Monetary Policy in Japan: A Structural VAR Analysis
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- Kenneth Kasa & Helen Popper, 1995. "Monetary policy in Japan: a structural VAR analysis," Pacific Basin Working Paper Series 95-12, Federal Reserve Bank of San Francisco.
References listed on IDEAS
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Citations
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Cited by:
- Jounghyeon Kim, 2012. "Monetary and Exchange Rate Policy in the Aftermath of the Asian Financial Crisis: The Case of Korea," Korean Economic Review, Korean Economic Association, vol. 28, pages 91-116.
- Aaron MEHROTRA, 2004. "Could Japan Target the Price Level or Inflation - What Happens to Monetary Policy Effectiveness during Disinflation?," Economics Working Papers ECO2004/02, European University Institute.
- Mehrotra, Aaron, 2009. "The case for price level or inflation targeting--What happened to monetary policy effectiveness during the Japanese disinflation?," Japan and the World Economy, Elsevier, vol. 21(3), pages 280-291, August.
- Masahiko Shibamoto, 2016.
"Source of Underestimation of the Monetary Policy Effect: Re-Examination of the Policy Effectiveness in Japan's 1990s,"
Manchester School,
University of Manchester, vol. 84(6), pages 795-810, December.
- Masahiko Shibamoto, 2014. "Source of Underestimation of the Monetary Policy Effect: Re-examination of the Policy Effectiveness in Japan's 1990s," Discussion Paper Series DP2014-10, Research Institute for Economics & Business Administration, Kobe University.
- Ippei Fujiwara, 2003. "Output Composition of Monetary Policy Transmission Mechanism in Japan," Discussion Papers in Economics and Business 03-07, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
- Jang, Kyungho & Ogaki, Masao, 2003. "The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(1), pages 1-34, February.
- Tomoya Suzuki, 2004. "Credit channel of monetary policy in Japan: resolving the supply versus demand puzzle," Applied Economics, Taylor & Francis Journals, vol. 36(21), pages 2385-2396.
- Nakashima, Kiyotaka, 2006.
"The Bank of Japan's operating procedures and the identification of monetary policy shocks: A reexamination using the Bernanke-Mihov approach,"
Journal of the Japanese and International Economies,
Elsevier, vol. 20(3), pages 406-433, September.
- Nakashima, Kiyotaka, 2005. "The Bank of Japan's Operating Procedures and the Identification of Monetary Policy Shocks: A Reexamination using the Bernanke-Mihov Approach," MPRA Paper 70687, University Library of Munich, Germany.
- Shioji, Etsuro, 2000.
"Identifying Monetary Policy Shocks in Japan,"
Journal of the Japanese and International Economies,
Elsevier, vol. 14(1), pages 22-42, March.
- Etsuro Shioji, 1997. "Identifying monetary policy shocks in Japan," Economics Working Papers 216, Department of Economics and Business, Universitat Pompeu Fabra.
- Shioji, Etsuro, 1997. "Identifying Monetary Policy Shocks in Japan," CEPR Discussion Papers 1733, C.E.P.R. Discussion Papers.
- Satoshi Urasawa, 2008.
"Business cycle fluctuations in Japanese macroeconomic time series: 1980–2000,"
Journal of the Asia Pacific Economy,
Taylor & Francis Journals, vol. 13(4), pages 451-480.
- URASAWA Satoshi, 2007. "Business Cycle Fluctuations in Japanese Macroeconomic Time Series:1980-2000," ESRI Discussion paper series 185, Economic and Social Research Institute (ESRI).
- Nicolaas Groenewold, 2012. "Australia and the GFC: Saved by Astute Fiscal Policy?," Economics Discussion / Working Papers 12-28, The University of Western Australia, Department of Economics.
- Adam Posen, 2003.
"It Takes More Than a Bubble to Become Japan,"
RBA Annual Conference Volume,in: Anthony Richards & Tim Robinson (ed.), Asset Prices and Monetary Policy
Reserve Bank of Australia.
- Adam S. Posen, 2003. "It Takes More than a Bubble to Become Japan," Working Paper Series WP03-9, Peterson Institute for International Economics.
- M. Berument & Selahattin Togay & Afsin Sahin, 2011.
"Identifying the Liquidity Effects of Monetary Policy Shocks for a Small Open Economy: Turkey,"
Open Economies Review,
Springer, vol. 22(4), pages 649-667, September.
- Berument, Hakan & Togay, Selahattin & Sahin, Afsin, 2011. "Identifying the Liquidity Effects of Monetary Policy Shocks For a Small Open Economy: Turkey," MPRA Paper 46883, University Library of Munich, Germany.
- Kiyotaka Nakashima, 2008.
"Ideal And Real Japanese Monetary Policy: A Comparative Analysis Of Actual And Optimal Policy Measures,"
The Japanese Economic Review,
Japanese Economic Association, vol. 59(3), pages 345-369.
- Nakashima, Kiyotaka, 2006. "Ideal and Real Japanese Monetary Policy: A Comparative Analysis of Actual and Optimal Policy Measures," MPRA Paper 70688, University Library of Munich, Germany.
- Amarasekara, Chandranath, 2008. "The Impact of Monetary Policy on Economic Growth and Inflation in Sri Lanka," MPRA Paper 64866, University Library of Munich, Germany.
- Caglayan, Mustafa & Jehan, Zainab & Mouratidis, Kostas, 2012. "Asymmetric monetary policy rules for open economies: Evidence from four countries," MPRA Paper 37401, University Library of Munich, Germany.
- Shibamoto, Masahiko, 2008. "The estimation of monetary policy reaction function in a data-rich environment: The case of Japan," Japan and the World Economy, Elsevier, vol. 20(4), pages 497-520, December.
- Miyao, Ryuzo, 2000. "The Role of Monetary Policy in Japan: A Break in the 1990s?," Journal of the Japanese and International Economies, Elsevier, vol. 14(4), pages 366-384, December.
- Renee Fry, 2004. "International demand and liquidity shocks in a SVAR model of the Australian economy," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 849-863.
- Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611.
- Inoue, Tomoo & Okimoto, Tatsuyoshi, 2008. "Were there structural breaks in the effects of Japanese monetary policy? Re-evaluating policy effects of the lost decade," Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 320-342, September.
- Menzie D. Chinn & Michael P. Dooley, 1997. "Monetary Policy in Japan, Germany and the United States: Does One Size Fit All?," NBER Working Papers 6092, National Bureau of Economic Research, Inc.
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