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Institute for Monetary and Economic Studies, Bank of Japan

Monetary and Economic Studies

Contact information of Institute for Monetary and Economic Studies, Bank of Japan:
Postal: 2-1-1 Nihonbashi, Hongoku-cho, Chuo-ku, Tokyo 103
Phone: +81-3-3279-111
Fax: +81-3-3510-1265
Email:
Web page: http://www.imes.boj.or.jp/
More information through EDIRC

For technical questions regarding this series, please contact (Kinken)
Series handle: repec:ime:imemes

2007, Volume 25, Issue S1

1-8 The Renminbifs Dollar Peg at the Crossroads
by Keynote Speech by Bennett T. McCallum [Downloadable!]
9-12 Financial Globalization and Emerging Market Portfolios
by Michael B. Devereux [Downloadable!]
29-56 Defining Price Stability in Japan: A View from America
by Christian Broda & David E. Weinstein [Downloadable!]

2007, Volume 25, Issue 2

1-44 Lending Channels and Financial Shocks: The Case of Small and Medium-Sized Enterprise Trade Credit and the Japanese Banking Crisis
by Kenshi Taketa & Gregory F. Udell [Downloadable!]
45-88 Why Are Nominal Wages Downwardly Rigid, but Less So in Japan? An Explanation Based on Behavioral Economics and Labor Market/Macroeconomic Differences
by Sachiko Kuroda & Isamu Yamamoto [Downloadable!]
89-128 Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policymaking under Uncertainty
by Ippei Fujiwara, Naoko Hara, Naohisa Hirakata, Takeshi Kimura, and Shinichiro Watanabe [Downloadable!]
129-154 Capital Market Integration in Japan
by Kris James Mitchener & Mari Ohnuki [Downloadable!]

2007, Volume 25, Issue 1

1-48 Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses
by Hiroshi Ugai [Downloadable!]
49-76 Were Banks Really at the Center of the Prewar Japanese Financial System?
by Juro Teranishi [Downloadable!]
77-88 Equity Investments and Equity Investment Funding in Prewar Japan: Comments on gWere Banks Really at the Center of the Prewar Japanese Financial System?h
by Kanji Ishii [Downloadable!]
89-94 The Evolution of Corporate Finance and Corporate Governance in Prewar J apan: Comments on gWere Banks Really at the Center of the Prewar Japanese Financial System?h
by Kanji Ishii [Downloadable!]
95-128 The Bank of Japan Network and Financial Market Integration: From the Establishment of the Bank of Japan to the Early 20th Century
by Mari Ohnuki [Downloadable!]
129-164 Year 2010 Issues on Cryptographic Algorithms
by Masashi Une & Masayuki Kanda [Downloadable!]

2006, Volume 24, Issue S1

13-26 Misconceptions Regarding the Zero Lower Bound on Interest Rates
by Keynote Speech by Bennett T. McCallum [Downloadable!]
27-38 Implications for the Yen of Japanese Current Account Adjustment
by Keynote Speech by Maurice Obstfeld [Downloadable!]
39-71 Financial Market Functioning and Monetary Policy: Japanfs Experience
by Naohiko Baba [Downloadable!]
83-109 The Bond Yield "Conundrum" from a Macro-Finance Perspective
by Glenn D. Rudebusch & Eric T. Swanson & Tao Wu [Downloadable!]
129-141 Interpreting Recent Changes in the Credit Spreads of Japanese Banks
by Jun Pan & Kenneth J. Singleton [Downloadable!]
151-190 The Mistake of 1937: A General Equilibrium Analysis
by Gauti B. Eggertsson & Benjamin Pugsley [Downloadable!]
209-225 The Great Moderation and the U.S. External Imbalance
by Alessandra Fogli & Fabrizio Perri [Downloadable!]

2006, Volume 24, Issue 2

1-32 Endogenous Sampling and Matching Method in Duration Models
by Takeshi Amemiya & Xinghua Yu [Downloadable!]
33-54 The Arbitrage Efficiency of the Nikkei 225 Options Market: A Put -Call Parity Analysis
by Steven Li [Downloadable!]
55-72 Well-Being in the Small and in the Large
by Andrew K. Rose [Downloadable!]
73-124 Bank Health Concerns, Low Interest Rates, and Money Demand: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities
by Hiroshi Fujiki & Etsuro Shioji [Downloadable!]

2006, Volume 24, Issue 1

1-23 Econometric Analysis of Intra-daily Trading Activity on the Tokyo Stock Exchange
by Bauwens, Luc [Downloadable!]
25-60 Fiscal Rules and Fiscal Performance in the European Union and Japan
by von-Hagen, Jurgen [Downloadable!]
61-75 Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Japan's Import Prices
by Otani, Akira & Shiratsuka, Shigenori & Shirota, Toyoichiro [Downloadable!]

2005, Volume 23, Issue S1

13-24 What Is the Proper Perspective for Monetary Policy Optimality?
by McCallum, Bennett-T [Downloadable!]
25-35 America's Deficit, the World's Problem: Keynote Speech
by Obstfeld, Maurice [Downloadable!]
37-82 The Monetary Policy Committee and the Incentive Problem: A Selective Survey
by Fujiki, Hiroshi [Downloadable!]
93-119 Prudential Policy
by Rochet, Jean-Charles [Downloadable!]
133-55 Marking to Market, Liquidity, and Financial Stability
by Plantin, Guillaume & Sapra, Haresh & Shin, Hyun-Song [Downloadable!]
165-86 International Financial Integration, Sovereignty, and Constraints on Macroeconomic Policies
by Kletzer, Kenneth [Downloadable!]
197-217 Searching for Non-monotonic Effects of Fiscal Policy: New Evidence
by Giavazzi, Francesco & Jappelli, Tullio & Pagano, Marco & Benedetti, Marina [Downloadable!]

2005, Volume 23, Issue 2

1-29 Wage Fluctuations in Japan after the Bursting of the Bubble Economy: Downward Nominal Wage Rigidity, Payroll, and the Unemployment Rate
by Kuroda, Sachiko & Yamamoto, Isamu [Downloadable!]
31-60 Asymmetric Shocks and Regional Risk Sharing: Evidence from Japan
by Fujiki, Hiroshi & Nakakuki, Masayuki [Downloadable!]
61-142 The Japanese Economic Model (JEM)
by Fujiwara, Ippei & Hara, Naoko & Hirose, Yasuo & Teranishi, Yuki [Downloadable!]

2005, Volume 23, Issue 1

1-46 Monetary and Fiscal Policy to Escape from a Deflationary Trap
by Iwamoto, Yasushi [Downloadable!]
47-111 Japan's Deflation, Problems in the Financial System, and Monetary Policy
by Baba, Naohiko & Nishioka, Shinichi & Oda, Nobuyuki & Shirakawa, Masaaki & Ueda, Kazuo & Ugai, Hiroshi [Downloadable!]
113-48 What Do the Purified Solow Residuals Tell Us about Japan's Lost Decade?
by Kawamoto, Takuji [Downloadable!]
149-76 The "Middle-Risk Gap" and Financial System Reform: Small-Firm Financing in Japan
by Schaede, Ulrike [Downloadable!]

2004, Volume 22, Issue S1

15-28 Long-Run Monetary Neutrality and Contemporary Policy Analysis: Keynote Speech
by McCallum, Bennett-T [Downloadable!]
29-55 Globalization, Macroeconomic Performance, and the Exchange Rates of Emerging Economies: Keynote Speech
by Obstfeld, Maurice [Downloadable!]
57-87 Globalization, Inequality, and Development: The Big Picture
by Easterly, William-R [Downloadable!]
95-119 Sustained Economic Growth and the Financial System
by Allen, Franklin & Oura, Hiroko [Downloadable!]
127-36 Privatizing Social Security: A Political-Economy Approach
by Razin, Assaf & Sadka, Efraim [Downloadable!]
143-67 Asset Price Fluctuations, Structural Adjustments, and Sustained Economic Growth: Lessons from Japan's Experience since the Late 1980s
by Okina, Kunio & Shiratsuka, Shigenori [Downloadable!]
179-201 Securing the Peace after a Truce in the War on Inflation
by Reinhart, Vincent-R [Downloadable!]

2004, Volume 22, Issue 3

1-23 Price Stability and Japanese Monetary Policy
by Hetzel, Robert-L [Downloadable!]
25-36 Comments on "Price Stability and Japanese Monetary Policy."
by Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori [Downloadable!]
37-46 Comments on "Price Stability and Japanese Monetary Policy."
by Kuttner, Kenneth-N [Downloadable!]
47-77 Japanese Demand for M1 and Demand Deposits: Cross-Sectional and Time-Series Evidence from Japan
by Fujiki, Hiroshi & Watanabe, Kiyoshi [Downloadable!]
79-113 On Long-Run Monetary Neutrality in Japan
by Oi, Hiroyuki & Shiratsuka, Shigenori & Shirota, Toyoichiro [Downloadable!]
115-43 Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities
by Kitamura, Yukinobu [Downloadable!]
145-82 Japan's Foreign Direct Investment and Structural Changes in Japanese and East Asian Trade
by Koike, Ryoji [Downloadable!]

2004, Volume 22, Issue 2

1-17 Equity Integration in Japan: An Application of a New Method
by Rose, Andrew-K [Downloadable!]
19-43 The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period
by Nagayasu, Jun [Downloadable!]
45-69 Testing the Expectations Hypothesis: Some New Evidence for Japan
by Thornton, Daniel-L [Downloadable!]
71-99 Distortions in Factor Markets and Structural Adjustments in the Economy
by Nakakuki, Masayuki & Otani, Akira & Shiratsuka, Shigenori [Downloadable!]

2004, Volume 22, Issue 1

1-25 Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach
by Kim, Jaebeom & Ogaki, Masao [Downloadable!]
27-63 The Choice of Invoice Currency in International Trade: Implications for the Internationalization of the Yen
by Oi, Hiroyuki & Otani, Akira & Shirota, Toyoichiro [Downloadable!]
65-90 The Japanese Repo Market: Theory and Evidence
by Baba, Naohiko & Inamura, Yasunari [Downloadable!]
91-121 Optimal Timing in Trading Japanese Equity Mutual Funds: Theory and Evidence
by Tanaka, Hiroatsu & Baba, Naohiko [Downloadable!]
123-42 A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty
by Fujiwara, Ippei & Koga, Maiko [Downloadable!]

2003, Volume 21, Issue 4

1-20 Monetary Implications of the Hayashi-Prescott Hypothesis for Japan
by Andolfatto, David [Downloadable!]
21-56 Effects of External Debt on Domestic Resource Allocation in a Small Open Economy with Limited Access to the World Capital Market
by Fujiki, Hiroshi & Watanabe, Kiyoshi [Downloadable!]
57-85 The Impact of Downward Nominal Wage Rigidity on the Unemployment Rate: Quantitative Evidence from Japan
by Kuroda, Sachiko & Yamamoto, Isamu [Downloadable!]
87-103 Policy Debates on Public Finance between the Ministry of Finance and the Bank of Japan from 1930 to 1936
by Ide, Eisaku [Downloadable!]

2003, Volume 21, Issue 3

1-20 Precautionary Motives versus Waiting Options: Evidence from Aggregate Household Saving in Japan
by Saito, Makoto & Shiratsuka, Shigenori [Downloadable!]
21-52 Precautionary Savings and Income Uncertainty: Evidence from Japanese Micro Data
by Murata, Keiko [Downloadable!]
53-81 The Decline in the Exchange Rate Pass-Through: Evidence from Japanese Import Prices
by Otani, Akira & Shiratsuka, Shigenori & Shirota, Toyoichiro [Downloadable!]
83-105 On the Risk Capital Framework of Financial Institutions
by Ishikawa, Tatsuya & Yamai, Yasuhiro & Ieda, Akira [Downloadable!]

2003, Volume 21, Issue 2

1-29 Are Japanese Nominal Wages Downwardly Rigid? (Part I): Examinations of Nominal Wage Change Distributions
by Kuroda, Sachiko & Yamamoto, Isamu [Downloadable!]
31-68 Are Japanese Nominal Wages Downwardly Rigid? (Part II): Examinations Using a Friction Model
by Kuroda, Sachiko & Yamamoto, Isamu [Downloadable!]
69-92 Forbearance Lending: The Case of Japanese Firms
by Sekine, Toshitaka & Kobayashi, Keiichiro & Saita, Yumi [Downloadable!]
93-112 A New Technique for Simultaneous Estimation of Potential Output and the Phillips Curve
by Hirose, Yasuo & Kamada, Koichiro [Downloadable!]
113-31 An Analysis of Contagion in Emerging Currency Markets Using Multivariate Extreme Value Theory
by Fukuhara, Masahiro & Saruwatari, Yasufumi [Downloadable!]

2003, Volume 21, Issue 1

1-34 The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach
by Jang, Kyungho & Ogaki, Masao [Downloadable!]
35-68 Measuring Business Cycle Turning Points in Japan with a Dynamic Markov Switching Factor Model
by Watanabe, Toshiaki [Downloadable!]
69-104 Analysis of Changes in Japan's Unemployment Rate Using Gross Flow Data
by Kuroda, Sachiko [Downloadable!]
105-43 The Effectiveness of Forecasting Methods Using Multiple Information Variables
by Kitamura, Tomiyuki & Koike, Ryoji [Downloadable!]

2002, Volume 20, Issue S1

11-22 New International Financial Arrangements
by Meltzer, Allan-H [Downloadable!]
23-46 Exchange Rates and Adjustment: Perspectives from the New Open- Economy Macroeconomics
by Obstfeld, Maurice [Downloadable!]
47-79 Do Currency Regimes Matter in the 21st Century? An Overview
by Fujiki, Hiroshi & Otani, Akira [Downloadable!]
91-111 Exchange Rate Regimes in the Americas: Is Dollarization the Solution?
by Corbo, Vittorio [Downloadable!]
123-54 Monetary and Fiscal Policy in the European Monetary Union
by von-Hagen, Jurgen & Bruckner, Matthias [Downloadable!]
167-204 Exchange Rate Arrangements in East Asia: Lessons from the 1997-98 Currency Crisis
by Kawai, Masahiro [Downloadable!]
215-32 Independent Currency Unions, Growth, and Inflation
by Edwards, Sebastian & Magendzo, I-Igal [Downloadable!]

2002, Volume 20, Issue 3

1-34 Pricing-to-Market (PTM) and the International Monetary Policy Transmission: The "New Open-Economy Macroeconomics" Approach
by Otani, Akira [Downloadable!]
35-76 Asset Price Bubbles, Price Stability, and Monetary Policy: Japan' s Experience
by Okina, Kunio & Shiratsuka, Shigenori [Downloadable!]
77-116 Economic Developments and Monetary Policy Responses in Interwar Japan: Evaluation Based on the Taylor Rule
by Shizume, Masato [Downloadable!]
117-42 Developments in Land Prices and Bank Lending in Interwar Japan: Effects of the Real Estate Finance Problem on the Banking Industry
by Nanjo, Takashi [Downloadable!]
143-80 Devaluation and Exports in Interwar Japan: The Effects of Sharp Depreciation of the Yen in the Early 1930s
by Hatase, Mariko [Downloadable!]
181-237 Comparative Analyses of Expected Shortfall and Value-at-Risk (3): Their Validity under Market Stress
by Yamai, Yasuhiro & Yoshiba, Toshinao [Downloadable!]

2002, Volume 20, Issue 2

1-23 Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis
by Fujiki, Hiroshi & Hsiao, Cheng & Shen, Yan [Downloadable!]
25-41 Money Demand near Zero Interest Rate: Evidence from Regional Data
by Fujiki, Hiroshi [Downloadable!]
43-93 Japan's Financial System: Its Perspective and the Authorities' Roles in Redesigning and Administering System
by Baba, Naohiko & Hisada, Takamasa [Downloadable!]
95-115 Comparative Analyses of Expected Shortfall and Value-at-Risk (2): Expected Utility Maximization and Tail Risk
by Yamai, Yasuhiro & Yoshiba, Toshinao [Downloadable!]
117-34 Has Japan Been Left Out in the Cold by Regional Integration?
by Wall, Howard-J [Downloadable!]

2002, Volume 20, Issue 1

1-31 Policy Duration Effect under the Zero Interest Rate Policy in 1999-2000: Evidence from Japan's Money Market Data
by Fujiki, Hiroshi & Shiratsuka, Shigenori [Downloadable!]
33-56 Identifying Aggregate Demand and Aggregate Supply Components of Inflation Rate: A Structural Vector Autoregression Analysis for Japan
by Mio, Hitoshi [Downloadable!]
57-85 On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall
by Yamai, Yasuhiro & Yoshiba, Toshinao [Downloadable!]
87-121 Comparative Analyses of Expected Shortfall and Value-at-Risk: Their Estimation Error, Decomposition, and Optimization
by Yamai, Yasuhiro & Yoshiba, Toshinao [Downloadable!]
123-59 Credit Cards and Debit Cards in the United States and Japan
by Mann, Ronald-J [Downloadable!]

2001, Volume 19, Issue S1

13-34 Monetary Transmission at Low Inflation: Some Clues from Japan in the 1990s
by Meltzer, Allan-H [Downloadable!]
35-51 Low Inflation, Deflation, and Policies for Future Price Stability
by Taylor, John-B [Downloadable!]
53-102 Policy Responses to the Post-bubble Adjustments in Japan: A Tentative Review
by Mori, Naruki & Shiratsuka, Shigenori & Taguchi, Hiroo [Downloadable!]
113-34 Monetary Policy, Deflation, and Economic History: Lessons for the Bank of Japan
by Cargill, Thomas-F [Downloadable!]
143-67 Financial Stability, Deflation, and Monetary Policy
by Goodfriend, Marvin [Downloadable!]
177-208 Structural Issues in the Japanese Labor Market: An Era of Variety , Equity, and Efficiency or an Era of Bipolarization?
by Fujiki, Hiroshi & Nakada, Sachiko-Kuroda & Tachibanaki, Toshiaki [Downloadable!]
213-27 Acknowledgement Misspecification in Macroeconomic Theory
by Hansen, Lars-Peter & Sargent, Thomas-J [Downloadable!]
239-70 Financial Crises As the Failure of Arbitrage: Implications for Monetary Policy
by Saito, Makoto & Shiratsuka, Shigenori [Downloadable!]
277-312 The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap
by Svensson, Lars-E-O [Downloadable!]
323-60 Further Monetary Easing Policies under the Non-negativity Constraints of Nominal Interest Rates: Summary of the Discussion Based on Japan's Experience
by Oda, Nobuyuki & Okina, Kunio [Downloadable!]
395-450 The Asset Price Bubble and Monetary Policy: Japan's Experience in the Late 1980s and the Lessons: Background Paper
by Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori [Downloadable!]

2001, Volume 19, Issue 3

77-96 Endogenous Sampling in Duration Models
by Amemiya, Takeshi [Downloadable!]
97-111 The Pricing of Interbank Payment Services in a Changing Competitive Environment
by Weinberg, John-A [Downloadable!]
113-41 Optimal Timing in Banks' Write-Off Decisions under the Possible Implementation of a Subsidy Scheme: A Real Options Approach
by Baba, Naohiko [Downloadable!]
143-70 Information Content of Implied Probability Distributions: Empirical Studies of Japanese Stock Price Index Options
by Shiratsuka, Shigenori [Downloadable!]

2001, Volume 19, Issue 2

1-19 Should Japanese Banks Be Recapitalized?
by Diamond, Douglas-W [Downloadable!]
21-47 Uncertainty, Monitoring Costs, and Private Banks' Lending Decisions in a Duopolistic Loan Market: A Game-Theoretic Real Options Approach
by Baba, Naohiko [Downloadable!]
49-83 Is There a Desirable Rate of Inflation? A Theoretical and Empirical Survey
by Shiratsuka, Shigenori [Downloadable!]
85-107 The Phillips Curve and Underlying Inflation
by Mio, Hitoshi [Downloadable!]
109-54 Effects of Measurement Error on the Output Gap in Japan
by Kamada, Koichiro & Masuda, Kazuto [Downloadable!]

2001, Volume 19, Issue 1

1-29 What Happened to Japanese Banks?
by Hoshi, Takeo [Downloadable!]
31-48 A Comparison of National Banks in Japan and the United States between 1872 and 1885
by Miyajima, Shigeki & Weber, Warren-E [Downloadable!]
49-87 Budget Deficits and Inflation: A Theoretical and Empirical Survey
by Fujiki, Hiroshi [Downloadable!]
89-130 Monetary Policy under Zero Interest Rate: Viewpoints of Central Bank Economists
by Fujiki, Hiroshi & Okina, Kunio & Shiratsuka, Shigenori [Downloadable!]
131-79 International Dimensions of Japanese Insolvency Law
by Bhala, Raj [Downloadable!]

2000, Volume 18, Issue 2

1-24 What Is Systemic Risk? Moral Hazard, Initial Shocks, and Propagation
by Dow, James [Downloadable!]
25-48 Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market
by Danielsson, Jon & Morimoto, Yuji [Downloadable!]
49-82 A Simplified Method for Calculating the Credit Risk of Lending Portfolios
by Ieda, Akira & Marumo, Kohei & Yoshiba, Toshinao [Downloadable!]
83-127 Research toward the Practical Application of Liquidity Risk Evaluation Methods
by Hisata, Yoshifumi & Yamai, Yasuhiro [Downloadable!]
129-57 Model Risk and Its Control
by Kato, Toshiyasu & Yoshiba, Toshinao [Downloadable!]
159-98 Exploring the Role of Money in Asset Pricing in Japan: Monetary Considerations and Stochastic Discount Factors
by Baba, Naohiko [Downloadable!]

2000, Volume 18, Issue 1

39-72 Testing the Ex Ante Relationship between Asset and Investment Returns in Japan: An Application of the P-CAPM to Japanese Asset Returns
by Baba, Naohiko [Downloadable!]
73-104 Postal Banking in the United States and Japan: A Comparative Analysis
by Kuwayama, Patricia-Hagan [Downloadable!]
105-18 A Theoretical Analysis of Narrow Banking Proposals
by Kobayakawa, Shuji & Nakamura, Hisashi [Downloadable!]
119-36 Prospects for Prudential Policy: Toward Achieving an Efficient and Stable Banking System
by Oda, Nobuyuki & Shimizu, Tokiko [Downloadable!]

1999, Volume 17, Issue 3

1-40 Financial Market Globalization: Present and Future
by Okina, Kunio & Shirakawa, Masaaki & Shiratsuka, Shigenori [Downloadable!]
41-68 The Boskin Commission Report and Its Aftermath
by Gordon, Robert-J [Downloadable!]
69-102 Measurement Errors in the Japanese Consumer Price Index
by Shiratsuka, Shigenori [Downloadable!]
103-28 Asset Price Fluctuation and Price Indices
by Shiratsuka, Shigenori [Downloadable!]
129-55 What Determines the Relation between the Output Gap and Inflation ? An International Comparison of Inflation Expectations and Staggered Wage Adjustment
by Higo, Masahiro & Nakada, Sachiko-Kuroda [Downloadable!]
157-82 Monetary Policy under Zero Inflation: A Response to Criticisms and Questions Regarding Monetary Policy
by Okina, Kunio [Downloadable!]

1999, Volume 17, Issue 2

1-20 The Joint and Several Effects of Liquidity Constraints, Financing Constraints, and Financial Intermediation on the Welfare Cost of Inflation
by Marquis, Milton-H [Downloadable!]
21-46 Japan's Experience with Deposit Insurance and Failing Banks: Implications for Financial Regulatory Design?
by Milhaupt, Curtis-J [Downloadable!]
47-89 Market Price Analysis and Risk Management for Convertible Bonds
by Ohtake, Fuminobu & Oda, Nobuyuki & Yoshiba, Toshinao [Downloadable!]
91-117 Risk Management for Equity Portfolios of Japanese Banks
by Ieda, Akira & Ohba, Toshikazu [Downloadable!]

1999, Volume 17, Issue 1

1-43 Extracting Market Expectations from Option Prices: Case Studies in Japanese Option Markets
by Nakamura, Hisashi & Shiratsuka, Shigenori [Downloadable!]
45-75 Dynamic Allocation and Pricing in Incomplete Markets: A Survey
by Saito, Makoto [Downloadable!]
77-101 The Monthly Measurement of Core Inflation in Japan
by Bryan, Michael-F & Cecchetti, Stephen-G [Downloadable!]
103-32 Underlying Inflation and the Distribution of Price Change: Evidence from the Japanese Trimmed-Mean CPI
by Mio, Hitoshi & Higo, Masahiro [Downloadable!]
133-70 Estimating Fair Premium Rates for Deposit Insurance Using Option Pricing Theory: An Empirical Study of Japanese Banks
by Oda, Nobuyuki [Downloadable!]

1998, Volume 16, Issue 2

29-60 Impact of Information Technology and Implications for Monetary Policy
by Inoue, Tetsuya [Downloadable!]
61-111 How Can We Extract a Fundamental Trend from an Economic Time- Series?
by Higo, Masahiro & Nakada, Sachiko-Kuroda [Downloadable!]
113-28 Recent Trends in the Spread over Libor on the Domestic Straight Bond Trading Market in Japan
by Ieda, Akira & Ohba, Toshikazu [Downloadable!]

1998, Volume 16, Issue 1

1-34 Interest Rate Risk of Banking Accounts: Measurement Using the VaR Framework
by Kiyama, Yoshinao et-al [Downloadable!]
35-55 Financial Liberalization, the Wealth Effect, and the Demand for Broad Money in Japan
by Sekine, Toshitaka [Downloadable!]
57-79 Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand
by Hsiao, Cheng & Fujiki, Hiroshi [Downloadable!]

1997, Volume 15, Issue 2

1-26 Inflation Measures for Monetary Policy: Measuring the Underlying Inflation Trend and Its Implication for Monetary Policy Implementation
by Shiratsuka, Shigenori [Downloadable!]
27-62 A New Framework for Measuring the Credit Risk of a Portfolio: The "ExVaR" Model
by Oda, Nobuyuki & Muranaga, Jun [Downloadable!]
63-79 Is Japan Special? Monetary Linkages and Price Stability
by Lohmann, Susanne [Downloadable!]
81-103 Financial Repression and Capital Mobility: Why Capital Flows and Covered Interest Rate Differentials Fail to Measure Capital Market Integration
by Chinn, Menzie-D & Dooley, Michael-P [Downloadable!]

1997, Volume 15, Issue 1

1-25 Indexed Bonds and Monetary Policy: The Real Interest Rate and the Expected Rate of Inflation
by Kitamura, Yukinobu [Downloadable!]
27-62 Markup Pricing and Monetary Policy: A Reexamination of the Effectiveness of Monetary Policy under Imperfect Competition
by Baba, Naohiko [Downloadable!]
63-87 Money and Debt in the Structure of Payments
by Green, Edward-J [Downloadable!]
89-117 Inflation and Central Bank Independence: Is Japan Really an Outlier?
by Walsh, Carl-E [Downloadable!]

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