Hibiki Ichiue
Personal Details
First Name: | Hibiki |
Middle Name: | |
Last Name: | Ichiue |
Suffix: | |
RePEc Short-ID: | pic2 |
| |
http://hichiue.googlepages.com/home | |
Terminal Degree: | 2005 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy) |
Affiliation
Faculty of Economics
Keio University
Tokyo, Japanhttp://www.econ.keio.ac.jp/
RePEc:edi:fekeijp (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- 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.
- 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.
- Kakuho Furukawa & Hibiki Ichiue & Noriyuki Shiraki, 2020. "How Does Climate Change Interact with the Financial System? A Survey," Bank of Japan Working Paper Series 20-E-8, Bank of Japan.
- Kosuke Aoki & Hibiki Ichiue & Tatsushi Okuda, 2019. "Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics," Bank of Japan Working Paper Series 19-E-14, Bank of Japan.
- 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.
- Hibiki Ichiue & Yoichi Ueno, 2018. "A Survey-based Shadow Rate and Unconventional Monetary Policy Effects," IMES Discussion Paper Series 18-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
- Hibiki Ichiue & Frederic Lambert, 2016. "Post-crisis International Banking: An Analysis with New Regulatory Survey Data," IMF Working Papers 2016/088, International Monetary Fund.
- Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Hibiki Ichiue & Ms. Hiroko Oura, 2015.
"Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets,"
IMF Working Papers
2015/277, International Monetary Fund.
- Brandao-Marques, Luis & Gelos, Gaston & Ichiue, Hibiki & Oura, Hiroko, 2022. "Changes in the global investor base and the stability of portfolio flows to emerging markets," Journal of Banking & Finance, Elsevier, vol. 144(C).
- Hibiki Ichiue & Shusaku Nishiguchi, 2013.
"Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence,"
Bank of Japan Working Paper Series
13-E-11, Bank of Japan.
- Hibiki Ichiue & Shusaku Nishiguchi, 2015. "Inflation Expectations And Consumer Spending At The Zero Bound: Micro Evidence," Economic Inquiry, Western Economic Association International, vol. 53(2), pages 1086-1107, April.
- Hibiki Ichiue & Yoichi Ueno, 2013. "Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields," Bank of Japan Working Paper Series 13-E-8, Bank of Japan.
- Ippei Fujiwara & Hibiki Ichiue & Yoshiyuki Nakazono & Yosuke Shigemi, 2012.
"Financial markets forecasts revisited: are they rational, herding or bold?,"
Globalization Institute Working Papers
106, Federal Reserve Bank of Dallas.
- Ippei Fujiwara & Hibiki Ichiue & Yoshiyuki Nakazono & Yosuke Shigemi, 2012. "Financial Markets Forecasts Revisited: Are they Rational, Herding or Bold?," IMES Discussion Paper Series 12-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Hibiki Ichiue & Yuhei Shimizu, 2012. "Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US," Bank of Japan Working Paper Series 12-E-7, Bank of Japan.
- Ichiue, Hibiki & Kurozumi, Takushi & Sunakawa, Takeki, 2011.
"Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy,"
MPRA Paper
33391, University Library of Munich, Germany.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2013. "Inflation Dynamics And Labor Market Specifications: A Bayesian Dynamic Stochastic General Equilibrium Approach For Japan'S Economy," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 273-287, January.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2008. "Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach," Bank of Japan Working Paper Series 08-E-9, Bank of Japan.
- 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.
- Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toshitaka Sekine & Toyoichiro Shirota, 2010. "Measuring Potential Growth in Japan: Some Practical Caveats," Bank of Japan Review Series 10-E-1, Bank of Japan.
- Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2010.
"Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy,"
Bank of Japan Working Paper Series
10-E-13, Bank of Japan.
- Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2016. "Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 1-32, March.
- Naoko Hara & Hibiki Ichiue & Satoko Kojima & Koji Nakamura & Toyoichiro Shirota, 2009. "Practical Use of Macroeconomic Models at Central Banks," Bank of Japan Review Series 09-E-1, Bank of Japan.
- Hibiki Ichiue & Tomonori Yuyama, 2007. "Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys," Bank of Japan Working Paper Series 07-E-15, Bank of Japan.
- Hibiki Ichiue & Kentaro Koyama, 2007.
"Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity,"
Bank of Japan Working Paper Series
07-E-22, Bank of Japan.
- Ichiue, Hibiki & Koyama, Kentaro, 2011. "Regime switches in exchange rate volatility and uncovered interest parity," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1436-1450.
- Hibiki Ichiue & Yoichi Ueno, 2007. "Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment," Bank of Japan Working Paper Series 07-E-18, Bank of Japan.
- Hibiki Ichiue & Yoichi Ueno, 2006. "Monetary Policy and the Yield Curve at Zero Interest: The Macro-Finance Model of Interest Rates as Options," Bank of Japan Working Paper Series 06-E-16, Bank of Japan.
- Hibiki Ichiue, 2005. "How Do Monetary Policy Rules Affect Term Premia?," Bank of Japan Working Paper Series 05-E-14, Bank of Japan.
- Hibiki Ichiue, 2004.
"Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model,"
Econometric Society 2004 Far Eastern Meetings
581, Econometric Society.
- Hibiki Ichiue, 2004. "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with an Affine Term Structure Model," Bank of Japan Working Paper Series 04-E-11, Bank of Japan.
- Kakuho Furukawa & Hibiki Ichiue & Yugo Kimura & Noriyuki Shiraki, "undated". "Too-big-to-fail Reforms and Systemic Risk," Bank of Japan Working Paper Series 21-E-1, Bank of Japan.
Articles
- Brandao-Marques, Luis & Gelos, Gaston & Ichiue, Hibiki & Oura, Hiroko, 2022.
"Changes in the global investor base and the stability of portfolio flows to emerging markets,"
Journal of Banking & Finance, Elsevier, vol. 144(C).
- Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Hibiki Ichiue & Ms. Hiroko Oura, 2015. "Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets," IMF Working Papers 2015/277, International Monetary Fund.
- Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2016.
"Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 1-32, March.
- Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2010. "Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy," Bank of Japan Working Paper Series 10-E-13, Bank of Japan.
- Ichiue, Hibiki & Shimizu, Yuhei, 2015. "Determinants of long-term yields: A panel data analysis of major countries," Japan and the World Economy, Elsevier, vol. 34, pages 44-55.
- Hibiki Ichiue & Shusaku Nishiguchi, 2015.
"Inflation Expectations And Consumer Spending At The Zero Bound: Micro Evidence,"
Economic Inquiry, Western Economic Association International, vol. 53(2), pages 1086-1107, April.
- Hibiki Ichiue & Shusaku Nishiguchi, 2013. "Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence," Bank of Japan Working Paper Series 13-E-11, Bank of Japan.
- Ichiue, Hibiki & Ueno, Yoichi, 2015. "Monetary policy and the yield curve at zero interest," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 1-12.
- Fujiwara, Ippei & Ichiue, Hibiki & Nakazono, Yoshiyuki & Shigemi, Yosuke, 2013. "Financial markets forecasts revisited: Are they rational, stubborn or jumpy?," Economics Letters, Elsevier, vol. 118(3), pages 526-530.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2013.
"Inflation Dynamics And Labor Market Specifications: A Bayesian Dynamic Stochastic General Equilibrium Approach For Japan'S Economy,"
Economic Inquiry, Western Economic Association International, vol. 51(1), pages 273-287, January.
- Ichiue, Hibiki & Kurozumi, Takushi & Sunakawa, Takeki, 2011. "Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy," MPRA Paper 33391, University Library of Munich, Germany.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2008. "Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach," Bank of Japan Working Paper Series 08-E-9, Bank of Japan.
- Ichiue, Hibiki & Koyama, Kentaro, 2011.
"Regime switches in exchange rate volatility and uncovered interest parity,"
Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1436-1450.
- Hibiki Ichiue & Kentaro Koyama, 2007. "Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity," Bank of Japan Working Paper Series 07-E-22, 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.
- 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.
- Hibiki Ichiue & Tomonori Yuyama, 2009.
"Using Survey Data to Correct the Bias in Policy Expectations Extracted from Fed Funds Futures,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1631-1647, December.
- Hibiki Ichiue & Tomonori Yuyama, 2009. "Using Survey Data to Correct the Bias in Policy Expectations Extracted from Fed Funds Futures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1631-1647, December.
Chapters
- Hibiki Ichiue, 2006. "Development of Japan’s credit markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Developing corporate bond markets in Asia, volume 26, pages 88-95, Bank for International Settlements.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (9) 2004-10-30 2011-09-22 2014-09-25 2014-09-25 2018-07-23 2019-06-24 2019-09-30 2022-02-14 2022-02-14. Author is listed
- NEP-CBA: Central Banking (8) 2011-09-22 2012-02-01 2014-09-25 2018-07-23 2019-06-24 2019-09-30 2021-03-08 2022-02-14. Author is listed
- NEP-MON: Monetary Economics (7) 2014-09-25 2014-09-25 2018-07-23 2019-06-24 2019-09-30 2022-02-14 2022-02-14. Author is listed
- NEP-DGE: Dynamic General Equilibrium (2) 2011-09-22 2022-02-14
- NEP-FDG: Financial Development and Growth (2) 2021-01-04 2022-02-14
- NEP-FMK: Financial Markets (2) 2012-05-29 2021-03-08
- NEP-FOR: Forecasting (2) 2012-02-01 2012-05-29
- NEP-HIS: Business, Economic and Financial History (2) 2022-02-14 2022-02-14
- NEP-RMG: Risk Management (2) 2022-02-14 2022-02-14
- NEP-BAN: Banking (1) 2022-02-14
- NEP-CWA: Central and Western Asia (1) 2022-02-14
- NEP-ENV: Environmental Economics (1) 2021-01-04
- NEP-IAS: Insurance Economics (1) 2021-01-04
- NEP-LAB: Labour Economics (1) 2011-09-22
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Hibiki Ichiue should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.