tomoaki Yamada, 2013.
"Achieving Fiscal Balance in Japan,"
Economics Working Paper Archive at Hunter College
441, Hunter College Department of Economics.
- Tomoaki Yamada & Sagiri Kitao & Selahattin Imrohoroglu, 2013. "Achieving Fiscal Balance in Japan," 2013 Meeting Papers 736, Society for Economic Dynamics.
- Selahattin İmrohoroğlu & Sagiri Kitao & Tomoaki Yamada, 2016. "Achieving Fiscal Balance In Japan," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(1), pages 117-154, February.
- Pablo D'Erasmo & Enrique G. Mendoza & Jing Zhang, 2015.
"What is a Sustainable Public Debt?,"
NBER Working Papers
21574, National Bureau of Economic Research, Inc.
- Pablo D'Erasmo & Enrique Mendoza & Jing Zhang, 2015. "What is a Sustainable Public Debt?," PIER Working Paper Archive 15-033, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 16 Apr 2015.
- D’Erasmo, P. & Mendoza, E.G. & Zhang, J., 2016. "What is a Sustainable Public Debt?," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2493-2597, Elsevier.
- Gary Hansen & Selo Imrohoroglu, 2013.
"Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective,"
NBER Working Papers
19431, National Bureau of Economic Research, Inc.
- Gary Hansen & Selahattin Imrohoroglu, 2016. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 21, pages 201-224, July.
- Gary D. Hansen & Selahattin Imrohoroglu, 2013. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," IMES Discussion Paper Series 13-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Selahattin Imrohoroglu & Gary Hansen, 2013. "Fiscal Reform and Government Debt in Japan: A Neoclassical Perspective," 2013 Meeting Papers 697, Society for Economic Dynamics.
- Ichiro Muto & Takemasa Oda & Nao Sudo, 2012.
"Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model,"
Bank of Japan Working Paper Series
12-E-9, Bank of Japan.
- Ichiro Muto & Takemasa Oda & Nao Sudo, 2016. "Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(3), pages 408-442, August.
- Muto, Ichiro & Oda, Takemasa & Sudo, Nao, 2012. "Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model," MPRA Paper 42550, University Library of Munich, Germany.
- Nakajima, Tomoyuki & Takahashi, Shuhei, 2017.
"The optimum quantity of debt for Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 17-26.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," UTokyo Price Project Working Paper Series 075, University of Tokyo, Graduate School of Economics.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," CIGS Working Paper Series 17-009E, The Canon Institute for Global Studies.
- Tomoyuki Nakajima & Shuhei Takahashi, 2017. "The Optimum Quantity of Debt for Japan," KIER Working Papers 964, Kyoto University, Institute of Economic Research.
- Hagiwara, Reona, 2020. "Seigniorage and Japanese fiscal sustainability: Simulation analysis using an overlapping generations model," Economic Modelling, Elsevier, vol. 84(C), pages 340-356.
- Ellen R. McGrattan & Kazuaki Miyachi & Adrian Peralta-Alva, 2019. "On Financing Retirement, Health Care, and Long-Term Care in Japan," Staff Report 586, Federal Reserve Bank of Minneapolis.
- R. Anton Braun & Tomoyuki Nakajima, 2011.
"Making the case for a low intertemporal elasticity of substitution,"
FRB Atlanta Working Paper
2011-13, Federal Reserve Bank of Atlanta.
- R. Anton Braun & Tomoyuki Nakajima, 2011. "Making the Case for a Low Intertemporal Elasticity of Substitution," KIER Working Papers 788, Kyoto University, Institute of Economic Research.
- R. Anton Braun & Tomoyuki Nakajima, 2012. "Making the case for a low intertemporal elasticity of substitution," FRB Atlanta Working Paper 2012-01, Federal Reserve Bank of Atlanta.
- Yamada, Tomoaki, 2012. "Income risk, macroeconomic and demographic change, and economic inequality in Japan," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 63-84.
- R. Anton Braun & Douglas H. Joines, 2014. "The Implications of a graying japan for government policy," FRB Atlanta Working Paper 2014-18, Federal Reserve Bank of Atlanta.
- Selahattin İmrohoroğlu & Sagiri Kitao & Tomoaki Yamada, 2017.
"Can Guest Workers Solve Japan'S Fiscal Problems?,"
Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1287-1307, July.
- Sagiri Kitao & Selahattin Imrohoroglu & Tomoaki Yamada, 2016. "Can Guest Workers Solve Japan's Fiscal Problems?," Working Papers e105, Tokyo Center for Economic Research.
- Selahattin IMROHOROGLU & KITAO Sagiri & YAMADA Tomoaki, 2015. "Can Guest Workers Solve Japan's Fiscal Problems?," Discussion papers 15129, Research Institute of Economy, Trade and Industry (RIETI).
- Miyazawa, Kensuke & Yamada, Junji, 2015. "The growth strategy of Abenomics and fiscal consolidation," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 82-99.
- Braun, R. Anton & Joines, Douglas H., 2015. "The implications of a graying Japan for government policy," Journal of Economic Dynamics and Control, Elsevier, vol. 57(C), pages 1-23.
- Tomoaki Yamada & Minchung Hsu & Gary D. Hansen, 2011. "Financing Health Care in Japan: The Impact of an Aging Population," 2011 Meeting Papers 717, Society for Economic Dynamics.
- R. Anton Braun & Tomoyuki Nakajima, 2018.
"Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 29, pages 235-255, July.
- R. Anton Braun & Tomoyuki Nakajima, 2018. "Code and data files for "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis"," Computer Codes 16-80, Review of Economic Dynamics.
- R. Anton Braun & Tomoyuki Nakajima, 2012. "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis," IMES Discussion Paper Series 12-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
- R. Anton Braun & Tomoyuki Nakajima, 2011. "Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis," KIER Working Papers 796, Kyoto University, Institute of Economic Research.
- Rod Tyers & Jenny Corbett, 2012.
"Japan's economic slowdown and its global implications: a review of the economic modelling,"
Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 26(2), pages 1-28, November.
- Rod Tyers & Jenny Corbett, 2011. "Japan's Economic Slowdown and its Global Implications: A Review of the Economic Modelling," Economics Discussion / Working Papers 11-19, The University of Western Australia, Department of Economics.
- Kitao, Sagiri, 2015.
"Fiscal cost of demographic transition in Japan,"
Journal of Economic Dynamics and Control, Elsevier, vol. 54(C), pages 37-58.
- KITAO Sagiri, 2015. "Fiscal Cost of Demographic Transition in Japan," Discussion papers 15013, Research Institute of Economy, Trade and Industry (RIETI).
- Selahattin İMROHOROĞLU & KITAO Sagiri & YAMADA Tomoaki, 2018.
"Fiscal Sustainability in Japan: What to tackle?,"
Discussion papers
18064, Research Institute of Economy, Trade and Industry (RIETI).
- İmrohoroğlu, Selahattin & Kitao, Sagiri & Yamada, Tomoaki, 2019. "Fiscal sustainability in Japan: What to tackle?," The Journal of the Economics of Ageing, Elsevier, vol. 14(C).
- Kato, Ryuta Ray, 2022. "Population aging and labor mobility in Japan," Japan and the World Economy, Elsevier, vol. 62(C).
- Reona Hagiwara, 2022. "Welfare Effects of Health Insurance Reform: The Role of Elastic Medical Demand," IMES Discussion Paper Series 22-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Reona Hagiwara, 2023. "Aging, Health Risk, and Interest Rates," Working Papers 2303, Waseda University, Faculty of Political Science and Economics.
- Ono, Taiki, 2024. "Bequests and wealth inequality in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 72(C).
- Ellen R. McGrattan & Kazuaki Miyachi & Mr. Adrian Peralta, 2018. "On Financing Retirement, Health, and Long-term Care in Japan," IMF Working Papers 2018/249, International Monetary Fund.
- Jouchi Nakajima & Nao Sudo & Takayuki Tsuruga, 2010.
"How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks?,"
IMES Discussion Paper Series
10-E-22, Institute for Monetary and Economic Studies, Bank of Japan.
- Jouchi Nakajima & Nao Sudo & Takayuki Tsuruga, 2010. "How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks?," Discussion papers e-10-007, Graduate School of Economics Project Center, Kyoto University.
Cited by:
- Carlos Carvalho & Niels Arne Dam & Jae Won Lee, 2020. "The Cross-Sectional Distribution of Price Stickiness Implied by Aggregate Data," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 162-179, March.
- Jalali-Naini , Ahmad. R. & Hemati , Maryam, 2012. "The Effect of Monetary Shocks on Disaggregated Prices in a Data Rich Environment: a Bayesian FAVAR Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 6(4), pages 27-60, July.
- Carlos Viana de Carvalho & Niels Arne Dam & Jae Won Lee, 2014. "Real Rigidities and the Cross-Sectional Distribution of Price Stickiness: Evidence from Micro and Macro Data Combined," Textos para discussão 634, Department of Economics PUC-Rio (Brazil).
- Christiane Baumeister & Philip Liu & Haroon Mumtaz, 2012.
"Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics,"
Staff Working Papers
12-13, Bank of Canada.
- Baumeister, Christiane & Liu, Philip & Mumtaz, Haroon, 2013. "Changes in the effects of monetary policy on disaggregate price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 543-560.
- Naohisa Hirakata & Nao Sudo, 2009.
"Accounting for Oil Price Variation and Weakening Impact of the Oil Crisis,"
IMES Discussion Paper Series
09-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
Cited by:
- Vipin Arora & Pedro Gomis-Porqueras, 2011.
"Oil Price Dynamics in a Real Business Cycle Model,"
CAMA Working Papers
2011-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Vipin Arora & Pedro Gomis-Porqueras, 2011. "A Repayment Model of House Prices Oil Price Dynamics in a Real Business Cycle Model," Monash Economics Working Papers 11-11, Monash University, Department of Economics.
- Vipin Arora, 2011.
"Asset Value, Interest Rates and Oil Price Volatility,"
ANU Working Papers in Economics and Econometrics
2011-536, Australian National University, College of Business and Economics, School of Economics.
- Vipin Arora, 2011. "Asset Value, Interest Rates and Oil Price Volatility," The Economic Record, The Economic Society of Australia, vol. 87(s1), pages 45-55, September.
- Ichiro Fukunaga & Naohisa Hirakata & Nao Sudo, 2009.
"The Effects of Oil Price Changes on the Industry-Level Production and Prices in the U.S. and Japan,"
IMES Discussion Paper Series
09-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
- Ichiro Fukunaga & Naohisa Hirakata & Nao Sudo, 2010. "The Effects of Oil Price Changes on the Industry-Level Production and Prices in the U.S. and Japan," NBER Working Papers 15791, National Bureau of Economic Research, Inc.
- Vipin Arora & Pedro Gomis-Porqueras, 2011.
"Oil Price Dynamics in a Real Business Cycle Model,"
CAMA Working Papers
2011-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ippei Fujiwara & Nao Sudo & Yuki Teranishi, 2009.
"Global Liquidity Trap: A Simple Analytical Investigation,"
IMES Discussion Paper Series
09-E-31, Institute for Monetary and Economic Studies, Bank of Japan.
Cited by:
- David Cook & Michael B. Devereux, 2010.
"Cooperative Fiscal Policy at the Zero Lower Bound,"
NBER Chapters, in: Fiscal Policy and Crisis,
National Bureau of Economic Research, Inc.
- Cook, David & Devereux, Michael B., 2011. "Cooperative fiscal policy at the zero lower bound," Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 465-486.
- Rod Tyers & Jenny Corbett, 2012.
"Japan's economic slowdown and its global implications: a review of the economic modelling,"
Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 26(2), pages 1-28, November.
- Rod Tyers & Jenny Corbett, 2011. "Japan's Economic Slowdown and its Global Implications: A Review of the Economic Modelling," Economics Discussion / Working Papers 11-19, The University of Western Australia, Department of Economics.
- David Cook & Michael B. Devereux, 2010.
"Cooperative Fiscal Policy at the Zero Lower Bound,"
NBER Chapters, in: Fiscal Policy and Crisis,
National Bureau of Economic Research, Inc.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2009.
"Chained Credit Contracts and Financial Accelerators,"
IMES Discussion Paper Series
09-E-30, Institute for Monetary and Economic Studies, Bank of Japan.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2017. "Chained Credit Contracts And Financial Accelerators," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 565-579, January.
Cited by:
- Rannenberg, Ansgar, 2012.
"Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics,"
Working Paper Series
1487, European Central Bank.
- Rannenberg, Ansgar, 2012. "Asymmetric Information in Credit Markets, Bank Leverage Cycles and Macroeconomic Dynamics," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62035, Verein für Socialpolitik / German Economic Association.
- Ansgar Rannenberg, 2012. "Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics," Working Paper Research 224, National Bank of Belgium.
- Ueda, Kozo, 2012. "Banking globalization and international business cycles: Cross-border chained credit contracts and financial accelerators," Journal of International Economics, Elsevier, vol. 86(1), pages 1-16.
- Andrea Silvestrini & Andrea Zaghini, 2015.
"Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
15/910, Ghent University, Faculty of Economics and Business Administration.
- Silvestrini, Andrea & Zaghini, Andrea, 2015. "Financial shocks and the real economy in a nonlinear world: From theory to estimation," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 915-929.
- Silvestrini, Andrea & Zaghini, Andrea, 2015. "Financial shocks and the real economy in a nonlinear world: From theory to estimation," CFS Working Paper Series 505, Center for Financial Studies (CFS).
- Auray Stéphane & Eyquem Aurélien & Mairesse Xiaofei, 2017.
"Banks, Sovereign Risk and Unconventional Monetary Policies,"
Working Papers
2017-60, Center for Research in Economics and Statistics.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2018. "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers halshs-01942734, HAL.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2015. "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print halshs-01232241, HAL.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2016. "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print halshs-01420894, HAL.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2018. "Banks, sovereign risk and unconventional monetary policies," Post-Print halshs-01882189, HAL.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2016. "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print halshs-01420888, HAL.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2014. "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers 2014-10, Center for Research in Economics and Statistics.
- Auray, Stéphane & Eyquem, Aurélien & Ma, Xiaofei, 2018. "Banks, sovereign risk and unconventional monetary policies," European Economic Review, Elsevier, vol. 108(C), pages 153-171.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2018. "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers 1830, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Petrella, Ivan & Lubello, Federico & Santoro, Emiliano, 2019.
"Bank Assets, Liquidity and Credit Cycles,"
CEPR Discussion Papers
13831, C.E.P.R. Discussion Papers.
- Lubello, Federico & Petrella, Ivan & Santoro, Emiliano, 2019. "Bank assets, liquidity and credit cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 265-282.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2014. "Intégration bancaire et conjoncture macroéconomique dans une union monétaire hétérogène," Post-Print hal-01345378, HAL.
- Nao Sudou, 2012. "Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework," Bank of Japan Working Paper Series 12-E-12, Bank of Japan.
- Gunes Kamber & Christoph Thoenissen, 2013.
"Financial exposure and the international transmission of financial shocks,"
CAMA Working Papers
2013-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- G√Úne≈Û Kamber & Christoph Thoenissen, 2013. "Financial Exposure and the International Transmission of Financial Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 127-158, December.
- Güneş Kamber & Christoph Thoenissen, 2013. "Financial exposure and the international transmission of financial shocks," Reserve Bank of New Zealand Discussion Paper Series DP2013/06, Reserve Bank of New Zealand.
- Gunes Kamber & Christoph Thoenissen, 2011. "Financial intermediation and the internationalbusiness cycle: The case of small countries with big banks," CAMA Working Papers 2011-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Güneş Kamber & Christoph Thoenissen, 2013. "Financial Exposure and the International Transmission of Financial Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 127-158, December.
- Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
- Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2018.
"Optimal Dynamic Capital Requirements,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1271-1297, September.
- Kalin Nikolov & Javier Suarez & Dominik Supera & Caterina Mendicino, 2017. "Optimal Dynamic Capital Requirements," 2017 Meeting Papers 1216, Society for Economic Dynamics.
- Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2016. "Optimal Dynamic Capital Requirements," Working Papers wp2016_1614, CEMFI.
- Lawrence Christiano & Daisuke Ikeda, 2011. "Government Policy, Credit Markets and Economic Activity," NBER Working Papers 17142, National Bureau of Economic Research, Inc.
- Poutineau, Jean-Christophe & Vermandel, Gauthier, 2015.
"Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 378-403.
- Jean-Christophe Poutineau & Gauthier Vermandel, 2015. "Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model," Post-Print halshs-01082798, HAL.
- Vines, David & Luk, Sheung Kan, 2011. "Financial-Friction Macroeconomics with Highly Leveraged Financial Institutions," CEPR Discussion Papers 8576, C.E.P.R. Discussion Papers.
- PIROVANO, Mara, 2013. "International financial integration, credit frictions and exchange rate regimes," Working Papers 2013015, University of Antwerp, Faculty of Business and Economics.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011.
"Capital Injection, Monetary Policy, and Financial Accelerators,"
IMES Discussion Paper Series
11-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2013. "Capital Injection, Monetary Policy, and Financial Accelerators," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 101-145, June.
- Shigenori Shiratsuka & Wataru Takahashi & Yuki Teranishi & Kozo Ueda, 2010.
"Future of Central Banking under Globalization: Summary of the 2010 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan,"
IMES Discussion Paper Series
10-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
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"Do Banking Shocks Matter for the U.S. Economy?,"
IMES Discussion Paper Series
10-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
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"Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?,"
Bank of Japan Working Paper Series
16-E-3, Bank of Japan.
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"Bank leverage cycles and the external finance premium,"
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"Understanding Bank and Nonbank Credit Cycles: A Structural Exploration,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 103-142, February.
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"Bank Overleverage and Macroeconomic Fragility,"
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"What does a financial shock do? First international evidence,"
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"A Welfare Analysis of Macroprudential Policy Rules in the Euro Area,"
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"The Effects of Oil Price Changes on the Industry-Level Production and Prices in the U.S. and Japan,"
IMES Discussion Paper Series
09-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
- Ichiro Fukunaga & Naohisa Hirakata & Nao Sudo, 2010. "The Effects of Oil Price Changes on the Industry-Level Production and Prices in the U.S. and Japan," NBER Working Papers 15791, National Bureau of Economic Research, Inc.
Cited by:
- Yukino Sakashita & Yasunori Yoshizaki, 2016. "The Effects of Oil Price Shocks on IIP and CPI in Emerging Countries," Economies, MDPI, vol. 4(4), pages 1-9, September.
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- Abhay Abhyankar, Bing Xu, and Jiayue Wang, 2013. "Oil Price Shocks and the Stock Market: Evidence from Japan," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
- Lee, Kiseok & Kang, Wensheng & Ratti, Ronald A., 2011.
"Oil Price Shocks, Firm Uncertainty, And Investment,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 416-436, November.
- Lee, Kiseok & Kang, Wensheng & Ratti, Ronald A., 2010. "Oil Price Shocks, Firm Uncertainty and Investment," MPRA Paper 49044, University Library of Munich, Germany.
- H. Rajesh Acharya & C. Anver Sadath, 2016. "Energy Price Uncertainty and Investment: Firm Level Evidence from Indian Manufacturing Sector," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 364-373.
- Morad Bali & Nady Rapelanoro, 2021.
"How to simulate international economic sanctions: A multipurpose index modelling illustrated with EU sanctions against Russia,"
International Economics, CEPII research center, issue 168, pages 25-39.
- Bali, Morad & Rapelanoro, Nady, 2021. "How to simulate international economic sanctions: A multipurpose index modelling illustrated with EU sanctions against Russia," International Economics, Elsevier, vol. 168(C), pages 25-39.
- Nagmi M. Moftah Aimer, 2016. "The Effects of Oil Price Volatility on the Economic Sectors of Libya," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 6(12), pages 13-24, December.
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"Oil and the U.S. Stock Market: Implications for Low Carbon Policies,"
Working Paper series
21-19, Rimini Centre for Economic Analysis.
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"Oil price pass-through along the price chain in the euro area,"
MPRA Paper
70227, University Library of Munich, Germany.
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"The Role Of Inventories And Speculative Trading In The Global Market For Crude Oil,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 454-478, April.
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"Why Agnostic Sign Restrictions Are Not Enough: Understanding the Dynamics of Oil Market VAR Models,"
CEPR Discussion Papers
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"The sectorial impact of commodity price shocks in Australia,"
Working Papers
2014-05, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
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"Japan's economic slowdown and its global implications: a review of the economic modelling,"
Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 26(2), pages 1-28, November.
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- Paula, Georg, 2011. "Three Empirical Essays in Economics Using Firm Level Panel Data," Munich Dissertations in Economics 13839, University of Munich, Department of Economics.
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- Knop, Stephen J & Vespignani, Joaquin L., 2014. "Industrial Impact of Commodity Price Shocks in Australia," MPRA Paper 104678, University Library of Munich, Germany.
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"Sectoral Co-Movement, Monetary-Policy Shock, and Input-Output Structure,"
IMES Discussion Paper Series
08-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
- Nao Sudo, 2012. "Sectoral Comovement, Monetary Policy Shocks, and Input-Output Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1225-1244, September.
- Nao Sudo, 2012. "Sectoral Comovement, Monetary Policy Shocks, and Input–Output Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1225-1244, September.
Cited by:
- M. Alper Çenesiz & Luís Guimarães, 2019.
"Sticky Price Models, Durable Goods, and Real Wage Rigidities,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 721-737, March.
- M. Alper Çenesiz & Luís Guimarães, 2013. "Sticky Price Models, Durable Goods, and Real Wage Rigidities," CEF.UP Working Papers 1305, Universidade do Porto, Faculdade de Economia do Porto, revised Nov 2017.
- Dey, Jaya & Tsai, Yi-Chan, 2017. "Explaining the durable goods co-movement puzzle: A Bayesian approach," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 75-99.
- Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick & Meinerding, Christoph, 2016.
"Investment-specific shocks, business cycles, and asset prices,"
SAFE Working Paper Series
129, Leibniz Institute for Financial Research SAFE.
- Giuliano Curatola & Michael Donadelli & Patrick Gruning & Christoph Meinerding, 2016. "Investment-Specific Shocks, Business Cycles, and Asset Prices," Bank of Lithuania Working Paper Series 36, Bank of Lithuania.
- Di Pace, Federico & Hertweck, Matthias S., 2012.
"Labour Market Frictions, Monetary Policy and Durable Goods,"
Dynare Working Papers
20, CEPREMAP.
- Federico Di Pace & Matthias S. Hertweck, 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Working Paper Series of the Department of Economics, University of Konstanz 2012-09, Department of Economics, University of Konstanz.
- Federico Di Pace & Matthias Hertweck, 2019. "Labor Market Frictions, Monetary Policy, and Durable Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 274-304, April.
- Di Pace, Federico & Hertweck, Matthias S., 2012. "Labour Market Frictions, Monetary Policy, and Durable Goods," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62052, Verein für Socialpolitik / German Economic Association.
- Di Pace, Frederico & Hertweck, Matthias, 2016. "Labour market frictions, monetary policy and durable goods," Bank of England working papers 623, Bank of England.
- Muto, Ichiro & Sudo, Nao & Yoneyama, Shunichi, 2013.
"Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?,"
Dynare Working Papers
28, CEPREMAP.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, "undated". "Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?," Bank of Japan Working Paper Series 16-E-3, Bank of Japan.
- Been-Lon Chen & Shian-Yu Liao, 2013.
"Capital, Credit Constraints and the Comovement between Consumer Durables and Nondurables,"
IEAS Working Paper : academic research
13-A011, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Chen, Been-Lon & Liao, Shian-Yu, 2014. "Capital, credit constraints and the comovement between consumer durables and nondurables," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 127-139.
- Dey, Jaya & Tsai, Yi-Chan, 2012. "Explaining the durable goods co-movement puzzle with non-separable preferences: a bayesian approach," MPRA Paper 57805, University Library of Munich, Germany.
- Alessandro Cantelmo & Giovanni Melina, 2015.
"Monetary Policy and the Relative Price of Durable Goods,"
CESifo Working Paper Series
5328, CESifo.
- Mr. Alessandro Cantelmo & Mr. Giovanni Melina, 2017. "Monetary Policy and the Relative Price of Durable Goods," IMF Working Papers 2017/290, International Monetary Fund.
- Cantelmo, Alessandro & Melina, Giovanni, 2018. "Monetary policy and the relative price of durable goods," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 1-48.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2019.
"Monetary Policy with Sectoral Trade‐Offs,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(1), pages 55-88, January.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2017. "Monetary Policy with Sectoral Trade-offs," Centre for Growth and Business Cycle Research Discussion Paper Series 233, Economics, The University of Manchester.
- Bee-Lon Chen & Shian-Yu Liao, 2017.
"Durable Goods, Investment Shocks and the Comovement Problem,"
IEAS Working Paper : academic research
17-A007, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Been‐Lon Chen & Shian‐Yu Liao, 2018. "Durable Goods, Investment Shocks, and the Comovement Problem," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 377-406, March.
- Ugochi Emenogu & Leo Michelis, 2019. "Financial Frictions, Durable Goods and Monetary Policy," Staff Working Papers 19-31, Bank of Canada.
- Drago Bergholt, 2014. "Foreign shocks in an estimated multi-sector model," Working Papers No 4/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Goto, Eiji, 2023. "Industry effects of unconventional monetary policy, within and across countries," Journal of International Money and Finance, Elsevier, vol. 136(C).
- Tomiyuki Kitamura & Tamon Takamura, 2016. "Output Comovement and Inflation Dynamics in a Two-Sector Model with Durable Goods: The Role of Sticky Information and Heterogeneous Factor Markets," Staff Working Papers 16-36, Bank of Canada.
- Leo Michelis & Ugochi T. Emenogu, 2019. "Financial Frictions, Durable Goods and Monetary Policy," Working Papers 075, Toronto Metropolitan University, Department of Economics.
- Ivan Petrella & Raffaele Rossi & Emiliano Santoro, 2012. "Monetary Policy with Sectoral Linkages and Durable Goods," Discussion Papers 12-19, University of Copenhagen. Department of Economics.
- Chen, Jhy-hwa & Yang, Chih-yu & Shieh, Jhy-yuan & Chang, Juin-jen, 2020. "Consumption aspirations in dirty and clean goods and economic growth," Economic Modelling, Elsevier, vol. 87(C), pages 254-266.
- Liutang Gong & Feng Shi & Chan Wang, 2018. "Optimal Fiscal and Monetary Policy with Durable Goods," Annals of Economics and Finance, Society for AEF, vol. 19(2), pages 729-748, November.
- Petrella, Ivan & Santoro, Emiliano, 2010.
"Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages,"
MPRA Paper
21321, University Library of Munich, Germany.
- Ivan Petrella & Emiliano Santoro, "undated". "Optimal Monetary Policy with Durable Consumption Goods and Factor Demand Linkages," EPRU Working Paper Series 2009-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised May 2009.
- Sayed Mehdi Naji Esfahani, 2015. "Co-movement Puzzle and the Overlapping Roles of Consumer Durables and Capital," EcoMod2015 8681, EcoMod.
- Liao, Shian-Yu & Chen, Been-Lon, 2023. "News shocks to investment-specific technology in business cycles," European Economic Review, Elsevier, vol. 152(C).
- Nao Sudo & Yuki Teranishi, 2008.
"Optimal Monetary Policy under Imperfect Financial Integration,"
IMES Discussion Paper Series
08-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
Cited by:
- Yuki Teranishi, 2009.
"Credit Spread and Monetary Policy,"
IMES Discussion Paper Series
09-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
- Teranishi, Yuki, 2012. "Credit spread and monetary policy," Economics Letters, Elsevier, vol. 114(1), pages 26-28.
- Woodford, Michael & Cúrdia, Vasco, 2015.
"Credit Frictions and Optimal Monetary Policy,"
CEPR Discussion Papers
11016, C.E.P.R. Discussion Papers.
- Vasco Curdia & Michael Woodford, 2015. "Credit frictions and optimal monetary policy," Working Paper Series 2015-20, Federal Reserve Bank of San Francisco.
- Cúrdia, Vasco & Woodford, Michael, 2016. "Credit Frictions and Optimal Monetary Policy," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 30-65.
- Vasco Cúrdia & Michael Woodford, 2015. "Credit Frictions and Optimal Monetary Policy," NBER Working Papers 21820, National Bureau of Economic Research, Inc.
- Vasco Cúrdia & Michael Woodford, 2008. "Credit frictions and optimal monetary policy," Working Paper Research 146, National Bank of Belgium.
- Vasco Cúrdia & Michael Woodford, 2009. "Credit frictions and optimal monetary policy," BIS Working Papers 278, Bank for International Settlements.
- Yuki Teranishi, 2009.
"Credit Spread and Monetary Policy,"
IMES Discussion Paper Series
09-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
- R. Anton Braun & Toshihiro Okada & Nao Sudou, 2006.
"U.S. R&D and Japanese Medium Term Cycles,"
Bank of Japan Working Paper Series
06-E-6, Bank of Japan.
- R. Anton Braun & Toshihiro Okada & Nao Sudo, 2008. "U.S. R&D and Japanese Medium Term Cycles," Discussion Paper Series 43, School of Economics, Kwansei Gakuin University, revised Oct 2008.
Cited by:
- Kosaka Michiru Sakane, 2013. "News-driven international business cycles," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 751-793, May.
- Otsu Keisuke, 2009.
"A Neoclassical Analysis of the Postwar Japanese Economy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-30, May.
- Keisuke Otsu, 2007. "A Neoclassical Analysis of the Postwar Japanese Economy," IMES Discussion Paper Series 07-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- R. Anton Braun & Yuichiro Waki, 2006. "Reply," The Japanese Economic Review, Japanese Economic Association, vol. 57(2), pages 358-359, June.
- Anton Braun, R. & Esteban-Pretel, Julen & Okada, Toshihiro & Sudou, Nao, 2006.
"A comparison of the Japanese and U.S. business cycles,"
Japan and the World Economy, Elsevier, vol. 18(4), pages 441-463, December.
- R. Anton Braun & Julen Esteban-Pretel & Toshihiro Okada & Nao Sudou, 2005. "A Comparison of the Japanese and U.S. Business Cycles," CIRJE F-Series CIRJE-F-392, CIRJE, Faculty of Economics, University of Tokyo.
- Fumio Hayashi & Edward C. Prescott, 2006.
"The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy,"
NBER Working Papers
12081, National Bureau of Economic Research, Inc.
- Fumio Hayashi & Edward C. Prescott, 2008. "The Depressing Effect of Agricultural Institutions on the Prewar Japanese Economy," Journal of Political Economy, University of Chicago Press, vol. 116(4), pages 573-632, August.
- Ikeda, Daisuke & Morita, Yasuko, 2020.
"The effects of barriers to technology adoption on japanese prewar and postwar economic growth,"
Journal of the Japanese and International Economies, Elsevier, vol. 55(C).
- Daisuke Ikeda & Yasuko Morita, 2016. "The Effects of Barriers to Technology Adoption on Japanese Prewar and Postwar Economic Growth," IMES Discussion Paper Series 16-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- Toshihiro Okada, 2018. "International R&D Spillovers, Innovation by Learning from Abroad and Medium-Run Fluctuations," Discussion Paper Series 183, School of Economics, Kwansei Gakuin University.
- R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2007.
"The Saving Rate in Japan: Why It Has Fallen and Why It Will Remain Low,"
CIRJE F-Series
CIRJE-F-535, CIRJE, Faculty of Economics, University of Tokyo.
- R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2009. "The Saving Rate In Japan: Why It Has Fallen And Why It Will Remain Low," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(1), pages 291-321, February.
- R. Anton Braun & Tomoyuki Nakajima, 2009. "Pareto Optimal Pro-cyclical Research and Development," CIRJE F-Series CIRJE-F-617, CIRJE, Faculty of Economics, University of Tokyo.
- R. Anton Braun & Julen Esteban-Pretel & Toshihiro Okada & Nao Sudou, 2005.
"A Comparison of the Japanese and U.S. Business Cycles,"
CIRJE F-Series
CIRJE-F-392, CIRJE, Faculty of Economics, University of Tokyo.
- Anton Braun, R. & Esteban-Pretel, Julen & Okada, Toshihiro & Sudou, Nao, 2006. "A comparison of the Japanese and U.S. business cycles," Japan and the World Economy, Elsevier, vol. 18(4), pages 441-463, December.
Cited by:
- Kosaka Michiru Sakane, 2013. "News-driven international business cycles," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 751-793, May.
- Naoko Hara & Hibiki Ichiue, 2010.
"Real-time Analysis on Japan's Labor Productivity,"
Bank of Japan Working Paper Series
10-E-7, Bank of Japan.
- Hara, Naoko & Ichiue, Hibiki, 2011. "Real-time analysis on Japan's labor productivity," Journal of the Japanese and International Economies, Elsevier, vol. 25(2), pages 107-130, June.
- Gunji, Hiroshi & Miyazaki, Kenji, 2017. "Why do Japanese women work so much less than Japanese men? A business cycle accounting approach," Japan and the World Economy, Elsevier, vol. 42(C), pages 45-55.
- Aoki, Shuhei & Kitahara, Minoru, 2008. "Measuring the Dynamic Cost of Living Index from Consumption Data," MPRA Paper 9802, University Library of Munich, Germany.
- Keisuke Otsu, 2009.
"Accounting for Japanese Business Cycles: a Quest for Labor Wedges,"
IMES Discussion Paper Series
09-E-28, Institute for Monetary and Economic Studies, Bank of Japan.
- Keisuke Otsu, 2011. "Accounting for Japanese Business Cycles: A Quest for Labor Wedges," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 29, pages 143-170, November.
- Keisuke Otsu, 2011. "Accounting for Japanese Business Cycles: A Quest for Labor Wedges," Studies in Economics 1106, School of Economics, University of Kent.
- Esteban-Pretel, Julen & Nakajima, Ryo & Tanaka, Ryuichi, 2010.
"TFP growth slowdown and the Japanese labor market in the 1990s,"
Journal of the Japanese and International Economies, Elsevier, vol. 24(1), pages 50-68, March.
- Julen ESTEBAN-PRETEL & NAKAJIMA Ryo & TANAKA Ryuichi, 2009. "TFP Growth Slowdown and the Japanese Labor Market in the 1990s," Discussion papers 09003, Research Institute of Economy, Trade and Industry (RIETI).
- 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.
- Punzi, Maria Teresa, 2012. "Housing market and current account imbalances in the international economy," Bank of Finland Research Discussion Papers 1/2012, Bank of Finland.
- Gunji, Hiroshi & Miyazaki, Kenji, 2011. "Estimates of average marginal tax rates on factor incomes in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 25(2), pages 81-106, June.
- Shuhei Aoki & Julen Esteban-Pretel & Tetsuji Okazaki & Yasuyuki Sawada, 2010.
"The Role of the Government in Facilitating TFP Growth during Japan’s Rapid-growth Era,"
Palgrave Macmillan Books, in: Keijiro Otsuka & Kaliappa Kalirajan (ed.), Community, Market and State in Development, chapter 4, pages 21-44,
Palgrave Macmillan.
- Shuhei Aoki & Julen Esteban-Pretel & Tetsuji Okazaki & Yasuyuki Sawada, 2009. "The Role of the Government in Facilitating TFP Growth during Japan's Rapid Growth Era," CIRJE F-Series CIRJE-F-622, CIRJE, Faculty of Economics, University of Tokyo.
- Otsu, Keisuke, 2011. "Working Effort and the Japanese Business Cycle," Economic Review, Hitotsubashi University, vol. 62(1), pages 20-29, January.
- Ko, Jun-Hyung & Miyazawa, Kensuke & Vu, Tuan Khai, 2012. "News shocks and Japanese macroeconomic fluctuations," Japan and the World Economy, Elsevier, vol. 24(4), pages 292-304.
- Dima, Bogdan & Dima, Ştefana Maria, 2017. "Energy consumption synchronization between Europe, United States and Japan: A spectral analysis assessment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 77(C), pages 1261-1271.
- Ko, Jun-Hyung & Murase, Koichi, 2013. "Great Moderation in the Japanese economy," Japan and the World Economy, Elsevier, vol. 27(C), pages 10-24.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, "undated".
"Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?,"
Bank of Japan Working Paper Series
16-E-3, Bank of Japan.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, 2023. "Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 159-207, February.
- Muto, Ichiro & Sudo, Nao & Yoneyama, Shunichi, 2013. "Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?," Dynare Working Papers 28, CEPREMAP.
Cited by:
- Yusuke Kumano & Ichiro Muto & Akihiro Nakano, 2013.
"What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production,"
Bank of Japan Working Paper Series
13-E-10, Bank of Japan.
- Kumano, Yusuke & Muto, Ichiro & Nakano, Akihiro, 2014. "What explains the recent fluctuations in Japan’s output? A structural factor analysis of Japan’s industrial production," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 135-153.
- Muto, Ichiro & Kumano, Yusuke & Nakano, Akihiro, 2013. "What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production," MPRA Paper 48615, University Library of Munich, Germany.
- Nao Sudou, 2012. "Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework," Bank of Japan Working Paper Series 12-E-12, Bank of Japan.
- Barry Eichengreen & Donghyun Park & Kwanho Shin, 2015.
"The Global Productivity Slump: Common and Country-Specific Factors,"
NBER Working Papers
21556, National Bureau of Economic Research, Inc.
- Barry Eichengreen & Donghyun Park & Kwanho Shin, 2017. "The Global Productivity Slump: Common and Country-Specific Factors," Asian Economic Papers, MIT Press, vol. 16(3), pages 1-41, Fall.
- Ichiro Muto, 2012.
"A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate,"
Bank of Japan Working Paper Series
12-E-10, Bank of Japan.
- Muto, Ichiro, 2017. "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, vol. 34(C), pages 16-31.
- Muto, Ichiro, 2012. "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," MPRA Paper 43220, University Library of Munich, Germany.
- 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.
- Hoshino, Satoshi & Ida, Daisuke, 2021.
"Stock prices and monetary policy in Japan: An analysis of a Bayesian DSGE model,"
MPRA Paper
107301, University Library of Munich, Germany.
- 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.
- Shirai, Daichi, 2016. "Persistence and Amplification of Financial Frictions," MPRA Paper 72187, University Library of Munich, Germany.
- Yuka Nakajima & Jun Matsushima, 2022. "Japan s Low-growth Economy from the Viewpoint of Energy Quality," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 460-468.
- Kosuke Aoki & Naoko Hara & Maiko Koga, 2017. "Structural Reforms, Innovation and Economic Growth," Bank of Japan Working Paper Series 17-E-2, Bank of Japan.
- Yosuke Okazaki & Nao Sudo, 2018. "Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --," Bank of Japan Working Paper Series 18-E-6, Bank of Japan.
Articles
- Nakamura, Fumitaka & Sudo, Nao & Sugisaki, Yu, 2024.
"Assessing monetary policy surprises in Japan by high frequency identification,"
Journal of the Japanese and International Economies, Elsevier, vol. 71(C).
Cited by:
- Gunji, Hiroshi, 2024. "Impact of the Kuroda Bazooka on Japanese households’ borrowing intentions," Japan and the World Economy, Elsevier, vol. 69(C).
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, 2023.
"Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 159-207, February.
See citations under working paper version above.
- Ichiro Muto & Nao Sudo & Shunichi Yoneyama, "undated". "Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?," Bank of Japan Working Paper Series 16-E-3, Bank of Japan.
- Nao Sudo & Masaki Tanaka, 2021.
"Quantifying Stock and Flow Effects of QE,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1719-1755, October.
Cited by:
- Kawamoto, Takuji & Nakazawa, Takashi & Kishaba, Yui & Matsumura, Kohei & Nakajima, Jouchi, 2023. "Estimating the macroeconomic effects of Japan’s expansionary monetary policy under Quantitative and Qualitative Monetary Easing during 2013–2020," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 208-224.
- Gerke, Rafael & Kienzler, Daniel & Scheer, Alexander, 2021. "Unconventional monetary policies at the effective lower bound," Technical Papers 03/2021, Deutsche Bundesbank.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020.
"Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States,"
IMES Discussion Paper Series
20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," CAMA Working Papers 2022-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Papers 2012.15158, arXiv.org, revised Nov 2023.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Discussion Papers 2218, Centre for Macroeconomics (CFM).
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(2), pages 250-286, April.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2022. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," BCAM Working Papers 2205, Birkbeck Centre for Applied Macroeconomics.
- Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2021. "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Economics Series Working Papers 961, University of Oxford, Department of Economics.
- Basu, Parantap & Wada, Kenji, 2023. "Unconventional monetary policy and the bond market in Japan: A new Keynesian perspective," Japan and the World Economy, Elsevier, vol. 67(C).
- Niwa, Hidekazu, 2024. "A fiscal theory of central bank’s solvency: Perils of the quantitative and qualitative monetary easing," Japan and the World Economy, Elsevier, vol. 70(C).
- Noritaka Fukuma & Tomiyuki Kitamura & Kohei Maehashi & Naoki Matsuda & Keita Takemura & Kota Watanabe, 2024. "The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market," Bank of Japan Working Paper Series 24-E-9, Bank of Japan.
- Gerke, Rafael & Kienzler, Daniel & Scheer, Alexander, 2022. "On the macroeconomic effects of reinvestments in asset purchase programmes," Discussion Papers 47/2022, Deutsche Bundesbank.
- Junko Koeda & Yoichi Ueno, 2022. "A Preferred Habitat View of Yield Curve Control," Bank of Japan Working Paper Series 22-E-7, Bank of Japan.
- NAKAJIMA, Jouchi, 2024. "Central bank balance sheets and long-term interest rates : Revisiting Japan's unconventional monetary policy experience," Discussion Paper Series 758, Institute of Economic Research, Hitotsubashi University.
- Sudo, Nao & Takizuka, Yasutaka, 2020.
"Population Aging And The Real Interest Rate In The Last And Next 50 Years: A Tale Told By An Overlapping Generations Model,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(8), pages 2060-2103, December.
See citations under working paper version above.
- Nao Sudo & Yasutaka Takizuka, 2018. "Population Aging and the Real Interest Rate in the Last and Next 50 Years -- A tale told by an Overlapping Generations Model --," Bank of Japan Working Paper Series 18-E-1, Bank of Japan.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2018.
"Working Less and Bargain Hunting More: Macroimplications of Sales during Japan's Lost Decades,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(2-3), pages 449-478, March.
See citations under working paper version above.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014. "Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades," UTokyo Price Project Working Paper Series 029, University of Tokyo, Graduate School of Economics.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014. "Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades," CAMA Working Papers 2014-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014. "Working Less and Bargain Hunting More:Macro Implications of Sales during Japan's Lost Decades," CARF F-Series CARF-F-351, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014. "Working less and bargain hunting more: macro implications of sales during Japan's lost decades," Globalization Institute Working Papers 194, Federal Reserve Bank of Dallas.
- Tomoyuki Iida & Takeshi Kimura & Nao Sudo, 2018.
"Deviations from Covered Interest Rate Parity and the Dollar Funding of Global Banks,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(4), pages 275-325, September.
Cited by:
- Gab-Je Jo, 2024. "Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity," JRFM, MDPI, vol. 17(3), pages 1-15, March.
- Pēteris Kloks & Patrick McGuire & Angelo Ranaldo & Vladyslav Sushko, 2023. "Bank positions in FX swaps: insights from CLS," BIS Quarterly Review, Bank for International Settlements, September.
- Ferrara, Gerardo & Mueller, Philippe & Viswanath-Natraj, Ganesh & Wang, Junxuan, 2022. "Central bank swap lines: micro-level evidence," Bank of England working papers 977, Bank of England.
- Dagfinn Rime & Andreas Schrimpf & Olav Syrstad, 2022.
"Covered Interest Parity Arbitrage,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5185-5227.
- Schrimpf, Paul & Rime, Dagfinn & Syrstad, Olav, 2019. "Covered Interest Parity Arbitrage," CEPR Discussion Papers 13637, C.E.P.R. Discussion Papers.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020.
"Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized,"
IHEID Working Papers
18-2020, Economics Section, The Graduate Institute of International Studies.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," ECON - Working Papers 374, Department of Economics - University of Zurich.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," BIS Working Papers 897, Bank for International Settlements.
- Adrian, Tobias & Xie, Peichu, 2020.
"The Non-U.S. Bank Demand for U.S. Dollar Assets,"
CEPR Discussion Papers
14437, C.E.P.R. Discussion Papers.
- Mr. Tobias Adrian & Peichu Xie, 2020. "The Non-U.S. Bank Demand for U.S. Dollar Assets," IMF Working Papers 2020/101, International Monetary Fund.
- Ibhagui, Oyakhilome, 2021. "How do sovereign risk, equity and foreign exchange derivatives markets interact?," Economic Modelling, Elsevier, vol. 97(C), pages 58-78.
- Aldasoro, Iñaki & Ehlers, Torsten & Eren, Egemen, 2022. "Global banks, dollar funding, and regulation," Journal of International Economics, Elsevier, vol. 137(C).
- Krohn, Ingomar & Sushko, Vladyslav, 2022.
"FX spot and swap market liquidity spillovers,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Ingomar Krohn & Vladyslav Sushko, 2020. "FX spot and swap market liquidity spillovers," BIS Working Papers 836, Bank for International Settlements.
- Sevgi Coşkun & Oyakhilome Ibhagui, 2022. "Technology shocks and covered interest parity deviations in emerging market economies," Empirical Economics, Springer, vol. 63(3), pages 1337-1374, September.
- Syrstad, Olav & Viswanath-Natraj, Ganesh, 2022. "Price-setting in the foreign exchange swap market: Evidence from order flow," Journal of Financial Economics, Elsevier, vol. 146(1), pages 119-142.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2017.
"Chained Credit Contracts And Financial Accelerators,"
Economic Inquiry, Western Economic Association International, vol. 55(1), pages 565-579, January.
See citations under working paper version above.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2009. "Chained Credit Contracts and Financial Accelerators," IMES Discussion Paper Series 09-E-30, Institute for Monetary and Economic Studies, Bank of Japan.
- Hirakata, Naohisa & Sudo, Nao & Takei, Ikuo & Ueda, Kozo, 2016.
"Japan's financial crises and lost decades,"
Japan and the World Economy, Elsevier, vol. 40(C), pages 31-46.
See citations under working paper version above.
- Naohisa Hirakata & Nao Sudo & Ikuo Takei & Kozo Ueda, 2015. "Japan's Financial Crisis and Lost Decades," Working Papers halshs-01660803, HAL.
- Naohisa Hirakata & Nao Sudo & Ikuo Takei & Kozo Ueda, 2014. "Japan’s financial crises and lost decades," Globalization Institute Working Papers 220, Federal Reserve Bank of Dallas.
- Ichiro Muto & Takemasa Oda & Nao Sudo, 2016.
"Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(3), pages 408-442, August.
See citations under working paper version above.
- Ichiro Muto & Takemasa Oda & Nao Sudo, 2012. "Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model," Bank of Japan Working Paper Series 12-E-9, Bank of Japan.
- Muto, Ichiro & Oda, Takemasa & Sudo, Nao, 2012. "Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model," MPRA Paper 42550, University Library of Munich, Germany.
- Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2014.
"Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(4), pages 582-612, October.
See citations under working paper version above.
- Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2013. "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades," Working Papers 2013-011, Human Capital and Economic Opportunity Working Group.
- Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2013. "Code and data files for "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades"," Computer Codes 13-27, Review of Economic Dynamics.
- Nao Sudo & Kozo Ueda & Kota Watanabe, 2014.
"Micro Price Dynamics during Japan's Lost Decades,"
Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(1), pages 44-64, January.
See citations under working paper version above.
- Nao Sudo & Kozo Ueda & Kota Watanabe, 2013. "Micro price dynamics during Japan's lost decades," Globalization Institute Working Papers 159, Federal Reserve Bank of Dallas.
- Nao Sudo & Kozo Ueda & Kota Watanabe, 2013. "Micro Price Dynamics during Japan's Lost Decades," CAMA Working Papers 2013-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2013.
"Capital Injection, Monetary Policy, and Financial Accelerators,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 101-145, June.
See citations under working paper version above.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011. "Capital Injection, Monetary Policy, and Financial Accelerators," IMES Discussion Paper Series 11-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Fujiwara, Ippei & Nakajima, Tomoyuki & Sudo, Nao & Teranishi, Yuki, 2013.
"Global liquidity trap,"
Journal of Monetary Economics, Elsevier, vol. 60(8), pages 936-949.
See citations under working paper version above.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2010. "Global Liquidity Trap," IMES Discussion Paper Series 10-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2010. "Global liquidity trap," Globalization Institute Working Papers 56, Federal Reserve Bank of Dallas.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2011. "Global Liquidity Trap," NBER Working Papers 16867, National Bureau of Economic Research, Inc.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2011. "Global Liquidity Trap," KIER Working Papers 780, Kyoto University, Institute of Economic Research.
- Yuki Teranishi & Nao Sudo & Tomoyuki Nakajima & Ippei Fujiwara, 2013. "Global liquidity trap," AJRC Working Papers 1304, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Nao Sudo, 2012.
"Sectoral Comovement, Monetary Policy Shocks, and Input-Output Structure,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1225-1244, September.
- Nao Sudo, 2012. "Sectoral Comovement, Monetary Policy Shocks, and Input–Output Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1225-1244, September.
See citations under working paper version above.- Nao Sudo, 2008. "Sectoral Co-Movement, Monetary-Policy Shock, and Input-Output Structure," IMES Discussion Paper Series 08-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
- Ryo Kato & Nobuyuki Oda & Nao Sudo & Tomoo Yoshida, 2011.
"Real and Financial Linkage and Monetary Policy: Summary of the 2011 Annual International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan by Ryo Kato, Nobuy,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 29, pages 1-18, November.
Cited by:
- Laketa, Marko & Jugoslav, Anicic & Zaric, Mira & Vukotic, Svetlana, 2011. "Coridors: Development Opportunity Of Serbia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 2(2), pages 125-138.
- Imrohoroglu, Selahattin & Sudo, Nao, 2011.
"Will a Growth Miracle Reduce Debt in Japan?,"
Economic Review, Hitotsubashi University, vol. 62(1), pages 44-56, January.
See citations under working paper version above.
- Selahattin Imrohoroglu & Nao Sudo, 2011. "Will a Growth Miracle Reduce Debt in Japan?," IMES Discussion Paper Series 11-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
- Selahattin Imrohoroglu & Nao Sudo, 2011.
"Productivity and Fiscal Policy in Japan: Short-Term Forecasts from the Standard Growth Model,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 29, pages 73-106, November.
See citations under working paper version above.
- Selahattin Imrohoroglu & Nao Sudo, 2010. "Productivity and Fiscal Policy in Japan: Short Term Forecasts from the Standard Growth Model," IMES Discussion Paper Series 10-E-23, Institute for Monetary and Economic Studies, Bank of Japan.
- Hirakata, Naohisa & Sudo, Nao & Ueda, Kozo, 2011.
"Do banking shocks matter for the U.S. economy?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2042-2063.
See citations under working paper version above.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011. "Do banking shocks matter for the U.S. economy?," Globalization Institute Working Papers 86, Federal Reserve Bank of Dallas.
- Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2010. "Do Banking Shocks Matter for the U.S. Economy?," IMES Discussion Paper Series 10-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Ippei Fujiwara & Nao Sudo & Yuki Teranishi, 2010.
"The Zero Lower Bound and Monetary Policy in a Global Economy: A Simple Analytical Investigation,"
International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 103-134, March.
Cited by:
- Alex Haberis & Anna Lipińska, 2020. "A Welfare‐Based Analysis of International Monetary Policy Spillovers at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1107-1145, August.
- David Cook & Michael B. Devereux, 2010.
"Cooperative Fiscal Policy at the Zero Lower Bound,"
NBER Chapters, in: Fiscal Policy and Crisis,
National Bureau of Economic Research, Inc.
- Cook, David & Devereux, Michael B., 2011. "Cooperative fiscal policy at the zero lower bound," Journal of the Japanese and International Economies, Elsevier, vol. 25(4), pages 465-486.
- David Cook & Michael B. Devereux, 2013. "The Optimal Currency Area in a Liquidity Trap," NBER Working Papers 19588, National Bureau of Economic Research, Inc.
- Cook, David & Devereux, Michael B, 2016.
"Exchange rate flexibility under the zero lower bound,"
Journal of International Economics, Elsevier, vol. 101(C), pages 52-69.
- David Cook & Michael B. Devereux, 2014. "Exchange rate flexibility under the zero lower bound," Globalization Institute Working Papers 198, Federal Reserve Bank of Dallas.
- Devereux, Michael B & Cook, David, 2014. "Exchange Rate Flexibility under the Zero Lower Bound," CEPR Discussion Papers 10202, C.E.P.R. Discussion Papers.
- 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.
- David Cook & Michael B. Devereux, 2011.
"Sharing the burden: monetary and fiscal responses to a world liquidity trap,"
Globalization Institute Working Papers
84, Federal Reserve Bank of Dallas.
- David Cook & Michael B. Devereux, 2011. "Sharing the Burden: Monetary and Fiscal Responses to a World Liquidity Trap," NBER Working Papers 17131, National Bureau of Economic Research, Inc.
- David Cook & Michael B. Devereux, 2013. "Sharing the Burden: Monetary and Fiscal Responses to a World Liquidity Trap," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 190-228, July.
- Cook, David & Devereux, Michael B., 2011. "Optimal fiscal policy in a world liquidity trap," European Economic Review, Elsevier, vol. 55(4), pages 443-462, May.
- Charles Engel, 2015.
"International Coordination of Central Bank Policy,"
NBER Working Papers
20952, National Bureau of Economic Research, Inc.
- Engel, Charles, 2016. "International coordination of central bank policy," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 13-24.
- Michael B. Devereux & James Yetman, 2013.
"Capital Controls, Global Liquidity Traps and the International Policy Trilemma,"
NBER Working Papers
19091, National Bureau of Economic Research, Inc.
- Michael B. Devereux & James Yetman, 2014. "Capital Controls, Global Liquidity Traps, and the International Policy Trilemma," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(1), pages 158-189, January.
- Fujiwara, Ippei & Nakajima, Tomoyuki & Sudo, Nao & Teranishi, Yuki, 2013.
"Global liquidity trap,"
Journal of Monetary Economics, Elsevier, vol. 60(8), pages 936-949.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2010. "Global Liquidity Trap," IMES Discussion Paper Series 10-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2010. "Global liquidity trap," Globalization Institute Working Papers 56, Federal Reserve Bank of Dallas.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2011. "Global Liquidity Trap," NBER Working Papers 16867, National Bureau of Economic Research, Inc.
- Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi, 2011. "Global Liquidity Trap," KIER Working Papers 780, Kyoto University, Institute of Economic Research.
- Yuki Teranishi & Nao Sudo & Tomoyuki Nakajima & Ippei Fujiwara, 2013. "Global liquidity trap," AJRC Working Papers 1304, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Alex Haberis & Anna Lipinska, 2012.
"International policy spillovers at the zero lower bound,"
Finance and Economics Discussion Series
2012-23, Board of Governors of the Federal Reserve System (U.S.).
- Haberis, Alex & Lipińska, Anna, 2012. "International policy spillovers at the zero lower bound," Bank of England working papers 464, Bank of England.
- Tambakis, Demosthenes N., 2014. "On the risk of long-run deflation," Economics Letters, Elsevier, vol. 122(2), pages 176-181.
- Prachi Mishra & Raghuram G. Rajan, 2016. "Rules of the Monetary Game," Working Papers id:10533, eSocialSciences.
- Yoshiyuki Fukuda & Yuki Kimura & Nao Sudo & Hiroshi Ugai, 2013. "Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration," Bank of Japan Working Paper Series 13-E-16, Bank of Japan.
- Benigno, Pierpaolo & Romei, Federica, 2014.
"Debt deleveraging and the exchange rate,"
Journal of International Economics, Elsevier, vol. 93(1), pages 1-16.
- Benigno, Pierpaolo & Romei, Federica, 2012. "Debt Deleveraging and the Exchange Rate," CEPR Discussion Papers 8938, C.E.P.R. Discussion Papers.
- Pierpaolo Benigno & Federica Romei, 2012. "Debt Deleveraging and The Exchange Rate," NBER Working Papers 17944, National Bureau of Economic Research, Inc.
- 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.
- Ippei Fujiwara, 2010. "Export shocks and the zero bound trap," Globalization Institute Working Papers 63, Federal Reserve Bank of Dallas.
- 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.
- Anton Braun, R. & Esteban-Pretel, Julen & Okada, Toshihiro & Sudou, Nao, 2006.
"A comparison of the Japanese and U.S. business cycles,"
Japan and the World Economy, Elsevier, vol. 18(4), pages 441-463, December.
See citations under working paper version above.
- R. Anton Braun & Julen Esteban-Pretel & Toshihiro Okada & Nao Sudou, 2005. "A Comparison of the Japanese and U.S. Business Cycles," CIRJE F-Series CIRJE-F-392, CIRJE, Faculty of Economics, University of Tokyo.
Software components
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Sorry, no citations of software components recorded.
Chapters
- Ichiro Fukunaga & Naohisa Hirakata & Nao Sudo, 2011.
"The Effects of Oil Price Changes on the Industry-Level Production and Prices in the United States and Japan,"
NBER Chapters, in: Commodity Prices and Markets, pages 195-231,
National Bureau of Economic Research, Inc.
Cited by:
- Christopher Thiem, 2018.
"Oil price uncertainty and the business cycle: Accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework,"
Applied Economics, Taylor & Francis Journals, vol. 50(34-35), pages 3735-3751, July.
- Thiem, Christopher, 2017. "Oil price uncertainty and the business cycle: Accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework," Ruhr Economic Papers 674, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Cheng-Yih Hong & Chung-Huang Huang & Jian-Fa Li, 2017. "Factor Decomposition of Responsiveness of the Domestic Price to Crude Oil Price," International Journal of Energy Economics and Policy, Econjournals, vol. 7(6), pages 136-140.
- Herrera, Ana María & Lagalo, Latika Gupta & Wada, Tatsuma, 2015. "Asymmetries in the response of economic activity to oil price increases and decreases?," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 108-133.
- Iwaisako, Tokuo & Nakata, Hayato, 2017. "Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model," Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 1-16.
- Pham, Thai-Binh & Sala, Hector, 2019. "The macroeconomic effects of oil price and risk-premium shocks on Vietnam: Evidence from an over-identifying SVAR analysis," MPRA Paper 96873, University Library of Munich, Germany, revised 05 Jul 2019.
- Vidal-Llana, Xenxo & Uribe, Jorge M. & Guillén, Montserrat, 2023. "European stock market volatility connectedness: The role of country and sector membership," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- IWAISAKO Tokuo & NAKATA Hayato, 2015. "Oil Price, Exchange Rate Shock, and the Japanese Economy," Discussion papers 15028, Research Institute of Economy, Trade and Industry (RIETI).
- Shioji, Etsuro, 2021. "Pass-through of oil supply shocks to domestic gasoline prices: evidence from daily data," Energy Economics, Elsevier, vol. 98(C).
- IWAISAKO Tokuo & NAKATA Hayato, 2015. "Impact of Exchange Rate Shocks on Japanese Exports: Quantitative assessment using a structural VAR model," Discussion papers 15029, Research Institute of Economy, Trade and Industry (RIETI).
- IWAISAKO Tokuo & NAKATA Hayato, 2016. "Impacts of Oil Shocks on Exchange Rates and Macroeconomic Variables: A multi-country analysis," Discussion papers 16039, Research Institute of Economy, Trade and Industry (RIETI).
- Christopher Thiem, 2018.
"Oil price uncertainty and the business cycle: Accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework,"
Applied Economics, Taylor & Francis Journals, vol. 50(34-35), pages 3735-3751, July.