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Katsuyuki Shibayama

Personal Details

First Name:Katsuyuki
Middle Name:
Last Name:Shibayama
Suffix:
RePEc Short-ID:psh313
[This author has chosen not to make the email address public]
http://www.kent.ac.uk/economics/staff/profiles/katsuyuki-shibayama.html

Affiliation

School of Economics
University of Kent

Canterbury, United Kingdom
http://www.kent.ac.uk/economics/
RePEc:edi:deukcuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jagjit S. Chadha & Katsuyuki Shibayama, 2018. "Bayesian Estimation of DSGE Models: identification using a diagnostic indicator," Discussion Papers 1825, Centre for Macroeconomics (CFM).
  2. Katsuyuki Shibayama, 2018. "A Simple Model of Growth Slowdown," Studies in Economics 1813, School of Economics, University of Kent.
  3. Keisuke Otsu & Katsuyuki Shibayama, 2018. "Population Aging, Government Policy and the Postwar Japanese Economy," Studies in Economics 1809, School of Economics, University of Kent.
  4. Katsuyuki Shibayama, 2015. "Trend Dominance in Macroeconomic Fluctuations," Studies in Economics 1518, School of Economics, University of Kent.
  5. Katsuyuki Shibayama & Jagjit S. Chadha, 2013. "Inventories and the Stockout Contstraint in General Equilibrium," Studies in Economics 1308, School of Economics, University of Kent.
  6. Katsuyuki Shibayama & Iain Fraser, 2012. "Non-Homothetic Growth Models for the Environmental Kuznets Curve," Studies in Economics 1206, School of Economics, University of Kent.
  7. Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2012. "Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?," Koç University-TUSIAD Economic Research Forum Working Papers 1205, Koc University-TUSIAD Economic Research Forum.
  8. Iain Fraser & Katsuyuki Shibayama, 2011. "A General Equilibrium Model of Environmental Option Values," Studies in Economics 1107, School of Economics, University of Kent.
  9. Katsuyuki Shibayama, 2010. "Inventories in Dynamic General Equilibrium," Studies in Economics 1005, School of Economics, University of Kent.
  10. Katsuyuki Shibayama, 2008. "Inventory Cycles," Studies in Economics 0804, School of Economics, University of Kent.
  11. Katsuyuki Shibayama, 2008. "On the Periodicity of Inventories," Studies in Economics 0806, School of Economics, University of Kent.
  12. Katsuyuki Shibayama, 2007. "A Solution Method for Linear Rational Expectation Models under Imperfect Information," Studies in Economics 0703, School of Economics, University of Kent.

Articles

  1. Keisuke Otsu & Katsuyuki Shibayama, 2016. "Population Aging and Potential Growth in Asia," Asian Development Review, MIT Press, vol. 33(2), pages 56-73, September.
  2. Shibayama Katsuyuki & Chadha Jagjit S., 2014. "Inventories and the stockout constraint in general equilibrium," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 27-74, January.
  3. Shibayama, Katsuyuki, 2011. "A Solution Method For Linear Rational Expectation Models Under Imperfect Information," Macroeconomic Dynamics, Cambridge University Press, vol. 15(4), pages 465-494, September.

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. Jagjit S. Chadha & Katsuyuki Shibayama, 2018. "Bayesian Estimation of DSGE Models: identification using a diagnostic indicator," Discussion Papers 1825, Centre for Macroeconomics (CFM).

    Cited by:

    1. Xu, Xin & Xu, Xiaoguang, 2023. "Monetary policy transmission modeling and policy responses," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    2. Ivashchenko, Sergey & Mutschler, Willi, 2020. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," Economic Modelling, Elsevier, vol. 88(C), pages 280-292.
    3. Pedro Chaim & Márcio Poletti Laurini, 2022. "Data Cloning Estimation and Identification of a Medium-Scale DSGE Model," Stats, MDPI, vol. 6(1), pages 1-13, December.

  2. Keisuke Otsu & Katsuyuki Shibayama, 2018. "Population Aging, Government Policy and the Postwar Japanese Economy," Studies in Economics 1809, School of Economics, University of Kent.

    Cited by:

    1. Sekine, Toshitaka, 2022. "Looking from Gross Domestic Income: Alternative view of Japan’s economy," Japan and the World Economy, Elsevier, vol. 64(C).
    2. Fukuda, Shin-ichi, 2023. "Evaluation of fiscal policy using alternative GDP data in Japan," Japan and the World Economy, Elsevier, vol. 67(C).
    3. Kato, Ryuta Ray, 2022. "Population aging and labor mobility in Japan," Japan and the World Economy, Elsevier, vol. 62(C).
    4. Ke Zhang & Hao Sun & Xiangyu Li, 2022. "Aging Population Spatial Distribution Discrepancy and Impacting Factor," Sustainability, MDPI, vol. 14(15), pages 1-22, August.
    5. Fan Xu & Yongming Huang & Qiang Wang, 2022. "Aging Industries in the Regional Economy: How to Support an Aging China?," Land, MDPI, vol. 11(11), pages 1-23, November.
    6. 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).
    7. Keisuke Otsu & Katsuyuki Shibayama, 2016. "Population Aging and Potential Growth in Asia," Asian Development Review, MIT Press, vol. 33(2), pages 56-73, September.

  3. Katsuyuki Shibayama & Iain Fraser, 2012. "Non-Homothetic Growth Models for the Environmental Kuznets Curve," Studies in Economics 1206, School of Economics, University of Kent.

    Cited by:

    1. Khanna, Neha, 2013. "Output, emissions, and technology: Some thoughts," Economics Letters, Elsevier, vol. 118(2), pages 284-286.
    2. Rainald Borck & Michael Pflüger, 2019. "Green cities? Urbanization, trade, and the environment," Journal of Regional Science, Wiley Blackwell, vol. 59(4), pages 743-766, September.

  4. Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2012. "Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?," Koç University-TUSIAD Economic Research Forum Working Papers 1205, Koc University-TUSIAD Economic Research Forum.

    Cited by:

    1. Mutschler, Willi, 2014. "Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100598, Verein für Socialpolitik / German Economic Association.
    2. Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013. "On Identification of Bayesian DSGE Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
    3. Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013. "How Optimal is US Monetary Policy?," Stirling Economics Discussion Papers 2013-05, University of Stirling, Division of Economics.
    4. Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
    5. Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Stability and Identification with Optimal Macroprudential Policy Rules," Working Papers hal-00978145, HAL.
    6. X. Liu & A.R. Pagan & T. Robinson, 2018. "Critically assessing estimated DSGE models: A case study of a multi-sector model," CAMA Working Papers 2018-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  5. Katsuyuki Shibayama, 2008. "Inventory Cycles," Studies in Economics 0804, School of Economics, University of Kent.

    Cited by:

    1. Fernandez-Corugedo, Emilio & McMahon, Michael & Millard, Stephen & Rachel, Lukasz, 2011. "Understanding the macroeconomic effects of working capital in the United Kingdom," Bank of England working papers 422, Bank of England.

  6. Katsuyuki Shibayama, 2008. "On the Periodicity of Inventories," Studies in Economics 0806, School of Economics, University of Kent.

    Cited by:

    1. Eugenio Caverzasi & Alberto Russo, 2018. "Toward a new microfounded macroeconomics in the wake of the crisis," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 999-1014.
    2. Calvert Jump, Robert & Kohler, Karsten, 2022. "A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016," Explorations in Economic History, Elsevier, vol. 85(C).
    3. Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2013. "The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1289-1313, December.
    4. Engelbert Stockhammer & Robert Calvert Jump & Karsten Kohler & Julian Cavallero, 2018. "Short and medium term financial-real cycles: An empirical assessment," FMM Working Paper 29-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    5. Stefan Ederer & Miriam Rehm, 2018. "Making sense of Piketty’s ‘fundamental laws’ in a Post-Keynesian framework," Working Papers PKWP1808, Post Keynesian Economics Society (PKES).

  7. Katsuyuki Shibayama, 2007. "A Solution Method for Linear Rational Expectation Models under Imperfect Information," Studies in Economics 0703, School of Economics, University of Kent.

    Cited by:

    1. Sorge Marco M., 2020. "Computing sunspot solutions to rational expectations models with timing restrictions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-10, June.
    2. Anna Kormilitsina, 2013. "Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach," Computational Economics, Springer;Society for Computational Economics, vol. 41(4), pages 525-555, April.
    3. Carravetta, Francesco & Sorge, Marco M., 2013. "Model reference adaptive expectations in Markov-switching economies," Economic Modelling, Elsevier, vol. 32(C), pages 551-559.

Articles

  1. Keisuke Otsu & Katsuyuki Shibayama, 2016. "Population Aging and Potential Growth in Asia," Asian Development Review, MIT Press, vol. 33(2), pages 56-73, September.

    Cited by:

    1. 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.
    2. Zhonghua Liu & Shuang Zhang & Huihui Zhang & Xiuxiu Li, 2024. "A Study on Caregiver Activity Recognition for the Elderly at Home Based on the XGBoost Model," Mathematics, MDPI, vol. 12(11), pages 1-15, May.
    3. Keisuke Otsu & Katsuyuki Shibayama, 2018. "Population Aging, Government Policy and the Postwar Japanese Economy," Studies in Economics 1809, School of Economics, University of Kent.
    4. Siow Li Lai & Tien Ming Yip, 2022. "The role of older workers in population aging–economic growth nexus: evidence from developing countries," Economic Change and Restructuring, Springer, vol. 55(3), pages 1875-1912, August.
    5. Tran Quang-Thanh, 2022. "The Aging Tax on Potential Growth in Asia," TUPD Discussion Papers 14, Graduate School of Economics and Management, Tohoku University.
    6. Evsey T. Gurvich & Maria A. Ivanova, 2018. "Economic Effect of Population Ageing and Pension Reforms," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 9-22, October.
    7. Savelieva Galina & Zaharov Svetlana, 2024. "Impact of Economic Factors on the Process of Population Transition from Labour Activity to Pension in the Republic of Moldova," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 15(1), pages 47-72.

  2. Shibayama, Katsuyuki, 2011. "A Solution Method For Linear Rational Expectation Models Under Imperfect Information," Macroeconomic Dynamics, Cambridge University Press, vol. 15(4), pages 465-494, September.
    See citations under working paper version above.

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 14 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-DGE: Dynamic General Equilibrium (10) 2008-06-21 2010-08-14 2011-04-30 2012-01-03 2012-02-20 2013-05-19 2015-10-10 2018-08-13 2018-09-24 2018-10-29. Author is listed
  2. NEP-MAC: Macroeconomics (7) 2008-06-21 2008-06-21 2013-05-19 2015-10-10 2018-09-24 2018-10-29 2018-12-17. Author is listed
  3. NEP-CBA: Central Banking (4) 2007-06-11 2008-06-21 2012-01-03 2012-02-20
  4. NEP-ECM: Econometrics (3) 2007-06-11 2012-01-03 2018-09-24
  5. NEP-BEC: Business Economics (2) 2008-06-21 2010-08-14
  6. NEP-ENV: Environmental Economics (2) 2011-04-30 2012-04-17
  7. NEP-AGR: Agricultural Economics (1) 2012-04-17
  8. NEP-CFN: Corporate Finance (1) 2011-04-30
  9. NEP-ENE: Energy Economics (1) 2012-04-17
  10. NEP-FDG: Financial Development and Growth (1) 2018-12-17
  11. NEP-GRO: Economic Growth (1) 2018-12-17
  12. NEP-SEA: South East Asia (1) 2018-12-17

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