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Natsuki Arai

Personal Details

First Name:Natsuki
Middle Name:
Last Name:Arai
Suffix:
RePEc Short-ID:par452
[This author has chosen not to make the email address public]
https://sites.google.com/site/natsukiarai25/home

Affiliation

(95%) Economics Department
Gettysburg College

Gettysburg, Pennsylvania (United States)
https://www.gettysburg.edu/academic-programs/economics/
RePEc:edi:edgetus (more details at EDIRC)

(5%) H.O. Stekler Research Program on Forecasting
Center for Economic Research
Department of Economics
George Washington University

Washington, District of Columbia (United States)
https://cer.columbian.gwu.edu/ho-stekler-research-program-forecasting
RePEc:edi:pfgwuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2023. "Nightless City: Impacts of Policymakers' Questions on Overtime Work of Government Officials," ISER Discussion Paper 1206, Institute of Social and Economic Research, Osaka University.
  2. Arai, Natsuki & Iizuka, Nobuo & Yamamoto, Yohei, 2022. "The Efficiency of the Government’s Revenue Projections," Discussion paper series HIAS-E-122, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  3. Arai, Natsuki & 荒井, 夏來 & Nakazawa, Nobuhiko & 中澤, 伸彦, 2021. "Does Working with a Future Executive Make Junior Employees More Likely to Be Promoted ?," Discussion Papers 2021-01, Graduate School of Economics, Hitotsubashi University.
  4. Natsuki Arai & Shian Chang & Biing-Shen Kuo, 2021. "Introductory Economics: Gender, Majors, and Future Performance," Papers 2106.10091, arXiv.org.
  5. Natsuki Arai, 2020. "The FOMC’s New Individual Economic Projections and Macroeconomic Theories," Working Papers 2020-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.

Articles

  1. Arai, Natsuki, 2023. "The FOMC’s new individual economic projections and macroeconomic theories," Journal of Banking & Finance, Elsevier, vol. 151(C).
  2. Arai, Natsuki, 2020. "Investigating the inefficiency of the CBO’s budgetary projections," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1290-1300.
  3. Natsuki Arai, 2017. "The Effects of Monetary Policy Accouncements at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 159-196, June.
  4. Natsuki Arai, 2016. "Evaluating the Efficiency of the FOMC's New Economic Projections," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 1019-1049, August.
  5. Arai, Natsuki, 2014. "Using forecast evaluation to improve the accuracy of the Greenbook forecast," International Journal of Forecasting, Elsevier, vol. 30(1), pages 12-19.

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

    Sorry, no citations of working papers recorded.

Articles

  1. Natsuki Arai, 2017. "The Effects of Monetary Policy Accouncements at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 159-196, June.

    Cited by:

    1. Hiroyuki Kubota & Mototsugu Shintani, 2021. "High-Frequency Identification of Monetary Policy Shocks in Japan (Revised version of CARF-F-502)(Forthcoming in the Japanese Economic Review)," CARF F-Series CARF-F-530, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    2. Hiroyuki Kubota & Mototsugu Shintani, 2022. "High-frequency identification of monetary policy shocks in Japan," The Japanese Economic Review, Springer, vol. 73(3), pages 483-513, July.
    3. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison," International Finance Discussion Papers 1101, Board of Governors of the Federal Reserve System (U.S.).
    4. Torró, Hipòlit, 2018. "The Response of European Energy Prices to ECB Monetary Policy," ETA: Economic Theory and Applications 269537, Fondazione Eni Enrico Mattei (FEEM).
    5. Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto, 2017. "The Exchange Rate Effects of Macro News after the Global Financial Crisis," Globalization Institute Working Papers 305, Federal Reserve Bank of Dallas.
    6. Yohei Yamamoto & Naoko Hara, 2022. "Identifying factor‐augmented vector autoregression models via changes in shock variances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 722-745, June.
    7. Fu, Liang & Ho, Chun-Yu, 2022. "Monetary policy surprises and interest rates under China's evolving monetary policy framework," Emerging Markets Review, Elsevier, vol. 52(C).
    8. Renzhi, Nuobu, 2022. "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, vol. 83(C).
    9. Matthys, Thomas & Meuleman, Elien & Vander Vennet, Rudi, 2020. "Unconventional monetary policy and bank risk taking," Journal of International Money and Finance, Elsevier, vol. 109(C).
    10. Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021. "A Quest for Monetary Policy Shocks in Japan by High Frequency Identification," IMES Discussion Paper Series 21-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
    11. Nagao, Ryoya & Kondo, Yoshihiro & Nakazono, Yoshiyuki, 2021. "The macroeconomic effects of monetary policy: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, vol. 61(C).
    12. Elien Meuleman & Rudi Vander Vennet, 2022. "Macroprudential Policy, Monetary Policy, and Euro Zone Bank Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
    13. Soenen, Nicolas & Vander Vennet, Rudi, 2022. "ECB monetary policy and bank default risk☆," Journal of International Money and Finance, Elsevier, vol. 122(C).
    14. Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
    15. Yuto Iwasaki & Nao Sudo, 2017. "Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --," Bank of Japan Working Paper Series 17-E-11, Bank of Japan.
    16. Martien Lamers & Frederik Mergaerts & Elien Meuleman & Rudi Vander Vennet, 2019. "The Tradeoff between Monetary Policy and Bank Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 15(2), pages 1-42, June.
    17. Hiroyuki Kubota & Mototsugu Shintani, 2020. "High-frequency Identification of Unconventional Monetary Policy Shocks in Japan," CARF F-Series CARF-F-502, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    18. Nicolas Soenen & Rudi Vander Vennet, 2020. "ECB Monetary Policy and Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/997, Ghent University, Faculty of Economics and Business Administration.
    19. Masahiko Shibamoto, 2016. "Empirical Assessment of the Impact of Monetary Policy Communication on the Financial Market," Discussion Paper Series DP2016-19, Research Institute for Economics & Business Administration, Kobe University.
    20. Tom Beernaert & Nicolas Soenen & Rudi Vander Vennet, 2023. "ECB Monetary Policy and the Term Structure of Bank Default Risk," JRFM, MDPI, vol. 16(12), pages 1-22, December.
    21. Christensen, Jens H.E. & Spiegel, Mark M., 2022. "Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds," Journal of Econometrics, Elsevier, vol. 231(2), pages 410-431.
    22. Claus, Edda & Claus, Iris & Krippner, Leo, 2018. "Asset market responses to conventional and unconventional monetary policy shocks in the United States," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 270-282.

  2. Natsuki Arai, 2016. "Evaluating the Efficiency of the FOMC's New Economic Projections," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 1019-1049, August.

    Cited by:

    1. Andrew C. Chang & Trace J. Levinson, 2020. "Raiders of the Lost High-Frequency Forecasts: New Data and Evidence on the Efficiency of the Fed's Forecasting," Finance and Economics Discussion Series 2020-090, Board of Governors of the Federal Reserve System (U.S.).
    2. S. Yanki Kalfa & Jaime Marquez, 2018. "Forecasting FOMC Forecasts," Working Papers 2018-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    3. Jeff Messina & Tara M. Sinclair & Herman O. Stekler, 2014. "What Can We Learn From Revisions To The Greenbook Forecasts?," Working Papers 2014-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    4. Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2020. "Okun’s Law across time and frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
    5. S. Yanki Kalfa & Jaime Marquez, 2019. "FOMC Forecasts: Are They Useful for Understanding Monetary Policy?," JRFM, MDPI, vol. 12(3), pages 1-17, August.
    6. Jaime Marquez & S Yanki Kalfa, 2021. "The Forecasts of Individual FOMC Members: New Evidence after Ten Years," Working Papers 2021-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    7. Eleonora Granziera & Pirkka Jalasjoki & Maritta Paloviita, 2021. "The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis," Working Paper 2021/1, Norges Bank.

  3. Arai, Natsuki, 2014. "Using forecast evaluation to improve the accuracy of the Greenbook forecast," International Journal of Forecasting, Elsevier, vol. 30(1), pages 12-19.

    Cited by:

    1. Soojin Jo & Rodrigo Sekkel, 2016. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Staff Working Papers 16-5, Bank of Canada.
    2. Natsuki Arai, 2016. "Evaluating the Efficiency of the FOMC's New Economic Projections," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(5), pages 1019-1049, August.
    3. Chang, Andrew C. & Hanson, Tyler J., 2016. "The accuracy of forecasts prepared for the Federal Open Market Committee," Journal of Economics and Business, Elsevier, vol. 83(C), pages 23-43.
    4. Arai, Natsuki, 2020. "Investigating the inefficiency of the CBO’s budgetary projections," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1290-1300.
    5. Andrew C. Chang & Tyler J. Hanson, 2015. "The Accuracy of Forecasts Prepared for the Federal Open Market Committee," Finance and Economics Discussion Series 2015-62, Board of Governors of the Federal Reserve System (U.S.).
    6. Arai, Natsuki & Iizuka, Nobuo & Yamamoto, Yohei, 2022. "The Efficiency of the Government’s Revenue Projections," Discussion paper series HIAS-E-122, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    7. Michael P. Clements, 2022. "Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual‐Level Survey Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 537-568, March.
    8. Andrew C. Chang, 2018. "The Fed's Asymmetric Forecast Errors," Finance and Economics Discussion Series 2018-026, Board of Governors of the Federal Reserve System (U.S.).

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 5 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-URE: Urban and Real Estate Economics (2) 2022-04-04 2023-04-24
  2. NEP-BIG: Big Data (1) 2023-04-24
  3. NEP-CBA: Central Banking (1) 2020-10-26
  4. NEP-FOR: Forecasting (1) 2022-09-19
  5. NEP-HRM: Human Capital and Human Resource Management (1) 2021-03-01
  6. NEP-ICT: Information and Communication Technologies (1) 2022-04-04
  7. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2021-03-01
  8. NEP-MAC: Macroeconomics (1) 2020-10-26
  9. NEP-MON: Monetary Economics (1) 2020-10-26
  10. NEP-NET: Network Economics (1) 2021-03-01

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