Publications

by members of

Institute for Monetary and Economic Studies
Bank of Japan
Tokyo, Japan

Working papers

2009

1. Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," Global COE Hi-Stat Discussion Paper Series gd09-055, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
2. Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," IMES Discussion Paper Series 09-E-11, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
3. Shigenori Shiratsuka & Wataru Takahashi & Kozo Ueda, 2009. "Financial System and Monetary Policy Implementation: Summary of the 2009 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," IMES Discussion Paper Series 09-E-020, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
4. Yukinobu Kitamura & Masato Nishiwaki & Tetsushi Murao, 2009. "On Empirical Estimation of the Production Function under Imperfect Capital Markets [in Japanese]," Global COE Hi-Stat Discussion Paper Series gd09-70, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
5. Ippei Fujiwara & Yuki Teranishi, 2009. "Financial Stability in Open Economies," IMES Discussion Paper Series 09-E-09, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
6. Jouchi Nakajima & Yuki Teranishi, 2009. "The Evolution of Loan Rate Stickiness Across the Euro Area," IMES Discussion Paper Series 09-E-010, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
7. Yuki Teranishi, 2009. "Credit Spread and Monetary Policy," IMES Discussion Paper Series 09-E-14, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
8. Naohisa Hirakata & Nao Sudo, 2009. "Accounting for Oil Price Variation and Weakening Impact of the Oil Crisis," IMES Discussion Paper Series 09-E-01, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
9. Ippei Fujiwara & Nao Sudo & Yuki Teranishi, 2009. "Global Liquidity Trap: A Simple Analytical Investigation," IMES Discussion Paper Series 09-E-31, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
10. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2009. "Chained Credit Contracts and Financial Accelerators," IMES Discussion Paper Series 09-E-030, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
11. Ichiro Fukunaga & Naohisa Hirakata & Nao Sudo, 2009. "The Effects of Oil Price Changes on the Industry-Level Production and Prices in the U.S. and Japan," IMES Discussion Paper Series 09-E-24, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
12. Kozo Ueda, 2009. "Central Bank Communication and Multiple Equilibria," IMES Discussion Paper Series 09-E-05, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
13. Kozo Ueda, 2009. "Determinants of Households' Inflation Expectations," IMES Discussion Paper Series 09-E-08, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
14. Michio Suzuki, 2009. "Consumption Smoothing without Secondary Markets for Small Durable Goods," IMES Discussion Paper Series 09-E-04, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]

2008

1. Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-9, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
2. Daisuke Nagakura, 2008. "How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models," IMES Discussion Paper Series 08-E-24, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
3. Toshitaka Sekine & Yuki Teranishi, 2008. "Inflation Targeting and Monetary Policy Activism," IMES Discussion Paper Series 08-E-13, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
4. Yuki Teranishi, 2008. "Optimal Monetary Policy under Staggered Loan Contracts," IMES Discussion Paper Series 08-E-08, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
5. Ippei Fujiwara & Yuki Teranishi, 2008. "Real Exchange Rate Dynamics under Staggered Loan Contracts," IMES Discussion Paper Series 08-E-11, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
6. Tomohiro Sugo & Yuki Teranishi, 2008. "The Zero Interest Rate Policy," IMES Discussion Paper Series 08-E-20, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
7. Nao Sudo & Yuki Teranishi, 2008. "Optimal Monetary Policy under Imperfect Financial Integration," IMES Discussion Paper Series 08-E-25, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
8. Nao Sudo, 2008. "Sectoral Co-Movement, Monetary-Policy Shock, and Input-Output Structure," IMES Discussion Paper Series 08-E-15, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
9. Hirokazu Ishise & Nao Sudo, 2008. "Inventory-Theoretic Model of Money Demand, Multiple Goods, and Price Dynamics," IMES Discussion Paper Series 08-E-19, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
10. R. Anton Braun & Toshihiro Okada & Nao Sudo, 2008. "U.S. R&D and Japanese Medium Term Cycles," Discussion Paper Series 43, School of Economics, Kwansei Gakuin University, revised Oct 2008. [Downloadable!]

2007

1. Daisuke Nagakura & Eric Zivot, 2007. "Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP," Working Papers UWEC-2007-07, University of Washington, Department of Economics. [Downloadable!]
2. Daisuke Nagakura, 2007. "Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process," IMES Discussion Paper Series 07-E-020, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
3. Ippei Fujiwara & Yuki Teranishi, 2007. "A Dynamic New Keynesian Life-Cycle Model: Societal Ageing, Demographics and Monetary Policy," IMES Discussion Paper Series 07-E-04, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]

2006

1. Yukinobu Kitamura, 2006. "Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data (Revised version)," Hi-Stat Discussion Paper Series d06-184, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
2. Kazuyasu Sakamoto & Yukinobu Kitamura, 2006. "Sedaikan kankei kara mita kekkon kodo [in Japanese]," Hi-Stat Discussion Paper Series d06-198, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

2005

1. Yukinobu Kitamura & Tsuyosi Miyazaki, 2005. "Kekkon keikenritsu to shusseiryoku no tiikikankakusa: Jissho survey," Hi-Stat Discussion Paper Series d05-124, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
2. Yukinobu Kitamura, 2005. "Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data (This paper was revised as 06-184 in August 2006)," Hi-Stat Discussion Paper Series d05-116, Institute of Economic Research, Hitotsubashi University.
3. R. Anton Braun & Julen Esteban-Pretel & Toshihiro Okada & Nao Sudou, 2005. "A Comparison of the Japanese and U.S. Business Cycles," CIRJE F-Series CIRJE-F-392, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]

2004

1. Ryo Kato, 2004. "Liquidity, Infinite Horizons and Macroeconomic Fluctuations," Econometric Society 2004 Far Eastern Meetings 622, Econometric Society. [Downloadable!]
2. Masayuki Nakakuki & Akira Otani & Shigenori Shiratsuka, 2004. "Distortions in Factor Markets and Structural Adjustments in the Economy," Hi-Stat Discussion Paper Series d04-26, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
3. Okina, Kunio & Shiratsuka, Shigenori, 2004. "Policy Duration Effect under Zero Interest Rates: An Application of Wavelet Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
4. Yuki Teranishi & Ippei Fujiwara & Naoko Hara, 2004. "The Japanese Economic Model: JEM," Econometric Society 2004 Far Eastern Meetings 723, Econometric Society.

2003

1. Hiroshi FUJIKI & Yukinobu KITAMURA, 2003. "The Big Mac Standard: A Statistical Illustration," Discussion Paper Series a446, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
2. 北村, 行伸, 2003. "企業収益と負債 : 『企業活動基本調査』に基づく日本企業行動のパネル分析," CEI Working Paper Series 2003-7, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

2002

1. R. Kato & S. Nishiyama, 2002. "Optimal Monetary Policy When Interest Rates are Bounded at Zero," Computing in Economics and Finance 2002 8, Society for Computational Economics. [Downloadable!]
2. Kitamura, Yukinobu & Suto, Megumi & Teranishi, Juro, 2002. "Reflections on New Financial System in Japan: Participation Costs, Wealth Distribution,and Security Market-Based Intermediation," CEI Working Paper Series 2001-25, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

2001

1. Ryo Kato & Shinichi Nishiyama, 2001. "Optimal Monetary Policy When Interest Rates are Bound at Zero," Working Papers 01-12, Ohio State University, Department of Economics. [Downloadable!]
2. Kitamura, Yukinobu & Takayama, Noriyuki & Arita, Fumiko, 2001. "Household Savings and Wealth Distribution in Japan," Discussion Paper 38, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

2000

1. Ryo Kato author-name Takashi Ui & Tsutomu Watanabe, 2000. "Asymmetric Effects of Monetary Policy: Japanese Experience in the 1990s," Discussion Paper Series a388, Institute of Economic Research, Hitotsubashi University.
2. Kitamura, Yukinobu & Takayama, Noriyuki & Arita, Fumiko, 2000. "Household Savings in Japan Revisited," Discussion Paper 6, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

1999

1. Hisashi Nakamura & Shigenori Shiratsuka, 1999. "Extracting market expectations from option prices: case studies in Japanese option markets," Working Paper Series WP-99-1, Federal Reserve Bank of Chicago. [Downloadable!]
2. Shigenori Shiratsuka, 1999. "Asset price fluctuation and price indices," Working Paper Series WP-99-9, Federal Reserve Bank of Chicago.
3. Shigenori Shiratsuka, 1999. "Measurement errors in Japanese Consumer Price Index," Working Paper Series WP-99-2, Federal Reserve Bank of Chicago. [Downloadable!]

1994

1. Hiroshi Fujiki & Yukinobu Kitamura, 1994. "Feldstein-Horioka Paradox Revisited," Discussion Paper Series a298, Institute of Economic Research, Hitotsubashi University.

1993

1. Noriyuki Takayama & Yukinobu Kitamura, 1993. "Household Saving Behavior in Japan," Discussion Paper Series a280, Institute of Economic Research, Hitotsubashi University.

Journal articles

2009

1. Daisuke Nagakura & Masahito Kobayashi, 2009. "Testing The Sequential Logit Model Against The Nested Logit Model," The Japanese Economic Review, Japanese Economic Association, vol. 60(3), pages 345-361. [Downloadable!] (restricted)
2. Noriyuki TAKAYAMA & Yukinobu KITAMURA, 2009. "How to Make the Japanese Public Pension System Reliable and Workable," Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(1), pages 97-116. [Downloadable!] (restricted)

2008

1. Kato, Ryo, 2008. "A note on pitfalls of credit crunch regressions," Economics Letters, Elsevier, vol. 99(3), pages 504-507, June. [Downloadable!] (restricted)
2. Daisuke Nagakura, 2008. "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, Economics Bulletin, vol. 3(5), pages 1-7. [Downloadable!]
3. Nagakura, Daisuke, 2008. "A note on the two assumptions of standard unobserved components models," Economics Letters, Elsevier, vol. 100(1), pages 123-125, July. [Downloadable!] (restricted)
4. Fujiwara, Ippei & Teranishi, Yuki, 2008. "A dynamic new Keynesian life-cycle model: Societal aging, demographics, and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2398-2427, August. [Downloadable!] (restricted)
5. Sugo, Tomohiro & Ueda, Kozo, 2008. "Eliminating a deflationary trap through superinertial interest rate rules," Economics Letters, Elsevier, vol. 100(1), pages 119-122, July. [Downloadable!] (restricted)
6. Sugo, Tomohiro & Ueda, Kozo, 2008. "Estimating a dynamic stochastic general equilibrium model for Japan," Journal of the Japanese and International Economies, Elsevier, vol. 22(4), pages 476-502, December. [Downloadable!] (restricted)

2007

1. Yukinobu KITAMURA, 2007. "Comment on "Aging, Savings, and Public Pensions in Japan"," Asian Economic Policy Review, Japan Center for Economic Research, vol. 2(2), pages 322-323. [Downloadable!] (restricted)
2. Kazuyasu Sakamoto & Yukinobu Kitamura, 2007. "Marriage Behavior from the Perspective of Intergenerational Relationships," Japanese Economy, M.E. Sharpe, Inc., vol. 34(4), pages 76-122, December. [Downloadable!] (restricted)

2006

1. Kato, Ryo, 2006. "Liquidity, infinite horizons and macroeconomic fluctuations," European Economic Review, Elsevier, vol. 50(5), pages 1105-1130, July. [Downloadable!] (restricted)
2. Otani, Akira & Shiratsuka, Shigenori & Shirota, Toyoichiro, 2006. "Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Japan's Import Prices," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(1), pages 61-75, March. [Downloadable!]
3. Anton Braun, R. & Esteban-Pretel, Julen & Okada, Toshihiro & Sudou, Nao, 2006. "A comparison of the Japanese and U.S. business cycles," Japan and the World Economy, Elsevier, vol. 18(4), pages 441-463, December. [Downloadable!] (restricted)

2005

1. Kato, Ryo & Nishiyama, Shin-Ichi, 2005. "Optimal monetary policy when interest rates are bounded at zero," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 97-133, January. [Downloadable!] (restricted)
2. Jung, Taehun & Teranishi, Yuki & Watanabe, Tsutomu, 2005. "Optimal Monetary Policy at the Zero-Interest-Rate Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 813-35, October.
3. Fujiwara, Ippei & Hara, Naoko & Hirose, Yasuo & Teranishi, Yuki, 2005. "The Japanese Economic Model (JEM)," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(2), pages 61-142, May. [Downloadable!]
4. Sugo, Tomohiro & Teranishi, Yuki, 2005. "The optimal monetary policy rule under the non-negativity constraint on nominal interest rates," Economics Letters, Elsevier, vol. 89(1), pages 95-100, October. [Downloadable!] (restricted)
5. Ippei Fujiwara & Yuki Teranishi, 2005. "Monetary policy in a life-cycle economy," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

2004

1. Daisuke Nagakura, 2004. "A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model," Economics Bulletin, Economics Bulletin, vol. 3(40), pages 1-7. [Downloadable!]
2. Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori, 2004. "Comments on "Price Stability and Japanese Monetary Policy."," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(3), pages 25-36, October. [Downloadable!]
3. Okina, Kunio & Shiratsuka, Shigenori, 2004. "Policy commitment and expectation formation: Japan's experience under zero interest rates," The North American Journal of Economics and Finance, Elsevier, vol. 15(1), pages 75-100, March. [Downloadable!] (restricted)
4. Oi, Hiroyuki & Shiratsuka, Shigenori & Shirota, Toyoichiro, 2004. "On Long-Run Monetary Neutrality in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(3), pages 79-113, October. [Downloadable!]
5. Nakakuki, Masayuki & Otani, Akira & Shiratsuka, Shigenori, 2004. "Distortions in Factor Markets and Structural Adjustments in the Economy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 71-99, May. [Downloadable!]
6. Okina, Kunio & Shiratsuka, Shigenori, 2004. "Asset Price Fluctuations, Structural Adjustments, and Sustained Economic Growth: Lessons from Japan's Experience since the Late 1980s," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(S1), pages 143-67, December. [Downloadable!]
7. Hiroshi Fujiki & Yukinobu Kitamura, 2004. "The Big Mac Standard: A statistical Illustration," Economics Bulletin, Economics Bulletin, vol. 6(13), pages 1-18. [Downloadable!]
8. Kitamura, Yukinobu, 2004. "Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(3), pages 115-43, October. [Downloadable!]

2003

1. Otani, Akira & Shiratsuka, Shigenori & Shirota, Toyoichiro, 2003. "The Decline in the Exchange Rate Pass-Through: Evidence from Japanese Import Prices," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(3), pages 53-81, October. [Downloadable!]
2. Saito, Makoto & Shiratsuka, Shigenori, 2003. "Precautionary Motives versus Waiting Options: Evidence from Aggregate Household Saving in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(3), pages 1-20, October. [Downloadable!]

2002

1. Okina, Kunio & Shiratsuka, Shigenori, 2002. "Asset Price Bubbles, Price Stability, and Monetary Policy: Japan' s Experience," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(3), pages 35-76, October. [Downloadable!]
2. Fujiki, Hiroshi & Shiratsuka, Shigenori, 2002. "Policy Duration Effect under the Zero Interest Rate Policy in 1999-2000: Evidence from Japan's Money Market Data," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(1), pages 1-31, January. [Downloadable!]

2001

1. Mori, Naruki & Shiratsuka, Shigenori & Taguchi, Hiroo, 2001. "Policy Responses to the Post-bubble Adjustments in Japan: A Tentative Review," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 53-102, February. [Downloadable!]
2. Shiratsuka, Shigenori, 2001. "Information Content of Implied Probability Distributions: Empirical Studies of Japanese Stock Price Index Options," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(3), pages 143-70, November. [Downloadable!]
3. Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 2001. "The Asset Price Bubble and Monetary Policy: Japan's Experience in the Late 1980s and the Lessons: Background Paper," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 395-450, February. [Downloadable!]
4. Shiratsuka, Shigenori, 2001. "Is There a Desirable Rate of Inflation? A Theoretical and Empirical Survey," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(2), pages 49-83, May. [Downloadable!]
5. Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori, 2001. "Monetary Policy under Zero Interest Rate: Viewpoints of Central Bank Economists," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(1), pages 89-130, February. [Downloadable!]
6. Saito, Makoto & Shiratsuka, Shigenori, 2001. "Financial Crises As the Failure of Arbitrage: Implications for Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(S1), pages 239-70, February. [Downloadable!]
7. Kitamura, Yukinobu & Takayama, Noriyuki & Arita, Fumiko, 2001. "Household savings in Japan revisited," Research in Economics, Elsevier, vol. 55(2), pages 135-153, June. [Downloadable!] (restricted)

1999

1. Nakamura, Hisashi & Shiratsuka, Shigenori, 1999. "Extracting Market Expectations from Option Prices: Case Studies in Japanese Option Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(1), pages 1-43, May. [Downloadable!]
2. Shigenori Shiratsuka, 1999. "Measurement errors and quality-adjustment methodology: lessons from the Japanese CPI," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 2-13. [Downloadable!]
3. Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori, 1999. "Financial Market Globalization: Present and Future," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(3), pages 1-40, December. [Downloadable!]
4. Shiratsuka, Shigenori, 1999. "Asset Price Fluctuation and Price Indices," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(3), pages 103-28, December. [Downloadable!]
5. Shiratsuka, Shigenori, 1999. "Measurement Errors in the Japanese Consumer Price Index," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(3), pages 69-102, December. [Downloadable!]
6. Noriyuki Takayama & Yukinobu Kitamura, 1999. "Lessons from Generational Accounting in Japan," American Economic Review, American Economic Association, vol. 89(2), pages 171-175, May. [Downloadable!] (restricted)

1997

1. Shiratsuka, Shigenori, 1997. "Inflation Measures for Monetary Policy: Measuring the Underlying Inflation Trend and Its Implication for Monetary Policy Implementation," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 15(2), pages 1-26, December. [Downloadable!]
2. Kitamura, Yukinobu, 1997. "Indexed Bonds and Monetary Policy: The Real Interest Rate and the Expected Rate of Inflation," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 15(1), pages 1-25, May. [Downloadable!]

Undated

1. Martin Gervais & Paul Klein & Michio Suzuki & Matthew Brzozowski, . "Consumption, Income, and Wealth Inequality in Canada," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics.

Chapters

2005

1. Shigenori Shiratsuka, 2005. "The asset price bubble in Japan in the 1980s: lessons for financial and macroeconomic stability," BIS Papers chapters, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 42-62 Bank for International Settlements. [Downloadable!]

1999

1. Noriyuki Takayama & Yukinobu Kitamura & Hiroshi Yoshida, 1999. "Generational Accounting in Japan," NBER Chapters, in: Generational Accounting around the World, pages 447-470 National Bureau of Economic Research, Inc. [Downloadable!]

1994

1. Takatoshi Ito & Yukinobu Kitamura, 1994. "Public Policies and Household Saving in Japan," NBER Chapters, in: Public Policies and Household Savings, pages 133-160 National Bureau of Economic Research, Inc. [Downloadable!]
2. Noriyuki Takayama & Yukinobu Kitamura, 1994. "Household Saving Behavior in Japan," NBER Chapters, in: International Comparisons of Household Saving, pages 125-168 National Bureau of Economic Research, Inc. [Downloadable!]

Software components

2003

1. Ryo Kato, 2003. "Matlab code for a standard New IS-LM model with interest rate shocks," QM&RBC Codes 109, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
2. Ryo Kato, 2003. "Matlab code for Kiyotaki-Moore credit cycles," QM&RBC Codes 113, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
3. Ryo Kato, 2003. "Matlab code for the Phelan-Trejos model," QM&RBC Codes 115, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
4. Ryo Kato, 2003. "Matlab code for Sbordone's estimation for a sticky price model," QM&RBC Codes 116, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

2002

1. Ryo Kato, 2002. "Matlab code for a standard RBC model," QM&RBC Codes 108, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
2. Ryo Kato, 2002. "Matlab code for the Carlstrom-Fuerst AER (1997) model," QM&RBC Codes 112, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
3. Ryo Kato & Takayuki Tsuruga, 2002. "Matlab code for a sticky wage/price model," QM&RBC Codes 114, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

2001

1. Ryo Kato, 2001. "Matlab code for the McCallum/Nelson model," QM&RBC Codes 111, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

Undated

1. Ryo Kato & Shinichi Nishiyama, . "Matlab code for a standard New IS-LM model with money shocks," QM&RBC Codes 110, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

This page was last updated on 2009-12-2.