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Naoya Kato

Personal Details

First Name:Naoya
Middle Name:
Last Name:Kato
Suffix:
RePEc Short-ID:pka1095
[This author has chosen not to make the email address public]
Terminal Degree: Department of Economics; Duke University (from RePEc Genealogy)

Affiliation

Bank of Japan

Tokyo, Japan
http://www.boj.or.jp/
RePEc:edi:bojgvjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Akihiro Kanafuji & Rina Mandokoro & Naoya Kato & Tomohiro Sugo, 2018. "Revision of the Consumption Activity Index to Address the 2008 SNA and Improve Accuracy," Bank of Japan Research Papers 18-04-20, Bank of Japan.
  2. Takuji Kawamoto & Tatsuya Ozaki & Naoya Kato & Kohei Maehashi, 2017. "Methodology for Estimating Output Gap and Potential Growth Rate: An Update," Bank of Japan Research Papers 17-05-31, Bank of Japan.
  3. Naoya Kato & Takuji Kawamoto, 2016. "Corporate Profits and Business Fixed Investment: Why are Firms So Cautious about Investment?," Bank of Japan Review Series 16-E-2, Bank of Japan.
  4. Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015. "Maturity Structure and Supply Factors in Japanese Government Bond Markets," IMES Discussion Paper Series 15-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
  5. Ichiro Fukunaga & Naoya Kato, 2015. "Quantitative and Qualitative Monetary Easing and Long-Term Interest Rates: The Effects through the Stock of "Net Supply" and Maturity Structure of Japanese Government Bonds," Bank of Japan Research Laboratory Series 15-E-7, Bank of Japan.
  6. Ichiro Fukunaga & Naoya Kato, 2014. "Japanese Repo and Call Markets Before, During, and Emerging from the Financial Crisis," IMES Discussion Paper Series 14-E-15, Institute for Monetary and Economic Studies, Bank of Japan.

Articles

  1. Fukunaga, Ichiro & Kato, Naoya, 2016. "Japanese repo and call markets before, during, and emerging from the financial crisis," Journal of the Japanese and International Economies, Elsevier, vol. 39(C), pages 17-34.
  2. Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015. "Maturity Structure and Supply Factors in Japanese Government Bond Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 33, pages 45-96, November.

Citations

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

Working papers

  1. Akihiro Kanafuji & Rina Mandokoro & Naoya Kato & Tomohiro Sugo, 2018. "Revision of the Consumption Activity Index to Address the 2008 SNA and Improve Accuracy," Bank of Japan Research Papers 18-04-20, Bank of Japan.

    Cited by:

    1. Masato Takahashi & Takuji Kondo & Ko Munakata & Tomohiro Okubo & Yuto Iwasaki, 2021. "Revision of the Consumption Activity Index to Capture Recent Changes in Consumption Patterns," Bank of Japan Research Papers 21-07-07, Bank of Japan.

  2. Takuji Kawamoto & Tatsuya Ozaki & Naoya Kato & Kohei Maehashi, 2017. "Methodology for Estimating Output Gap and Potential Growth Rate: An Update," Bank of Japan Research Papers 17-05-31, Bank of Japan.

    Cited by:

    1. Makoto Saito, 2021. "Public Bonds as Money Substitutes at Near-Zero Interest Rates: Disequilibrium Analysis of the Current and Future Japanese Economy," Advances in Japanese Business and Economics, in: Strong Money Demand in Financing War and Peace, pages 79-119, Springer.
    2. Sekine, Toshitaka, 2022. "Looking from Gross Domestic Income: Alternative view of Japan’s economy," Japan and the World Economy, Elsevier, vol. 64(C).
    3. Stefano Di Bucchianico, 2018. "A Note on Krugman's Liquidity Trap," UMASS Amherst Economics Working Papers 2018-17, University of Massachusetts Amherst, Department of Economics.
    4. Mr. Fei Han, 2019. "Demographics and the Natural Rate of Interest in Japan," IMF Working Papers 2019/031, International Monetary Fund.
    5. Bianca PĂUNA & George GEORGESCU, 2021. "EU’s CAM and Potential GDP Estimates. Some Inconsistent Results in the Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-16, December.
    6. Sohei Kaihatsu & Maiko Koga & Tomoya Sakata & Naoko Hara, 2019. "Interaction between Business Cycles and Economic Growth," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 37, pages 99-126, November.
    7. 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.
    8. 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.
    9. Naohisa Hirakata & Kazutoshi Kan & Akihiro Kanafuji & Yosuke Kido & Yui Kishaba & Tomonori Murakoshi & Takeshi Shinohara, 2019. "The Quarterly Japanese Economic Model (Q-JEM): 2019 version," Bank of Japan Working Paper Series 19-E-7, Bank of Japan.
    10. Tomiyuki Kitamura & Masaki Tanaka, 2019. "Firms' Inflation Expectations under Rational Inattention and Sticky Information: An Analysis with a Small-Scale Macroeconomic Model," Bank of Japan Working Paper Series 19-E-16, Bank of Japan.
    11. 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).
    12. Felipe, Jesus & Estrada, Gemma, 2020. "What happened to the world's potential growth after the 2008–2009 global financial crisis?," Journal of the Japanese and International Economies, Elsevier, vol. 56(C).
    13. 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.
    14. 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.

  3. Naoya Kato & Takuji Kawamoto, 2016. "Corporate Profits and Business Fixed Investment: Why are Firms So Cautious about Investment?," Bank of Japan Review Series 16-E-2, Bank of Japan.

    Cited by:

    1. Maiko Koga & Haruko Kato, 2017. "Behavioral Biases in Firms' Growth Expectations," Bank of Japan Working Paper Series 17-E-9, Bank of Japan.
    2. Joshua K. Hausman & Paul W. Rhode & Johannes F. Wieland, 2019. "Recovery from the Great Depression: The Farm Channel in Spring 1933," American Economic Review, American Economic Association, vol. 109(2), pages 427-472, February.

  4. Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015. "Maturity Structure and Supply Factors in Japanese Government Bond Markets," IMES Discussion Paper Series 15-E-10, Institute for Monetary and Economic Studies, Bank of Japan.

    Cited by:

    1. Arteta,Carlos & Kose,Ayhan & Stocker,Marc & Taskin,Temel, 2016. "Negative interest rate policies : sources and implications," Policy Research Working Paper Series 7791, The World Bank.
    2. Koji Nakamura & Tomoyuki Yagi, 2015. "Fiscal Conditions and Long-term Interest Rates," Bank of Japan Working Paper Series 15-E-10, Bank of Japan.
    3. Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi & Takami Tokioka, 2017. "On the effect of Bank of Japan's outright purchase on the JGB yield curve," CARF F-Series CARF-F-419, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    4. Francis Breedon & Philip Turner, 2016. "On the transactions costs ofquantitative easing," BIS Working Papers 571, Bank for International Settlements.
    5. 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.
    6. 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.
    7. Mr. Fei Han & Dulani Seneviratne, 2018. "Scarcity Effects of Quantitative Easing on Market Liquidity: Evidence from the Japanese Government Bond Market," IMF Working Papers 2018/096, International Monetary Fund.
    8. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
    9. Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi & Takami Tokioka, 2018. "On the Effect of Bank of Japan’s Outright Purchase on the JGB Yield Curve," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(1), pages 47-70, March.
    10. 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.
    11. Yushi Endo & Takushi Kurozumi & Takemasa Oda & Kenichirou Watanabe, 2015. "Monetary Policy: Its Effects and Implementation: Summary of the 2015 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 33, pages 1-24, November.
    12. Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi & Takami Tokioka, 2017. "On the Effect of Bank of Japan's Outright Purchase on the JGB Yield Curve ," CIRJE F-Series CIRJE-F-1062, CIRJE, Faculty of Economics, University of Tokyo.
    13. 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.
    14. Koeda, Junko & Sekine, Atsushi, 2022. "Nelson–Siegel decay factor and term premia in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
    15. Hosono, Kaoru & Miyakawa, Daisuke & Watanabe, Shuji, 2023. "Pricing implications of intervention and debt management in the primary market of Japanese government bonds," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    16. Hiroshi Ugai, 2015. "Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan," UTokyo Price Project Working Paper Series 060, University of Tokyo, Graduate School of Economics, revised Dec 2015.
    17. Shigenori Shiratsuka, 2024. "What Did the Yield Curve Control Policy Do?," Working Papers e208, Tokyo Center for Economic Research.
    18. Breckenfelder, Johannes & De Fiore, Fiorella & Andrade, Philippe & Karadi, Peter & Tristani, Oreste, 2016. "The ECB's asset purchase programme: an early assessment," Working Paper Series 1956, European Central Bank.
    19. Hiroshi Ugai, "undated". "Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan," Working Papers e102, Tokyo Center for Economic Research.
    20. Junko Koeda, 2015. "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," Working Papers 1506, Waseda University, Faculty of Political Science and Economics.
    21. Inaba, Kei-Ichiro, 2020. "Japan’s impactful augmentation of quantitative easing sovereign-bond purchases," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    22. Joseph E. Gagnon, 2016. "Quantitative Easing: An Underappreciated Success," Policy Briefs PB16-4, Peterson Institute for International Economics.
    23. Domenico Lombardi & Pierre Siklos & Samantha St. Amand, 2018. "A Survey Of The International Evidence And Lessons Learned About Unconventional Monetary Policies: Is A ‘New Normal’ In Our Future?," Journal of Economic Surveys, Wiley Blackwell, vol. 32(5), pages 1229-1256, December.
    24. Inaba, Kei-Ichiro, 2019. "The behaviour of bidders in quantitative-easing auctions of sovereign bonds in Japan: Determinants of the popularity of the 9 to 10-year maturity segment," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 206-214.
    25. Loriana Pelizzon & Marti G. Subrahmanyam & Reiko Tobe & Jun Uno, 2018. "Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan," IMES Discussion Paper Series 18-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
    26. 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.

  5. Ichiro Fukunaga & Naoya Kato, 2015. "Quantitative and Qualitative Monetary Easing and Long-Term Interest Rates: The Effects through the Stock of "Net Supply" and Maturity Structure of Japanese Government Bonds," Bank of Japan Research Laboratory Series 15-E-7, Bank of Japan.

    Cited by:

    1. Richhild Moessner, 2018. "Effects of asset purchases and financial stability measures on term premia in the euro area," National Institute of Economic and Social Research (NIESR) Discussion Papers 489, National Institute of Economic and Social Research.

  6. Ichiro Fukunaga & Naoya Kato, 2014. "Japanese Repo and Call Markets Before, During, and Emerging from the Financial Crisis," IMES Discussion Paper Series 14-E-15, Institute for Monetary and Economic Studies, Bank of Japan.

    Cited by:

    1. Shin-ichi Fukuda, 2016. "Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York ," CIRJE F-Series CIRJE-F-1017, CIRJE, Faculty of Economics, University of Tokyo.
    2. Fukunaga, Ichiro & Kato, Naoya, 2016. "Japanese repo and call markets before, during, and emerging from the financial crisis," Journal of the Japanese and International Economies, Elsevier, vol. 39(C), pages 17-34.
    3. Fukuda, Shin-ichi, 2016. "Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates," Journal of the Japanese and International Economies, Elsevier, vol. 42(C), pages 109-122.

Articles

  1. Fukunaga, Ichiro & Kato, Naoya, 2016. "Japanese repo and call markets before, during, and emerging from the financial crisis," Journal of the Japanese and International Economies, Elsevier, vol. 39(C), pages 17-34.
    See citations under working paper version above.
  2. Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015. "Maturity Structure and Supply Factors in Japanese Government Bond Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 33, pages 45-96, November.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

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Statistics

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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 5 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.
  1. NEP-MAC: Macroeconomics (5) 2015-01-19 2015-08-13 2015-12-20 2017-06-04 2018-04-30. Author is listed
  2. NEP-CBA: Central Banking (2) 2015-08-13 2015-12-20
  3. NEP-MON: Monetary Economics (2) 2015-01-19 2015-12-20
  4. NEP-ACC: Accounting and Auditing (1) 2018-04-30
  5. NEP-DCM: Discrete Choice Models (1) 2017-06-04

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