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Ryo Kato

Not to be confused with: Ryo Kato

Personal Details

First Name:Ryo
Middle Name:
Last Name:Kato
Suffix:
RePEc Short-ID:pka55
[This author has chosen not to make the email address public]
Department of Economics, Asia University Sakai 5-8, Musashino, Tokyo 180-8629, JAPAN
Terminal Degree:2002 Department of Economics; Ohio State University (from RePEc Genealogy)

Affiliation

(80%) Faculty of Economics
Asia University

Tokyo, Japan
https://www.asia-u.ac.jp/academics/economics/
RePEc:edi:feasijp (more details at EDIRC)

(20%) Graduate School of Public Policy
University of Tokyo

Tokyo, Japan
http://www.pp.u-tokyo.ac.jp/
RePEc:edi:gptokjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Ryo Kato & Junior Maih & Shin-Ichi Nishiyama, 2022. "Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE Estimation," Discussion Papers 2212, Graduate School of Economics, Kobe University.
  2. Ryo Kato & Takayuki Tsuruga, 2020. "Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility," ISER Discussion Paper 1078, Institute of Social and Economic Research, The University of Osaka.
  3. Ryo Kato & Tatsushi Okuda & Takayuki Tsuruga, 2020. "Sectoral inflation persistence, market concentration and imperfect common knowledge," ISER Discussion Paper 1082, Institute of Social and Economic Research, The University of Osaka.
  4. Ryo Kato & Tatsushi Okuda, 2017. "Market Concentration and Sectoral Inflation under Imperfect Common Knowledge," IMES Discussion Paper Series 17-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
  5. Naoko Hara & Munechika Katayama & Ryo Kato, 2014. "Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy," Bank of Japan Working Paper Series 14-E-9, Bank of Japan.
  6. Ryo Kato & Takayuki Tsuruga, 2014. "The Safer, the Riskier: A Model of Financial Instability and Bank Leverage," CAMA Working Papers 2014-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga, 2014. "Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions," CAMA Working Papers 2014-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga, 2013. "Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions," Discussion papers e-12-014, Graduate School of Economics Project Center, Kyoto University.
  9. Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga, 2012. "Managing Financial Crises: Lean or Clean?," IMES Discussion Paper Series 12-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
  10. Ryo Kato & Takayuki Tsuruga, 2011. "The Safer, the Riskier:A Model of Bank Leverage and Financial Instability," Discussion papers e-10-014, Graduate School of Economics Project Center, Kyoto University.
  11. Shin-Ichi Nishiyama & Ryo Kato, 2011. "On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints," TERG Discussion Papers 274, Graduate School of Economics and Management, Tohoku University.
  12. Ryo Kato & Takayuki Tsuruga, 2011. "Bank Overleverage and Macroeconomic Fragility," IMES Discussion Paper Series 11-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
  13. Junko Koeda & Ryo Kato, 2010. "The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates," IMES Discussion Paper Series 10-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
  14. Ryo Kato & Shun Kobayashi & Yumi Saita, 2010. "Calibrating the Level of Capital: The Way We See It," Bank of Japan Working Paper Series 10-E-6, Bank of Japan.
  15. Junko Koeda & Ryo Kato, 2010. "The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective," CARF F-Series CARF-F-207, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  16. Ryo Kato, 2004. "Liquidity, Infinite Horizons and Macroeconomic Fluctuations," Econometric Society 2004 Far Eastern Meetings 622, Econometric Society.
  17. Ryo Kato & Hironori Ishizaki, 2003. "Measuring Productivity Growth over the 90s: Is the New Economy Still Alive?," Bank of Japan Working Paper Series International Department,, Bank of Japan.
  18. Ryo Kato & Shinichi Nishiyama, 2001. "Optimal Monetary Policy When Interest Rates are Bound at Zero," Working Papers 01-12, Ohio State University, Department of Economics.

Articles

  1. Ryo Kato & Takayuki Tsuruga, 2022. "Pecuniary externalities, bank overleverage, and macroeconomic fragility," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 554-577, December.
  2. Kato, Ryo & Okuda, Tatsushi & Tsuruga, Takayuki, 2021. "Sectoral inflation persistence, market concentration, and imperfect common knowledge," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 500-517.
  3. Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga, 2017. "Prudential capital controls or bailouts? The impact of different collateral constraint assumptions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(4), pages 943-960, April.
  4. Kato, Ryo & Tsuruga, Takayuki, 2016. "The safer, the riskier: A model of financial instability and bank leverage," Economic Modelling, Elsevier, vol. 52(PA), pages 71-77.
  5. Junko Koeda & Ryo Kato, 2015. "The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3710-3722, July.
  6. Kato, Ryo, 2008. "A note on pitfalls of credit crunch regressions," Economics Letters, Elsevier, vol. 99(3), pages 504-507, June.
  7. Kato, Ryo, 2006. "Liquidity, infinite horizons and macroeconomic fluctuations," European Economic Review, Elsevier, vol. 50(5), pages 1105-1130, July.
  8. Kato, Ryo & Nishiyama, Shin-Ichi, 2005. "Optimal monetary policy when interest rates are bounded at zero," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 97-133, January.

Software components

  1. Ryo Kato, 2003. "Matlab code for the Phelan-Trejos model," QM&RBC Codes 115, Quantitative Macroeconomics & Real Business Cycles.
  2. Ryo Kato, 2003. "Matlab code for a standard New IS-LM model with interest rate shocks," QM&RBC Codes 109, Quantitative Macroeconomics & Real Business Cycles.
  3. Ryo Kato, 2003. "Matlab code for Kiyotaki-Moore credit cycles," QM&RBC Codes 113, Quantitative Macroeconomics & Real Business Cycles.
  4. Ryo Kato, 2003. "Matlab code for Sbordone's estimation for a sticky price model," QM&RBC Codes 116, Quantitative Macroeconomics & Real Business Cycles.
  5. Ryo Kato & Takayuki Tsuruga, 2002. "Matlab code for a sticky wage/price model," QM&RBC Codes 114, Quantitative Macroeconomics & Real Business Cycles.
  6. Ryo Kato, 2002. "Matlab code for the Carlstrom-Fuerst AER (1997) model," QM&RBC Codes 112, Quantitative Macroeconomics & Real Business Cycles.
  7. Ryo Kato, 2002. "Matlab code for a standard RBC model," QM&RBC Codes 108, Quantitative Macroeconomics & Real Business Cycles.
  8. Ryo Kato, 2001. "Matlab code for the McCallum/Nelson model," QM&RBC Codes 111, Quantitative Macroeconomics & Real Business Cycles.
  9. Ryo Kato & Shinichi Nishiyama, "undated". "Matlab code for a standard New IS-LM model with money shocks," QM&RBC Codes 110, Quantitative Macroeconomics & Real Business Cycles.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Registered Citing Authors
  2. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  3. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  4. Breadth of citations across fields

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (14) 2003-10-20 2010-04-11 2010-09-18 2011-03-12 2011-07-27 2012-12-06 2013-11-16 2014-03-15 2014-03-15 2014-11-12 2018-01-08 2020-03-23 2020-04-13 2021-10-11. Author is listed
  2. NEP-CBA: Central Banking (7) 2010-04-11 2010-09-18 2011-03-12 2011-07-27 2013-11-02 2013-11-16 2014-03-15. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (7) 2011-07-27 2012-12-06 2013-11-02 2014-03-15 2014-11-12 2020-03-23 2022-11-07. Author is listed
  4. NEP-MON: Monetary Economics (6) 2001-09-10 2004-08-16 2010-04-11 2010-09-18 2011-03-12 2022-11-07. Author is listed
  5. NEP-BAN: Banking (4) 2011-07-27 2013-11-16 2014-03-15 2014-03-15
  6. NEP-COM: Industrial Competition (2) 2020-04-13 2021-10-11
  7. NEP-BEC: Business Economics (1) 2011-07-27
  8. NEP-CWA: Central and Western Asia (1) 2021-10-11
  9. NEP-LAB: Labour Economics (1) 2014-11-12
  10. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2014-11-12
  11. NEP-RMG: Risk Management (1) 2020-03-23

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