Printed from https://ideas.repec.org/s/boj/bojwps.html
Content
Undated material is presented at the end, although it may be more recent than other items
2024
- 24-E-13 Globalization and Its Growing Impact on the Natural Rates of Interest in Developed Economies
by Yudai Hatayama & Yuto Iwasaki & Kyoko Nakagami & Tatsuyoshi Okimoto - 24-E-12 Recent Developments in Measuring the Natural Rate of Interest
by Shogo Nakano & Yu Sugioka & Hiroki Yamamoto - 24-E-11 Pricing Implications of Centrality in an OTC Derivative Market: An Empirical Analysis Using Transaction-Level CDS Data
by Kohei Maehashi & Daisuke Miyakawa & Kana Sasamoto - 24-E-10 The Bank of Japan's Large-Scale Government Bond Purchases and the Formation of Long-Term Interest Rates
by Takashi Nakazawa & Mitsuhiro Osada - 24-E-9 The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market
by Noritaka Fukuma & Tomiyuki Kitamura & Kohei Maehashi & Naoki Matsuda & Keita Takemura & Kota Watanabe - 24-E-8 Counterfactual Simulation of the Effect of Large-Scale Monetary Easing on Japan's Financial System
by Nobuhiro Abe & Naohisa Hirakata & Yuto Ishikuro & Yosuke Koike & Yuki Konaka & Yutaro Takano - 24-E-7 Linkage between Wage and Price Inflation in Japan
by Yoichi Ueno - 24-E-6 On the Restructuring of Global Semiconductor Supply Chains
by Shota Miki & Yoichiro Tamanyu - 24-E-5 Market Functioning in the Japanese Corporate Bond Market
by Kaori Ochi & Mitsuhiro Osada - 24-E-4 Japan's Inflation under Global Inflation Synchronization
by Ichiro Fukunaga & Yosuke Kido & Kotaro Suita - 24-E-3 Changes in the Global Economic Landscape and Issues for Japan's Economy
by Yoshihiko Hogen & Yojiro Ito & Kenji Kanai & Naoya Kishi - 24-E-2 Aggregate Implications of Changing Industrial Trends in Japan
by Toyoichiro Shirota & Satoshi Tsuchida - 24-E-1 What Caused the Pandemic-Era Inflation?: Application of the Bernanke-Blanchard Model to Japan
by Koji Nakamura & Shogo Nakano & Mitsuhiro Osada & Hiroki Yamamoto
2023
- 23-E-14 Central Bank Mandates and Communication about Climate Change: Evidence from A Large Dataset of Central Bank Speeches
by David M. Arseneau & Mitsuhiro Osada - 23-E-13 Estimating Pipeline Pressures in New Keynesian Phillips Curves: A Bayesian VAR-GMM Approach
by Yoshibumi Makabe & Yosuke Matsumoto & Wataru Hirata - 23-E-12 Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market
by Daisuke Miyakawa & Takemasa Oda & Taihei Sone - 23-E-11 Heterogeneity and Wage Growth of Full-time Workers in Japan: An Empirical Analysis Using Micro Data
by Daiki Date & Takushi Kurozumi & Takashi Nakazawa & Yu Sugioka - 23-E-9 Nonlinear Input Cost Pass-through to Consumer Prices: A Threshold Approach
by Takatoshi Sasaki & Hiroki Yamamoto & Jouchi Nakajima - 23-E-8 The Slope of the Phillips Curve for Service Prices in Japan: Regional Panel Data Approach
by Yui Kishaba & Tatsushi Okuda - 23-E-6 Application of Machine Learning to a Credit Rating Classification Model: Techniques for Improving the Explainability of Machine Learning
by Ryuichiro Hashimoto & Kakeru Miura & Yasunori Yoshizaki - 23-E-5 Price Markups and Wage Setting Behavior of Japanese Firms
by Kosuke Aoki & Yoshihiko Hogen & Kosuke Takatomi - 23-E-4 Wage Developments in Japan: Four Key Issues for the Post-COVID-19 Wage Growth
by Ichiro Fukunaga & Kakuho Furukawa & Shunsuke Haba & Yoshihiko Hogen & Yosuke Kido & Tomohiro Okubo & Kotaro Suita & Kosuke Takatomi - 23-E-3 A Theory of Intrinsic Inflation Persistence
by Takushi Kurozumi & Willem Van Zandweghe - 23-E-2 Analysis of the Transmission of Carbon Tax using a Multi-Sector Dynamic Stochastic General Equilibrium Model
by Kohei Matsumura & Tomomi Naka & Nao Sudo - 23-E-1 Corporate Finance Facility and Resource Allocation: Research Trends and Developments during the Spread of COVID-19
by Kotone Yamada & Yukio Minoura & Jouchi Nakajima & Tomoyuki Yagi
2022
- 22-E-19 A Nowcasting Model of Exports Using Maritime Big Data
by Kakuho Furukawa & Ryohei Hisano - 22-E-17 Pass-Through of Cost-Push Pressures to Consumer Prices
by Tomoyuki Yagi & Yoshiyuki Kurachi & Masato Takahashi & Kotone Yamada & Hiroshi Kawata - 22-E-16 A Nowcasting Model of Industrial Production using Alternative Data and Machine Learning Approaches
by Kakuho Furukawa & Ryohei Hisano & Yukio Minoura & Tomoyuki Yagi - 22-E-15 Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications
by Yoshiyasu Koide & Yoshihiko Hogen & Nao Sudo - 22-E-14 Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks
by Yoshihiko Hogen & Yoshiyasu Koide & Yuji Shinozaki - 22-E-13 Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets
by Kazuya Suzuki & Kana Sasamoto - 22-E-12 Flood Risk Perception and its Impact on Land Prices in Japan
by Yoshiyasu Koide & Kenji Nishizaki & Nao Sudo - 22-E-10 Productivity Trends in Japan - Reviewing Recent Facts and the Prospects for the Post-COVID-19 Era -
by Tomoyuki Yagi & Kakuho Furukawa & Jouchi Nakajima - 22-E-9 Constructing GDP Nowcasting Models Using Alternative Data
by Takashi Nakazawa - 22-E-7 A Preferred Habitat View of Yield Curve Control
by Junko Koeda & Yoichi Ueno - 22-E-6 How Do Floods Affect the Economy? An Empirical Analysis using Japanese Flood Data
by Takuro Ashizawa & Nao Sudo & Hiroki Yamamoto - 22-E-5 Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE Model
by Ryuichiro Hashimoto & Nao Sudo - 22-E-4 The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach
by Yoshibumi Makabe & Yoshihiko Norimasa - 22-E-3 A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM
by Takushi Kurozumi & Ryohei Oishi - 22-E-1 Households' Perceived Inflation and CPI Inflation: the Case of Japan
by Yusuke Takahashi & Yoichiro Tamanyu
2021
- 21-E-15 Zombies, Again? The COVID-19 Business Support Programs in Japan
by Takeo Hoshi & Daiji Kawaguchi & Kenichi Ueda - 21-E-14 A Network Analysis of the JGB Repo Market
by HORIKAWA Takumi & MATSUI Yujiro & GEMMA Yasufumi - 21-E-13 Macroeconomic Changes with Declining Trend Inflation: Complementarity with the Superstar Firm Hypothesis
by Takushi Kurozumi & Willem Van Zandweghe - 21-E-12 Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis
by Jouchi Nakajima & Hiroaki Yamagata & Tatsushi Okuda & Shinnosuke Katsuki & Takeshi Shinohara - 21-E-11 The Economics of Privacy: A Primer Especially for Policymakers
by Yosuke Uno & Akira Sonoda & Masaki Bessho - 21-E-10 Quantitative Analysis of the Impact of Floods on Firms' Financial Conditions
by Hiroki Yamamoto & Tomomi Naka - 21-E-9 Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model
by Takuji Kawamoto & Jouchi Nakajima & Tomoaki Mikami - 21-E-8 New Hedonic Quality Adjustment Method using Sparse Estimation
by Sahoko Furuta & Yudai Hatayama & Atsushi Kawakami & Yusuke Oh - 21-E-7 China's Long-Term Growth Potential: Can Productivity Convergence Be Sustained?
by Takatoshi Sasaki & Tomoya Sakata & Yui Mukoyama & Koichi Yoshino - 21-E-6 Final Demand-Intermediate Demand Aggregation System of Japan's Producer Price Index
by Moegi Inoue & Atsushi Kawakami & Ayako Masujima & Ichiro Muto & Shogo Nakano & Izumi Takagawa - 21-E-5 Emerging Economies' Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors
by Yoshihiko Norimasa & Kazuki Ueda & Tomohiro Watanabe - 21-E-4 Supplementary Paper Series for the "Assessment" (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconomic Model (Q-JEM)
by Takuji Kawamoto & Takashi Nakazawa & Yui Kishaba & Kohei Matsumura & Jouchi Nakajima - 21-E-3 Supplementary Paper Series for the "Assessment" (1): The Effects of the Bank of Japan's ETF Purchases on Risk Premia in the Stock Markets
by Ko Adachi & Kazuhiro Hiraki & Tomiyuki Kitamura
2020
- 20-E-8 How Does Climate Change Interact with the Financial System? A Survey
by Kakuho Furukawa & Hibiki Ichiue & Noriyuki Shiraki - 20-E-7 R&D and Innovation: Evidence from Patent Data
by Yusuke Oh & Koji Takahashi - 20-E-6 Characteristics of Uncertainty Indices in the Macroeconomy
by Takeshi Shinohara & Tatsushi Okuda & Jouchi Nakajima - 20-E-5 Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates
by Kazuhiro Hiraki & Wataru Hirata - 20-E-4 Flattening of the Wage Phillips Curve and Downward Nominal Wage Rigidity: The Japanese Experience in the 2010s
by Wataru Hirata & Toshitaka Maruyama & Tomohide Mineyama - 20-E-2 Monetary Policy and Macroeconomic Stability Revisited
by Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe - 20-E-1 Bank Risk Taking and Financial Stability: Evidence from Japan's Loan Market
by Takuji Kawamoto & Taichi Matsuda & Koji Takahashi & Yoichiro Tamanyu
2019
- 19-E-17 "Don't know" Tells: Calculating Non-Response Bias in Firms' Inflation Expectations Using Machine Learning Techniques
by Yosuke Uno & Ko Adachi - 19-E-16 Firms' Inflation Expectations under Rational Inattention and Sticky Information: An Analysis with a Small-Scale Macroeconomic Model
by Tomiyuki Kitamura & Masaki Tanaka - 19-E-15 The Formation of Firms' Inflation Expectations: A Survey Data Analysis
by Haruhiko Inatsugu & Tomiyuki Kitamura & Taichi Matsuda - 19-E-14 Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics
by Kosuke Aoki & Hibiki Ichiue & Tatsushi Okuda - 19-E-13 The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience
by Jess Diamond & Kota Watanabe & Tsutomu Watanabe - 19-E-12 Decreasing Wage Returns to Human Capital: Analysis of Wage and Job Experience Using Micro Data of Workers
by Taro Kimura & Yoshiyuki Kurachi & Tomohiro Sugo - 19-E-11 Financial Interconnectedness, Amplification, and Cross-Border Activity
by Daisuke Ikeda & Mayumi Ojima & Koji Takahashi - 19-E-10 Inflation and Social Welfare in a New Keynesian Model: The Case of Japan and the U.S
by Tomohide Mineyama & Wataru Hirata & Kenji Nishizaki - 19-E-9 Inflation Dynamics in the Age of Robots: Evidence and Some Theory
by Takuji Fueki & Kohei Maehashi - 19-E-8 Households' Liquidity Constraint, Optimal Attention Allocation, and Inflation Expectations
by Hibiki Ichiue & Maiko Koga & Tatsushi Okuda & Tatsuya Ozaki - 19-E-7 The Quarterly Japanese Economic Model (Q-JEM): 2019 version
by Naohisa Hirakata & Kazutoshi Kan & Akihiro Kanafuji & Yosuke Kido & Yui Kishaba & Tomonori Murakoshi & Takeshi Shinohara - 19-E-6 Inflation Expectations Curve in Japan
by Toshitaka Maruyama & Kenji Suganuma - 19-E-5 Strategic Complementarity and Asymmetric Price Setting among Firms
by Maiko Koga & Koichi Yoshino & Tomoya Sakata - 19-E-4 On Liquidity Shocks and Asset Prices
by Pablo A. Guerron-Quintana & Ryo Jinnai - 19-E-3 Estimating a Markov Switching DSGE Model with Macroeconomic Policy Interaction
by Nobuhiro Abe & Takuji Fueki & Sohei Kaihatsu - 19-E-2 Digital Innovation, Data Revolution and Central Bank Digital Currency
by Noriyuki Yanagawa & Hiromi Yamaoka - 19-E-1 Competition and Bank Systemic Risk: New Evidence from Japan's Regional Banking
by Wataru Hirata & Mayumi Ojima
2018
- 18-E-20 The Labor Share, Capital-Labor Substitution, and Factor Augmenting Technologies
by Naohisa Hirakata & Yasutaka Koike - 18-E-19 What Drives China's Growth? Evidence from Micro-level Data
by Tomoyuki Iida & Kanako Shoji & Shunichi Yoneyama - 18-E-18 Nowcasting Japanese GDPs
by Kyosuke Chikamatsu, Naohisa Hirakata, Yosuke Kido, Kazuki Otaka - 18-E-17 Private Information and Analyst Coverage: Evidence from Firm Survey Data
by Yoshiyuki Nakazono & Maiko Koga & Tomohiro Sugo - 18-E-16 Do Market Segmentation and Preferred Habitat Theories Hold in Japan? : Quantifying Stock and Flow Effects of Bond Purchases
by Nao Sudo & Masaki Tanaka - 18-E-15 New Facts about Firms' Inflation Expectations: Short- versus Long-Term Inflation Expectations
by Yosuke Uno & Saori Naganuma & Naoko Hara - 18-E-14 New Facts about Firms' Inflation Expectations: Simple Tests for a Sticky Information Model
by Yosuke Uno & Saori Naganuma & Naoko Hara - 18-E-13 Compilation of Experimental Price Indices Using Big Data and Machine Learning:A Comparative Analysis and Validity Verification of Quality Adjustments
by Nobuhiro Abe & Kimiaki Shinozaki - 18-E-12 Interaction between Business Cycles and Economic Growth
by Sohei Kaihatsu & Maiko Koga & Tomoya Sakata & Naoko Hara - 18-E-11 A structural credit risk model based on purchase order information
by Suguru Yamanaka & Misaki Kinoshita - 18-E-10 Productivity Improvement and Economic Growth
by Koji Nakamura & Sohei Kaihatsu & Tomoyuki Yagi - 18-E-9 Firm Performance and Macro Forecast Accuracy
by Mari Tanaka & Nicholas Bloom & Maiko Koga & Haruko Kato - 18-E-8 The Anchoring of Inflation Expectations in Japan: A Learning-Approach Perspective
by Yoshihiko Hogen & Ryoichi Okuma - 18-E-7 Global Stock Return Comovements: Trends and Determinants
by Kei-Ichiro Inaba - 18-E-6 Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --
by Yosuke Okazaki & Nao Sudo - 18-E-5 Recurrent Bubbles, Economic Fluctuations, and Growth
by Pablo A. Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai - 18-E-4 Risk-Taking, Inequality and Output in the Long-Run
by Shuhei Aoki & Makoto Nirei & Kazufumi Yamana - 18-E-3 Dynamic Analysis of Budget Policy Rules in Japan
by Koichi Futagami & Kunihiko Konishi - 18-E-2 Adjustments of regular and non-regular workers to exogenous shocks: Evidence from exchange rate fluctuation
by Izumi Yokoyama & Kazuhito Higa & Daiji Kawaguchi - 18-E-1 Population Aging and the Real Interest Rate in the Last and Next 50 Years -- A tale told by an Overlapping Generations Model --
by Nao Sudo & Yasutaka Takizuka
2017
- 17-E-11 Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --
by Yuto Iwasaki & Nao Sudo - 17-E-10 Why Did the BOJ Not Achieve the 2 Percent Inflation Target with a Time Horizon of About Two Years? -- Examination by Time Series Analysis --
by Takuji Kawamoto & Moe Nakahama - 17-E-9 Behavioral Biases in Firms' Growth Expectations
by Maiko Koga & Haruko Kato - 17-E-8 Large Firm Dynamics and Secular Stagnation: Evidence from Japan and the U.S
by Yoshihiko Hogen & Ko Miura & Koji Takahashi - 17-E-7 Do Term Premiums Matter? Transmission via Exchange Rate Dynamics
by Mitsuru Katagiri & Koji Takahashi - 17-E-6 Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models
by Yuichiro Ito & Yasutaka Takizuka & Shigeaki Fujiwara - 17-E-5 Phillips Curve and Price-Change Distribution under Declining Trend Inflation
by Sohei Kaihatsu & Mitsuru Katagiri & Noriyuki Shiraki - 17-E-4 Impact of Japanese Banks' Strategic Stockholdings on their Cost of Capital
by Kei Ikeda - 17-E-3 Effects of Monetary Policy Shocks on Inequality in Japan
by Masayuki Inui & Nao Sudo & Tomoaki Yamada - 17-E-2 Structural Reforms, Innovation and Economic Growth
by Kosuke Aoki & Naoko Hara & Maiko Koga - 17-E-1 Empirical Evidence on "Systemic as a Herd": The Case of Japanese Regional Banks
by Naohisa Hirakata & Yosuke Kido & Jie Liang Thum
2016
- 16-E-20 Estimating Japan's Gross Domestic Income Based on Taxation Data
by Hiroyuki Fujiwara & Yasutaka Ogawa - 16-E-19 Advanced Lending Operations and Credit Risk Assessment Using Purchase Order Information
by Suguru Yamanaka - 16-E-18 TIPS: The Trend Inflation Projection System and Estimation Results
by Koji Takahashi - 16-E-17 Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market
by Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu - 16-E-16 The Power of Unconventional Monetary Policy in a Liquidity Trap
by Masayuki Inui & Sohei Kaihatsu - 16-E-15 Supplementary Paper Series for the "Comprehensive Assessment" (3): Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) -- Assessment Based on Bank of Japan's Large-scale Macroeconomic Model (Q-JEM) --
by Kazutoshi Kan & Yui Kishaba & Tomohiro Tsuruga - 16-E-14 Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence
by Tomoyuki Iida & Takeshi Kimura & Nao Sudo - 16-E-13 Determinants of Launch Spreads on EM USD-Denominated Corporate Bonds
by Naoto Higashio & Takahiro Hirakawa & Ryo Nagaushi & Shinsuke Ohyama & Atsushi Takanashi - 16-E-12 Coordination in Price Setting and the Zero Lower Bound: A Global Games Approach
by Mitsuru Katagiri - 16-E-11 The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan
by Masazumi Hattori & Steven Kong & Frank Packer & Toshitaka Sekine - 16-E-10 Firms' Inflation Expectations and Wage-setting Behaviors
by Sohei Kaihatsu & Noriyuki Shiraki - 16-E-9 Does a Higher Frequency of Micro-level Price Changes Matter for Macro Price Stickiness?: Assessing the Impact of Temporary Price Changes
by Yoshiyuki Kurachi & Kazuhiro Hiraki & Shinichi Nishioka - 16-E-8 Measuring Underlying Inflation Using Dynamic Model Averaging
by Yuto Iwasaki & Sohei Kaihatsu - 16-E-7 Effects of Inflation and Wage Expectations on Consumer Spending: Evidence from Micro Data
by Yuichiro Ito & Sohei Kaihatsu - 16-E-6 Forward Guidance as a Monetary Policy Rule
by Mitsuru Katagiri - 16-E-5 Pricing Patterns over Product Life-Cycle and Quality Growth at Product Turnover: Empirical Evidence from Japan
by Nobuhiro Abe & Yojiro Ito & Ko Munakata & Shinsuke Ohyama & Kimiaki Shinozaki - 16-E-4 Household Portfolios in a Secular Stagnation World: Evidence from Japan
by Kosuke Aoki & Alexander Michaelides & Kalin Nikolov - 16-E-2 Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data
by Arito Ono & Kosuke Aoki & Shinichi Nishioka & Kohei Shintani & Yosuke Yasui - 16-E-1 Inflation expectations and monetary policy under disagreements
by Yoshiyuki Nakazono
2015
- 15-E-11 Is macroprudential policy instrument blunt?
by Katsurako Sonoda & Nao Sudo - 15-E-10 Fiscal Conditions and Long-term Interest Rates
by Koji Nakamura & Tomoyuki Yagi - 15-E-9 A new technique for estimating currency premiums
by Kei Imakubo & Koichiro Kamada & Kazutoshi Kan - 15-E-8 Are Household Inflation Expectations Anchored in Japan?
by Koichiro Kamada & Jouchi Nakajima & Shusaku Nishiguchi - 15-E-7 An Empirical Study of the Dynamic Correlation of Japanese Stock Returns
by Takashi Isogai - 15-E-6 How Do Japanese Banks Set Loan Interest Rates?: Estimating Pass-Through Using Bank-Level Data
by Tomiyuki Kitamura & Ichiro Muto & Ikuo Takei - 15-E-5 The natural yield curve: its concept and measurement
by Kei Imakubo & Haruki Kojima & Jouchi Nakajima - 15-E-4 Changing Exchange Rate Pass-Through in Japan: Does It Indicate Changing Pricing Behavior?
by Naoko Hara & Kazuhiro Hiraki & Yoshitaka Ichise - 15-E-3 Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model
by Sohei Kaihatsu & Jouchi Nakajima - 15-E-2 Liquidity in JGB Markets: An Evaluation from Transaction Data
by Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano - 15-E-1 Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model
by Kei Imakubo & Jouchi Nakajima
2014
- 14-E-9 Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy
by Naoko Hara & Munechika Katayama & Ryo Kato - 14-E-8 Inter-industry labor reallocation and task distance
by Ayako Kondo & Saori Naganuma - 14-E-7 New Financial Activity Indexes: Early Warning System for Financial Imbalances in Japan
by Yuichiro Ito & Tomiyuki Kitamura & Koji Nakamura & Takashi Nakazawa - 14-E-6 Confidence Erosion and Herding Behavior in Bond Markets: An Essay on Central Bank Communication Strategy
by Koichiro Kamada & Ko Miura - 14-E-5 Winning the race against technology
by Daiji Kawaguchi & Yuko Mori - 14-E-4 An Empirical Study on the New Keynesian Wage Phillips Curve: Japan and the US
by Ichiro Muto & Kohei Shintani - 14-E-3 Outward FDI and Domestic Job Creation in the Service Sector
by Kenichi Sakura & Takashi Kondo - 14-E-2 Estimation of Firms' Default Rates in terms of Intangible Assets
by Saiki Tsuchiya & Shinichi Nishioka - 14-E-1 Benchmarking of Unconditional VaR and ES Calculation Methods: A Comparative Simulation Analysis with Truncated Stable Distribution
by Takashi Isogai
2013
- 13-E-16 Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration
by Yoshiyuki Fukuda & Yuki Kimura & Nao Sudo & Hiroshi Ugai - 13-E-15 Downward Rigidity in Households' Price Expectations: An Analysis Based on the Bank of Japan's 'Opinion Survey on the General Public's Views and Behavior'
by Koichiro Kamada - 13-E-14 New Monthly Estimation Approach for Nowcasting GDP Growth: The Case of Japan
by Naoko Hara & Shotaro Yamane - 13-E-13 On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity
by Koichiro Kamada & Jouchi Nakajima - 13-E-12 Risk Aggregation by a Copula with a Stressed Condition
by Toshinao Yoshiba - 13-E-11 Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence
by Hibiki Ichiue & Shusaku Nishiguchi - 13-E-10 What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production
by Yusuke Kumano & Ichiro Muto & Akihiro Nakano - 13-E-9 A Study of Missing Value Imputation in Business Surveys: The Case of the Short-Term Economic Survey of Enterprises in Japan (Tankan)
by Takahiro Hirakawa & Junichiro Hatogai - 13-E-8 Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields
by Hibiki Ichiue & Yoichi Ueno - 13-E-7 Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach
by Takeshi Kimura & Jouchi Nakajima - 13-E-6 Banks' Stockholdings and the Correlation between Bonds and Stocks: A Portfolio Theoretic Approach
by Yoshiyuki Fukuda & Kazutoshi Kan & Yoshihiko Sugihara - 13-E-5 What is the Major Determinant of Credit Flows through Cross-Border Banking?
by Toyoichiro Shirota - 13-E-4 Monetary Policy and Inflation Dynamics in Asset Price Bubbles
by Daisuke Ikeda - 13-E-3 Impact of Macroprudential Policy Measures on Economic Dynamics: Simulation Using a Financial Macro-econometric Model
by Hiroshi Kawata & Yoshiyuki Kurachi & Koji Nakamura & Yuki Teranishi - 13-E-2 The Effects of Settlement Methods on Liquidity Needs: Empirical Study based on Funds Transfer Data
by Saiki Tsuchiya - 13-E-1 Welfare Analysis of Policy Measures for Financial Stability
by Ko Munakata & Koji Nakamura & Yuki Teranishi
2012
- 12-E-13 Application of a Search Model to Appropriate Designing of Reference Rates: Actual Transactions and Expert Judgment
by Shun Kobayashi - 12-E-12 Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework
by Nao Sudou - 12-E-11 Effects of the Loss and Correction of a Reference Rate on Japan's Economy and Financial System: Analysis Using the Financial Macro-econometric Model
by Hiroshi Kawata & Tomiyuki Kitamura & Koji Nakamura & Yuki Teranishi & Saiki Tsuchiya - 12-E-10 A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate
by Ichiro Muto - 12-E-9 Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model
by Ichiro Muto & Takemasa Oda & Nao Sudo - 12-E-8 Identification of Structural Shocks under the Zero Lower Bound on Nominal Interest Rates
by Kosuke Aoki & Yoichi Ueno - 12-E-7 Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US
by Hibiki Ichiue & Yuhei Shimizu - 12-E-6 Chronic Deflation in Japan
by Kenji Nishizaki & Toshitaka Sekine & Yoichi Ueno - 12-E-5 Asset Portfolio Choice of Banks and Inflation Dynamics
by Kosuke Aoki & Nao Sudo - 12-E-4 The Financial Activity Index
by Atsushi Ishikawa & Koichiro Kamada & Kazutoshi Kan & Ryota Kojima & Yoshiyuki Kurachi & Kentaro Nasu & Yuki Teranishi - 12-E-3 The Effects of Demographic Changes on the Real Interest Rate in Japan
by Daisuke Ikeda & Masashi Saito - 12-E-2 Reconciling the Relevance of Labor Market Institutions in Search and Matching Models with International Evidence
by Wataru Hirata - 12-E-1 Introduction to the Financial Macro-econometric Model
by Atsushi Ishikawa & Koichiro Kamada & Yoshiyuki Kurachi & Kentaro Nasu & Yuki Teranishi
2011
- 11-E-11 The Quarterly Japanese Economic Model (Q-JEM): 2011 Version
by Ichiro Fukunaga & Naoko Hara & Satoko Kojima & Yoichi Ueno & Shunichi Yoneyama - 11-E-10 How much Asymmetry is there in Bond Returns and Exchange Rates?
by Lena Mareen Koerber & Daisuke Nagakura & Ippei Fujiwara - 11-E-9 Assessing the Effects of Fiscal Policy in Japan with Estimated and Calibrated DSGE Models
by Takuji Fueki & Ichiro Fukunaga & Masashi Saito - 11-E-8 China's Capital Controls and Interest Rate Parity: Experience during 1999 - 2010 and Future Agenda for Reforms
by Ichiro Otani & Tomoyuki Fukumoto & Yosuke Tsuyuguchi - 11-E-7 A Global Game Analysis of Emergent Liquidity Provision and the Role of Creditors' Aggregate Behavior as Signaling
by Junnosuke Shino - 11-E-6 Asian Financial Linkage: Macro-Finance Dissonance
by Ippei Fujiwara & Koji Takahashi - 11-E-5 Rebalancing China's Economic Growth: Some Insights from Japan's Experience
by Tomoyuki Fukumoto & Ichiro Muto - 11-E-4 A Positive Theory of Fixed-Rate Funds-Supplying Operations in an Accommodative Financial Environment
by Junnosuke Shino - 11-E-3 What has caused the surge in global commodity prices and strengthened cross-market linkage?
by Takuji Kawamoto & Takeshi Kimura & Kentaro Morishita & Masato Higashi - 11-E-2 Changes in the Federal Reserve Communication Strategy: A Structural Investigation
by Yasuo Hirose & Takushi Kurozumi - 11-E-1 The Financial Cycle Indexes for Early Warning Exercise
by Koichiro Kamada & Kentaro Nasu
2010
- 10-E-13 Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy
by Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota - 10-E-12 Sources of Business Fluctuations: Financial or Technology Shocks?
by Sohei Kaihatsu & Takushi Kurozumi - 10-E-11 The Role of Money and Growth Expectations in Price Determination Mechanism
by Takeshi Kimura & Takeshi Shimatani & Kenichi Sakura & Tomoaki Nishida - 10-E-10 Measuring Monetary Policy Under Zero Interest Rates With a Dynamic Stochastic General Equilibrium Model: An Application of a Particle Filter
by Tomiyuki Kitamura - 10-E-9 Understanding Contingent Capital
by Koichiro Kamada - 10-E-8 Treatment of Outliers in Business Surveys: The Case of Short-term Economic Survey of Enterprises in Japan (Tankan)
by Atsushi Ishikawa & Shunsuke Endo & Tetsuya Shiratori - 10-E-7 Real-time Analysis on Japan's Labor Productivity
by Naoko Hara & Hibiki Ichiue - 10-E-6 Calibrating the Level of Capital: The Way We See It
by Ryo Kato & Shun Kobayashi & Yumi Saita - 10-E-5 Financial Integration and Economic Growth: An Empirical Analysis Using International Panel Data from 1974-2007
by Mitsuhiro Osada & Masashi Saito - 10-E-4 Do Investment-Specific Technological Changes Matter for Business Fluctuations? Evidence from Japan
by Yasuo Hirose & Takushi Kurozumi - 10-E-3 Does Information Technology Induce the De-skilling of Contingent Workers?: Experiences in the Japanese Electrical and Electronic Industry
by Hiroyuki Chuma & Daiji Kawaguchi - 10-E-2 How Can Leverage Regulations Work for the Stabilization of Financial Systems?
by Koichiro Kamada & Kentaro Nasu