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Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade

Citations

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Cited by:

  1. Koeda, Junko, 2013. "Endogenous monetary policy shifts and the term structure: Evidence from Japanese government bond yields," Journal of the Japanese and International Economies, Elsevier, vol. 29(C), pages 170-188.
  2. Canova, Fabio & Menz, Tobias, 2010. "Japan's Lost decade: Does money have a role?," Journal of the Japanese and International Economies, Elsevier, vol. 24(2), pages 178-195, June.
  3. James D. Hamilton & Tatsuyoshi Okimoto, 2011. "Sources of variation in holding returns for fed funds futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(3), pages 205-229, March.
  4. Hiroyuki Kasahara & Tatsuyoshi Okimoto & Katsumi Shimotsu, 2014. "Modified Quasi-Likelihood Ratio Test for Regime Switching," The Japanese Economic Review, Japanese Economic Association, vol. 65(1), pages 25-41, March.
  5. Dekle, Robert & Hamada, Koichi, 2015. "Japanese monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 175-199.
  6. Kagraoka, Yusho & Moussa, Zakaria, 2013. "Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 181-201.
  7. Zhu, Xiaoneng, 2011. "Revisiting the expectations hypothesis: The Japanese term structure and regime shifts," Journal of Economics and Business, Elsevier, vol. 63(3), pages 237-249, May.
  8. Nakajima, Jouchi & Kasuya, Munehisa & Watanabe, Toshiaki, 2011. "Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy," Journal of the Japanese and International Economies, Elsevier, vol. 25(3), pages 225-245, September.
  9. Harada, Nobuyuki & Kageyama, Noriyuki, 2011. "Bankruptcy dynamics in Japan," Japan and the World Economy, Elsevier, vol. 23(2), pages 119-128, March.
  10. Nakajima Jouchi, 2011. "Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-24, October.
  11. Girardin, Eric & Moussa, Zakaria, 2011. "Quantitative easing works: Lessons from the unique experience in Japan 2001â2006," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 461-495, October.
  12. Okimoto, Tatsuyoshi, 2019. "Trend inflation and monetary policy regimes in Japan," Journal of International Money and Finance, Elsevier, vol. 92(C), pages 137-152.
  13. Junko Koeda, 2011. "Japanese Yield Curves In and Out of a Zero Rate Environmnet: A Macro-Finance Perspective," CARF F-Series CARF-F-254, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Nov 2011.
  14. Schenkelberg, Heike & Watzka, Sebastian, 2013. "Real effects of quantitative easing at the zero lower bound: Structural VAR-based evidence from Japan," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 327-357.
  15. Jun‐Hyung Ko & Hiroshi Morita, 2019. "Regime Switches in Japan's Fiscal Policy: Markov‐Switching VAR Approach," Manchester School, University of Manchester, vol. 87(5), pages 724-749, September.
  16. Managi, Shunsuke & Okimoto, Tatsuyoshi, 2013. "Does the price of oil interact with clean energy prices in the stock market?," Japan and the World Economy, Elsevier, vol. 27(C), pages 1-9.
  17. Fumio Hayashi & Junko Koeda, 2013. "A Regime-Switching SVAR Analysis of Quantitative Easing," CARF F-Series CARF-F-322, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  18. Masahiko Shibamoto, 2016. "Source of Underestimation of the Monetary Policy Effect: Re-Examination of the Policy Effectiveness in Japan's 1990s," Manchester School, University of Manchester, vol. 84(6), pages 795-810, December.
  19. Masahiko Shibamoto & Wataru Takahashi & Takashi Kamihigashi, 2023. "Japan’s monetary policy: a literature review and empirical assessment," Journal of Computational Social Science, Springer, vol. 6(2), pages 1215-1254, October.
  20. Wu, Qingyang & Chang, Siqi & Bai, Caiquan & Wei, Wendong, 2023. "How do zombie enterprises hinder climate change action plans in China?," Energy Economics, Elsevier, vol. 124(C).
  21. Ben Charoenwong & Randall Morck & Yupana Wiwattanakantang, 2021. "Bank of Japan Equity Purchases: The (Non-)Effects of Extreme Quantitative Easing [Whatever it takes: the real effects of unconventional monetary policy]," Review of Finance, European Finance Association, vol. 25(3), pages 713-743.
  22. Matsuki, Takashi & Sugimoto, Kimiko & Satoma, Katsuhiko, 2015. "Effects of the Bank of Japan’s current quantitative and qualitative easing," Economics Letters, Elsevier, vol. 133(C), pages 112-116.
  23. Moussa, Zakaria, 2010. "The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model," MPRA Paper 29429, University Library of Munich, Germany.
  24. Morita, Hiroshi, 2015. "Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression," Discussion Paper Series 627, Institute of Economic Research, Hitotsubashi University.
  25. Hiroyuki Ijiri & Yoichi Matsubayashi, 2016. "Quantitative Easing Policy, Exchange Rates and Business Activity by Industry in Japan from 2001-2006," Discussion Papers 1611, Graduate School of Economics, Kobe University.
  26. Puzzello, Laura & Gomis-Porqueras, Pedro, 2018. "Winners and losers from the €uro," European Economic Review, Elsevier, vol. 108(C), pages 129-152.
  27. 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).
  28. Inoue,Tomoo & Kaya,Demet & Ohshige,Hitoshi, 2015. "The impact of China?s slowdown on the Asia Pacific region : an application of the GVAR model," Policy Research Working Paper Series 7442, The World Bank.
  29. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2019. "Asymptotic properties of the maximum likelihood estimator in regime switching econometric models," Journal of Econometrics, Elsevier, vol. 208(2), pages 442-467.
  30. Yoshiyuki Nakazono & Satoshi Ikeda, 2016. "Stock Market Responses Under Quantitative Easing: State Dependence and Transparency in Monetary Policy," Pacific Economic Review, Wiley Blackwell, vol. 21(5), pages 560-580, December.
  31. Fumio Hayashi, 2019. "Peril of the Inflation Exit Condition," The Japanese Economic Review, Springer, vol. 70(1), pages 4-27, March.
  32. Fumio Hayashi & Junko Koeda, 2014. "Exiting from QE," NBER Working Papers 19938, National Bureau of Economic Research, Inc.
  33. Mr. Ugo Fasano-Filho & Mr. Qing Wang & Pelin Berkmen, 2012. "Bank of Japan's Quantitative and Credit Easing: Are they Now More Effective," IMF Working Papers 2012/002, International Monetary Fund.
  34. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2024. "Identifying Quantitative and Qualitative Monetary Policy Shocks," International Journal of Central Banking, International Journal of Central Banking, vol. 20(3), pages 1-61, July.
  35. OKIMOTO, Tatsuyoshi, 2017. "Expected Inflation Regimes in Japan," Discussion paper series HIAS-E-41, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  36. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Identifying Unconventional Monetary Policy Shocks," Discussion Paper Series DP2017-05, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2017.
  37. Ko, Jun-Hyung & Morita, Hiroshi, 2015. "Fiscal sustainability and regime shifts in Japan," Economic Modelling, Elsevier, vol. 46(C), pages 364-375.
  38. Mustafa Akay & Berat Bayram & Abdullah Kazdal & Muhammed Hasan Yilmaz, 2020. "Investigating Regime-Dependent Dynamics in Country Risk Premium: Evidence from Turkey and Emerging Markets," CBT Research Notes in Economics 2008, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  39. Hiroyuki Kasahara & Katsumi Shimotsu, 2017. "Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models," CIRJE F-Series CIRJE-F-1049, CIRJE, Faculty of Economics, University of Tokyo.
  40. Iiboshi, Hirokuni & Umeda, Masanobu & Wakita, Shigeru, 2008. "Monetary Policy in Japan Reconsidered: A Regime-switching VAR Analysis," MPRA Paper 87391, University Library of Munich, Germany.
  41. 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.
  42. Meng, Xiangcai & Huang, Chia-Hsing, 2021. "The time-frequency analysis of conventional and unconventional monetary policy: Evidence from Japan," Japan and the World Economy, Elsevier, vol. 59(C).
  43. Ko, Jun-Hyung & Murase, Koichi, 2013. "Great Moderation in the Japanese economy," Japan and the World Economy, Elsevier, vol. 27(C), pages 10-24.
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