Hajime Tomura
Personal Details
First Name: | Hajime |
Middle Name: | |
Last Name: | Tomura |
Suffix: | |
RePEc Short-ID: | pto176 |
[This author has chosen not to make the email address public] | |
http://researchmap.jp/tomurah/?lang=english | |
Affiliation
School of Political Science and Economics
Faculty of Political Science and Economics
Waseda University
Tokyo, Japanhttp://www.waseda.jp/fpse/pse/
RePEc:edi:spwasjp (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Hajime Tomura, 2022.
"What Will Be the Impact of Fintech on the Payment System? A Perspective from Money Creation,"
Working Papers
2204, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2022. "What Will Be the Impact of Fintech on the Payment System? A Perspective from Money Creation," Working Papers 2205, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2021. "Household Expenditures and the Effective Reproduction Number in Japan: Regression Analysis," Working Papers 2107-1, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2020.
"Nominal Contracts and the Payment System,"
Working Papers
1923, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2021. "Nominal contracts and the payment system," The Japanese Economic Review, Springer, vol. 72(2), pages 185-216, April.
- Hajime Tomura, 2020. "A Model of Bank-Note Runs," Working Papers 1922, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2019. "Elderly Care and Multiple Monies," Working Papers 1909, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2019. "On Separation between Payment and Saving Instruments," Working Papers 1813, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2019. "Imperfect Contract Enforcement and Nominal Liabilities," Working Papers 1905, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2016. "A Double Counting Problem in the Theory of Rational Bubbles," UTokyo Price Project Working Paper Series 066, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2015. "Rational Bubble on Interest-Bearing Assets," UTokyo Price Project Working Paper Series 045, University of Tokyo, Graduate School of Economics.
- Hiroshi Fujiki & Hajime Tomura, 2015.
"Fiscal Cost to Exit Quantitative Easing: The Case of Japan,"
Working Papers
e099, Tokyo Center for Economic Research.
- Fujiki, Hiroshi & Tomura, Hajime, 2017. "Fiscal cost to exit quantitative easing: the case of Japan," Japan and the World Economy, Elsevier, vol. 42(C), pages 1-11.
- Hajime Tomura, 2014.
"Payment Instruments and Collateral in the Interbank Payment System,"
UTokyo Price Project Working Paper Series
032, University of Tokyo, Graduate School of Economics.
- Tomura, Hajime, 2018. "Payment instruments and collateral in the interbank payment system," Journal of Economic Theory, Elsevier, vol. 178(C), pages 82-104.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 056, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 072, University of Tokyo, Graduate School of Economics, revised Sep 2016.
- Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 036, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2013.
"Investment Horizon and Repo in the Over-the-Counter Market,"
UTokyo Price Project Working Paper Series
013, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2016. "Investment Horizon and Repo in the Over‐the‐Counter Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(1), pages 145-164, February.
- Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 037, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2013. "Repos in Over-the-Counter Markets," UTokyo Price Project Working Paper Series 005, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2012. "On the Existence and Fragility of Repo Markets," Staff Working Papers 12-17, Bank of Canada.
- Hajime Tomura, 2012. "A Note on Central Counterparties in Repo Markets," Discussion Papers 12-4, Bank of Canada.
- Hajime Tomura, 2010. "Liquidity Transformation and Bank Capital Requirements," Staff Working Papers 10-22, Bank of Canada.
- Hajime Tomura, 2010. "Liquidity and bank capital requirements," 2010 Meeting Papers 256, Society for Economic Dynamics.
- Hajime Tomura, 2009. "Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles," Staff Working Papers 09-32, Bank of Canada.
- Hajime Tomura, 2009. "Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy," Staff Working Papers 09-15, Bank of Canada.
- Hajime Tomura, 2008. "A Model of Housing Boom and Bust in a Small Open Economy," Staff Working Papers 08-9, Bank of Canada.
- Hajime Tomura, 2007. "Firms Dynamics, Bankruptcy Laws and Total Factor Productivity," Staff Working Papers 07-17, Bank of Canada.
Articles
- Hajime Tomura, 2022. "Associations between components of household expenditures and the rate of change in the number of new confirmed cases of COVID-19 in Japan: Time-series analysis," PLOS ONE, Public Library of Science, vol. 17(4), pages 1-33, April.
- Hajime Tomura, 2021.
"Nominal contracts and the payment system,"
The Japanese Economic Review, Springer, vol. 72(2), pages 185-216, April.
- Hajime Tomura, 2020. "Nominal Contracts and the Payment System," Working Papers 1923, Waseda University, Faculty of Political Science and Economics.
- Tomura, Hajime, 2018.
"Payment instruments and collateral in the interbank payment system,"
Journal of Economic Theory, Elsevier, vol. 178(C), pages 82-104.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 056, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 032, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 072, University of Tokyo, Graduate School of Economics, revised Sep 2016.
- Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 036, University of Tokyo, Graduate School of Economics.
- Fujiki, Hiroshi & Tomura, Hajime, 2017.
"Fiscal cost to exit quantitative easing: the case of Japan,"
Japan and the World Economy, Elsevier, vol. 42(C), pages 1-11.
- Hiroshi Fujiki & Hajime Tomura, 2015. "Fiscal Cost to Exit Quantitative Easing: The Case of Japan," Working Papers e099, Tokyo Center for Economic Research.
- Hajime Tomura, 2016.
"Investment Horizon and Repo in the Over‐the‐Counter Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(1), pages 145-164, February.
- Hajime Tomura, 2013. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 013, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 037, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2014. "Asset Illiquidity and Dynamic Bank Capital Requirements," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 1-47, September.
- Tomura, Hajime, 2013. "Heterogeneous beliefs and housing-market boom-bust cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 735-755.
- Hajime Tomura, 2012. "Endogenous Selection Of Producers, Asset Prices, And Productivity Slowdown," The Japanese Economic Review, Japanese Economic Association, vol. 63(1), pages 104-130, March.
- Hajime Tomura, 2012. "Asset Illiquidity and Market Shutdowns in Competitive Equilibrium," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 283-294, July.
- Céline Gauthier & Hajime Tomura, 2011. "Understanding and Measuring Liquidity Risk: A Selection of Recent Research," Bank of Canada Review, Bank of Canada, vol. 2011(Spring), pages 3-11.
- Tomura, Hajime, 2010. "International capital flows and expectation-driven boom-bust cycles in the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1993-2009, October.
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:- Hajime Tomura, 2009.
"Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy,"
Staff Working Papers
09-15, Bank of Canada.
Mentioned in:
- Housing market boom-bust cycles and monetary policy
by Economic Logician in Economic Logic on 2009-06-30 13:12:00
- Housing market boom-bust cycles and monetary policy
- Hajime Tomura, 2020.
"Nominal Contracts and the Payment System,"
Working Papers
1923, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2021. "Nominal contracts and the payment system," The Japanese Economic Review, Springer, vol. 72(2), pages 185-216, April.
Mentioned in:
- Two papers on monetary theory where the Friedman Rule is not optimal
by Christian Zimmermann in NEP-DGE blog on 2021-02-12 19:23:26
- Hajime Tomura, 2010.
"Liquidity Transformation and Bank Capital Requirements,"
Staff Working Papers
10-22, Bank of Canada.
Mentioned in:
- Liquidity Transformation and Bank Capital Requirements
by Christian Zimmermann in NEP-DGE blog on 2010-08-31 22:22:25
- Liquidity Transformation and Bank Capital Requirements
Working papers
- Hajime Tomura, 2021.
"Household Expenditures and the Effective Reproduction Number in Japan: Regression Analysis,"
Working Papers
2107-1, Waseda University, Faculty of Political Science and Economics.
Cited by:
- Mitsuhiro Fukao & Etsuro Shioji, 2022. "Is There a Trade‐Off between COVID‐19 Control and Economic Activity? Implications from the Phillips Curve Debate," Asian Economic Policy Review, Japan Center for Economic Research, vol. 17(1), pages 66-85, January.
- So Kubota, 2021. "The macroeconomics of COVID-19 exit strategy: the case of Japan," The Japanese Economic Review, Springer, vol. 72(4), pages 651-682, October.
- Hajime Tomura, 2020.
"Nominal Contracts and the Payment System,"
Working Papers
1923, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2021. "Nominal contracts and the payment system," The Japanese Economic Review, Springer, vol. 72(2), pages 185-216, April.
Cited by:
- Hajime Tomura, 2020.
"Nominal Contracts and the Payment System,"
Working Papers
1923, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2021. "Nominal contracts and the payment system," The Japanese Economic Review, Springer, vol. 72(2), pages 185-216, April.
- Hiroshi Fujiki & Hajime Tomura, 2015.
"Fiscal Cost to Exit Quantitative Easing: The Case of Japan,"
Working Papers
e099, Tokyo Center for Economic Research.
- Fujiki, Hiroshi & Tomura, Hajime, 2017. "Fiscal cost to exit quantitative easing: the case of Japan," Japan and the World Economy, Elsevier, vol. 42(C), pages 1-11.
Cited by:
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018.
"Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization,"
FEDS Notes
2017-01-09, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Finance and Economics Discussion Series 2018-002, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," Liberty Street Economics 20180109, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve’s Balance Sheet Normalization," FEDS Notes 2018-01-09-2, Board of Governors of the Federal Reserve System (U.S.).
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," Working Papers 747, Federal Reserve Bank of Minneapolis.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," FRB Atlanta Working Paper 2018-7, Federal Reserve Bank of Atlanta.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2018. "Fiscal implications of the Federal Reserve's balance sheet normalization," Staff Reports 833, Federal Reserve Bank of New York.
- Michele Cavallo & Marco Del Negro & W. Scott Frame & Jamie Grasing & Benjamin A. Malin & Carlo Rosa, 2019. "Fiscal Implications of the Federal Reserve's Balance Sheet Normalization," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 255-306, December.
- Fukuda, Shin-ichi & Soma, Naoto, 2019.
"Inflation target and anchor of inflation forecasts in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 52(C), pages 154-170.
- Shin-ichi Fukuda & Naoto Soma, 2019. "Inflation Target and Anchor of Inflation Forecasts in Japan," CIRJE F-Series CIRJE-F-1108, CIRJE, Faculty of Economics, University of Tokyo.
- Harimaya, Kozo & Jinushi, Toshiki, 2023. "The effects of quantitative easing policy on bank lending: Evidence from Japanese regional banks," Japan and the World Economy, Elsevier, vol. 67(C).
- Boysen-Hogrefe, Jens & Fiedler, Salomon & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan, 2021. "Vermögenspreise, Zinseffekte und die Robustheit der öffentlichen Finanzen in Deutschland - eine Szenario-Analyse," Kieler Beiträge zur Wirtschaftspolitik 36, Kiel Institute for the World Economy (IfW Kiel).
- Atsushi Tanaka, 2020. "Monetary Base Controllability after an Exit from Quantitative Easing," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(3), pages 123-134.
- Alberola, Enrique & Cheng, Gong & Consiglio, Andrea & Zenios, Stavros A., 2023. "Unconventional monetary policy and debt sustainability in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 69(C).
- Fujiki, Hiroshi, 2020. "Cash demand and financial literacy: A case study using Japanese survey data," Japan and the World Economy, Elsevier, vol. 54(C).
- Monetary Affairs Department, 2023. "Central Bank Finances and Monetary Policy Conduct," Bank of Japan Working Paper Series 23-12-12, Bank of Japan.
- Atsushi Tanaka, 2021. "Central Bank Capital and Credibility: A Literature Survey," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(2), pages 249-262, June.
- Fujiki, Hiroshi & Tomura, Hajime, 2017.
"Fiscal cost to exit quantitative easing: the case of Japan,"
Japan and the World Economy, Elsevier, vol. 42(C), pages 1-11.
- Hiroshi Fujiki & Hajime Tomura, 2015. "Fiscal Cost to Exit Quantitative Easing: The Case of Japan," Working Papers e099, Tokyo Center for Economic Research.
- Niwa, Hidekazu, 2024. "Exiting from quantitative easing in an era of large government debt: Inflation or default?," Economics Letters, Elsevier, vol. 234(C).
- Atsushi Tanaka, 2019. "How Can a Central Bank Exit Quantitative Easing Without Rapidly Shrinking its Balance Sheet?," Discussion Paper Series 196, School of Economics, Kwansei Gakuin University.
- Hiroshi FUJIKI & Kiyotaka Nakashima, 2019. "Cash Usage Trends in Japan: Evidence Using Aggregate and Household Survey Data," Working Papers e131, Tokyo Center for Economic Research.
- Ilona Skibińska-Fabrowska & Małgorzata Czuchryta & Adrian Żak, 2023. "The relationship between payment inclusion and the demand for cash," Bank i Kredyt, Narodowy Bank Polski, vol. 54(4), pages 365-388.
- Atsushi Tanaka, 2020. "Central Bank Capital and Credibility: A Literature Survey," Discussion Paper Series 208, School of Economics, Kwansei Gakuin University, revised May 2020.
- Hajime Tomura, 2014.
"Payment Instruments and Collateral in the Interbank Payment System,"
UTokyo Price Project Working Paper Series
032, University of Tokyo, Graduate School of Economics.
- Tomura, Hajime, 2018. "Payment instruments and collateral in the interbank payment system," Journal of Economic Theory, Elsevier, vol. 178(C), pages 82-104.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 056, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 072, University of Tokyo, Graduate School of Economics, revised Sep 2016.
- Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 036, University of Tokyo, Graduate School of Economics.
Cited by:
- Choi, Hyung Sun, 2023. "Money, payments systems, limited participation, and central banking," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
- Hyung Sun Choi, 2023. "Payment Systems, Multiple Types of Collateral, Banking, and Collateral Policy," Korean Economic Review, Korean Economic Association, vol. 39, pages 469-493.
- Hajime Tomura, 2013.
"Investment Horizon and Repo in the Over-the-Counter Market,"
UTokyo Price Project Working Paper Series
013, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2016. "Investment Horizon and Repo in the Over‐the‐Counter Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(1), pages 145-164, February.
- Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 037, University of Tokyo, Graduate School of Economics.
Cited by:
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019.
"A theory of repurchase agreements, collateral re-use, and repo intermediation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
- Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "Online Appendix to "A theory of repurchase agreements, collateral re-use, and repo intermediation"," Online Appendices 18-284, Review of Economic Dynamics.
- Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo.
- GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
- 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.
- Florian Madison, 2016.
"Asymmetric information in frictional markets for liquidity: collateralized credit vs asset sale,"
ECON - Working Papers
220, Department of Economics - University of Zurich, revised Nov 2020.
- Madison, Florian, 2024. "Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
- Kang, Kee-Youn, 2021. "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, vol. 56(C).
- Fukai, Hiroki, 2021. "Optimal interventions on strategic fails in repo markets," MPRA Paper 106090, University Library of Munich, Germany.
- Hajime Tomura, 2010.
"Liquidity Transformation and Bank Capital Requirements,"
Staff Working Papers
10-22, Bank of Canada.
Cited by:
- Hajime Tomura, 2012. "Asset Illiquidity and Market Shutdowns in Competitive Equilibrium," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 283-294, July.
- Hajime Tomura, 2010.
"Liquidity and bank capital requirements,"
2010 Meeting Papers
256, Society for Economic Dynamics.
Cited by:
- Hajime Tomura, 2012. "Asset Illiquidity and Market Shutdowns in Competitive Equilibrium," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 283-294, July.
- Hajime Tomura, 2009.
"Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles,"
Staff Working Papers
09-32, Bank of Canada.
Cited by:
- Geoffrey Meen & Alexander Mihailov & Yehui Wang, 2016. "Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis," Economics Discussion Papers em-dp2016-02, Department of Economics, University of Reading.
- Hajime Tomura, 2009.
"Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy,"
Staff Working Papers
09-15, Bank of Canada.
Cited by:
- Badarinza, Cristian & Gross, Marco, 2011. "Macroeconomic vulnerability and disagreement in expectations," Working Paper Series 1407, European Central Bank.
- Tomura, Hajime, 2010. "International capital flows and expectation-driven boom-bust cycles in the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1993-2009, October.
- Jinke Li & Geoffrey Meen, 2016. "Agent Based Models, Housing Fluctuations and the Role of Heterogeneous Expectations," Economics Discussion Papers em-dp2016-09, Department of Economics, University of Reading.
- Ng, Eric C.Y. & Feng, Ning, 2016. "Housing market dynamics in a small open economy: Do external and news shocks matter?," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 64-88.
- Hajime Tomura, 2008.
"A Model of Housing Boom and Bust in a Small Open Economy,"
Staff Working Papers
08-9, Bank of Canada.
Cited by:
- Paul Corrigan, 2017. "Terms-of-Trade and House Price Fluctuations: A Cross-Country Study," Staff Working Papers 17-1, Bank of Canada.
- Ms. Evridiki Tsounta, 2009. "Is the Canadian Housing Market Overvalued? A Post-crisis Assessment," IMF Working Papers 2009/235, International Monetary Fund.
- Julien Reynaud, 2015. "Gauging Housing Supply in Canada: A Stock Approach," IMF Working Papers 2015/128, International Monetary Fund.
- Hajime Tomura, 2007.
"Firms Dynamics, Bankruptcy Laws and Total Factor Productivity,"
Staff Working Papers
07-17, Bank of Canada.
Cited by:
- Takako Idee & Shinichiro Iwata & Teruyuki Taguchi, 2011. "Auction Price Formation with Costly Occupants: Evidence Using Data from the Osaka District Court," The Journal of Real Estate Finance and Economics, Springer, vol. 42(1), pages 84-98, January.
- Takako Idee & Shinichiro Iwata & Teruyuki Taguchi, 2008. "Auction Price Formation with Costly Occupants: Evidence Using Data from the Osaka District Court," CIRJE F-Series CIRJE-F-593, CIRJE, Faculty of Economics, University of Tokyo.
- Guinevere Nell, 2010. "Competition as market progress: An Austrian rationale for agent-based modeling," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 23(2), pages 127-145, June.
Articles
- Hajime Tomura, 2022.
"Associations between components of household expenditures and the rate of change in the number of new confirmed cases of COVID-19 in Japan: Time-series analysis,"
PLOS ONE, Public Library of Science, vol. 17(4), pages 1-33, April.
Cited by:
- Yasuhiro Kawano & Ryusuke Matsumoto & Eishi Motomura & Takashi Shiroyama & Motohiro Okada, 2022. "Bidirectional Causality between Spreading COVID-19 and Individual Mobilisation with Consumption Motives across Prefectural Borders in Japan," IJERPH, MDPI, vol. 19(15), pages 1-17, July.
- Hajime Tomura, 2021.
"Nominal contracts and the payment system,"
The Japanese Economic Review, Springer, vol. 72(2), pages 185-216, April.
See citations under working paper version above.
- Hajime Tomura, 2020. "Nominal Contracts and the Payment System," Working Papers 1923, Waseda University, Faculty of Political Science and Economics.
- Tomura, Hajime, 2018.
"Payment instruments and collateral in the interbank payment system,"
Journal of Economic Theory, Elsevier, vol. 178(C), pages 82-104.
See citations under working paper version above.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 056, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 032, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2015. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 072, University of Tokyo, Graduate School of Economics, revised Sep 2016.
- Hajime Tomura, 2014. "Payment Instruments and Collateral in the Interbank Payment System," UTokyo Price Project Working Paper Series 036, University of Tokyo, Graduate School of Economics.
- Fujiki, Hiroshi & Tomura, Hajime, 2017.
"Fiscal cost to exit quantitative easing: the case of Japan,"
Japan and the World Economy, Elsevier, vol. 42(C), pages 1-11.
See citations under working paper version above.
- Hiroshi Fujiki & Hajime Tomura, 2015. "Fiscal Cost to Exit Quantitative Easing: The Case of Japan," Working Papers e099, Tokyo Center for Economic Research.
- Hajime Tomura, 2016.
"Investment Horizon and Repo in the Over‐the‐Counter Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(1), pages 145-164, February.
See citations under working paper version above.
- Hajime Tomura, 2013. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 013, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2014. "Investment Horizon and Repo in the Over-the-Counter Market," UTokyo Price Project Working Paper Series 037, University of Tokyo, Graduate School of Economics.
- Hajime Tomura, 2014.
"Asset Illiquidity and Dynamic Bank Capital Requirements,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 1-47, September.
Cited by:
- Hajime Tomura, 2020. "A Model of Bank-Note Runs," Working Papers 1922, Waseda University, Faculty of Political Science and Economics.
- Hajime Tomura, 2019. "On Separation between Payment and Saving Instruments," Working Papers 1813, Waseda University, Faculty of Political Science and Economics.
- Chevallier, Claire Océane & El Joueidi, Sarah, 2019. "Capital regulation and banking bubbles," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 117-129.
- Hollander, Hylton, 2017. "Macroprudential policy with convertible debt," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 285-305.
- Ceccantoni, Giulia & Tarola, Ornella & Zanaj, Skerdilajda, 2018.
"Green Consumption and Relative Preferences in a Vertically Differentiated International Oligopoly,"
Ecological Economics, Elsevier, vol. 149(C), pages 129-139.
- Ornella Tarola & Giulia Ceccantoni & Skerdilajda Zanaj, 2016. "Green consumption and relative preferences in an international oligopoly," DEM Discussion Paper Series 16-16, Department of Economics at the University of Luxembourg.
- Claire Océane Chevallier & Sarah El Joueidi, 2016. "Regulation and Rational Banking Bubbles in Infinite Horizon," DEM Discussion Paper Series 16-15, Department of Economics at the University of Luxembourg.
- Tomura, Hajime, 2013.
"Heterogeneous beliefs and housing-market boom-bust cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 735-755.
Cited by:
- Jan Bruha & Jaromir Tonner, 2014. "The Czech Housing Market Through the Lens of a DSGE Model Containing Collateral-Constrained Households," Working Papers 2014/09, Czech National Bank.
- Jan Bruha & Jiri Polansky, 2014. "The Housing Sector over Business Cycles: Empirical Analysis and DSGE Modelling," Working Papers 2014/12, Czech National Bank.
- Ng, Eric C.Y. & Feng, Ning, 2016. "Housing market dynamics in a small open economy: Do external and news shocks matter?," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 64-88.
- Hajime Tomura, 2012.
"Asset Illiquidity and Market Shutdowns in Competitive Equilibrium,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 283-294, July.
Cited by:
- Hajime Tomura, 2014. "Asset Illiquidity and Dynamic Bank Capital Requirements," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 1-47, September.
- Feng Dong & Jianjun Miao & Pengfei Wang, 2018. "The perils of credit booms," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(4), pages 819-861, December.
- Céline Gauthier & Hajime Tomura, 2011.
"Understanding and Measuring Liquidity Risk: A Selection of Recent Research,"
Bank of Canada Review, Bank of Canada, vol. 2011(Spring), pages 3-11.
Cited by:
- Anténor-Habazac, Cassandre & Dionne, Georges & Guesmi, Sahar, 2018. "Cyclical variations in liquidity risk of corporate bonds," Working Papers 18-3, HEC Montreal, Canada Research Chair in Risk Management.
- Mohamed Dia & Amirmohsen Golmohammadi & Pawoumodom M. Takouda, 2020. "Relative Efficiency of Canadian Banks: A Three-Stage Network Bootstrap DEA," JRFM, MDPI, vol. 13(4), pages 1-25, April.
- Tomura, Hajime, 2010.
"International capital flows and expectation-driven boom-bust cycles in the housing market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1993-2009, October.
Cited by:
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018.
"Macro Aspects of Housing,"
Globalization Institute Working Papers
340, Federal Reserve Bank of Dallas.
- Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018. "Macro Aspects of Housing," ISER Discussion Paper 1030, Institute of Social and Economic Research, Osaka University.
- Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018. "Macro Aspects of Housing," MPRA Paper 93512, University Library of Munich, Germany.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Sandra Gomes, 2011.
"Housing Market Dynamics: Any News?,"
Working Papers
w201121, Banco de Portugal, Economics and Research Department.
- Mendicino, Caterina & Gomes, Sandra, 2015. "Housing market dynamics: Any news?," Working Paper Series 1775, European Central Bank.
- Sandra Gomes & Caterina Mendicino, 2012. "Housing Market Dynamics: Any News?," Working Papers Department of Economics 2012/23, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2012.
"Expectations-Driven Cycles in the Housing Market,"
Discussion Papers
12/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2017. "Expectations-driven cycles in the housing market," Economic Modelling, Elsevier, vol. 60(C), pages 297-312.
- Luisa Lambertini, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers w201004, Banco de Portugal, Economics and Research Department.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-driven cycles in the housing market," Working Papers 1021, Banco de España.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 26128, University Library of Munich, Germany.
- Maria Teresa Punzi & Caterina Mendicino & Luisa Lambertini, 2010. "Expectation-Driven Cycles in the Housing Market," 2010 Meeting Papers 251, Society for Economic Dynamics.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2010. "Expectations-Driven Cycles in the Housing Market," Working Papers 201001, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Oct 2010.
- Mendicino, Caterina & Lambertini, Luisa & Punzi, Maria Teresa, 2010. "Expectations-Driven Cycles in the Housing Market," MPRA Paper 20776, University Library of Munich, Germany.
- Weida Kuang & Changyu Chen & Qilin Wang, 2020. "Home purchase restriction, real estate investment, and corporate innovation," Frontiers of Business Research in China, Springer, vol. 14(1), pages 1-21, December.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2015.
"External Shocks, Financial Volatility and Reserve Requirements in an Open Economy,"
Working Papers Series
396, Central Bank of Brazil, Research Department.
- Agénor, Pierre-Richard & Alper, Koray & Pereira da Silva, Luiz, 2018. "External shocks, financial volatility and reserve requirements in an open economy," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 23-43.
- Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa, 2013. "Expectation-driven cycles in the housing market: Evidence from survey data," Journal of Financial Stability, Elsevier, vol. 9(4), pages 518-529.
- Aizenman, Joshua & Jinjarak, Yothin, 2014.
"Real estate valuation, current account and credit growth patterns, before and after the 2008–9 crisis,"
Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 249-270.
- Joshua Aizenman & Yothin Jinjarak, 2013. "Real Estate Valuation, Current Account and Credit Growth Patterns, Before and After the 2008-9 Crisis," NBER Working Papers 19190, National Bureau of Economic Research, Inc.
- Agénor, Pierre-Richard & Jia, Pengfei, 2020.
"Capital controls and welfare with cross-border bank capital flows,"
Journal of Macroeconomics, Elsevier, vol. 65(C).
- Pierre-Richard Agénor & Pengfei Jia, 2015. "Capital Controls and Welfare with Cross-Border Bank Capital Flows," Centre for Growth and Business Cycle Research Discussion Paper Series 212, Economics, The University of Manchester.
- Agénor, Pierre-Richard & Jackson, Timothy & Jia, Pengfei, 2021.
"Macroprudential policy coordination in a currency union,"
European Economic Review, Elsevier, vol. 137(C).
- Pierre-Richard Agénor & Pengfei Jia, 2017. "Macroprudential Policy Coordination in a Currency Union'," Centre for Growth and Business Cycle Research Discussion Paper Series 235, Economics, The University of Manchester.
- Rangan Gupta & Xiaojin Sun, 2020.
"Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model,"
Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
- Rangan Gupta & Xiaojin Sun, 2016. "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers 201641, University of Pretoria, Department of Economics.
- Hwee Kwan Chow & Taojun Xie, 2016. "Are House Prices Driven by Capital Flows? Evidence from Singapore," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-21, February.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011.
"Leaning Against Boom-Bust Cycles in Credit and Housing Prices,"
Working Papers CELEG
1104, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Luisa Lambertini, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers w201108, Banco de Portugal, Economics and Research Department.
- Lambertini, Luisa & Mendicino, Caterina & Teresa Punzi, Maria, 2013. "Leaning against boom–bust cycles in credit and housing prices," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1500-1522.
- Luisa Lambertini & Caterina Mendicino & Maria Teresa Punzi, 2011. "Leaning Against Boom-Bust Cycles in Credit and Housing Prices," Working Papers 201101, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Mar 2011.
- Jan Bruha & Jaromir Tonner, 2014. "The Czech Housing Market Through the Lens of a DSGE Model Containing Collateral-Constrained Households," Working Papers 2014/09, Czech National Bank.
- Akbar, Delwar & Rolfe, John & Kabir, S.M. Zobaidul, 2013. "Predicting impacts of major projects on housing prices in resource based towns with a case study application to Gladstone, Australia," Resources Policy, Elsevier, vol. 38(4), pages 481-489.
- Jan Bruha & Jiri Polansky, 2014. "The Housing Sector over Business Cycles: Empirical Analysis and DSGE Modelling," Working Papers 2014/12, Czech National Bank.
- Ng, Eric C.Y. & Feng, Ning, 2016. "Housing market dynamics in a small open economy: Do external and news shocks matter?," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 64-88.
- Aizenman, Joshua & Jinjarak, Yothin, 2013. "Real Estate Valuation, Current Account, and Credit Growth Patterns Before and After the 2008–2009 Crisis," ADBI Working Papers 429, Asian Development Bank Institute.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018.
"Macro Aspects of Housing,"
Globalization Institute Working Papers
340, Federal Reserve Bank of Dallas.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 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-DGE: Dynamic General Equilibrium (13) 2007-03-17 2008-04-21 2009-06-10 2009-12-05 2010-08-28 2012-07-01 2013-09-13 2015-02-22 2016-07-23 2021-02-08 2021-02-08 2021-02-15 2021-02-15. Author is listed
- NEP-MAC: Macroeconomics (12) 2007-03-17 2008-04-21 2009-06-10 2009-12-05 2010-08-28 2014-02-02 2016-07-23 2016-10-30 2021-02-08 2021-02-08 2021-02-15 2021-06-21. Author is listed
- NEP-MON: Monetary Economics (12) 2009-12-05 2014-02-02 2014-12-03 2015-01-14 2015-02-22 2015-09-11 2016-07-23 2016-10-30 2021-02-08 2021-02-08 2021-02-15 2023-03-27. Author is listed
- NEP-BAN: Banking (9) 2010-08-28 2012-03-21 2012-07-01 2014-12-03 2015-01-14 2015-09-11 2016-10-30 2021-02-08 2021-02-15. Author is listed
- NEP-CBA: Central Banking (4) 2009-06-10 2009-12-05 2010-08-28 2023-03-27
- NEP-PAY: Payment Systems and Financial Technology (4) 2016-10-30 2021-02-08 2023-03-27 2023-03-27
- NEP-FMK: Financial Markets (3) 2012-03-21 2012-07-01 2015-01-14
- NEP-URE: Urban and Real Estate Economics (3) 2008-04-21 2009-06-10 2009-12-05
- NEP-ACC: Accounting and Auditing (2) 2010-08-28 2018-03-05
- NEP-BEC: Business Economics (2) 2007-03-17 2010-08-28
- NEP-CTA: Contract Theory and Applications (2) 2010-08-28 2015-09-11
- NEP-AGE: Economics of Ageing (1) 2021-02-15
- NEP-CFN: Corporate Finance (1) 2007-03-17
- NEP-CMP: Computational Economics (1) 2018-03-05
- NEP-EFF: Efficiency and Productivity (1) 2007-03-17
- NEP-EXP: Experimental Economics (1) 2023-03-27
- NEP-FDG: Financial Development and Growth (1) 2010-08-28
- NEP-HPE: History and Philosophy of Economics (1) 2016-07-23
- NEP-IAS: Insurance Economics (1) 2021-02-15
- NEP-OPM: Open Economy Macroeconomics (1) 2009-06-10
- NEP-REG: Regulation (1) 2023-03-27
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