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The Information Content of Financial and Economic Variables: Empirical Tests of Information Variables in Japan

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  • Kengo Kato

    (Research Division 1, Institute for Monetary and Economic Studies, Bank of Japan)

Abstract

The main topic of this paper is "information variables" (or "indicators") of monetary policy, which work as criteria for setting the direction of monetary policy. After briefly surveying the notion and candidates of information variables, according to the studies mainly in the United States, empirical tests using Japan's data are conducted. It can be said that some information variables seem to be useful, but the results are mixed in general.

Suggested Citation

  • Kengo Kato, 1991. "The Information Content of Financial and Economic Variables: Empirical Tests of Information Variables in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 9(1), pages 61-86, March.
    • Handle: RePEc:ime:imemes:v:9:y:1991:i:1:p:61-86
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    File URL: http://www.imes.boj.or.jp/research/papers/english/me9-1-3.pdf
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    Cited by:

    1. Kunio Okina, 1993. "Market Operations in Japan: Theory and Practice," NBER Chapters, in: Japanese Monetary Policy, pages 31-62, National Bureau of Economic Research, Inc.

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