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Publications

by members of

Bank of Japan

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
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Working papers

2026

  1. Wataru Hagio & Daisuke Ikeda & Koji Takahashi & Keisuke Yoshida, 2026, "Mind the Gap When Exiting Low-for-Long," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 26-E-02, Feb.
  2. Kohei Takata & Tatsuya Ozaki & Takashi Nakazawa & Kohei Noro & Naoya Kato, 2026, "Revision of the Consumption Activity Index Following the 2020 Base Revision of GDP Statistics," Bank of Japan Research Papers, Bank of Japan, number 26-06-30, Jun.
  3. Younes Takki Chebihi & Naoya Kato & Maxwell Kushnir & Andreja Lenarcic & Yinhao Sun & Mr. Bilal Tabti, 2026, "Frontier Markets: Analyzing Drivers of Market Growth and Sovereign Risks," IMF Working Papers, International Monetary Fund, number 2026/140, Jul.
  4. Shunsuke Haba & Ryuichiro Hirano & Yuichiro Ito & Sohei Kaihatsu, 2026, "Changes in Perceptions about Monetary Policy: Estimating the Policy Reaction Function Using Market Survey Data," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-5, Mar.
  5. Nobuhiro Abe & Ryuichiro Hirano & Sohei Kaihatsu, 2026, "What Prevents Productivity Gains from Translating into Wages: Lessons from Japan's Deflationary Period," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-12, Aug.
  6. Ko Adachi & Yoshiyuki Kurachi & Masato Okamoto & Tomohiro Sugo & Akitoshi Toyoda, 2026, "Supply Constraints and Inflation Dynamics," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-3, Feb.
  7. Ko Adachi & Kosuke Aoki & Yoshiyuki Kurachi & Taiki Ono & Akitoshi Toyoda, 2026, "Mapping Japan's Manufacturing Supply Chains Through Firm-to-Firm Transaction Data," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-13, Aug.
  8. Ko Adachi & Kosuke Aoki & Yoshiyuki Kurachi & Taiki Ono & Akitoshi Toyoda, 2026, "Linkages of Firm Spending Behavior through Supply Chains," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-14, Aug.
  9. Takushi Kurozumi & Willem Van Zandweghe, 2026, "Fixing the Phillips Curve: Implications of Firms' Monopsonistic Wage-setting for Inflation Dynamics," Working Papers, Federal Reserve Bank of Cleveland, number 26-10, May, DOI: 10.26509/frbc-wp-202610.
  10. Toshitaka Maruyama & Fumitaka Nakamura & Hiroaki Shirai & Nao Sudo, 2026, "Beyond the Floodplain: Uncovering the Spatial Spillovers of Land Price Declines after Typhoon Hagibis," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-7, May.
  11. Yuka Kiho & Ichiro Muto & Kimiaki Shinozaki & Kohei Shintani, 2026, "Key Features of Japan's Final Demand-Intermediate Demand Price Indexes during the Post-2020 Inflationary Episode," Bank of Japan Research Papers, Bank of Japan, number 26-04-06, Apr.
  12. Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2026, "Imperfect Information, Composition of Demand Shocks, and the Flattening of the Phillips Curve," IMF Working Papers, International Monetary Fund, number 2026/057, Mar.
  13. Kimiaki Shinozaki & Kouhei Shintani & Tetsuto Sogabe & Yoshio Nakayama & Sahoko Furuta, 2026, "Aging-Related Depreciation of Office Rents and Renovation Effects," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-11, Jun.
  14. Kohei Hasui & Tomohiro Sugo & Yuki Teranishi, 2026, "Liquidity Trap and Optimal Monetary Policy: Evaluations for U.S. Monetary Policy from 2020 to 2023," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-03, Jan.
  15. Miyu Iwasaki & Kozo Ueda, 2026, "Saving by Shopping? The Limits of Substitution in Household Production," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-04, Feb.
  16. Hiroyuki Oi & Shigenori Shiratsuka & Shunichi Yoneyama, 2026, "Revisiting Shadow Short-term Interest Rate Models: Evidence from the Ultra-Low Interest Rate Environment in Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 26-E-06, Mar.

2025

  1. Ichiro Fukunaga & Yui Kishaba & Nao Shibata & Shunichi Yoneyama, 2025, "Uncertainty in the Formation of Inflation Expectations in Japan: An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-3, Feb.
  2. Jorge Abad & Daisuke Ikeda & Javier Suarez, 2025, "From Incurred to Expected Loss: Implications for Bank Lending," Working Papers, CEMFI, number wp2025_2509, May.
  3. R. Anton Braun & Daisuke Ikeda, 2025, "Monetary policy over the lifecycle," CIGS Working Paper Series, The Canon Institute for Global Studies, number 25-006E, Feb.
  4. Wataru Hagio & Daisuke Ikeda & Yojiro Ito, 2025, "New Challenges for Monetary Policy Summary of the 2025 BOJ-IMES Conference," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 25-E-10, Aug.
  5. Daisuke Ikeda & Hidehiko Matsumoto, 2025, "Towards a Macroeconomic Model of Banking Crises," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 25-E-17, Dec.
  6. R. Anton Braun & Daisuke Ikeda, 2025, "Online Appendix to "Monetary Policy Over the Lifecycle"," Online Appendices, Review of Economic Dynamics, number 23-172.
  7. Yusuke Takahashi & Kazuki Otaka & Naoya Kato, 2025, "Potential Applications of Generative AI in Economic Simulations," Bank of Japan Research Laboratory Series, Bank of Japan, number 25-E-1, Nov.
  8. Ko Adachi & Naoya Kato, 2025, "Second-Round Wage-Price Effects of Raw Material Costs: An Empirical Analysis Using a DSGE Model," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-10, Sep.
  9. Atsuki Hirata & Yusuke Takahashi & Naoya Kato, 2025, "Interest Rate Sensitivity of Capital Investment in Japan: An Analysis Using Panel LP-IV," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-13, Nov.
  10. Yosuke Kido & Kotaro Suita, 2025, "Labor Cost Passthrough: Evidence from Japanese Long-term Subnational Data," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-5, Apr.
  11. Bruno Albuquerque & Mr. Eugenio M Cerutti & Yosuke Kido & Mr. Richard Varghese, 2025, "Not all Housing Cycles are Created Equal: Macroeconomic Consequences of Housing Booms," IMF Working Papers, International Monetary Fund, number 2025/050, Feb.
  12. Mr. Eugenio M Cerutti & Antonio I Garcia Pascual & Yosuke Kido & Longji Li & Mr. Giovanni Melina & Ms. Marina Mendes Tavares & Mr. Philippe Wingender, 2025, "The Global Impact of AI: Mind the Gap," IMF Working Papers, International Monetary Fund, number 2025/076, Apr.
  13. Takushi Kurozumi & Willem Van Zandweghe, 2025, "Supply Shocks, Employment Gap, and Monetary Policy," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-4, Mar.
  14. Takushi Kurozumi & Willem Van Zandweghe, 2025, "Firm Size, Heterogeneous Strategic Complementarities, and Real Rigidity," Working Papers, Federal Reserve Bank of Cleveland, number 25-14R, Jun, revised 25 Nov 2025, DOI: 10.26509/frbc-wp-202514r.
  15. Takushi Kurozumi & Yu Sugioka & Willem Van Zandweghe, 2025, "Monopsonistic Wage-setting and Monetary Policy," Working Papers, Federal Reserve Bank of Cleveland, number 25-24, Nov, DOI: 10.26509/frbc-wp-202524.
  16. Yuki Konaka & Toshitaka Maruyama & Fumitaka Nakamura, 2025, "Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-11, Oct.
  17. Masashige Hamano & Philip Schnattinger & Mototsugu Shintani & Iichiro Uesugi & Francesco Zanetti, 2025, "Credit Market Tightness and Zombie Firms: Theory and Evidence," Discussion Papers, Centre for Macroeconomics (CFM), number 2504, Jan.
  18. Kozo UEDA, 2025, "Money Flow Business Network," CIGS Working Paper Series, The Canon Institute for Global Studies, number 25-019E, Jul.
  19. Yasuo Hirose & Munechika Katayama & Kozo Ueda & Kota Watanabe, 2025, "Inflation Dynamics in Production Networks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-22, Apr.
  20. Kozo Ueda & Yoshio Kamijo & Hideaki Minami, 2025, "Strategic Complementarity and Slow Inflation Convergence: Evidence from Dynamic Beauty Contest," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-57, Oct.
  21. Daisuke MIYAKAWA & Koki OIKAWA & Kozo UEDA, 2025, "Population Aging and Business Successions: A Macroeconomic Perspective," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 25096, Oct.
  22. Kimihiko Izawa & Ikuo Kamei & Nao Shibata & Yusuke Takahashi & Shunichi Yoneyama, 2025, "A New Approach to Textual Analysis using Large Language Models: Application to the Analysis of Recent Wage and Price Developments in Japan," Bank of Japan Review Series, Bank of Japan, number 25-E-5, Mar.
  23. Shunsuke Haba & Kimihiko Izawa & Yui Kishaba & Yusuke Takahashi & Shunichi Yoneyama, 2025, "Measuring Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE): An Analysis Using the Macroeconomic Model Q-JEM," Bank of Japan Working Paper Series, Bank of Japan, number 25-E-2, Feb.

2024

  1. Ichiro Fukunaga & Yosuke Kido & Kotaro Suita, 2024, "Japan's Inflation under Global Inflation Synchronization," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-4, Apr.
  2. Ichiro Fukunaga & Yoshihiko Hogen & Yoichi Ueno, 2024, "Japan's Economy and Prices over the Past 25 Years: Past Discussions and Recent Issues," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-14, Dec.
  3. Ichiro Fukunaga & Yoshihiko Hogen & Yojiro Ito & Kenji Kanai & Satoshi Tsuchida, 2024, "Potential Growth in Japan: Issues on Its Relationship with Prices and Wages," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-16, Dec.
  4. Nobuhiro Abe & Naohisa Hirakata & Yuto Ishikuro & Yosuke Koike & Yuki Konaka & Yutaro Takano, 2024, "Counterfactual Simulation of the Effect of Large-Scale Monetary Easing on Japan's Financial System," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-8, Jul.
  5. Naohisa Hirakata & Mitsuru Katagiri, 2024, "Role of Foreign Direct Investment as a Long-term Capital Flow Channel," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 24-E-05, Jun.
  6. Koichi Kuroda & Akira Hasebe & Satoshi Ito & Daisuke Ikeda, 2024, "Private Debt Funds: What They Are and Trends under Interest Rate Hikes," Bank of Japan Review Series, Bank of Japan, number 24-E-1, Apr.
  7. Wataru Hagio & Daisuke Ikeda & Satoshi Kobayashi & Nao Sudo, 2024, "Price Dynamics and Monetary Policy Challenges -- Lessons Learned and Going Forward -- Summary of the 2024 BOJ-IMES Conference," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 24-E-11, Sep.
  8. Yoshihiko Hogen & Yojiro Ito & Kenji Kanai & Naoya Kishi, 2024, "Changes in the Global Economic Landscape and Issues for Japan's Economy," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-3, Mar.
  9. Kosuke Aoki & Yoshihiko Hogen & Yojiro Ito & Kenji Kanai & Kosuke Takatomi, 2024, "Determinants of Price Markups at Japanese Firms and Implications for Productivity," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-15, Dec.
  10. Yudai Hatayama & Yuto Iwasaki & Kyoko Nakagami & Tatsuyoshi Okimoto, 2024, "Globalization and Its Growing Impact on the Natural Rates of Interest in Developed Economies," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-13, Nov.
  11. Yudai Hatayama & Yuto Iwasaki, 2024, "Estimating the Natural Yield Curve in Japan Using a VAR with Common Trends," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-17, Dec.
  12. Yu Sugioka & Yuichiro Ito & Sohei Kaihatsu & Kousuke Takatomi, 2024, "Trends in the Discussions of the Costs and Benefits of Price Fluctuations," Bank of Japan Research Laboratory Series, Bank of Japan, number 24-E-2, Dec.
  13. Sohei Kaihatsu & Shogo Nakano & Hiroki Yamamoto, 2024, "Macroeconomic Impact of Shifts in Long-term Inflation Expectations," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-18, Dec.
  14. Atsuki Hirata & Sohei Kaihatsu & Yoshiyasu Kasai & Hiroki Yamamoto & Jouchi Nakajima, 2024, "Effects and Side Effects of Unconventional Monetary Policy: A Shadow Rate Approach," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-21, Dec.
  15. Koike Yasutaka-Mori & Toshitaka Maruyama & Koki Okumura, 2024, "Inventor Mobility, Knowledge Diffusion, and Growth," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1244, Mar.
  16. Ichiro Muto & Fumitaka Nakamura & Makoto Nirei, 2024, "Digitalization, Entrepreneurship, and Wealth Inequality," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 24-E-01, Mar.
  17. Tatsushi Okuda & Tomohiro Tsuruga, 2024, "Geoeconomic Fragmentation and International Diversification Benefits," IMF Working Papers, International Monetary Fund, number 2024/048, Mar.
  18. Mitsuru Katagiri & Takemasa Oda & Yasutaka Ogawa & Takeshi Shinohara & Nao Sudo, 2024, "Demographic Trends and Household Savings and Investment," Bank of Japan Research Laboratory Series, Bank of Japan, number 24-E-1, Jul.
  19. Shota Miki & Yoichiro Tamanyu, 2024, "On the Restructuring of Global Semiconductor Supply Chains," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-6, Jun.
  20. Kozo UEDA & Hinata Sasaki, 2024, "Do Cashless Payments Stimulate Spending? Evidence from QR Code Payment Campaigns and Bank Transaction Data in Japan," CIGS Working Paper Series, The Canon Institute for Global Studies, number 24-008E, Apr.
  21. Kozo UEDA & Fei Gao, 2024, "How Do Gamblers React to Wins? Evidence from Bank Transaction Data in Japan," CIGS Working Paper Series, The Canon Institute for Global Studies, number 24-019E, Sep.
  22. Kozo UEDA, 2024, "The Reality of Consumption: Comparing Self-Reported and Observed Marginal Propensity to Consume," CIGS Working Paper Series, The Canon Institute for Global Studies, number 24-020E, Sep.
  23. Kozo UEDA, 2024, "Inflation Expectations and Spending: Evidence from an Experiment and Bank Transaction Data in Japan," CIGS Working Paper Series, The Canon Institute for Global Studies, number 24-021E, Oct.

2023

  1. Ichiro Fukunaga & Kakuho Furukawa & Shunsuke Haba & Yoshihiko Hogen & Yosuke Kido & Tomohiro Okubo & Kotaro Suita & Kosuke Takatomi, 2023, "Wage Developments in Japan: Four Key Issues for the Post-COVID-19 Wage Growth," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-4, Mar.
  2. Nobuhiro Abe & Yusuke Kawasumi & Yutaro Takano & Tomomi Naka & Naohisa Hirakata & Kohei Matsumura & Ko Munakata, 2023, "Top-Down Scenario Analysis of Climate-Related Financial Risks: Perspective from Time Horizon and Inter-Industry Spillovers," Bank of Japan Research Papers, Bank of Japan, number 23-12-21, Dec.
  3. Yoshibumi Makabe & Yosuke Matsumoto & Wataru Hirata, 2023, "Estimating Pipeline Pressures in New Keynesian Phillips Curves: A Bayesian VAR-GMM Approach," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-13, Aug.
  4. Shuichiro Ikeda & Takuji Kondo & Yoshiyuki Kurachi & Taichi Matsuda & Tomoyuki Yagi, 2023, "Firms' Recent Price-Setting Stance: Evidence from the Tankan," Bank of Japan Review Series, Bank of Japan, number 23-E-2, Feb.
  5. Takushi Kurozumi & Willem Van Zandweghe, 2023, "A Theory of Intrinsic Inflation Persistence," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-3, Mar.
  6. Daiki Date & Takushi Kurozumi & Takashi Nakazawa & Yu Sugioka, 2023, "Heterogeneity and Wage Growth of Full-time Workers in Japan: An Empirical Analysis Using Micro Data," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-11, Jun.
  7. Yasuo Hirose & Takushi Kurozumi & Wille Van Zandweghe, 2023, "Online Appendix to "Inflation Gap Persistence, Indeterminacy, and Monetary Policy"," Online Appendices, Review of Economic Dynamics, number 23-43.
  8. Takuji Fueki & Shinnosuke Katsuki & Ichiro Muto & Yu Sugisaki, 2023, "Automation and Nominal Rigidities," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 23-E-01, Jan.
  9. Nobuhiro Abe & Kyosuke Chikamatsu & Kenji Kanai & Yusuke Kawasumi & Ko Munakata & Koki Nakayama & Tatsushi Okuda & Yutaro Takano, 2023, "The Financial Macro-econometric Model (FMM, 2022 Version)," Bank of Japan Research Papers, Bank of Japan, number 23-03-30, Mar.
  10. Yui Kishaba & Tatsushi Okuda, 2023, "The Slope of the Phillips Curve for Service Prices in Japan: Regional Panel Data Approach," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-8, May.
  11. Kohei Matsumura & Tomomi Naka & Nao Sudo, 2023, "Analysis of the Transmission of Carbon Tax using a Multi-Sector Dynamic Stochastic General Equilibrium Model," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-2, Feb.
  12. NAKAJIMA, Jouchi & SUDO, Nao & HOGEN, Yoshihiko & TAKIZUKA, Yasutaka, 2023, "On the estimation of the natural yield curve," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 753, Dec.
  13. Ken Chikada & Satoshi Kobayashi & Takeshi Shinohara & Nao Sudo, 2023, "Old and New Challenges for Monetary Policy Summary of the 2023 BOJ-IMES Conference," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 23-E-05, Oct.
  14. Ko Munakata & Takeshi Shinohara & Shigenori Shiratsuka & Nao Sudo & Tsutomu Watanabe, 2023, "On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 23-E-07, Nov.
  15. Kozo Ueda & Kota Watanabe, 2023, "Oligopolistic Competition, Price Rigidity, and Monetary Policy," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-565, Jul.
  16. Kozo Ueda, 2023, "Evidence on Price Stickiness in Japan," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-570, Sep.
  17. Kozo UEDA, 2023, "Marginal Propensity to Consume and Personal Characteristics: Evidence from Bank Transaction Data and Survey," CIGS Working Paper Series, The Canon Institute for Global Studies, number 23-007E, May.
  18. Kozo UEDA, 2023, "Marginal Propensity to Consume to Two-Time Income Shocks," CIGS Working Paper Series, The Canon Institute for Global Studies, number 23-008E, May.
  19. Yukihiko Funaki & Kohei Kawamura & Nobuyuki Uto & Kozo Ueda, 2023, "Price Stickiness and Strategic Uncertainty: An Experimental Study," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-63, Dec.

2022

  1. R. Anton Braun & Daisuke Ikeda, 2022, "Why Aging Induces Deflation and Secular Stagnation," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-12, Sep, DOI: 10.29338/wp2022-12.
  2. Daisuke Ikeda, 2022, "Digital Money as a Medium of Exchange and Monetary Policy in Open Economies," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 22-E-10, Jul.
  3. Yojiro Ito & Daisuke Miyakawa, 2022, "Performance of Exiting Firms in Japan: An Empirical Analysis Using Exit Mode Data," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 22-E-07, May.
  4. Guanyu Zheng & Gulnara Nolan & Christopher Ball & Siddharth Kothari & Yosuke Kido, 2022, "What Matters for Job Finding and Separation in the Long Run? Evidence from Labor Market Dynamics in New Zealand," IMF Working Papers, International Monetary Fund, number 2022/172, Sep.
  5. Guanyu Zheng & Gulnara Nolan & Christopher Ball & Siddharth Kothari & Yosuke Kido, 2022, "What Matters for Job Finding and Separation in the long-run?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2022/02, Sep.
  6. Yoshiyuki Kurachi & Hajime Morishima & Hiroshi Kawata & Ryo Shibata & Kazuma Bunya & Jin Moteki, 2022, "Challenges for Japan's Economy in the Decarbonization Process," Bank of Japan Research Papers, Bank of Japan, number 22-06-09, Jun.
  7. Tomoyuki Yagi & Yoshiyuki Kurachi & Masato Takahashi & Kotone Yamada & Hiroshi Kawata, 2022, "Pass-Through of Cost-Push Pressures to Consumer Prices," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-17, Nov.
  8. Takushi Kurozumi & Ryohei Oishi, 2022, "A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-3, Mar.
  9. Takushi Kurozumi & Ryohei Oishi & Willem Van Zandweghe, 2022, "Sticky Information Versus Sticky Prices Revisited: A Bayesian VAR-GMM Approach," Working Papers, Federal Reserve Bank of Cleveland, number 22-34, Nov, DOI: 10.26509/frbc-wp-202234.
  10. Hiroyuki Kubota & Ichiro Muto & Mototsugu Shintani, 2022, "Monetary Policy, Labor Force Participation, and Wage Rigidity," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 22-E-17, Nov.
  11. Harrison, Michael & Nakajima, Jouchi & Shabani, Mimoza, 2022, "An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-120, Apr.
  12. Takuro Ashizawa & Kakuho Furukawa & Ryuichiro Hashimoto & Yoshiyasu Koide & Tomomi Naka & Kenji Nishizaki & Nao Sudo & Genichiro Suzuki, 2022, "Physical risks from climate change faced by Japan's financial institutions: Impact of floods on real economy, land prices, and FIs' financial conditions," Bank of Japan Review Series, Bank of Japan, number 22-E-2, Mar.
  13. Ryuichiro Hashimoto & Nao Sudo, 2022, "Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE Model," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-5, Jun.
  14. Takuro Ashizawa & Nao Sudo & Hiroki Yamamoto, 2022, "How Do Floods Affect the Economy? An Empirical Analysis using Japanese Flood Data," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-6, Jun.
  15. Yoshiyasu Koide & Kenji Nishizaki & Nao Sudo, 2022, "Flood Risk Perception and its Impact on Land Prices in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-12, Jul.
  16. Yoshiyasu Koide & Yoshihiko Hogen & Nao Sudo, 2022, "Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-15, Sep.
  17. Tsutomu Watanabe & Tomoyoshi Yabu, 2022, "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-552, Dec.
  18. Yusuke Takahashi & Yoichiro Tamanyu, 2022, "Households' Perceived Inflation and CPI Inflation: the Case of Japan," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-1, Mar.
  19. Yasuo Hirose & Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022, "Estimating a Behavioral New Keynesian Model with the Zero Lower Bound," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-535, Mar.
  20. Kozo Ueda, 2022, "Effects of Bank Branch/ATM Consolidations on Cash Demand: Evidence from Bank Account Transaction Data in Japan," CIGS Working Paper Series, The Canon Institute for Global Studies, number 22-003E, Mar.
  21. Daisuke MIYAKAWA & Koki OIKAWA & Kozo UEDA, 2022, "Misallocation under the Shadow of Death," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 22014, Mar.
  22. Toshitaka Sekine & Frank Packer & Shunichi Yoneyama, 2022, "Individual Trend Inflation," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 22-E-14, Aug.

2021

  1. Daisuke Ikeda & Hidehiko Matsumoto, 2021, "Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 21-E-01, Mar.
  2. Masato Takahashi & Takuji Kondo & Ko Munakata & Tomohiro Okubo & Yuto Iwasaki, 2021, "Revision of the Consumption Activity Index to Capture Recent Changes in Consumption Patterns," Bank of Japan Research Papers, Bank of Japan, number 21-07-07, Jul.
  3. Takushi Kurozumi & Willem Van Zandweghe, 2021, "Macroeconomic Changes with Declining Trend Inflation: Complementarity with the Superstar Firm Hypothesis," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-13, Nov.
  4. Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2021, "Inflation Gap Persistence, Indeterminacy, and Monetary Policy," Working Papers, Federal Reserve Bank of Cleveland, number 21-05, Feb, DOI: 10.26509/frbc-wp-202105.
  5. Moegi Inoue & Atsushi Kawakami & Ayako Masujima & Ichiro Muto & Shogo Nakano & Izumi Takagawa, 2021, "Final Demand-Intermediate Demand Aggregation System of Japan's Producer Price Index," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-6, Jun.
  6. Takuji Fueki & Ken Matsushita & Ichiro Muto & Fumitaka Nakamura & Shunichi Yoneyama, 2021, "Adapting to the New Normal: Perspectives and Policy Challenges after the COVID-19 Pandemic Summary of the 2021 BOJ-IMES Conference," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 21-E-08, Jul.
  7. Tomoaki Mikami & Hiroaki Yamagata & Jouchi Nakajima, 2021, "Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey," Bank of Japan Research Laboratory Series, Bank of Japan, number 21-E-2, Dec.
  8. Takuji Kawamoto & Takashi Nakazawa & Yui Kishaba & Kohei Matsumura & Jouchi Nakajima, 2021, "Supplementary Paper Series for the "Assessment" (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconomic Model (Q-JEM)," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-4, Apr.
  9. Takuji Kawamoto & Jouchi Nakajima & Tomoaki Mikami, 2021, "Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-9, Jul.
  10. Jouchi Nakajima & Hiroaki Yamagata & Tatsushi Okuda & Shinnosuke Katsuki & Takeshi Shinohara, 2021, "Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-12, Oct.
  11. Masazumi Hattori & Tomohide Mineyama & Jouchi Nakajima, 2021, "Taylor Rule Yield Curve," Working Papers, Tokyo Center for Economic Research, number e156, Jan.
  12. Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2021, "Imperfect Information, Heterogenous Demand Shocks, and Inflation Dynamics," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 2104, Feb.
  13. Tatsushi Okuda & Tomohiro Tsuruga, 2021, "Inflation Expectations and Central Bank Communication with Unknown Prior," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 21-E-07, Jul.
  14. Kohei Hasui & Teruyoshi Kobayashi & Tomohiro Sugo, 2021, "Optimal irreversible monetary policy," Discussion Papers, Graduate School of Economics, Kobe University, number 2109, Feb.
  15. Ryuichiro Hirano & Yoshihiko Hogen & Nao Sudo, 2021, "Predictive power of the Financial Activity Indexes - A case study of banking crisis in multiple countries -," Bank of Japan Review Series, Bank of Japan, number 21-E-5, Nov.
  16. Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021, "A Quest for Monetary Policy Shocks in Japan by High Frequency Identification," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 21-E-02, Apr.
  17. Fumitaka Nakamura & Nao Sudo & Yu Sugisaki, 2021, "Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 21-E-06, Jun.
  18. Mototsugu Shintani & Kozo Ueda, 2021, "Identifying the Source of Information Rigidities in the Expectations Formation Process," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-516, Jun.
  19. Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2021, "Household Inventory, Temporary Sales, and Price Indices," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-520, Aug.
  20. Kozo Ueda, 2021, "Duopolistic competition and monetary policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-07, Jan.
  21. Yoshihiko Norimasa & Kazuki Ueda & Tomohiro Watanabe, 2021, "Emerging Economies' Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-5, May.
  22. Shunichi Yoneyama, 2021, "Central Bank Transparency and Disagreement in Inflation Expectations," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 21-E-12, Dec.

2020

  1. Ichiro Fukunaga & Manrique Saenz, 2020, "Synergies Between Monetary and Macroprudential Policies in Thailand," IMF Working Papers, International Monetary Fund, number 2020/083, Jun.
  2. Wataru Hirata & Toshitaka Maruyama & Tomohide Mineyama, 2020, "Flattening of the Wage Phillips Curve and Downward Nominal Wage Rigidity: The Japanese Experience in the 2010s," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-4, Jul.
  3. Kazuhiro Hiraki & Wataru Hirata, 2020, "Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-5, Sep.
  4. Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020, "Testing the effectiveness of unconventional monetary policy in Japan and the United States," Papers, arXiv.org, number 2012.15158, Dec, revised Nov 2023.
  5. Daisuke Ikeda, 2020, "Digital Money as a Unit of Account and Monetary Policy in Open Economies," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 20-E-15, Dec.
  6. Mr. Geoffrey J Bannister & Mr. Harald Finger & Siddharth Kothari & Ms. Elena Loukoianova, 2020, "Addressing the Pandemic's Medium-Term Fallout in Australia and New Zealand," IMF Working Papers, International Monetary Fund, number 2020/272, Dec.
  7. Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020, "Monetary Policy and Macroeconomic Stability Revisited," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-2, Feb.
  8. Takushi Kurozumi & Willem Van Zandweghe, 2020, "Output-Inflation Trade-offs and the Optimal Inflation Rate," Working Papers, Federal Reserve Bank of Cleveland, number 20-20, Jul, DOI: 10.26509/frbc-wp-202020.
  9. Takeshi Shinohara & Tatsushi Okuda & Jouchi Nakajima, 2020, "Characteristics of Uncertainty Indices in the Macroeconomy," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-6, Oct.
  10. Ryo Kato & Tatsushi Okuda & Takayuki Tsuruga, 2020, "Sectoral inflation persistence, market concentration and imperfect common knowledge," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1082, Mar.
  11. Kana Sasamoto & Atsushi Nakamura & Takanori Fujii & Takashi Semba & Kazuya Suzuki & Kimiaki Shinozaki, 2020, "New Initiatives to Improve the Transparency of Securities Financing Markets in Japan: Publication of Statistics on Securities Financing Transactions in Japan," Bank of Japan Review Series, Bank of Japan, number 20-E-1, Feb.
  12. Akitaka Tsuchiya & Ayano Nojima & Takumi Horikawa & Takashi Semba & Kimiaki Shinozaki, 2020, "U.S. Dollar Funding Trend in the January-March Quarter of 2020 as Indicated by the BIS International Banking Statistics," Bank of Japan Review Series, Bank of Japan, number 20-E-8, Nov.
  13. Pierre Perron & Mototsugu Shintaniz & Tomoyoshi Yabu, 2020, "Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-012, Jan.
  14. Mototsugu Shintani & Naoto Soma, 2020, "The Effects of QQE on Long-run Inflation Expectations in Japan," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-494, Oct.
  15. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2020, "A Behavioral Explanation for the Puzzling Persistence of the Aggregate Real Exchange Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 27420, Jun.
  16. Vergote, Olivier & Sugo, Tomohiro, 2020, "Who takes the ECB’s targeted funding?," Working Paper Series, European Central Bank, number 2439, Jul.
  17. Makoto Nirei & Nao Sudo, 2020, "Necessities, Home Production, and Economic Impacts of Stay-at-Home Policies," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 20-E-14, Dec.
  18. Takuji Kawamoto & Taichi Matsuda & Koji Takahashi & Yoichiro Tamanyu, 2020, "Bank Risk Taking and Financial Stability: Evidence from Japan's Loan Market," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-1, Feb.
  19. Yoichiro Tamanyu, 2020, "The Role of Nonlinearity in Indeterminate Models: An Application to Expectations-Driven Liquidity Traps," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2020-023, Nov.
  20. Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2020, "Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-491, Aug.
  21. Keiichiro KOBAYASHI & Kozo Ueda, 2020, "Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis," CIGS Working Paper Series, The Canon Institute for Global Studies, number 20-008E, Nov.
  22. Daisuke Miyakawa & Koki Oikawa & Kozo Ueda, 2020, "Reallocation Effects of Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-59, Jun.
  23. Daisuke MIYAKAWA & Koki OIKAWA & Kozo UEDA, 2020, "Firm Exit during the COVID-19 Pandemic: Evidence from Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 20065, Jul.

2019

  1. Ichiro Fukunaga & Mr. Takuji Komatsuzaki & Hideaki Matsuoka, 2019, "Inflation and Public Debt Reversals in Advanced Economies," IMF Working Papers, International Monetary Fund, number 2019/297, Dec.
  2. Naohisa Hirakata & Kazutoshi Kan & Akihiro Kanafuji & Yosuke Kido & Yui Kishaba & Tomonori Murakoshi & Takeshi Shinohara, 2019, "The Quarterly Japanese Economic Model (Q-JEM): 2019 version," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-7, Jun.
  3. Tomohide Mineyama & Wataru Hirata & Kenji Nishizaki, 2019, "Costs and Benefits of Inflation: A Model Analysis of Japan and the U.S," Bank of Japan Research Laboratory Series, Bank of Japan, number 19-E-2, Jul.
  4. Wataru Hirata & Mayumi Ojima, 2019, "Competition and Bank Systemic Risk: New Evidence from Japan's Regional Banking," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-1, Jan.
  5. Tomohide Mineyama & Wataru Hirata & Kenji Nishizaki, 2019, "Inflation and Social Welfare in a New Keynesian Model: The Case of Japan and the U.S," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-10, Jun.
  6. Daisuke Ikeda & Mayumi Ojima & Koji Takahashi, 2019, "Financial Interconnectedness, Amplification, and Cross-Border Activity," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-11, Jun.
  7. Daisuke Ikeda, 2019, "Adverse Selection, Lemons Shocks and Business Cycles," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 361, Apr, DOI: 10.24149/gwp361.
  8. Nobuhiro Abe & Takuji Fueki & Sohei Kaihatsu, 2019, "Estimating a Markov Switching DSGE Model with Macroeconomic Policy Interaction," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-3, Mar.
  9. Taro Kimura & Yoshiyuki Kurachi & Tomohiro Sugo, 2019, "Decreasing Wage Returns to Human Capital: Analysis of Wage and Job Experience Using Micro Data of Workers," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-12, Aug.
  10. Takuji Fueki & Kohei Maehashi, 2019, "Inflation Dynamics in the Age of Robots: Evidence and Some Theory," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-9, Jun.
  11. Toshitaka Maruyama & Kenji Suganuma, 2019, "Inflation Expectations Curve in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-6, Apr.
  12. Emanuel Kohlscheen & Jouchi Nakajima, 2019, "Steady-state growth," BIS Working Papers, Bank for International Settlements, number 812, Sep.
  13. Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2019, "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Working Paper, Norges Bank, number 2019/2, Jan.
  14. Hibiki Ichiue & Maiko Koga & Tatsushi Okuda & Tatsuya Ozaki, 2019, "Households' Liquidity Constraint, Optimal Attention Allocation, and Inflation Expectations," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-8, Jun.
  15. Kosuke Aoki & Hibiki Ichiue & Tatsushi Okuda, 2019, "Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-14, Sep.
  16. Tatsushi Okuda & Tomohiro Tsuruga & Francesco Zanetti, 2019, "Imperfect Information, Shock Heterogeneity, and Inflation Dynamics," Discussion Papers, Centre for Macroeconomics (CFM), number 1918, Sep.
  17. Keiichi Goshima & Hiroshi Ishijima & Mototsugu Shintani & Hiroki Yamamoto, 2019, "Forecasting Japanese inflation with a news-based leading indicator of economic activities," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-458, May.
  18. Kevin X. D. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2019, "Sticky-Wage Models and Knowledge Capital," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1046, Jan.
  19. Kohei Hasui & Teruyoshi Kobayashi & Tomohiro Sugo, 2019, "Irreversible monetary policy at the zero lower bound," Discussion Papers, Graduate School of Economics, Kobe University, number 1906, Apr.
  20. Shigenori Shiratsuka & Nao Sudo & Shingo Watanabe, 2019, "Central Bank Design under a Continued Low Inflation and Interest Rate Environment Summary of the 2019 BOJ-IMES Conference," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 19-E-14, Aug.
  21. Kosuke Aoki & Ko Munakata & Nao Sudo, 2019, "Prolonged Low Interest Rates and Banking Stability," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 19-E-21, Nov.
  22. Yoichiro Tamanyu, 2019, "Tax Rules to Prevent Expectations-driven Liquidity Trap," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2019-005, Jan.
  23. Tomiyuki Kitamura & Masaki Tanaka, 2019, "Firms' Inflation Expectations under Rational Inattention and Sticky Information: An Analysis with a Small-Scale Macroeconomic Model," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-16, Nov.
  24. Kozo Ueda, 2019, "Dynamic Cost of Living Index for Storable Goods," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-88, Dec.

2018

  1. Kyosuke Chikamatsu, Naohisa Hirakata, Yosuke Kido, Kazuki Otaka, 2018, "Nowcasting Japanese GDPs," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-18, Nov.
  2. Naohisa Hirakata & Yasutaka Koike, 2018, "The Labor Share, Capital-Labor Substitution, and Factor Augmenting Technologies," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-20, Nov.
  3. Ikeda Daisuke, 2018, "Bank runs, prudential tools and social welfare in a global game general equilibrium model," Bank of England Staff Working Paper series, Bank of England, number 732, Jun.
  4. Daisuke Ikeda & Takushi Kurozumi, 2018, "Slow Post-Financial Crisis Recovery and Monetary Policy," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 347, Oct, DOI: 10.24149/gwp347.
  5. Daisuke Ikeda & Toan Phan, 2018, "Asset Bubbles and Global Imbalances," Working Paper, Federal Reserve Bank of Richmond, number 18-7, Mar.
  6. Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani, 2018, "Missing Wage Inflation? Downward Wage Rigidity and the Natural Rate of Unemployment," Bank of Japan Research Laboratory Series, Bank of Japan, number 18-E-3, Sep.
  7. Yuto Iwasaki & Ichiro Muto & Mototsugu Shintani, 2018, "Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-08, Jul.
  8. Akihiro Kanafuji & Rina Mandokoro & Naoya Kato & Tomohiro Sugo, 2018, "Revision of the Consumption Activity Index to Address the 2008 SNA and Improve Accuracy," Bank of Japan Research Papers, Bank of Japan, number 18-04-20, Apr.
  9. Koji Nakamura & Sohei Kaihatsu & Tomoyuki Yagi, 2018, "Productivity Improvement and Economic Growth," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-10, May.
  10. Sohei Kaihatsu & Maiko Koga & Tomoya Sakata & Naoko Hara, 2018, "Interaction between Business Cycles and Economic Growth," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-12, Jun.
  11. Andrew Filardo & Jouchi Nakajima, 2018, "Effectiveness of unconventional monetary policies in a low interest rate environment," BIS Working Papers, Bank for International Settlements, number 691, Jan.
  12. Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2018, "Identifying oil price shocks and their consequences: the role of expectations in the crude oil market," BIS Working Papers, Bank for International Settlements, number 725, May.
  13. Jouchi Nakajima, 2018, "The role of household debt heterogeneity on consumption: Evidence from Japanese household data," BIS Working Papers, Bank for International Settlements, number 736, Jul.
  14. Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2018, "The Role of Corporate Governance in Japanese Unlisted Companies," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1081, Mar.
  15. Nobuhiro Abe & Kimiaki Shinozaki, 2018, "Compilation of Experimental Price Indices Using Big Data and Machine Learning:A Comparative Analysis and Validity Verification of Quality Adjustments," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-13, Aug.
  16. Akihisa Shibata & Mototsugu Shintani & Takayuki Tsuruga, 2018, "Current Account Dynamics under Information Rigidity and Imperfect Capital Mobility," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1036, Jul.
  17. Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-37, Aug.
  18. Toshihiko Mukoyama & Mototsugu Shintani & Kazuhiro Teramoto, 2018, "Cyclical Part-Time Employment in an Estimated New Keynesian Model with Search Frictions," Working Papers, Georgetown University, Department of Economics, number gueconwpa~18-18-04, Aug.
  19. Yoshiyuki Nakazono & Maiko Koga & Tomohiro Sugo, 2018, "Private Information and Analyst Coverage: Evidence from Firm Survey Data," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-17, Oct.
  20. Nao Sudo & Yosuke Okazaki & Yasutaka Takizuka, 2018, "Determinants of the Natural Rate of Interest in Japan \ Approaches based on a DSGE model and OG model \," Bank of Japan Research Laboratory Series, Bank of Japan, number 18-E-1, Jun.
  21. Nao Sudo & Yasutaka Takizuka, 2018, "Population Aging and the Real Interest Rate in the Last and Next 50 Years -- A tale told by an Overlapping Generations Model --," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-1, Jan.
  22. Yosuke Okazaki & Nao Sudo, 2018, "Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-6, Mar.
  23. Nao Sudo & Masaki Tanaka, 2018, "Do Market Segmentation and Preferred Habitat Theories Hold in Japan? : Quantifying Stock and Flow Effects of Bond Purchases," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-16, Oct.
  24. Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2018, "Product Turnover and the Cost of Living Index: Quality vs. Fashion Effects," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 337, Jan, DOI: 10.24149/gwp337.
  25. Tomoyuki Iida & Kanako Shoji & Shunichi Yoneyama, 2018, "What Drives China's Growth? Evidence from Micro-level Data," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-19, Nov.

2017

  1. Naohisa Hirakata & Yosuke Kido & Jie Liang Thum, 2017, "Empirical Evidence on "Systemic as a Herd": The Case of Japanese Regional Banks," Bank of Japan Working Paper Series, Bank of Japan, number 17-E-1, Jan.
  2. Yuto Iwasaki & Nao Sudo, 2017, "Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --," Bank of Japan Working Paper Series, Bank of Japan, number 17-E-11, Nov.
  3. Takuji Kawamoto & Tatsuya Ozaki & Naoya Kato & Kohei Maehashi, 2017, "Methodology for Estimating Output Gap and Potential Growth Rate: An Update," Bank of Japan Research Papers, Bank of Japan, number 17-05-31, May.
  4. Sohei Kaihatsu & Mitsuru Katagiri & Noriyuki Shiraki, 2017, "Phillips Curve and Price-Change Distribution under Declining Trend Inflation," Bank of Japan Working Paper Series, Bank of Japan, number 17-E-5, May.
  5. Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2017, "Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 17-E-10, Nov.
  6. Yasushi Asako & Tatsushi Okuda, 2017, "Guiding the Economy Toward the Target Inflation Rate: An Evolutionary Game Theory Approach," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 17-E-03, May.
  7. Ryo Kato & Tatsushi Okuda, 2017, "Market Concentration and Sectoral Inflation under Imperfect Common Knowledge," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 17-E-11, Dec.
  8. Kevin x.d. Huang & Munechika Katayama & Mototsugu Shintani & Takayuki Tsuruga, 2017, "Sticky-Wage Models and Knowledge Capital: A Note," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 17-00006, Apr.
  9. Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017, "The effects of monetary policy shocks on inequality in Japan," BIS Working Papers, Bank for International Settlements, number 642, Jun.
  10. Keiichiro Kobayashi & Kozo Ueda, 2017, "Secular Stagnation under the Fear of a Government Debt Disaster," CIGS Working Paper Series, The Canon Institute for Global Studies, number 17-012E, Nov.
  11. Yasushi Asako & Yukihiko Funaki & Kozo Ueda & Nobuyuki Uto, 2017, "Symmetric Information Bubbles: Experimental Evidence," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-05, Jan.

2016

  1. Daisuke Ikeda & Yasuko Morita, 2016, "The Effects of Barriers to Technology Adoption on Japanese Prewar and Postwar Economic Growth," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-01, Jan.
  2. Nobuhiro Abe & Yojiro Ito & Ko Munakata & Shinsuke Ohyama & Kimiaki Shinozaki, 2016, "Pricing Patterns over Product Life-Cycle and Quality Growth at Product Turnover: Empirical Evidence from Japan," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-5, Jun.
  3. Shigeaki Fujiwara & Yuto Iwasaki & Ichiro Muto & Kenji Nishizaki & Nao Sudo, 2016, "Supplementary Paper Series for the "Comprehensive Assessment" (2): Developments in the Natural Rate of Interest in Japan," Bank of Japan Review Series, Bank of Japan, number 16-E-12, Oct.
  4. Yuto Iwasaki & Sohei Kaihatsu, 2016, "Measuring Underlying Inflation Using Dynamic Model Averaging," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-8, Jun.
  5. Naoya Kato & Takuji Kawamoto, 2016, "Corporate Profits and Business Fixed Investment: Why are Firms So Cautious about Investment?," Bank of Japan Review Series, Bank of Japan, number 16-E-2, Apr.
  6. Yuichiro Ito & Sohei Kaihatsu, 2016, "Effects of Inflation and Wage Expectations on Consumer Spending: Evidence from Micro Data," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-7, Jun.
  7. Sohei Kaihatsu & Noriyuki Shiraki, 2016, "Firms' Inflation Expectations and Wage-setting Behaviors," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-10, Jul.
  8. Masayuki Inui & Sohei Kaihatsu, 2016, "The Power of Unconventional Monetary Policy in a Liquidity Trap," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-16, Nov.
  9. Sohei Kaihatsu & Koichiro Kamada & Mitsuru Katagiri, 2016, "Theoretical Foundations for Quantitative Easing," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-04, Mar.
  10. Tomoyuki Iida & Takeshi Kimura & Nao Sudo, 2016, "Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-14, Aug.
  11. Kohei Shintani & Yoshiyuki Kurachi & Shinichi Nishioka & Takashi Okamoto, 2016, "Administered Prices in Japan: Institutional Comparisons with Europe and the United States," Bank of Japan Review Series, Bank of Japan, number 16-E-9, Jul.
  12. Mitsuhiro Osada & Mayumi Ojima & Yoshiyuki Kurachi & Ko Miura & Takuji Kawamoto, 2016, "Economic Impact of the Tokyo 2020 Olympic Games," Bank of Japan Research Papers, Bank of Japan, number 16-01-21, Jan.
  13. Yoshiyuki Kurachi & Kazuhiro Hiraki & Shinichi Nishioka, 2016, "Does a Higher Frequency of Micro-level Price Changes Matter for Macro Price Stickiness?: Assessing the Impact of Temporary Price Changes," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-9, Jul.
  14. Koji Nakamura & Ko Miura & Toshitaka Maruyama, 2016, "The Consumption Activity Index: Improvements of Release Contents and Revisions of Compilation Methodology," Bank of Japan Research Papers, Bank of Japan, number 16-10-07, Oct.
  15. Jouchi Nakajima & Kosuke Takatomi & Tomoko Mori & Shinsuke Ohyama, 2016, "Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown," Bank of Japan Research Papers, Bank of Japan, number 16-12-22, Dec.
  16. Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2016, "Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-17, Nov.
  17. Tetsuya Adachi & Takashi Asano & Tatsushi Okuda, 2016, "Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-09, Aug.
  18. Iiboshi, Hirokuni & Shintani, Mototsugu, 2016, "Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model," MPRA Paper, University Library of Munich, Germany, number 93868, Apr.
  19. Katsurako Sonoda & Nao Sudo, 2016, "Is macroprudential policy instrument blunt?," BIS Working Papers, Bank for International Settlements, number 536, Jan.
  20. Koji Nakamura & Hiroshi Kawata & Masaki Tanaka & Lisa Uemae, 2016, "The Consumption Activity Index," Bank of Japan Research Papers, Bank of Japan, number 16-05-02, May.
  21. Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2016, "Product Turnover and Deflation: Evidence from Japan," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-400, Dec.
  22. Kohei Kawamura & Yohei Kobashi & Masato Shizume & Kozo Ueda, 2016, "Strategic Central Bank Communication: Discourse and Game-Theoretic Analyses of the Bank of Japan's Monthly Report," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-11, Mar.

2015

  1. Ichiro Fukunaga & Naoya Kato, 2015, "Quantitative and Qualitative Monetary Easing and Long-Term Interest Rates: The Effects through the Stock of "Net Supply" and Maturity Structure of Japanese Government Bonds," Bank of Japan Research Laboratory Series, Bank of Japan, number 15-E-7, Dec.
  2. Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015, "Maturity Structure and Supply Factors in Japanese Government Bond Markets," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-10, Jul.
  3. Daisuke Ikeda & Takushi Kurozumi, 2015, "What Makes Post-Financial-Crisis Recoveries So Slow? An Investigation of Implications for Monetary Policy Conduct," Bank of Japan Research Laboratory Series, Bank of Japan, number 15-E-2, Mar.
  4. Sohei Kaihatsu & Jouchi Nakajima, 2015, "Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-3, May.
  5. Yoshiyuki Kurachi & Masatoshi Ando & Kanako Shoji, 2015, "Changes in the Environment Surrounding Japan's Exports: An Approach Focusing on Global Trade Volume and Export Share," Bank of Japan Review Series, Bank of Japan, number 15-E-5, Apr.
  6. Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2015, "Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 15-17, Dec, DOI: 10.18651/RWP2015-17.
  7. Yushi Endo & Takushi Kurozumi & Takemasa Oda & Kenichirou Watanabe, 2015, "Monetary Policy: Its Effects and Implementation: Summary of the 2015 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-13, Sep.
  8. Yuichiro Ito & Ichiro Muto & Yasutaka Takizuka, 2015, "Data Analysis for Monitoring Japan's Real Estate Market," Bank of Japan Review Series, Bank of Japan, number 15-E-2, Mar.
  9. Tomiyuki Kitamura & Ichiro Muto & Ikuo Takei, 2015, "How Do Japanese Banks Set Loan Interest Rates?: Estimating Pass-Through Using Bank-Level Data," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-6, Jul.
  10. Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2015, "The natural yield curve: its concept and developments in Japan," Bank of Japan Research Laboratory Series, Bank of Japan, number 15-E-3, May.
  11. Kei Imakubo & Jouchi Nakajima, 2015, "What do negative inflation risk premia tell us?," Bank of Japan Research Laboratory Series, Bank of Japan, number 15-E-4, Jul.
  12. Koichiro.Kamada & Jouchi Nakajima, 2015, "Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy," Bank of Japan Research Laboratory Series, Bank of Japan, number 15-E-5, Sep.
  13. Kei Imakubo & Jouchi Nakajima, 2015, "Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-1, Apr.
  14. Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2015, "The natural yield curve: its concept and measurement," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-5, Jun.
  15. Koichiro Kamada & Jouchi Nakajima & Shusaku Nishiguchi, 2015, "Are Household Inflation Expectations Anchored in Japan?," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-8, Jul.
  16. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015, "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-952, Jan.
  17. Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015, "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-018, Jan, revised Nov 2015.
  18. Mototsugu Shintani & Zi-yi Guo, 2015, "Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 15-00013, Dec.
  19. Koki Oikawa & Kozo Ueda, 2015, "State-Dependent Pricing, Firm Entry and Exit, and Non-Neutrality of Money," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-03, Jan.
  20. Koki Oikawa & Kozo Ueda, 2015, "The Optimal Inflation Rate under Schumpeterian Growth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-14, May.
  21. Koki Oikawa & Kozo Ueda, 2015, "Short- and long-run tradeoff monetary easing," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-45, Nov.
  22. Ippei Fujiwara & Yoshiyuki Nakazono & Kozo Ueda, 2015, "Policy Regime Change Against Chronic Deflation?," Working Papers, HAL, number halshs-01545830, May.

2014

  1. Ichiro Fukunaga & Naoya Kato, 2014, "Japanese Repo and Call Markets Before, During, and Emerging from the Financial Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 14-E-15, Dec.
  2. Naohisa Hirakata & Yuto Iwasaki & Masahiro Kawai, 2014, "Emerging Economies’ Supply Shocks and Japan’s Price Deflation : International Transmissions in a Three-Country DSGE Model," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23970, Feb.
  3. Naohisa Hirakata & Nao Sudo & Ikuo Takei & Kozo Ueda, 2014, "Japan’s financial crises and lost decades," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 220, Dec, DOI: 10.24149/gwp220.
  4. Hideaki Hirata, 2014, "Preference Shocks, International Frictions, and International Business Cycles," Working Paper, Harvard University OpenScholar, number 164446, Jan.
  5. Lawrence Christiano & Daisuke Ikeda, 2014, "Leverage Restrictions in a Business Cycle Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 726, Mar.
  6. Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga, 2014, "Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-25, Mar.
  7. Mitsuru Katagiri & Hideki Konishi & Kozo Ueda, 2014, "Aging and deflation from a fiscal perspective," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 218, Nov, DOI: 10.24149/gwp218.
  8. Takushi Kurozumi & Willem Van Zandweghe, 2014, "A pitfall of expectational stability analysis," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 14-7, Oct.
  9. Ichiro Muto & Kohei Shintani, 2014, "What are the Characteristics of Japan's Aggregate Wage Dynamics?: An Empirical Study on the New Keynesian Wage Phillips Curve for Japan and the US," Bank of Japan Research Laboratory Series, Bank of Japan, number 14-E-2, Dec.
  10. Ichiro Muto & Kohei Shintani, 2014, "An Empirical Study on the New Keynesian Wage Phillips Curve: Japan and the US," Bank of Japan Working Paper Series, Bank of Japan, number 14-E-4, Feb.
  11. Shusaku Nishiguchi & Jouchi Nakajima & Kei Imakubo, 2014, "Disagreement in households' inflation expectations and its evolution," Bank of Japan Review Series, Bank of Japan, number 14-E-1, Mar.
  12. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2014, "Noisy Information, Distance and Law of One Price Dynamics Across US Cities," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-77, Dec.
  13. Atsushi Inoue & Mototsugu Shintania, 2014, "Quasi-Bayesian Model Selection," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1402, Feb.
  14. Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2014, "Working Less and Bargain Hunting More:Macro Implications of Sales during Japan's Lost Decades," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-351, Sep.
  15. Kozo Ueda & Yoshiyuki Nakazono & Ippei Fujiwara, 2014, "Policy Regime Change against Chronic Deflation? Policy option under long-term liquidity trap," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1402.
  16. Mayumi Ojima & Junnosuke Shino & Kozo Ueda, 2014, "Buyer-Size Discounts and Inflation Dynamics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-04, Jan.

2013

  1. Naohisa Hirakata & Yoshihiko Hogen & Nao Sudo & Kozo Ueda, 2013, "Heterogeneous bank loan responses to monetary policy and bank capital shocks: a VAR analysis based on Japanese disaggregated data," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 149.
  2. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2013, "Is the net worth of financial intermediaries more important than that of non-financial firms?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 161.
  3. Naohisa Hirakata & Mitsuru Katagiri, 2013, "Capital Flow, Foreign Direct Investment and Home Market Effect," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 13-E-05, Jun.
  4. Naohisa Hirakata & Takeki Sunakawa, 2013, "Financial Frictions, Capital Misallocation, and Structural Change," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 13-E-06, Jun.
  5. Naohisa Hirakata & Takushi Kurozumi, 2013, "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 13-E-12, Dec.
  6. Hideaki HIRATA & Ayhan KOSE & Christopher OTROK, 2013, "Regionalization vs. Globalization," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 13004, Jan.
  7. Daisuke Ikeda, 2013, "Monetary Policy and Inflation Dynamics in Asset Price Bubbles," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-4, Feb.
  8. Daisuke Ikeda & Toan Phan, 2013, "Asset Bubbles & Global Imbalances," Working Papers, Department of Research, Ipag Business School, number 2013-41, Jan.
  9. Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga, 2013, "Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-12-014, Mar.
  10. Takeshi Kimura & Jouchi Nakajima, 2013, "Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-7, May.
  11. Kazutoshi Kan & Yoshiyuki Kurachi & Yoshiyuki Fukuda & Shinichi Nishioka, 2013, "Japanese Life Insurance Companies' Balance-Sheet Structure and Japanese Government Bond Investment," Bank of Japan Review Series, Bank of Japan, number 13-E-2, Feb.
  12. Yuka Mera & Yoshiyuki Kurachi & Naoko Ozaki, 2013, "Recent Increase in Foreign Visitors and Impact on Japan's Economy," Bank of Japan Review Series, Bank of Japan, number 13-E-4, Dec.
  13. Hiroshi Kawata & Yoshiyuki Kurachi & Koji Nakamura & Yuki Teranishi, 2013, "Impact of Macroprudential Policy Measures on Economic Dynamics: Simulation Using a Financial Macro-econometric Model," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-3, Feb.
  14. Takushi Kurozumi & Willem Van Zandweghe, 2013, "Kinked demand curves, the natural rate hypothesis, and macroeconomic stability," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 13-08.
  15. Yusuke Kumano & Ichiro Muto & Akihiro Nakano, 2013, "What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-10, Jul.
  16. Koichiro Kamada & Jouchi Nakajima, 2013, "On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-13, Sep.
  17. Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani, 2013, "Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes," KIER Working Papers, Kyoto University, Institute of Economic Research, number 879, Oct.
  18. Mariko Hatase & Mototsugu Shintani & Tomoyoshi Yabu, 2013, "Great earthquakes, exchange rate volatility and government interventions," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 13-00007, Mar.
  19. Yoshiyuki Fukuda & Yuki Kimura & Nao Sudo & Hiroshi Ugai, 2013, "Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration," Bank of Japan Working Paper Series, Bank of Japan, number 13-E-16, Nov.
  20. Kosuke Aoki & Nao Sudo, 2013, "Bank’s regulation, asset portfolio choice of banks, and macroeconomic dynamics," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-323, Jul.
  21. Yuki Teranishi & Nao Sudo & Tomoyuki Nakajima & Ippei Fujiwara, 2013, "Global liquidity trap," AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University, number 1304.
  22. Nao Sudo & Kozo Ueda & Kota Watanabe, 2013, "Micro Price Dynamics during Japan's Lost Decades," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-63, Sep.
  23. Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2013, "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades," Working Papers, Human Capital and Economic Opportunity Working Group, number 2013-011, Sep.

2012

  1. Hiroshi Fujiki & Naohisa Hirakata & Etsuro Shioji, 2012, "Aging and Household Stockholdings: Evidence from Japanese Household Survey Data," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-17, Nov.
  2. Wataru Hirata, 2012, "Reconciling the Relevance of Labor Market Institutions in Search and Matching Models with International Evidence," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-2, Feb.
  3. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers, National Bureau of Economic Research, Inc, number 18362, Sep.
  4. Daisuke Ikeda & Masashi Saito, 2012, "The Effects of Demographic Changes on the Real Interest Rate in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-3, Feb.
  5. Mitsuru Katagiri, 2012, "Economic Consequences of Population Aging in Japan: Effects through Changes in Demand Structure," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-03, Mar.
  6. Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga, 2012, "Managing Financial Crises: Lean or Clean?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-16, Nov.
  7. Atsushi Ishikawa & Koichiro Kamada & Yoshiyuki Kurachi & Kentaro Nasu & Yuki Teranishi, 2012, "Introduction to the Financial Macro-econometric Model," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-1, Jan.
  8. Atsushi Ishikawa & Koichiro Kamada & Kazutoshi Kan & Ryota Kojima & Yoshiyuki Kurachi & Kentaro Nasu & Yuki Teranishi, 2012, "The Financial Activity Index," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-4, Apr.
  9. KAMADA Koichiro & KURACHI Yoshiyuki, 2012, "The Impact of Changes in JGB Yields on the Japanese Financial Institutions and the Real Economy: Simulation analysis using the Financial Macro-econometric Model (Japanese)," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 12021, Jun.
  10. Yasuo Hirose & Takushi Kurozumi, 2012, "Identifying News Shocks with Forecast Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-01, Feb.
  11. Takushi Kurozumi & Willem Van Zandweghe, 2012, "Firm-specific labor, trend inflation, and equilibrium stability," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 12-09.
  12. Ichiro Muto, 2012, "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-10, Dec.
  13. Ichiro Muto & Takemasa Oda & Nao Sudo, 2012, "Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-9, Nov.
  14. Jouchi Nakajima & Toshiaki Watanabe, 2012, "Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-232, Apr.
  15. Ippei Fujiwara & Hibiki Ichiue & Yoshiyuki Nakazono & Yosuke Shigemi, 2012, "Financial markets forecasts revisited: are they rational, herding or bold?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 106.
  16. Nao Sudou, 2012, "Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-12, Dec.
  17. Kosuke Aoki & Nao Sudo, 2012, "Asset Portfolio Choice of Banks and Inflation Dynamics," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-5, Jul.
  18. Nao Sudo & Michio Suzuki & Tomoaki Yamadai, 2012, "Inequalities in Japanese Economy during the Lost Decades," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-284, Jul.
  19. Yasushi Asako & Kozo Ueda, 2012, "The Boy Who Cried Bubble: Public Warnings Against Riding Bubbles," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-282, Jun.
  20. Ippei Fujiwara & Kozo Ueda, 2012, "The Fiscal Multiplier and Spillover in a Global Liquidity Trap," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-17, Apr.

2011

  1. Ichiro Fukunaga & Naoko Hara & Satoko Kojima & Yoichi Ueno & Shunichi Yoneyama, 2011, "The Quarterly Japanese Economic Model (Q-JEM): 2011 Version," Bank of Japan Working Paper Series, Bank of Japan, number 11-E-11, Nov.
  2. Takuji Fueki & Ichiro Fukunaga & Masashi Saito, 2011, "Assessing the Effects of Fiscal Policy in Japan with Estimated and Calibrated DSGE Models," Bank of Japan Working Paper Series, Bank of Japan, number 11-E-9, Aug.
  3. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011, "Do banking shocks matter for the U.S. economy?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 86.
  4. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2011, "Capital Injection, Monetary Policy, and Financial Accelerators," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-10, Mar.
  5. Ryo HASUMI & Hideaki HIRATA & Arito ONO, 2011, "Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from firm-bank matched data in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 11070, Oct.
  6. Hideaki Hirata & Keisuke Otsu, 2011, "Accounting for the economic relationship between Japan and the Asian Tigers," Studies in Economics, School of Economics, University of Kent, number 1120, Nov.
  7. Lawrence Christiano & Daisuke Ikeda, 2011, "Government Policy, Credit Markets and Economic Activity," NBER Working Papers, National Bureau of Economic Research, Inc, number 17142, Jun.
  8. Mitsuru Katagiri, 2011, "A Macroeconomic Approach to Corporate Capital Structure," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-28, Dec.
  9. Yasunari Inamura & Tomonori Kimata & Takeshi Kimura & Takashi Muto, 2011, "Recent Surge in Global Commodity Prices-- Impact of financialization of commodities and globally accommodative monetary conditions --," Bank of Japan Review Series, Bank of Japan, number 11-E-2, Mar.
  10. Takuji Kawamoto & Takeshi Kimura & Kentaro Morishita & Masato Higashi, 2011, "What has caused the surge in global commodity prices and strengthened cross-market linkage?," Bank of Japan Working Paper Series, Bank of Japan, number 11-E-3, May.
  11. Yasuo Hirose & Takushi Kurozumi, 2011, "Changes in the Federal Reserve Communication Strategy: A Structural Investigation," Bank of Japan Working Paper Series, Bank of Japan, number 11-E-2, Mar.
  12. Tomoyuki Fukumoto & Ichiro Muto, 2011, "Rebalancing China's Economic Growth: Some Insights from Japan's Experience," Bank of Japan Working Paper Series, Bank of Japan, number 11-E-5, Jul.
  13. Teruyoshi Kobayashi & Ichiro Muto, 2011, "A note on expectational stability under non-zero trend inflation," Discussion Papers, Graduate School of Economics, Kobe University, number 1102, Apr.
  14. Jouchi Nakajima & Toshiaki Watanabe, 2011, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-196, Jul.
  15. Jouchi Nakajima, 2011, "Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-08, Mar.
  16. Jouchi Nakajima, 2011, "Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-09, Mar.
  17. Mario J. Crucini & Mototsugu Shintani, 2011, "Measuring International Business Cycles by Saving for a Rainy Day," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-14, Jun.
  18. Shintani, Mototsugu & Guo, Zi-Yi, 2011, "Finite Sample Performance of Principal Components Estimators for Dynamic Factor Models: Asymptotic vs. Bootstrap Approximations," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 167627.
  19. Selahattin Imrohoroglu & Nao Sudo, 2011, "Will a Growth Miracle Reduce Debt in Japan?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-01, Jan.
  20. Nao Sudo, 2011, "Accounting for the Decline in the Velocity of Money in the Japanese Economy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-16, Jul.
  21. Yoshiyuki Nakazono & Kozo Ueda, 2011, "Policy Commitment and Market Expectations: Lessons Learned from Survey Based Evidence under Japan's Quantitative Easing Policy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-12, Jun.

2010

  1. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toshitaka Sekine & Toyoichiro Shirota, 2010, "Measuring Potential Growth in Japan: Some Practical Caveats," Bank of Japan Review Series, Bank of Japan, number 10-E-1, Feb.
  2. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2010, "Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy," Bank of Japan Working Paper Series, Bank of Japan, number 10-E-13, Dec.
  3. Ryo HASUMI & Hideaki HIRATA, 2010, "Small Business Credit Scoring: Evidence from Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 10029, Jun.
  4. Sohei Kaihatsu & Takushi Kurozumi, 2010, "Sources of Business Fluctuations: Financial or Technology Shocks?," Bank of Japan Working Paper Series, Bank of Japan, number 10-E-12, Dec.
  5. Takeshi Kimura & Takeshi Shimatani & Kenichi Sakura & Tomoaki Nishida, 2010, "The Role of Money and Growth Expectations in Price Determination Mechanism," Bank of Japan Working Paper Series, Bank of Japan, number 10-E-11, Oct.
  6. Tomoyuki Fukumoto & Masato Higashi & Yasunari Inamura & Takeshi Kimura, 2010, "Effectiveness of Window Guidance and Financial Environment -- In Light of Japan's Experience of Financial Liberalization and a Bubble Economy --," Bank of Japan Review Series, Bank of Japan, number 10-E-4, Aug.
  7. Yasuo Hirose & Takushi Kurozumi, 2010, "Do Investment-Specific Technological Changes Matter for Business Fluctuations? Evidence from Japan," Bank of Japan Working Paper Series, Bank of Japan, number 10-E-4, Mar.
  8. Takushi Kurozumi & Willem Van Zandweghe, 2010, "Learning about monetary policy rules when labor market search and matching frictions matter," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-14.
  9. Takushi Kurozumi & Willem Van Zandweghe, 2010, "Determinacy under inflation targeting interest rate policy in a sticky price model with investment (and labor bargaining)," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-15.
  10. Ichiro Muto & Miyuki Matsunaga & Satoko Ueyama & Tomoyuki Fukumoto, 2010, "On the Recent Rise in China's Real Estate Prices," Bank of Japan Review Series, Bank of Japan, number 10-E-3, Apr.
  11. Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi, 2010, "The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-06, Mar.
  12. Jouchi Nakajima & Nao Sudo & Takayuki Tsuruga, 2010, "How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-22, Sep.
  13. Jouchi Nakajima & Yasuhiro Omori, 2010, "Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-738, Apr.
  14. Jouchi Nakajima & Yasuhiro Omori, 2010, ""GH skew Student's t-distribution in stochastic volatility model with application to stock returns" (in Japanese)," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-J-228, Nov.
  15. Mototsugu Shintani, 2010, "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Levine's Working Paper Archive, David K. Levine, number 506439000000000168, Dec.
  16. Mario J. Crucini & Mototsugu Shintani, 2010, "Measuring business cycles by saving for a rainy day," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 50.
  17. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2010, "Do Sticky Prices Increase Real Exchange Rate Volatility at the Sector Level?," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-10-004, Jul.
  18. Shoko Morimoto & Mototsugu Shintani, 2010, "Trading volume and serial correlation in stock returns: a threshold regression approach," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 10-28, Dec.
  19. Selahattin Imrohoroglu & Nao Sudo, 2010, "Productivity and Fiscal Policy in Japan: Short Term Forecasts from the Standard Growth Model," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-23, Sep.
  20. Kozo Ueda, 2010, "Banking globalization and international business cycles," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 58.
  21. Kozo Ueda, 2010, "A Time-Invariant Duration Policy under the Zero Lower Bound," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-12, Jul.
  22. Shigenori Shiratsuka & Wataru Takahashi & Yuki Teranishi & Kozo Ueda, 2010, "Future of Central Banking under Globalization: Summary of the 2010 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-21, Sep.

2009

  1. Ichiro Fukunaga & Mitsuhiro Osada, 2009, "Measuring Energy-Saving Technical Change in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 09-E-5, Nov.
  2. Ichiro Fukunaga & Masashi Saito, 2009, "Asset Prices and Monetary Policy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-21, Sep.
  3. 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, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-24, Oct.
  4. Naohisa Hirakata & Nao Sudo, 2009, "Accounting for Oil Price Variation and Weakening Impact of the Oil Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-01, Jan.
  5. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2009, "Chained Credit Contracts and Financial Accelerators," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-30, Nov.
  6. Iichiro UESUGI & Hiroshi UCHIDA & Yoshiyuki OGURA & Arito ONO & Peng XU & Daisuke TSURUTA & Tadanobu NEMOTO & Hideaki HIRATA & Yukihiro YASUDA & Nobuyoshi YAMORI & Wako WATANABEu & Masaki HOTEI, 2009, "The Current Status of SME Financing under the Financial Crisis: A summary of the Survey on the Status of Transactions between Businesses and Financial Institutions (Feb. 2008) and the Survey on the Status of Transactions between Businesses and Financ," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 09020, Jul.
  7. Takeshi Kimura, 2009, "Financial Constraints and Firms' Pricing Decisions," Bank of Japan Working Paper Series, Bank of Japan, number 09-E-4, Oct.
  8. Jouchi Nakajima & Yasuhiro Omori, 2009, "Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-199, Dec.
  9. Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-072, May.
  10. Jouchi Nakajima & Yuki Teranishi, 2009, "The Evolution of Loan Rate Stickiness Across the Euro Area," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-10, Mar.
  11. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter, 2009, "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-32, Nov.
  12. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2009, "The Law of One Price Without the Border: The Role of Distance Versus Sticky Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 14835, Apr.
  13. Mototsugu Shintani & Akiko Terada-Hagiwara & Tomoyoshi Yabu, 2009, "Exchange Rate Pass-Through and Inflation: A Nonlinear Time Series Analysis," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0920, Nov.
  14. Ippei Fujiwara & Nao Sudo & Yuki Teranishi, 2009, "Global Liquidity Trap: A Simple Analytical Investigation," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-31, Nov.
  15. Kozo Ueda, 2009, "Central Bank Communication and Multiple Equilibria," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-05, Feb.
  16. Kozo Ueda, 2009, "Determinants of Households' Inflation Expectations," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-08, Mar.
  17. 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, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-20, Aug.

2008

  1. R.Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2008, "The saving rate in Japan: Why it has fallen and why it will remain low," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-117, Jan.
  2. Kosuke Aoki & Takeshi Kimura, 2008, "Central Bank's Two-Way Communication with the Public and Inflation Dynamics," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0899, Nov.
  3. Naoko Hara & Takeshi Kimura & Kunio Okina, 2008, "Monetary Policy Framework and "Insurance Against Deflation"," Bank of Japan Working Paper Series, Bank of Japan, number 08-E-6, Jul.
  4. Kei Imakubo & Takeshi Kimura & Teppei Nagano, 2008, "Cross-currency transmission of money market tensions," Bank of Japan Review Series, Bank of Japan, number 08-E-2, Jul.
  5. Takeshi Kimura & Takushi Kurozumi & Naoko Hara, 2008, "Endogenous Nominal Rigidities and Monetary Policy," Bank of Japan Working Paper Series, Bank of Japan, number 08-E-4, Jun.
  6. Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2008, "Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach," Bank of Japan Working Paper Series, Bank of Japan, number 08-E-9, Sep.
  7. Takushi Kurozumi & Willem Van Zandweghe, 2008, "Labor market search and interest rate policy," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 08-03.
  8. Ichiro Muto, 2008, "Monetary Policy and Learning from the Central Bank's Forecast," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-01, Jan.
  9. Ippei Fujiwara & Kazuo Fukuda & Ichiro Muto & Yosuke Shigemi & Wataru Takahashi, 2008, "Frontiers in Monetary Theory and Policy: Summary of the 2008 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-18, Aug.
  10. Jouchi Nakajima, 2008, "EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-23, Sep.
  11. Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2008, "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Levine's Working Paper Archive, David K. Levine, number 122247000000002352, Aug.
  12. Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2008, "Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 07.
  13. Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura, 2008, "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-09, Jun.
  14. Tomohiro Sugo & Yuki Teranishi, 2008, "The Zero Interest Rate Policy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-20, Aug.
  15. Nao Sudo, 2008, "Sectoral Co-Movement, Monetary-Policy Shock, and Input-Output Structure," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-15, Jul.
  16. Hirokazu Ishise & Nao Sudo, 2008, "Inventory-Theoretic Model of Money Demand, Multiple Goods, and Price Dynamics," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-19, Aug.
  17. Nao Sudo & Yuki Teranishi, 2008, "Optimal Monetary Policy under Imperfect Financial Integration," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-25, Dec.

2007

  1. Ippei Fujiwara & Naohisa Hirakata, 2007, "Dynamic Aspects of Productivity Spillovers, Terms of Trade and The "Home Market Effects"," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-07, Jun.
  2. Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Takeshi Kimura & Shinichiro Watanabe, 2007, "Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policy-making under Uncertainty," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-09, Jul.
  3. Koichiro Kamada & Wataru Hirata & Hajime Wago, 2007, "Determinants of Land-Price Movements in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-7, Mar.
  4. Daisuke Ikeda & Shinichi Nishioka, 2007, "Price Setting Behavior and Hazard Functions: Evidence from Japanese CPI Micro Data," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-19, Aug.
  5. Aoki, Kosuke & Kimura, Takeshi, 2007, "Uncertainty about perceived inflation target and monetary policy," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,18.
  6. Takeshi Kimura & Kyosuke Shiotani, 2007, "Stabilized Business Cycles with Increased Output Volatility at High Frequencies," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-23, Oct.
  7. Ichiro Muto, 2007, "Productivity Growth, Transparency, and Monetary Policy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-08, Jun.
  8. Muto, Ichiro, 2007, "Estimating a New Keynesian Phillips Curve with a Corrected Measure of Real Marginal Cost: Evidence in Japan," MPRA Paper, University Library of Munich, Germany, number 4662, Jul.
  9. Jouchi Nakajima & Yasuhiro Omori, 2007, "Leverage, Heavy-Tails and Correlated Jumps in Stochastic Volatility Models (Revised in January 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2335-2353. April 2009. )," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-107, Sep.
  10. Jouchi Nakajima & Yasuhiro Omori, 2007, "Leverage, heavy-tails and correlated jumps in stochastic volatility models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-514, Sep.
  11. Tomohiro Sugo & Kozo Ueda, 2007, "Estimating a DSGE Model for Japan: Evaluating and Modifying a CEE/SW/LOWW Model," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-2, Feb.

2006

  1. Naoko Hara & Naohisa Hirakata & Yusuke Inomata & Satoshi Ito & Takuji Kawamoto & Takushi Kurozumi & Makoto Minegishi & Izumi Takagawa, 2006, "The New Estimates of Output Gap and Potential Growth Rate," Bank of Japan Review Series, Bank of Japan, number 06-E-3, May.
  2. Takushi Kurozumi, 2006, "Determinacy and Expectational Stability of Equilibrium in a Monetary Sticky-Price Model with Taylor Rule," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-2, Feb.
  3. Mario J. Crucini & Mototsugu Shintani, 2006, "Persistence in Law-of-One-Price Deviations: Evidence from Micro-data," Levine's Bibliography, UCLA Department of Economics, number 321307000000000311, Sep.
  4. Joon Y. Park & Mototsugu Shintani, 2006, "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography, UCLA Department of Economics, number 321307000000000316, Sep.
  5. Diana N. Weymark & Mototsugu Shintani, 2006, "Quantifying Inflation Pressure and Monetary Policy Response in the United States," Levine's Bibliography, UCLA Department of Economics, number 321307000000000321, Sep.
  6. Christian Ahlin & Mototsugu Shintani, 2006, "Menu Costs and Markov Inflation: A Theoretical Revision with New Evidence," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0610, Mar.
  7. Koichiro Kamada & Tomohiro Sugo, 2006, "Evaluating Japanese Monetary Policy under the Non-negativity Constraint on Nominal Short-term Interest Rates," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-17, Oct.
  8. R. Anton Braun & Toshihiro Okada & Nao Sudou, 2006, "U.S. R&D and Japanese Medium Term Cycles," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-6, Mar.

2005

  1. R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2005, "Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-028, Mar.
  2. Hitoshi Fuchi & Ichiro Muto & Hiroshi Ugai, 2005, "A Historical Evaluation of Financial Accelerator Effects in Japan's Economy," Bank of Japan Working Paper Series, Bank of Japan, number 05-E-8, Jun.
  3. Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2005, "Bank Health and Investment: An Analysis of Unlisted Companies in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 05-E-5, Apr.
  4. Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2005, "Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress (Subsequently published in "Journal of the Asia Pacific Economy" Vo.11, No.4, December 2006, pp.482-501. )," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-042, Sep.
  5. Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2005, "Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-364, Sep.
  6. Baba, Naohiko & Nakashima, Motoharu & Shigemi, Yosuke & Ueda, Kazuo, 2005, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," MPRA Paper, University Library of Munich, Germany, number 816, Oct.
  7. Naohiko Baba & Motoharu Nakashima & Yousuke Shigemi & Kazuo Ueda, 2005, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market (subsequently published in "International Journal of Central Banking", March 2006, Vol.2, No. 1, 105-136. )," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-048, Sep.
  8. Ye Cai & Mototsugu Shintani, 2005, "On the Long-Run Variance Ratio Test for a Unit Root," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0506, Mar.
  9. 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, Faculty of Economics, University of Tokyo, number CIRJE-F-392, Dec.

2004

  1. Hideaki Hirata & Tokiko Shimizu, 2004, "Purchase of SME-related ABS by the Bank of Japan (Updated): Monetary Policy and SME financing in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 04-E-1, Feb.
  2. Sohei Kaihatsu, 2004, "Will Japanese Companies Achieve a Full-Fledged Recovery? -- Evaluating the financial improvement of the companies using the estimated equation for forecasting credit ratings --," Bank of Japan Review Series, Bank of Japan, number Economic Commentary, 2004, Feb.
  3. Takeshi Kimura & David H. Small, 2004, "Quantitative monetary easing and risk in financial asset markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2004-57.
  4. Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004, "Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in "Journal of Econometrics", 140, 425-449, 2007. )," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-011, Aug.
  5. Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004, "Stochastic volatility with leverage: fast likelihood inference," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W19, Aug.
  6. Mototsugu Shintani, 2004, "A Dynamic Factor Approach to Nonlinear Stability Analysis," Levine's Bibliography, UCLA Department of Economics, number 122247000000000621, Oct.
  7. Diana N. Weymark & Mototsugu Shintani, 2004, "Measuring Inflation Pressure and Monetary Policy Response: A General Approach Applied to US Data 1966 - 2001," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0424, Dec.
  8. Tomohiro Sugo & Yuki Teranishi, 2004, "Optimal Monetary Policy Rule under the Non-Negativity Constraint on Nominal Interest Rates," Bank of Japan Working Paper Series, Bank of Japan, number 04-E-10, Jun.

2003

  1. Masahiro Kawai & Munehisa Kasuya & Naohisa Hirakata, 2003, "Analysis of the Relative Price of Nontradable Goods in the G7 Countries," Bank of Japan Working Paper Series, Bank of Japan, number 03-E-5, Oct.
  2. Yoshikazu Morimoto & Wataru Hirata & Ryo Kato, 2003, "Global Disinflation," Bank of Japan Research Papers, Bank of Japan, number 2003-06-13, Jun.
  3. Takeshi Kimura & Takushi Kurozumi, 2003, "Optimal monetary policy in a micro-founded model with parameter uncertainty," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2003-67.
  4. Mototsugu Shintani, 2003, "A Nonparametric Measure of Convergence Toward Purchasing Power Parity," Levine's Working Paper Archive, David K. Levine, number 506439000000000172, Jan.
  5. Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto, 2003, "Measuring the Economic Impact of Monetary Union: The Case of Okinawa," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0315, Jul.

2002

  1. Ichiro Fukunaga, 2002, "Financial Accelerator Effects in Japan's Business Cycles," Bank of Japan Working Paper Series, Bank of Japan, number Research and Statistics D, Aug.
  2. Koichiro Kamada & Naohisa Hirakata, 2002, "Import Penetration and Consumer Prices," Bank of Japan Working Paper Series, Bank of Japan, number Research and Statistics D, Feb.
  3. Oliver Linton & Mototsugu Shintani, 2002, "Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 434, Mar.
  4. Mario J Crucini & Mototsugu Shintani, 2002, "Persistence in Law-of-One-Price Deviations: Evidence From Micro-Price Data," Levine's Working Paper Archive, David K. Levine, number 506439000000000019, Aug.

2001

  1. Yosuke Shigemi & Sotaro Kato & Yutaka Soejima & Tokiko Shimizu, 2001, "Pricing of Japanese Government Bonds: Influence of Futures Prices, Repo Rates, and Supply-Demand Conditions of Specific Issues," Bank of Japan Review Series, Bank of Japan, number Market Review E-series, 2, Apr.
  2. Yosuke Shigemi & Sotaro Kato & Yutaka Soejima & Tokiko Shimizu, 2001, "Market Participants' Behavior and Pricing Mechanisms in the JGB Markets -- Analysis of Market Developments from the End of 1998 to 1999 --," Bank of Japan Working Paper Series, Bank of Japan, number Financial Markets Departm, Apr.
  3. Oliver Linton & Mototsugu Shintani, 2001, "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," FMG Discussion Papers, Financial Markets Group, number dp383, Jun.
  4. Atsushi Inoue & Mototsugu Shintani, 2001, "Bootstrapping GMM Estimators for Time Series," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0129, Dec, revised Aug 2003.
  5. Kozo Ueda, 2001, "Costs of Inflation in Japan: Tax and Resource Allocation," Bank of Japan Working Paper Series, Bank of Japan, number Research and Statistics D, Nov.

2000

  1. Koichiro Kamada & Ichiro Muto, 2000, "Forward-looking Models and Monetary Policy in Japan," Bank of Japan Working Paper Series, Bank of Japan, number Research and Statistics D, Apr.
  2. Mototsugu Shintani, 2000, "A Simple Cointegrating Rank Test Without Vector Autoregression," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0044, Sep.
  3. Munehisa Kasuya & Kozo Ueda, 2000, "Testing the Purchasing Power Parity Hypothesis: Re-examination by Additional Variables, Tests with Known Cointegrating Vectors, Monte Carlo Critical Values, and Fractional Cointegration," Bank of Japan Working Paper Series, Bank of Japan, number Research and Statistics D, Jan.

1998

  1. Hideaki Hirata & Kazuo Ueda, 1998, "The Yield Spread as a Predictor of Japanese Recessions," Working Paper, Harvard University OpenScholar, number 164501, Jan.

1997

  1. Takeshi Kimura & Kazuo Ueda, 1997, "Downward Nominal Wage Rigidity in Japan: Is Price Stability Costly?," Bank of Japan Working Paper Series, Bank of Japan, number Research and Statistics D, Jun.

Undated

  1. Ryuichi Yamamoto & Hideaki Hirata, undated, "Strategy Switching in the Japanese Stock Market," Working Paper, Harvard University OpenScholar, number 164466.
  2. Tomoki Tanemura & Yasunari Inamura & Shinichi Nishioka & Hideaki Hirata & Tokiko Shimizu, undated, "Liquidity in JGB Markets? Analysis on the Intraday Bid-Ask Spreads?," Working Paper, Harvard University OpenScholar, number 164516.
  3. Ryo Hasumi & Hideaki Hirata, undated, "Small Business Credit Scoring and Its Pitfalls: Evidence from Japan," Working Paper, Harvard University OpenScholar, number 164471.
  4. Hideaki Hirata & Tokiko Shimizu, undated, "Purchase of SME-related ABS by the Bank of Japan: Monetary Policy and SME Financing in Japan," Working Paper, Harvard University OpenScholar, number 164521.
  5. Ryuichi Yamamoto & Hideaki Hirata, undated, "Belief Changes and Expectation Heterogeneity in Buy- and Sell-Side Professionals in the Japanese Stock Market," Working Paper, Harvard University OpenScholar, number 164461.
  6. Kakuho Furukawa & Yoshihiko Hogen & Yosuke Kido, undated, "Labor Market of Regular Workers in Japan: A Perspective from Job Advertisement Data," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-7.
  7. Ichiro Muto & Nao Sudo & Shunichi Yoneyama, undated, "Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-3.
  8. Kohei Matsumura & Yusuke Oh & Tomohiro Sugo & Koji Takahashi, undated, "Nowcasting Economic Activity with Mobility Data," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-2.

Journal articles

2026

  1. Hatayama, Yudai & Iwasaki, Yuto & Nakagami, Kyoko & Okimoto, Tatsuyoshi, 2026, "Globalization and its growing impact on the natural rates of interest in developed economies," Macroeconomic Dynamics, Cambridge University Press, volume 30, issue , pages 1-45, January.
  2. Albuquerque, Bruno & Cerutti, Eugenio & Kido, Yosuke & Varghese, Richard, 2026, "Not all housing cycles are created equal: Macroeconomic consequences of housing booms," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103496.
  3. Hasui, Kohei & Sugo, Tomohiro & Teranishi, Yuki, 2026, "Liquidity trap and optimal monetary policy: Evaluations for U.S. monetary policy from 2020 to 2023," Journal of Economic Dynamics and Control, Elsevier, volume 184, issue C, DOI: 10.1016/j.jedc.2026.105274.
  4. Kozo Ueda, 2026, "Bank Transaction Data Meet Input–Output Analysis: Evidence on Inter‐Industry Money Flows," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 72, issue 1, February, DOI: 10.1111/roiw.70053.
  5. Kozo Ueda & Kota Watanabe, 2026, "Restaurant Prices: Measuring Service Inflation from Scanner Data," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 72, issue 2, May, DOI: 10.1111/roiw.70072.
  6. Kozo Ueda, 2026, "Evidence on price stickiness in Japan," The Japanese Economic Review, Springer, volume 77, issue 1, pages 103-137, January, DOI: 10.1007/s42973-024-00161-w.

2025

  1. Fukunaga, Ichiro & Kido, Yosuke & Suita, Kotaro, 2025, "Japan's inflation under global inflation synchronization," Journal of the Japanese and International Economies, Elsevier, volume 77, issue C, DOI: 10.1016/j.jjie.2025.101368.
  2. Hirakata, Naohisa & Katagiri, Mitsuru, 2025, "Foreign direct investment as a long-term capital flow channel: Evidence from Japan," Journal of International Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jinteco.2025.104158.
  3. Wataru Hagio & Daisuke Ikeda & Yojiro Ito, 2025, "New Challenges for Monetary Policy Summary of the 2025 BOJ-IMES Conference," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 43, pages 1-28, November.
  4. R. Anton Braun & Daisuke Ikeda, 2025, "Monetary Policy Over the Lifecycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 56, April, DOI: 10.1016/j.red.2025.101274.
  5. Iwasaki, Yuto & Kubota, Hiroyuki & Muto, Ichiro & Shintani, Mototsugu, 2025, "Monetary policy, labor force participation, and wage rigidity," Journal of Economic Dynamics and Control, Elsevier, volume 175, issue C, DOI: 10.1016/j.jedc.2025.105085.
  6. Furukawa, Kakuho & Hogen, Yoshihiko & Kido, Yosuke, 2025, "Labor market of regular workers in Japan: A perspective from job advertisement data," Journal of the Japanese and International Economies, Elsevier, volume 75, issue C, DOI: 10.1016/j.jjie.2024.101339.
  7. Kurozumi, Takushi & Van Zandweghe, Willem, 2025, "Supply shocks, employment gap, and monetary policy," European Economic Review, Elsevier, volume 177, issue C, DOI: 10.1016/j.euroecorev.2025.105049.
  8. Kishaba, Yui & Okuda, Tatsushi, 2025, "The slope of the Phillips curve for service prices in Japan: Regional panel data approach," Journal of the Japanese and International Economies, Elsevier, volume 78, issue C, DOI: 10.1016/j.jjie.2025.101388.
  9. Funaki, Yukihiko & Kawamura, Kohei & Ueda, Kozo & Uto, Nobuyuki, 2025, "Price stickiness and strategic uncertainty: An experimental study," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105186.
  10. Ueda, Kozo, 2025, "The reality of consumption: Comparing self-reported and observed marginal propensity to consume," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112179.
  11. Kosuke Aoki & Kozo Ueda, 2025, "Survey of the effects of unconventional monetary policy in Japan," The Japanese Economic Review, Springer, volume 76, issue 3, pages 587-619, July, DOI: 10.1007/s42973-025-00198-5.

2024

  1. Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2024, "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 2, pages 250-286, April, DOI: 10.1257/mac.20210169.
  2. Ikeda, Daisuke, 2024, "Bank runs, prudential tools and social welfare in a global game general equilibrium model," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101236.
  3. Wataru Hagio & Daisuke Ikeda & Satoshi Kobayashi & Nao Sudo, 2024, "Price Dynamics and Monetary Policy Challenges -- Lessons Learned and Going Forward -- Summary of the 2024 BOJ-IMES Conference," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 42, pages 1-32, November.
  4. Kurozumi, Takushi & Van Zandweghe, Willem, 2024, "Output-inflation trade-offs and the optimal inflation rate," Journal of Economic Dynamics and Control, Elsevier, volume 164, issue C, DOI: 10.1016/j.jedc.2024.104874.
  5. Date, Daiki & Kurozumi, Takushi & Nakazawa, Takashi & Sugioka, Yu, 2024, "Heterogeneity and wage growth of full-time workers in Japan: An empirical analysis using micro data," Journal of the Japanese and International Economies, Elsevier, volume 73, issue C, DOI: 10.1016/j.jjie.2024.101324.
  6. Matsumura, Kohei & Oh, Yusuke & Sugo, Tomohiro & Takahashi, Koji, 2024, "Nowcasting economic activity with mobility data," Journal of the Japanese and International Economies, Elsevier, volume 73, issue C, DOI: 10.1016/j.jjie.2024.101327.
  7. Matsumura, Kohei & Naka, Tomomi & Sudo, Nao, 2024, "Analysis of the transmission of carbon taxes using a multi-sector DSGE," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107642.
  8. Nakamura, Fumitaka & Sudo, Nao & Sugisaki, Yu, 2024, "Assessing monetary policy surprises in Japan by high frequency identification," Journal of the Japanese and International Economies, Elsevier, volume 71, issue C, DOI: 10.1016/j.jjie.2023.101300.
  9. Ueda, Kozo, 2024, "Household spending responses to two-time COVID-19 payments," Japan and the World Economy, Elsevier, volume 72, issue C, DOI: 10.1016/j.japwor.2024.101282.
  10. Ueda, Kozo, 2024, "Effects of bank branch/ATM consolidations on cash demand: Evidence from bank account transaction data in Japan," Journal of the Japanese and International Economies, Elsevier, volume 71, issue C, DOI: 10.1016/j.jjie.2024.101305.
  11. Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2024, "Household Inventory, Temporary Sales, Price Indices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 1, pages 217-251, February, DOI: 10.1111/iere.12655.
  12. Yasuo Hirose & Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2024, "Estimating a Behavioral New Keynesian Model with the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 8, pages 2185-2197, December, DOI: 10.1111/jmcb.13117.

2023

  1. Sohei Kaihatsu & Mitsuru Katagiri & Noriyuki Shiraki, 2023, "Phillips Correlation and Price‐Change Distributions under Declining Trend Inflation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 5, pages 1271-1305, August, DOI: 10.1111/jmcb.12921.
  2. Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023, "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 506-520, December, DOI: 10.1016/j.red.2023.05.003.
  3. Yasuo Hirose & Takushi Kurozumi & Wille Van Zandweghe, 2023, "Inflation Gap Persistence, Indeterminacy, and Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 867-887, December, DOI: 10.1016/j.red.2023.08.007.
  4. Takushi Kurozumi & Willem Van Zandweghe, 2023, "A Theory of Intrinsic Inflation Persistence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 8, pages 1961-2000, December, DOI: 10.1111/jmcb.13066.
  5. Ichiro Muto & Nao Sudo & Shunichi Yoneyama, 2023, "Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 1, pages 159-207, February, DOI: 10.1111/obes.12517.
  6. Ken Chikada & Satoshi Kobayashi & Takeshi Shinohara & Nao Sudo, 2023, "Old and New Challenges for Monetary Policy Summary of the 2023 BOJ-IMES Conference," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 41, pages 1-26, November.
  7. Takuji Kawamoto & Taichi Matsud & Koji Takahashi & Yoichiro Tamanyu, 2023, "Franchise Value Matters: The Drivers of Bank Risk-Taking in the Post-Basel III Era," International Journal of Central Banking, International Journal of Central Banking, volume 19, issue 5, pages 145-183, December.
  8. Shintani, Mototsugu & Ueda, Kozo, 2023, "Identifying the source of information rigidities in the expectations formation process," Journal of Economic Dynamics and Control, Elsevier, volume 150, issue C, DOI: 10.1016/j.jedc.2023.104653.
  9. Ueda, Kozo, 2023, "Duopolistic competition and monetary policy," Journal of Monetary Economics, Elsevier, volume 135, issue C, pages 70-85, DOI: 10.1016/j.jmoneco.2023.01.003.

2022

  1. Ichiro Fukunaga & Takuji Komatsuzaki & Hideaki Matsuoka, 2022, "Inflation and public debt reversals in advanced economies," Contemporary Economic Policy, Western Economic Association International, volume 40, issue 1, pages 124-137, January, DOI: 10.1111/coep.12537.
  2. Tomohide Mineyama & Wataru Hirata & Kenji Nishizaki, 2022, "Optimal Inflation Rates in a Non-linear New Keynesian Model: The Case of Japan and the United States," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 3, pages 1-45, September.
  3. Daisuke Ikeda, 2022, "Monetary Policy, Inflation, and Rational Asset Price Bubbles," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 6, pages 1569-1603, September, DOI: 10.1111/jmcb.12880.
  4. Kimura, Taro & Kurachi, Yoshiyuki & Sugo, Tomohiro, 2022, "Decreasing wage returns to human capital: Analysis of wage and job experience using micro data of workers☆," Journal of the Japanese and International Economies, Elsevier, volume 66, issue C, DOI: 10.1016/j.jjie.2022.101217.
  5. Kurozumi, Takushi & Van Zandweghe, Willem, 2022, "Macroeconomic changes with declining trend inflation: Complementarity with the superstar firm hypothesis," European Economic Review, Elsevier, volume 141, issue C, DOI: 10.1016/j.euroecorev.2021.103998.
  6. Takushi Kurozumi & Willem Van Zandweghe, 2022, "How Should Monetary Policy Respond to a Contraction in Labor Supply?," Economic Commentary, Federal Reserve Bank of Cleveland, volume 2022, issue 13, pages 1-5, September, DOI: 10.26509/frbc-ec-202213.
  7. Tamanyu, Yoichiro, 2022, "Tax Rules To Prevent Expectations-Driven Liquidity Traps," Macroeconomic Dynamics, Cambridge University Press, volume 26, issue 6, pages 1564-1587, September.
  8. Daisuke Miyakawa & Koki Oikawa & Kozo Ueda, 2022, "Reallocation Effects Of Monetary Policy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 63, issue 2, pages 947-975, May, DOI: 10.1111/iere.12558.
  9. Keiichiro Kobayashi & Kozo Ueda, 2022, "Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 4, pages 779-824, June, DOI: 10.1111/jmcb.12909.
  10. Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 6, pages 1637-1671, September, DOI: 10.1111/jmcb.12908.
  11. Takuji Fueki & Yutaka Soejima & Shunichi Yoneyama, 2022, "New Dimensions and Frontiers in Central Banking Summary of the 2022 BOJ-IMES Conference," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 40, pages 1-20, November.

2021

  1. Chikamatsu, Kyosuke & Hirakata, Naohisa & Kido, Yosuke & Otaka, Kazuki, 2021, "Mixed-frequency approaches to nowcasting GDP: An application to Japan," Japan and the World Economy, Elsevier, volume 57, issue C, DOI: 10.1016/j.japwor.2021.101056.
  2. Iwasaki, Yuto & Muto, Ichiro & Shintani, Mototsugu, 2021, "Missing wage inflation? Estimating the natural rate of unemployment in a nonlinear DSGE model," European Economic Review, Elsevier, volume 132, issue C, DOI: 10.1016/j.euroecorev.2020.103626.
  3. Hirose, Yasuo & Kurozumi, Takushi, 2021, "Identifying News Shocks With Forecast Data," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 6, pages 1442-1471, September.
  4. Takuji Fueki & Ken Matsushita & Ichiro Muto & Fumitaka Nakamura & Shunichi Yoneyama, 2021, "Adapting to the New Normal: Perspectives and Policy Challenges after the COVID-19 Pandemic Summary of the 2021 BOJ-IMES Conference," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 39, pages 1-18, November.
  5. Moegi Inoue & Atsushi Kawakami & Ayako Masujima & Ichiro Muto & Shogo Nakano & Izumi Takagawa, 2021, "Final Demand-Intermediate Demand Aggregation System of Japan's Producer Price Index," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 39, pages 143-190, November.
  6. Emanuel Kohlscheen & Jouchi Nakajima, 2021, "Steady‐state growth," International Finance, Wiley Blackwell, volume 24, issue 1, pages 40-52, April, DOI: 10.1111/infi.12386.
  7. Takuji Fueki & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2021, "Identifying oil price shocks and their consequences: The role of expectations in the crude oil market," International Finance, Wiley Blackwell, volume 24, issue 1, pages 53-76, April, DOI: 10.1111/infi.12384.
  8. Kato, Ryo & Okuda, Tatsushi & Tsuruga, Takayuki, 2021, "Sectoral inflation persistence, market concentration, and imperfect common knowledge," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 500-517, DOI: 10.1016/j.jebo.2021.10.026.
  9. Shinohara, Takeshi & Okuda, Tatsushi & Nakajima, Jouchi, 2021, "Characteristics of Uncertainty Indices in the Macroeconomy," Economic Review, Hitotsubashi University, volume 72, issue 3, pages 246-267, July, DOI: 10.15057/71969.
  10. Jinnai, Ryo & Mikami, Tomoaki & Okuda, Tatsushi & Nakajima, Jouchi, 2021, "Household Inflation Expectation and Consumption: Evidence from Japan," Economic Review, Hitotsubashi University, volume 72, issue 3, pages 268-295, July, DOI: 10.15057/71970.
  11. Hasui, Kohei & Kobayashi, Teruyoshi & Sugo, Tomohiro, 2021, "Optimal irreversible monetary policy," European Economic Review, Elsevier, volume 134, issue C, DOI: 10.1016/j.euroecorev.2021.103707.
  12. Nao Sudo & Masaki Tanaka, 2021, "Quantifying Stock and Flow Effects of QE," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 7, pages 1719-1755, October, DOI: 10.1111/jmcb.12844.
  13. Miyakawa, Daisuke & Oikawa, Koki & Ueda, Kozo, 2021, "Firm Exit during the COVID-19 Pandemic: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, volume 59, issue C, DOI: 10.1016/j.jjie.2020.101118.

2020

  1. Naohisa Hirakata & Yosuke Kido & Jie Liang Thum, 2020, "Systemic risk and the Fallacy of Composition: Empirical Evidence from Japanese Regional Bank," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 4, pages 293-325, September.
  2. Hirata, Wataru & Ojima, Mayumi, 2020, "Competition and bank systemic risk: New evidence from Japan's regional banking," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101283.
  3. Ikeda, Daisuke & Morita, Yasuko, 2020, "The effects of barriers to technology adoption on japanese prewar and postwar economic growth," Journal of the Japanese and International Economies, Elsevier, volume 55, issue C, DOI: 10.1016/j.jjie.2019.101061.
  4. Ikeda, Daisuke, 2020, "Adverse selection, lemons shocks and business cycles," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 94-112, DOI: 10.1016/j.jmoneco.2019.05.005.
  5. R. Anton Braun & Daisuke Ikeda, 2020, "Why Cash Transfers Are Good Policy in the COVID-19 Pandemic," Policy Hub, Federal Reserve Bank of Atlanta, volume 2020, issue 4, pages 1-13, May, DOI: 10.29338/ph2020-04.
  6. Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020, "Monetary Policy and Macroeconomic Stability Revisited," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 37, pages 255-274, July, DOI: 10.1016/j.red.2020.03.001.
  7. Maehashi, Kohei & Shintani, Mototsugu, 2020, "Macroeconomic forecasting using factor models and machine learning: an application to Japan," Journal of the Japanese and International Economies, Elsevier, volume 58, issue C, DOI: 10.1016/j.jjie.2020.101104.
  8. Muto Ichiro & Shintani Kohei, 2020, "An empirical study on the New Keynesian wage Phillips curve: Japan and the US," The B.E. Journal of Macroeconomics, De Gruyter, volume 20, issue 1, pages 1-17, January, DOI: 10.1515/bejm-2016-0168.
  9. Nakajima, Jouchi, 2020, "The role of household debt heterogeneity on consumption: Evidence from Japanese household data," Economic Analysis and Policy, Elsevier, volume 65, issue C, pages 186-197, DOI: 10.1016/j.eap.2020.01.003.
  10. Jouchi Nakajima, 2020, "Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions”," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 72, issue 1, pages 33-36, February, DOI: 10.1007/s10463-019-00742-2.
  11. Jouchi Nakajima, 2020, "Skew selection for factor stochastic volatility models," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 4, pages 582-601, March, DOI: 10.1080/02664763.2019.1646227.
  12. Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2020, "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Journal of the American Statistical Association, Taylor & Francis Journals, volume 115, issue 531, pages 1092-1110, July, DOI: 10.1080/01621459.2019.1660171.
  13. Nakazono, Yoshiyuki & Koga, Maiko & Sugo, Tomohiro, 2020, "Private information and analyst coverage: Evidence from firm survey data," Journal of Economic Behavior & Organization, Elsevier, volume 174, issue C, pages 284-298, DOI: 10.1016/j.jebo.2020.03.038.
  14. Sudo, Nao & Takizuka, Yasutaka, 2020, "Population Aging And The Real Interest Rate In The Last And Next 50 Years: A Tale Told By An Overlapping Generations Model," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 8, pages 2060-2103, December.
  15. Asako, Yasushi & Funaki, Yukihiko & Ueda, Kozo & Uto, Nobuyuki, 2020, "(A)symmetric information bubbles: Experimental evidence," Journal of Economic Dynamics and Control, Elsevier, volume 110, issue C, DOI: 10.1016/j.jedc.2019.103744.
  16. Ueda, Kozo, 2020, "Dynamic cost of living index for storable goods," Economics Letters, Elsevier, volume 189, issue C, DOI: 10.1016/j.econlet.2020.109013.
  17. Katagiri, Mitsuru & Konishi, Hideki & Ueda, Kozo, 2020, "Aging and deflation from a fiscal perspective," Journal of Monetary Economics, Elsevier, volume 111, issue C, pages 1-15, DOI: 10.1016/j.jmoneco.2019.01.018.

2019

  1. Hirakata, Naohisa & Sunakawa, Takeki, 2019, "Financial frictions, capital misallocation and structural change," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103127.
  2. Daisuke Ikeda & Toan Phan, 2019, "Asset Bubbles and Global Imbalances," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 3, pages 209-251, July.
  3. Daisuke Ikeda & Takushi Kurozumi, 2019, "Slow Post-financial Crisis Recovery and Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 4, pages 82-112, October.
  4. Metrick, Andrew, 2019, "JPMorgan Chase London Whale A: Risky Business," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 1, issue 2, pages 40-59, March.
  5. Metrick, Andrew, 2019, "Ireland and Iceland in Crisis D: Similarities and Differences," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 1, issue 3, pages 44-56, March.
  6. Nakamura, Koji & Kaihatsu, Sohei & Yagi, Tomoyuki, 2019, "Productivity improvement and economic growth: lessons from Japan," Economic Analysis and Policy, Elsevier, volume 62, issue C, pages 57-79, DOI: 10.1016/j.eap.2018.11.002.
  7. Sohei Kaihatsu & Maiko Koga & Tomoya Sakata & Naoko Hara, 2019, "Interaction between Business Cycles and Economic Growth," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 37, pages 99-126, November.
  8. Shibata, Akihisa & Shintani, Mototsugu & Tsuruga, Takayuki, 2019, "Current account dynamics under information rigidity and imperfect capital mobility," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 153-176, DOI: 10.1016/j.jimonfin.2018.12.001.
  9. Shigenori Shiratsuka & Nao Sudo & Shingo Watanabe, 2019, "Central Bank Design under a Continued Low Inflation and Interest Rate Environment Summary of the 2019 BOJ-IMES Conference," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 37, pages 1-16, November.
  10. Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2019, "Product Turnover and the Cost-of-Living Index: Quality versus Fashion Effects," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 2, pages 310-347, April.
  11. Kawamura, Kohei & Kobashi, Yohei & Shizume, Masato & Ueda, Kozo, 2019, "Strategic central bank communication: Discourse analysis of the Bank of Japan’s Monthly Report," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 230-250, DOI: 10.1016/j.jedc.2018.11.007.
  12. Oikawa, Koki & Ueda, Kozo, 2019, "Short- and long-run tradeoff of monetary easing," Journal of the Japanese and International Economies, Elsevier, volume 52, issue C, pages 189-200, DOI: 10.1016/j.jjie.2018.12.005.

2018

  1. Kaihatsu, Sohei & Nakajima, Jouchi, 2018, "Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model," Economic Analysis and Policy, Elsevier, volume 59, issue C, pages 69-83, DOI: 10.1016/j.eap.2018.04.003.
  2. Tomoyuki Iida & Takeshi Kimura & Nao Sudo, 2018, "Deviations from Covered Interest Rate Parity and the Dollar Funding of Global Banks," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 4, pages 275-325, September.
  3. Kido, Yosuke, 2018, "The transmission of US economic policy uncertainty shocks to Asian and global financial markets," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 222-231, DOI: 10.1016/j.najef.2018.04.008.
  4. Takushi Kurozumi & Willem Van Zandweghe, 2018, "Why Has Inflation Persistence Declined?," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-3, April.
  5. Fukuda, Shin-ichi & Kasuya, Munehisa & Nakajima, Jouchi, 2018, "The role of corporate governance in Japanese unlisted companies," Japan and the World Economy, Elsevier, volume 47, issue C, pages 27-39, DOI: 10.1016/j.japwor.2018.03.006.
  6. Kei Imakubo & Haruki Kojima & Jouchi Nakajima, 2018, "The natural yield curve: its concept and measurement," Empirical Economics, Springer, volume 55, issue 2, pages 551-572, September, DOI: 10.1007/s00181-017-1289-3.
  7. Lee, Yoon-Jin & Okui, Ryo & Shintani, Mototsugu, 2018, "Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 147-158, DOI: 10.1016/j.jeconom.2017.04.005.
  8. Mototsugu Shintani & Zi-Yi Guo, 2018, "Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 4, pages 360-379, April, DOI: 10.1080/07474938.2015.1092825.
  9. Atsushi Inoue & Mototsugu Shintani, 2018, "Quasi‐Bayesian model selection," Quantitative Economics, Econometric Society, volume 9, issue 3, pages 1265-1297, November, DOI: 10.3982/QE587.
  10. Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe, 2018, "Working Less and Bargain Hunting More: Macroimplications of Sales during Japan's Lost Decades," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 2-3, pages 449-478, March, DOI: 10.1111/jmcb.12467.
  11. Mayumi Ojima & Junnosuke Shino & Kozo Ueda, 2018, "Retailer Market Concentration, Buyer†Size Discounts and Inflation Dynamics," The Japanese Economic Review, Japanese Economic Association, volume 69, issue 1, pages 101-127, March, DOI: 10.1111/jere.12150.
  12. Oikawa, Koki & Ueda, Kozo, 2018, "The optimal inflation rate under Schumpeterian growth," Journal of Monetary Economics, Elsevier, volume 100, issue C, pages 114-125, DOI: 10.1016/j.jmoneco.2018.07.012.
  13. Mayumi Ojima & Junnosuke Shino & Kozo Ueda, 2018, "Retailer Market Concentration, Buyer-Size Discounts and Inflation Dynamics," The Japanese Economic Review, Springer, volume 69, issue 1, pages 101-127, March, DOI: 10.1111/jere.12150.

2017

  1. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2017, "Chained Credit Contracts And Financial Accelerators," Economic Inquiry, Western Economic Association International, volume 55, issue 1, pages 565-579, January.
  2. Kurozumi, Takushi & Van Zandweghe, Willem, 2017, "Trend Inflation And Equilibrium Stability: Firm-Specific Versus Homogeneous Labor," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 4, pages 947-981, June.
  3. Yasuo Hirose & Takushi Kurozumi, 2017, "Changes in the Federal Reserve Communication Strategy: A Structural Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 1, pages 171-185, February, DOI: 10.1111/jmcb.12378.
  4. Muto, Ichiro, 2017, "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, volume 34, issue C, pages 16-31, DOI: 10.1016/j.gfj.2017.03.005.
  5. Nakajima, Jouchi & Watanabe, Toshiaki, 2017, "Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model," Economic Review, Hitotsubashi University, volume 68, issue 3, pages 237-249, July, DOI: 10.15057/28702.
  6. Jouchi Nakajima, 2017, "Bayesian analysis of multivariate stochastic volatility with skew return distribution," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 5, pages 546-562, May, DOI: 10.1080/07474938.2014.977093.
  7. Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2017, "Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes," Journal of Applied Statistics, Taylor & Francis Journals, volume 44, issue 7, pages 1248-1268, May, DOI: 10.1080/02664763.2016.1201796.
  8. Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2017, "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 5, pages 822-850, October.

2016

  1. Fukunaga, Ichiro & Kato, Naoya, 2016, "Japanese repo and call markets before, during, and emerging from the financial crisis," Journal of the Japanese and International Economies, Elsevier, volume 39, issue C, pages 17-34, DOI: 10.1016/j.jjie.2015.11.001.
  2. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2016, "Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 1, pages 1-32, March.
  3. Hirakata, Naohisa & Sudo, Nao & Takei, Ikuo & Ueda, Kozo, 2016, "Japan's financial crises and lost decades," Japan and the World Economy, Elsevier, volume 40, issue C, pages 31-46, DOI: 10.1016/j.japwor.2016.07.003.
  4. Lawrence Christiano & Daisuke Ikeda, 2016, "Bank Leverage and Social Welfare," American Economic Review, American Economic Association, volume 106, issue 5, pages 560-564, May.
  5. Daisuke Ikeda & Toan Phan, 2016, "Toxic asset bubbles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 61, issue 2, pages 241-271, February, DOI: 10.1007/s00199-015-0928-1.
    • Daisuke Ikeda & Toan Phan, 2016, "Toxic asset bubbles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 61, issue 2, pages 241-271, February, DOI: 10.1007/s00199-015-0928-1.
  6. Hiroshi Fujiki & Sohei Kaihatsu & Takaaki Kurebayashi & Takushi Kurozumi, 2016, "Monetary Policy and Asset Price Booms: A Step Towards a Synthesis," International Finance, Wiley Blackwell, volume 19, issue 1, pages 23-41, April.
  7. Kimura Takeshi & Nakajima Jouchi, 2016, "Identifying conventional and unconventional monetary policy shocks: a latent threshold approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 16, issue 1, pages 277-300, January, DOI: 10.1515/bejm-2015-0074.
  8. Kido, Yosuke, 2016, "On the link between the US economic policy uncertainty and exchange rates," Economics Letters, Elsevier, volume 144, issue C, pages 49-52, DOI: 10.1016/j.econlet.2016.04.022.
  9. Takushi Kurozumi & Willem Van Zandweghe, 2016, "Kinked Demand Curves, the Natural Rate Hypothesis, and Macroeconomic Stability," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 240-257, April, DOI: 10.1016/j.red.2015.02.003.
  10. Takushi Kurozumi, 2016, "Endogenous Price Stickiness, Trend Inflation, and Macroeconomic Stability," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 6, pages 1267-1291, September, DOI: 10.1111/jmcb.12333.
  11. Kitamura, Tomiyuki & Muto, Ichiro & Takei, Ikuo, 2016, "Loan interest rate pass-through and changes after the financial crisis: Japan’s evidence," Journal of the Japanese and International Economies, Elsevier, volume 42, issue C, pages 10-30, DOI: 10.1016/j.jjie.2016.10.002.
  12. Ichiro Muto & Takemasa Oda & Nao Sudo, 2016, "Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 64, issue 3, pages 408-442, August, DOI: 10.1057/imfer.2016.6.
  13. Tetsuya Adachi & Takashi Asano & Tatsushi Okuda, 2016, "Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 34, pages 1-38, November.

2015

  1. Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015, "Maturity Structure and Supply Factors in Japanese Government Bond Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 33, pages 45-96, November.
  2. Ikeda, Daisuke, 2015, "Optimal inflation rates with the trending relative price of investment," Journal of Economic Dynamics and Control, Elsevier, volume 56, issue C, pages 20-33, DOI: 10.1016/j.jedc.2015.04.003.
  3. Yushi Endo & Takushi Kurozumi & Takemasa Oda & Kenichirou Watanabe, 2015, "Monetary Policy: Its Effects and Implementation: Summary of the 2015 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 33, pages 1-24, November.
  4. Mario J. Crucini & Mototsugu Shintani, 2015, "Measuring international business cycles by saving for a rainy day," Canadian Journal of Economics, Canadian Economics Association, volume 48, issue 4, pages 1266-1290, November, DOI: 10.1111/caje.12146.
  5. Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2015, "Noisy information, distance and law of one price dynamics across US cities," Journal of Monetary Economics, Elsevier, volume 74, issue C, pages 52-66, DOI: 10.1016/j.jmoneco.2015.06.003.
  6. Fujiwara, Ippei & Nakazono, Yoshiyuki & Ueda, Kozo, 2015, "Policy regime change against chronic deflation? Policy option under a long-term liquidity trap," Journal of the Japanese and International Economies, Elsevier, volume 37, issue C, pages 59-81, DOI: 10.1016/j.jjie.2015.05.005.

2014

  1. Ichiro Fukunaga & Daisuke Ikeda & Akira Otani, 2014, "Monetary Policy in a Post-Financial Crisis Era: Summary of the 2014 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 32, pages 1-24, November.
  2. Ono, Arito & Hasumi, Ryo & Hirata, Hideaki, 2014, "Differentiated use of small business credit scoring by relationship lenders and transactional lenders: Evidence from firm–bank matched data in Japan," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 371-380, DOI: 10.1016/j.jbankfin.2014.02.009.
  3. Hirata, Hideaki, 2014, "Preference shocks, international frictions, and international business cycles," Journal of Asian Economics, Elsevier, volume 34, issue C, pages 92-104, DOI: 10.1016/j.asieco.2014.07.002.
  4. Ikeda, Daisuke & Saito, Masashi, 2014, "The effects of demographic changes on the real interest rate in Japan," Japan and the World Economy, Elsevier, volume 32, issue C, pages 37-48, DOI: 10.1016/j.japwor.2014.07.005.
  5. Kaihatsu, Sohei & Kurozumi, Takushi, 2014, "What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model," Journal of the Japanese and International Economies, Elsevier, volume 34, issue C, pages 217-235, DOI: 10.1016/j.jjie.2014.08.002.
  6. Sohei Kaihatsu & Takushi Kurozumi, 2014, "Sources of Business Fluctuations: Financial or Technology Shocks?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 2, pages 224-242, April, DOI: 10.1016/j.red.2013.08.001.
  7. Katagiri, Mitsuru, 2014, "A macroeconomic approach to corporate capital structure," Journal of Monetary Economics, Elsevier, volume 66, issue C, pages 79-94, DOI: 10.1016/j.jmoneco.2014.04.003.
  8. Kurozumi, Takushi, 2014, "Trend inflation, sticky prices, and expectational stability," Journal of Economic Dynamics and Control, Elsevier, volume 42, issue C, pages 175-187, DOI: 10.1016/j.jedc.2014.04.001.
  9. Kumano, Yusuke & Muto, Ichiro & Nakano, Akihiro, 2014, "What explains the recent fluctuations in Japan’s output? A structural factor analysis of Japan’s industrial production," Journal of the Japanese and International Economies, Elsevier, volume 34, issue C, pages 135-153, DOI: 10.1016/j.jjie.2014.05.004.
  10. Koichiro Kamada & Jouchi Nakajima, 2014, "On the reliability of Japanese inflation expectations using purchasing power parity," Economic Analysis and Policy, Elsevier, volume 44, issue 3, pages 259-265.
  11. Zhou, Xiaocong & Nakajima, Jouchi & West, Mike, 2014, "Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models," International Journal of Forecasting, Elsevier, volume 30, issue 4, pages 963-980, DOI: 10.1016/j.ijforecast.2014.03.017.
  12. Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2014, "Real exchange rate dynamics in sticky wage models," Economics Letters, Elsevier, volume 123, issue 2, pages 160-163, DOI: 10.1016/j.econlet.2014.02.003.
  13. Nao Sudo & Kozo Ueda & Kota Watanabe, 2014, "Micro Price Dynamics during Japan's Lost Decades," Asian Economic Policy Review, Japan Center for Economic Research, volume 9, issue 1, pages 44-64, January.
  14. Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2014, "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 4, pages 582-612, October, DOI: 10.1016/j.red.2014.01.001.
  15. Yasushi Asako & Kozo Ueda, 2014, "The Boy Who Cried Bubble: Public Warnings Against Riding Bubbles," Economic Inquiry, Western Economic Association International, volume 52, issue 3, pages 1137-1152, July.

2013

  1. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2013, "Capital Injection, Monetary Policy, and Financial Accelerators," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 2, pages 101-145, June.
  2. Yamamoto, Ryuichi & Hirata, Hideaki, 2013, "Strategy switching in the Japanese stock market," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 10, pages 2010-2022, DOI: 10.1016/j.jedc.2013.05.006.
  3. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 9, issue 1, pages 119-166, DOI: 10.1086/669585.
  4. Takeshi Kimura, 2013, "Why Do Prices Remain Stable in the Bubble and Bust Period?," International Economic Journal, Taylor & Francis Journals, volume 27, issue 2, pages 320-320, June, DOI: 10.1080/10168737.2012.746812.
  5. Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2013, "Inflation Dynamics And Labor Market Specifications: A Bayesian Dynamic Stochastic General Equilibrium Approach For Japan'S Economy," Economic Inquiry, Western Economic Association International, volume 51, issue 1, pages 273-287, January, DOI: j.1465-7295.2011.00428.x.
  6. Hiroshi Fujiki & Takushi Kurozumi & Azusa Takeyama & Tomoo Yoshida, 2013, "Financial Crises and the Global Financial System: Summary of the 2013 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 31, pages 1-20, November.
  7. Kobayashi, Teruyoshi & Muto, Ichiro, 2013, "A Note On Expectational Stability Under Nonzero Trend Inflation," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 3, pages 681-693, April.
  8. Muto, Ichiro, 2013, "Productivity growth, transparency, and monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 1, pages 329-344, DOI: 10.1016/j.jedc.2012.08.005.
  9. Nakajima Jouchi, 2013, "Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 5, pages 499-520, December, DOI: 10.1515/snde-2012-0021.
  10. Jouchi Nakajima & Mike West, 2013, "Bayesian Analysis of Latent Threshold Dynamic Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 2, pages 151-164, April, DOI: 10.1080/07350015.2012.747847.
  11. Fujiwara, Ippei & Ichiue, Hibiki & Nakazono, Yoshiyuki & Shigemi, Yosuke, 2013, "Financial markets forecasts revisited: Are they rational, stubborn or jumpy?," Economics Letters, Elsevier, volume 118, issue 3, pages 526-530, DOI: 10.1016/j.econlet.2012.12.037.
  12. Mototsugu Shintani, 2013, "The Inf-T Test For A Unit Root Against Asymmetric Exponential Smooth Transition Autoregressive Models," The Japanese Economic Review, Japanese Economic Association, volume 64, issue 1, pages 3-15, March, DOI: 10.1111/jere.2013.64.issue-1.
  13. Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2013, "Do sticky prices increase real exchange rate volatility at the sector level?," European Economic Review, Elsevier, volume 62, issue C, pages 58-72, DOI: 10.1016/j.euroecorev.2013.04.007.
  14. Shintani, Mototsugu & Terada-Hagiwara, Akiko & Yabu, Tomoyoshi, 2013, "Exchange rate pass-through and inflation: A nonlinear time series analysis," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 512-527, DOI: 10.1016/j.jimonfin.2012.05.024.
  15. Zheng‐Feng Guo & Mototsugu Shintani, 2013, "Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present," Econometrics Journal, Royal Economic Society, volume 16, issue 3, pages 473-484, October.
  16. Fujiwara, Ippei & Nakajima, Tomoyuki & Sudo, Nao & Teranishi, Yuki, 2013, "Global liquidity trap," Journal of Monetary Economics, Elsevier, volume 60, issue 8, pages 936-949, DOI: 10.1016/j.jmoneco.2013.08.004.
  17. Hirokazu Ishise Nao Sudo, 2013, "Inventory-Theoretic Money Demand and Relative Price Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 2-3, pages 299-326, March, DOI: jmcb.12003.
  18. Fujiwara, Ippei & Ueda, Kozo, 2013, "The fiscal multiplier and spillover in a global liquidity trap," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 7, pages 1264-1283, DOI: 10.1016/j.jedc.2013.02.006.
  19. Nakazono, Yoshiyuki & Ueda, Kozo, 2013, "Policy commitment and market expectations: Lessons learned from survey based evidence under Japan's quantitative easing policy," Japan and the World Economy, Elsevier, volume 25, issue , pages 102-113, DOI: 10.1016/j.japwor.2013.03.004.

2012

  1. Hiroshi Fujiki & Naohisa Hirakata & Kentaro Morishita & Tomoo Yoshida, 2012, "Demographic Changes and Macroeconomic Performance: Summary of the 2012 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 30, pages 1-18, November.
  2. Yasuo Hirose & Takushi Kurozumi, 2012, "Do Investment-Specific Technological Changes Matter For Business Fluctuations? Evidence From Japan," Pacific Economic Review, Wiley Blackwell, volume 17, issue 2, pages 208-230, May, DOI: j.1468-0106.2012.00580.x.
  3. Kurozumi, Takushi & Van Zandweghe, Willem, 2012, "Learning about monetary policy rules when labor market search and matching frictions matter," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 4, pages 523-535, DOI: 10.1016/j.jedc.2011.10.003.
  4. Kurozumi, Takushi, 2012, "Sustainability, flexibility, and inflation targeting," Economics Letters, Elsevier, volume 114, issue 1, pages 80-82, DOI: 10.1016/j.econlet.2011.09.020.
  5. Tomoyuki Fukumoto & Ichiro Muto, 2012, "Rebalancing China's Economic Growth: Some Insights from Japan's Experience," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 20, issue 1, pages 62-82, January, DOI: j.1749-124X.2012.01273.x.
  6. Jouchi Nakajima, 2012, "Bayesian Analysis Of Generalized Autoregressive Conditional Heteroskedasticity And Stochastic Volatility: Modeling Leverage, Jumps And Heavy‐Tails For Financial Time Series," The Japanese Economic Review, Japanese Economic Association, volume 63, issue 1, pages 81-103, March, DOI: j.1468-5876.2011.00537.x.
  7. Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia, 2012, "Generalized extreme value distribution with time-dependence using the AR and MA models in state space form," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3241-3259, DOI: 10.1016/j.csda.2011.04.017.
  8. Nakajima, Jouchi & Omori, Yasuhiro, 2012, "Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3690-3704, DOI: 10.1016/j.csda.2010.07.012.
  9. Nakajima, Jouchi & Watanabe, Toshiaki, 2012, "Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data-," Economic Review, Hitotsubashi University, volume 63, issue 3, pages 193-208, July, DOI: 10.15057/25864.
  10. Jouchi Nakajima & Mike West, 2012, "Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 1, pages 116-153, December.
  11. Shintani, Mototsugu & Yabu, Tomoyoshi & Nagakura, Daisuke, 2012, "Spurious regressions in technical trading," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 301-309, DOI: 10.1016/j.jeconom.2012.01.019.
  12. Nao Sudo, 2012, "Sectoral Comovement, Monetary Policy Shocks, and Input-Output Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 6, pages 1225-1244, September, DOI: j.1538-4616.2012.00529.x.
  13. Ueda, Kozo, 2012, "Banking globalization and international business cycles: Cross-border chained credit contracts and financial accelerators," Journal of International Economics, Elsevier, volume 86, issue 1, pages 1-16, DOI: 10.1016/j.jinteco.2011.08.012.

2011

  1. Hirakata, Naohisa & Sudo, Nao & Ueda, Kozo, 2011, "Do banking shocks matter for the U.S. economy?," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 12, pages 2042-2063, DOI: 10.1016/j.jedc.2011.08.007.
  2. Takushi Kurozumi & Willem Van Zandweghe, 2011, "Determinacy under Inflation Targeting Interest Rate Policy in a Sticky Price Model with Investment (and Labor Bargaining)," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 5, pages 1019-1033, August.
  3. Muto, Ichiro, 2011, "Monetary policy and learning from the central bank's forecast," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 1, pages 52-66, January.
  4. Nakajima Jouchi, 2011, "Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-24, October, DOI: 10.2202/1935-1690.2323.
  5. Nakajima, Jouchi & Kasuya, Munehisa & Watanabe, Toshiaki, 2011, "Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy," Journal of the Japanese and International Economies, Elsevier, volume 25, issue 3, pages 225-245, September.
  6. Jouchi Nakajima, 2011, "Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 29, pages 107-142, November.
  7. Guo, Zheng-Feng & Shintani, Mototsugu, 2011, "Nonparametric lag selection for nonlinear additive autoregressive models," Economics Letters, Elsevier, volume 111, issue 2, pages 131-134, May.
  8. Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2011, "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue 1, pages 1-29, February.
  9. Imrohoroglu, Selahattin & Sudo, Nao, 2011, "Will a Growth Miracle Reduce Debt in Japan?," Economic Review, Hitotsubashi University, volume 62, issue 1, pages 44-56, January, DOI: 10.15057/22306.
  10. Ryo Kato & Nobuyuki Oda & Nao Sudo & Tomoo Yoshida, 2011, "Real and Financial Linkage and Monetary Policy: Summary of the 2011 Annual International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan by Ryo Kato, Nobuyuki Oda, Nao Sudo, and Tomoo Yoshida," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 29, pages 1-18, November.
  11. Selahattin Imrohoroglu & Nao Sudo, 2011, "Productivity and Fiscal Policy in Japan: Short-Term Forecasts from the Standard Growth Model," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 29, pages 73-106, November.

2010

  1. Kimura, Takeshi & Kurozumi, Takushi, 2010, "Endogenous nominal rigidities and monetary policy," Journal of Monetary Economics, Elsevier, volume 57, issue 8, pages 1038-1048, November.
  2. Kogure, Atsuyuki & Kurachi, Yoshiyuki, 2010, "A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions," Insurance: Mathematics and Economics, Elsevier, volume 46, issue 1, pages 162-172, February.
  3. Kurozumi, Takushi, 2010, "Optimal Monetary Policy Under Parameter Uncertainty In A Simple Microfounded Model," Macroeconomic Dynamics, Cambridge University Press, volume 14, issue 2, pages 257-268, April.
  4. Kurozumi, Takushi, 2010, "Distortionary taxation and interest rate policy," Journal of Macroeconomics, Elsevier, volume 32, issue 1, pages 476-491, March.
  5. Kurozumi, Takushi & Van Zandweghe, Willem, 2010, "Labor market search, the Taylor principle, and indeterminacy," Journal of Monetary Economics, Elsevier, volume 57, issue 7, pages 851-858, October.
  6. MarioJ. Crucini & Mototsugu Shintani & Takayuki Tsuruga, 2010, "The Law of One Price without the Border: The Role of Distance versus Sticky Prices," Economic Journal, Royal Economic Society, volume 120, issue 544, pages 462-480, May.
  7. Crucini, Mario J. & Shintani, Mototsugu & Tsuruga, Takayuki, 2010, "Accounting for persistence and volatility of good-level real exchange rates: The role of sticky information," Journal of International Economics, Elsevier, volume 81, issue 1, pages 48-60, May.
  8. Ippei Fujiwara & Nao Sudo & Yuki Teranishi, 2010, "The Zero Lower Bound and Monetary Policy in a Global Economy: A Simple Analytical Investigation," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 1, pages 103-134, March.
  9. Ueda, Kozo, 2010, "Determinants of households' inflation expectations in Japan and the United States," Journal of the Japanese and International Economies, Elsevier, volume 24, issue 4, pages 503-518, December.
  10. Kozo Ueda, 2010, "Central Bank Communication and Multiple Equilibria," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 3, pages 145-167, September.
  11. Shigenori Shiratsuka & Wataru Takahashi & Yuki Teranishi & Kozo Ueda, 2010, "Future of Central Banking under Globalization: Summary of the 2010 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 28, pages 1-16, November.

2009

  1. Ichiro Fukunaga & Masashi Saito, 2009, "Asset Prices and Monetary Policy," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 27, issue 1, pages 143-170, November.
  2. Ippei Fujiwara & Naohisa Hirakata, 2009, "Dynamic Aspects of Productivity Spillovers, Terms of Trade, and the “Home Market Effect”," IMF Staff Papers, Palgrave Macmillan, volume 56, issue 4, pages 958-969, November.
  3. Hirata, Hedeaki, 2009, "Globalization and International Business Cycles―Using Three‐Asymmetric‐Country Dynamic Stochastic General Equilibrium Models―," Economic Review, Hitotsubashi University, volume 60, issue 3, pages 241-252, July, DOI: 10.15057/21806.
  4. R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2009, "The Saving Rate In Japan: Why It Has Fallen And Why It Will Remain Low," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 50, issue 1, pages 291-321, February.
  5. Kimura, Takeshi & Shiotani, Kyosuke, 2009, "Stabilized business cycles with increased output volatility at high frequencies," Journal of the Japanese and International Economies, Elsevier, volume 23, issue 1, pages 1-19, March.
  6. Kogure Atsuyuki & Kitsukawa Kenji & Kurachi Yoshiyuki, 2009, "A Bayesian Comparison of Models for Changing Mortalities toward Evaluating Longevity Risk in Japan," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 3, issue 2, pages 1-22, April, DOI: 10.2202/2153-3792.1036.
  7. Ichiro Muto, 2009, "Estimating A New Keynesian Phillips Curve With A Corrected Measure Of Real Marginal Cost: Evidence In Japan," Economic Inquiry, Western Economic Association International, volume 47, issue 4, pages 667-684, October, DOI: 10.1111/j.1465-7295.2008.00180.x.
  8. Nakajima, Jouchi & Omori, Yasuhiro, 2009, "Leverage, heavy-tails and correlated jumps in stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2335-2353, April.
  9. Shigenori Shiratsuka & Wataru Takahashi & Kozo Ueda, 2009, "2009 International Conference "Financial System and Monetary Policy Implementation" Summary," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 27, issue 1, pages 1-18, November.

2008

  1. Kurozumi, Takushi & Van Zandweghe, Willem, 2008, "Investment, interest rate policy, and equilibrium stability," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 5, pages 1489-1516, May.
  2. Kurozumi, Takushi, 2008, "Optimal sustainable monetary policy," Journal of Monetary Economics, Elsevier, volume 55, issue 7, pages 1277-1289, October.
  3. Ippei Fujiwara & Kazuo Fukuda & Ichiro Muto & Yosuke Shigemi & Wataru Takahashi, 2008, "Frontiers in Monetary Theory and Policy: Summary of the 2008 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 26, pages 1-24, December.
  4. Shintani, Mototsugu, 2008, "A dynamic factor approach to nonlinear stability analysis," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 9, pages 2788-2808, September.
  5. Crucini, Mario J. & Shintani, Mototsugu, 2008, "Persistence in law of one price deviations: Evidence from micro-data," Journal of Monetary Economics, Elsevier, volume 55, issue 3, pages 629-644, April.
  6. T. Aldrich Finegan & Roberto V. Peñaloza & Mototsugu Shintani, 2008, "Reassessing Cyclical Changes in Workers' Labor Market Status: Gross Flows and the Types of Workers Who Determine Them," ILR Review, Cornell University, ILR School, volume 61, issue 2, pages 244-257, January, DOI: 10.1177/001979390806100206.
  7. Sugo, Tomohiro & Ueda, Kozo, 2008, "Eliminating a deflationary trap through superinertial interest rate rules," Economics Letters, Elsevier, volume 100, issue 1, pages 119-122, July.
  8. Sugo, Tomohiro & Ueda, Kozo, 2008, "Estimating a dynamic stochastic general equilibrium model for Japan," Journal of the Japanese and International Economies, Elsevier, volume 22, issue 4, pages 476-502, December.

2007

  1. Ichiro Fukunaga, 2007, "Imperfect Common Knowledge, Staggered Price Setting, and the Effects of Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 7, pages 1711-1739, October.
  2. Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Takeshi Kimura & Shinichiro Watanabe, 2007, "Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policymaking under Uncertainty," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 25, issue 2, pages 89-128, November.
  3. Hideaki Hirata & Sunghyun Henry Kim & M. Ayhan Kose, 2007, "Sources of Fluctuations: The Case of MENA," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 43, issue 1, pages 5-34, February.
  4. Kimura, Takeshi & Kurozumi, Takushi, 2007, "Optimal monetary policy in a micro-founded model with parameter uncertainty," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 2, pages 399-431, February.
  5. Omori, Yasuhiro & Chib, Siddhartha & Shephard, Neil & Nakajima, Jouchi, 2007, "Stochastic volatility with leverage: Fast and efficient likelihood inference," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 425-449, October.
  6. Ahlin, Christian & Shintani, Mototsugu, 2007, "Menu costs and Markov inflation: A theoretical revision with new evidence," Journal of Monetary Economics, Elsevier, volume 54, issue 3, pages 753-784, April.

2006

  1. R. Anton Braun & Daisuke Ikeda & Douglas H. Joines, 2006, "Saving and interest rates in Japan: Why they have fallen and why they will remain low," Proceedings, Federal Reserve Bank of San Francisco, issue Jun.
  2. Kimura Takeshi & Small David H., 2006, "Quantitative Monetary Easing and Risk in Financial Asset Markets," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 1, pages 1-54, March, DOI: 10.2202/1534-5998.1274.
  3. Kurozumi, Takushi, 2006, "Determinacy and expectational stability of equilibrium in a monetary sticky-price model with Taylor rule," Journal of Monetary Economics, Elsevier, volume 53, issue 4, pages 827-846, May.
  4. Shin-Ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima, 2006, "Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 11, issue 4, pages 482-501, DOI: 10.1080/13547860600924138.
  5. Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda, 2006, "The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 1, March.
  6. Cai, Ye & Shintani, Mototsugu, 2006, "On The Alternative Long-Run Variance Ratio Test For A Unit Root," Econometric Theory, Cambridge University Press, volume 22, issue 3, pages 347-372, June.
  7. Yang, Kun & Shintani, Mototsugu, 2006, "Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data," Economics Letters, Elsevier, volume 93, issue 2, pages 255-260, November.
  8. Inoue, Atsushi & Shintani, Mototsugu, 2006, "Bootstrapping GMM estimators for time series," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 531-555, August.
  9. Serletis, Apostolos & Shintani, Mototsugu, 2006, "Chaotic monetary dynamics with confidence," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 228-252, March.
  10. Mototsugu Shintani, 2006, "A nonparametric measure of convergence towards purchasing power parity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 5, pages 589-604, DOI: 10.1002/jae.867.
  11. 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, volume 18, issue 4, pages 441-463, December.

2005

  1. Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Shinichiro Watanabe & Kentaro Yoshimura, 2005, "Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?," International Finance, Wiley Blackwell, volume 8, issue 3, pages 471-508, December, DOI: 10.1111/j.1468-2362.2005.00167.x.
  2. Kurozumi, Takushi, 2005, "Determinacy, learnability, and discretionary policy," Economics Letters, Elsevier, volume 87, issue 2, pages 181-185, May.
  3. Shintani, Mototsugu, 2005, "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 3, pages 517-538, June.
  4. Sugo, Tomohiro & Teranishi, Yuki, 2005, "The optimal monetary policy rule under the non-negativity constraint on nominal interest rates," Economics Letters, Elsevier, volume 89, issue 1, pages 95-100, October.

2004

  1. Hideaki Hirata & Sunghyun Henry Kim & M. Ayhan Kose, 2004, "Integration and Fluctuations : The Case of MENA," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 40, issue 6, pages 48-67, November.
  2. Kimura, Takeshi & Kurozumi, Takushi, 2004, "Effectiveness of history-dependent monetary policy," Journal of the Japanese and International Economies, Elsevier, volume 18, issue 3, pages 330-361, September.
  3. Shintani, Mototsugu & Linton, Oliver, 2004, "Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos," Journal of Econometrics, Elsevier, volume 120, issue 1, pages 1-33, May.
  4. Shinji Takagi & Mototsugu Shintani & Tetsuro Okamoto, 2004, "Measuring the Economic Impact of Monetary Union: The Case of Okinawa," The Review of Economics and Statistics, MIT Press, volume 86, issue 4, pages 858-867, November.

2003

  1. Mototsugu Shintani & Oliver Linton, 2003, "Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 44, issue 1, pages 331-357, February.

2002

  1. Kanemi Ban & Kiyomi Watanabe & Mantaro Matsuya & Masakatsu Nakamura & Mototsugu Shintani & Takeshi Ihara & Masumi Kawade & Tomonari Takeda, 2002, "An Eastern Asian Macroeconometric LINK model (in Japanese)," Economic Analysis, Economic and Social Research Institute (ESRI), volume 164, pages 3-205, April.

2001

  1. Kimura, Takeshi & Ueda, Kazuo, 2001, "Downward Nominal Wage Rigidity in Japan," Journal of the Japanese and International Economies, Elsevier, volume 15, issue 1, pages 50-67, March.
  2. Shintani, Mototsugu, 2001, "A simple cointegrating rank test without vector autoregression," Journal of Econometrics, Elsevier, volume 105, issue 2, pages 337-362, December.

1998

  1. Shibata, Akihisa & Shintani, Mototsugu, 1998, "Capital mobility in the world economy: an alternative test," Journal of International Money and Finance, Elsevier, volume 17, issue 5, pages 741-756, October.

1996

  1. Mototsugu Shintani, 1996, "Excess Smoothness Of Consumption In Japan," The Japanese Economic Review, Japanese Economic Association, volume 47, issue 3, pages 271-285, September.
  2. Ohtake, Fumio & Shintani, Mototsugu, 1996, "The effect of demographics on the Japanese housing market," Regional Science and Urban Economics, Elsevier, volume 26, issue 2, pages 189-201, April.

1995

  1. Yosuke Shigemi, 1995, "Asset Inflation in Selected Countries," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 13, issue 2, pages 89-130, December.

1994

  1. Shintani Mototsugu, 1994, "Cointegration and Tests of the Permanent Income Hypothesis: Japanese Evidence with International Comparisons," Journal of the Japanese and International Economies, Elsevier, volume 8, issue 2, pages 144-172, June.

Chapters

2026

  1. Saanya Jain & Naoya Kato & Yue Zhou, 2026, "Lost in the Woods: A Case Study of Sierra Leone’s Missing Timber Exports," Springer Books, Springer, chapter 0, in: Rosalind Mowatt & Monique Newiak & Sukhwinder Singh, "Navigating Economic Storms and Emerging from Fragility", DOI: 10.1007/978-3-031-92147-6_11.
  2. Fazeer Rahim & Naoya Kato & Peter Wankuru & Yue Zhou, 2026, "Towards a Medium-Term Fiscal Framework and Debt Anchor for Sierra Leone," Springer Books, Springer, chapter 0, in: Rosalind Mowatt & Monique Newiak & Sukhwinder Singh, "Navigating Economic Storms and Emerging from Fragility", DOI: 10.1007/978-3-031-92147-6_6.

2023

  1. Koji Takahashi & Kohei Matsumura & Yusuke Oh & Tomohiro Sugo, 2023, "Nowcasting economic activity with mobility data," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Data science in central banking: applications and tools".

2021

  1. Sahoko Furuta & Yoshiyuki Kurachi, 2021, "New hedonic quality adjustment method using sparse estimation," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "New developments in central bank statistics around the world".

2014

  1. Lawrence Christiano & Daisuke Ikeda, 2014, "Leverage Restrictions in a Business Cycle Model," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 7, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz, "Macroeconomic and Financial Stability: challenges for Monetary Policy".

2012

  1. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2012".

2011

  1. Ichiro Fukunaga & Naohisa Hirakata & Nao Sudo, 2011, "The Effects of Oil Price Changes on the Industry-Level Production and Prices in the United States and Japan," NBER Chapters, National Bureau of Economic Research, Inc, "Commodity Prices and Markets".

2003

  1. Takeshi Kimura & Hiroshi Kobayashi & Jun Muranaga & Hiroshi Ugai, 2003, "The effect of the increase in the monetary base of Japan's economy at zero interest rates: an empirical analysis," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Monetary policy in a changing environment".

Software components

2025

  1. R. Anton Braun & Daisuke Ikeda, 2025, "Code and data files for "Monetary Policy Over the Lifecycle"," Computer Codes, Review of Economic Dynamics, number 23-172, revised .

2023

  1. Yasufumi Gemma & Takushi Kurozumi & Mototsugu Shintani, 2023, "Code and data files for "Trend Inflation and Evolving Inflation Dynamics:A Bayesian GMM Analysis"," Computer Codes, Review of Economic Dynamics, number 22-126, revised .
  2. Yasuo Hirose & Takushi Kurozumi & Wille Van Zandweghe, 2023, "Code and data files for "Inflation Gap Persistence, Indeterminacy, and Monetary Policy"," Computer Codes, Review of Economic Dynamics, number 23-43, revised .

2020

  1. Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020, "Code and data files for "Monetary Policy and Macroeconomic Stability Revisited"," Computer Codes, Review of Economic Dynamics, number 19-271, revised .

2015

  1. Takushi Kurozumi & Willem Van Zandweghe, 2015, "Code and data files for "Kinked Demand Curves, the Natural Rate Hypothesis, and Macroeconomic Stability"," Computer Codes, Review of Economic Dynamics, number 13-259, revised .

2013

  1. Sohei Kaihatsu & Takushi Kurozumi, 2013, "Code and data files for "Sources of Business Fluctuations: Financial or Technology Shocks?"," Computer Codes, Review of Economic Dynamics, number 11-267, revised .
  2. Jeremy Lise & Nao Sudo & Michio Suzuki & Ken Yamada & Tomoaki Yamada, 2013, "Code and data files for "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades"," Computer Codes, Review of Economic Dynamics, number 13-27, revised .

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