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Teruyoshi Kobayashi

Personal Details

First Name:Teruyoshi
Middle Name:
Last Name:Kobayashi
Suffix:
RePEc Short-ID:pko119
[This author has chosen not to make the email address public]
https://terukobayashi.wordpress.com/

Affiliation

Faculty of Economics
Kobe University

Kobe, Japan
http://www.econ.kobe-u.ac.jp/




RePEc:edi:fekobjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kohei Hasui & Teruyoshi Kobayashi & Tomohiro Sugo, 2019. "Irreversible monetary policy at the zero lower bound," Discussion Papers 1906, Graduate School of Economics, Kobe University.
  2. Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Papers 1802.07405, arXiv.org, revised Apr 2018.
  3. Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Discussion Papers 1719, Graduate School of Economics, Kobe University.
  4. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Significant ties: Identifying relationship lending in temporal interbank networks," Discussion Papers 1717, Graduate School of Economics, Kobe University.
  5. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
  6. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Social dynamics of financial networks," Papers 1703.10832, arXiv.org, revised May 2017.
  7. Teruyoshi Kobayashi & Naoki Masuda, 2016. "Fragmenting networks by targeting collective influencers at a mesoscopic level," Discussion Papers 1616, Graduate School of Economics, Kobe University.
  8. Teruyoshi Kobayashi, 2015. "Trend-driven information cascades on random networks," Discussion Papers 1529, Graduate School of Economics, Kobe University.
  9. Charles D. Brummitt & Teruyoshi Kobayashi, 2015. "Cascades in multiplex financial networks with debts of different seniority," Papers 1501.05400, arXiv.org, revised May 2015.
  10. Teruyoshi Kobayashi, 2013. "Network versus portfolio structure in financial systems," Discussion Papers 1307, Graduate School of Economics, Kobe University.
  11. Teruyoshi Kobayashi & Kohei Hasui, 2013. "Efficient immunization strategies to prevent financial contagion," Papers 1308.0652, arXiv.org, revised Dec 2013.
  12. Teruyoshi Kobayashi, 2013. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Papers 1312.6804, arXiv.org, revised Apr 2014.
  13. Kobayashi, Teruyoshi & Muto, Ichiro, 2010. "A note on expectational stability under non-zero trend inflation," MPRA Paper 22952, University Library of Munich, Germany.
  14. Kobayashi, Teruyoshi, 2010. "Policy irreversibility and interest rate smoothing," MPRA Paper 19931, University Library of Munich, Germany.
  15. Kobayashi, Teruyoshi, 2009. "Firm entry and monetary policy transmission under credit rationing," MPRA Paper 17553, University Library of Munich, Germany.

Articles

  1. Kobayashi, Teruyoshi & Takaguchi, Taro, 2018. "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
  2. Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018. "Network models of financial systemic risk: a review," Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.
  3. Kobayashi, Teruyoshi, 2014. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Economics Letters, Elsevier, vol. 124(1), pages 113-116.
  4. Kobayashi, Teruyoshi & Muto, Ichiro, 2013. "A Note On Expectational Stability Under Nonzero Trend Inflation," Macroeconomic Dynamics, Cambridge University Press, vol. 17(3), pages 681-693, April.
  5. Kobayashi, Teruyoshi, 2011. "Firm entry, credit availability and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1245-1272, August.
  6. Kobayashi Teruyoshi, 2010. "Policy Irreversibility and Interest Rate Smoothing," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-29, October.
  7. Kobayashi, Teruyoshi, 2009. "Announcements and the effectiveness of monetary policy: A view from the US prime rate," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2253-2266, December.
  8. Teruyoshi Kobayashi, 2008. "Incomplete Interest Rate Pass-Through and Optimal Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 77-118, September.
  9. Kobayashi, Teruyoshi, 2005. "A model of monetary unification under asymmetric information," International Review of Economics & Finance, Elsevier, vol. 14(1), pages 1-15.
  10. Teruyoshi Kobayashi, 2005. "Optimal monetary policy and the role of hybrid inflation-price-level targets," Applied Economics, Taylor & Francis Journals, vol. 37(18), pages 2119-2125.
  11. Teruyoshi Kobayashi, 2004. "On the Relationship Between Short‐ and Long‐term Interest Rates," International Finance, Wiley Blackwell, vol. 7(2), pages 261-286, July.
  12. Teruyoshi Kobayashi, 2004. "Hybrid Inflation‐Price‐Level Targeting in an Economy With Output Persistence," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(5), pages 641-653, November.
  13. Kobayashi, Teruyoshi, 2004. "Monetary policy uncertainty and interest rate targeting," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 725-735, December.
  14. Kobayashi, Teruyoshi, 2003. "Multiplicative uncertainty in a model without inflationary bias," Economics Letters, Elsevier, vol. 80(3), pages 317-321, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Papers 1802.07405, arXiv.org, revised Apr 2018.

    Cited by:

    1. Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

  2. Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Discussion Papers 1719, Graduate School of Economics, Kobe University.

    Cited by:

    1. Tomaso Aste, 2020. "Stress testing and systemic risk measures using multivariate conditional probability," Papers 2004.06420, arXiv.org, revised Aug 2020.
    2. Tamás Sebestyén & Dóra Longauer, 2018. "Network structure, equilibrium and dynamics in a monopolistically competitive economy," Netnomics, Springer, vol. 19(3), pages 131-157, December.
    3. Gian Paolo Clemente & Rosanna Grassi & Chiara Pederzoli, 2020. "Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 159-181, January.
    4. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
    5. Jaime F. Lavin & Mauricio A. Valle & Nicolás S. Magner, 2019. "Modeling Overlapped Mutual Funds’ Portfolios: A Bipartite Network Approach," Complexity, Hindawi, vol. 2019, pages 1-20, July.
    6. Yun, Tae-Sub & Jeong, Deokjong & Park, Sunyoung, 2019. "“Too central to fail” systemic risk measure using PageRank algorithm," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 251-272.
    7. Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi, 2018. "Systemic risk assessment through high order clustering coefficient," Papers 1810.13250, arXiv.org, revised Jul 2020.
    8. Mazzocchetti, Andrea & Lauretta, Eliana & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2018. "Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework," MPRA Paper 89779, University Library of Munich, Germany.
    9. Marnix Van Soom & Milan van den Heuvel & Jan Ryckebusch & Koen Schoors, 2019. "Loan maturity aggregation in interbank lending networks obscures mesoscale structure and economic functions," Papers 1906.08617, arXiv.org.
    10. Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Discussion Papers 1809, Graduate School of Economics, Kobe University.
    11. Aymeric Vi'e & Alfredo J. Morales, 2019. "How connected is too connected? Impact of network topology on systemic risk and collapse of complex economic systems," Papers 1912.09814, arXiv.org.
    12. Marnix Van Soom & Milan Van Den Heuvel & Jan Ryckebusch & Koen Schoors, 2019. "Loan Maturity Aggregation In Interbank Lending Networks Obscures Mesoscale Structure And Economic Functions," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/952, Ghent University, Faculty of Economics and Business Administration.
    13. Caccioli, Fabio & Ferrara, Gerardo & Ramadiah, Amanah, 2020. "Modelling fire sale contagion across banks and non-banks," Bank of England working papers 878, Bank of England.
    14. Carlos León & Javier Miguélez, 2020. "Securities cross-holding in the Colombian financial system: A topological approach," Borradores de Economia 1134, Banco de la Republica de Colombia.
    15. Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2018. "Asset allocation: new evidence through network approaches," Papers 1810.09825, arXiv.org.
    16. Moshe Babaioff & Yoav Kolumbus & Eyal Winter, 2020. "Optimal Collaterals in Multi-Enterprise Investment Networks," Papers 2011.06247, arXiv.org.
    17. Andrei P. Kirilyuk, 2017. "Unified Complex-Dynamical Theory Of Financial, Economic, And Social Risks And Their Efficient Management: Reason-Based Governance For Sustainable Development," Post-Print hal-01797479, HAL.

  3. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Significant ties: Identifying relationship lending in temporal interbank networks," Discussion Papers 1717, Graduate School of Economics, Kobe University.

    Cited by:

    1. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
    2. Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Discussion Papers 1809, Graduate School of Economics, Kobe University.

  4. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.

    Cited by:

    1. Carlos León & Javier Miguélez, 2020. "Interbank relationship lending in Colombia," Borradores de Economia 1118, Banco de la Republica de Colombia.
    2. Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Discussion Papers 1809, Graduate School of Economics, Kobe University.

  5. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Social dynamics of financial networks," Papers 1703.10832, arXiv.org, revised May 2017.

    Cited by:

    1. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
    2. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Significant ties: Identifying relationship lending in temporal interbank networks," Discussion Papers 1717, Graduate School of Economics, Kobe University.
    3. Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Discussion Papers 1809, Graduate School of Economics, Kobe University.
    4. Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018. "Network models of financial systemic risk: a review," Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.

  6. Teruyoshi Kobayashi & Naoki Masuda, 2016. "Fragmenting networks by targeting collective influencers at a mesoscopic level," Discussion Papers 1616, Graduate School of Economics, Kobe University.

    Cited by:

    1. Ren, Baoan & Zhang, Yu & Chen, Jing & Shen, Lincheng, 2019. "Efficient network disruption under imperfect information: The sharpening effect of network reconstruction with no prior knowledge," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 196-207.

  7. Teruyoshi Kobayashi, 2015. "Trend-driven information cascades on random networks," Discussion Papers 1529, Graduate School of Economics, Kobe University.

    Cited by:

    1. Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018. "Network models of financial systemic risk: a review," Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.

  8. Charles D. Brummitt & Teruyoshi Kobayashi, 2015. "Cascades in multiplex financial networks with debts of different seniority," Papers 1501.05400, arXiv.org, revised May 2015.

    Cited by:

    1. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
    2. Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Significant ties: Identifying relationship lending in temporal interbank networks," Discussion Papers 1717, Graduate School of Economics, Kobe University.
    3. Wang, Jianwei & Cai, Lin & Xu, Bo & Li, Peng & Sun, Enhui & Zhu, Zhiguo, 2016. "Out of control: Fluctuation of cascading dynamics in networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1231-1243.
    4. Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Discussion Papers 1809, Graduate School of Economics, Kobe University.
    5. Li, Shouwei & Liu, Yifu & Wu, Chaoqun, 2020. "Systemic risk in bank-firm multiplex networks," Finance Research Letters, Elsevier, vol. 33(C).
    6. Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018. "Network models of financial systemic risk: a review," Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.
    7. X. Zhang & L. D. Valdez & H. E. Stanley & L. A. Braunstein, 2019. "Modeling Risk Contagion in the Venture Capital Market: A Multilayer Network Approach," Complexity, Hindawi, vol. 2019, pages 1-11, December.
    8. Teruyoshi Kobayashi, 2015. "Trend-driven information cascades on random networks," Discussion Papers 1529, Graduate School of Economics, Kobe University.
    9. De Caux, Robert & McGroarty, Frank & Brede, Markus, 2017. "The evolution of risk and bailout strategy in banking systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 109-118.

  9. Teruyoshi Kobayashi, 2013. "Network versus portfolio structure in financial systems," Discussion Papers 1307, Graduate School of Economics, Kobe University.

    Cited by:

    1. Christoph Siebenbrunner, 2017. "Clearing algorithms and network centrality," Papers 1706.00284, arXiv.org.
    2. Kobayashi, Teruyoshi, 2014. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Economics Letters, Elsevier, vol. 124(1), pages 113-116.
    3. Teruyoshi Kobayashi & Kohei Hasui, 2013. "Efficient immunization strategies to prevent financial contagion," Papers 1308.0652, arXiv.org, revised Dec 2013.
    4. Ma, Jing & He, Jianmin & Liu, Xiaoxing & Wang, Chao, 2019. "Diversification and systemic risk in the banking system," Chaos, Solitons & Fractals, Elsevier, vol. 123(C), pages 413-421.
    5. Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018. "Network models of financial systemic risk: a review," Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.
    6. Qianqian Gao & Hong Fan, 2020. "Macroprudential regulation for a dynamic Chinese banking system with a scale-free network," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 579-611, July.

  10. Teruyoshi Kobayashi & Kohei Hasui, 2013. "Efficient immunization strategies to prevent financial contagion," Papers 1308.0652, arXiv.org, revised Dec 2013.

    Cited by:

    1. Kobayashi, Teruyoshi, 2014. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Economics Letters, Elsevier, vol. 124(1), pages 113-116.
    2. Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Discussion Papers 1809, Graduate School of Economics, Kobe University.

  11. Teruyoshi Kobayashi, 2013. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Papers 1312.6804, arXiv.org, revised Apr 2014.

    Cited by:

    1. Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018. "Network models of financial systemic risk: a review," Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.
    2. Teruyoshi Kobayashi, 2015. "Trend-driven information cascades on random networks," Discussion Papers 1529, Graduate School of Economics, Kobe University.

  12. Kobayashi, Teruyoshi & Muto, Ichiro, 2010. "A note on expectational stability under non-zero trend inflation," MPRA Paper 22952, University Library of Munich, Germany.

    Cited by:

    1. Guido Ascari & Anna Florio, 2012. "Transparency, Expectations Anchoring and the Inflation Target," DEM Working Papers Series 022, University of Pavia, Department of Economics and Management.
    2. Weber, Henning, 2011. "Optimal inflation and firms' productivity dynamics," Kiel Working Papers 1685, Kiel Institute for the World Economy (IfW).
    3. 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 RWP 15-17, Federal Reserve Bank of Kansas City, revised 01 Dec 2015.
    4. Takushi Kurozumi & Willem Van Zandweghe, 2012. "Firm-specific labor, trend inflation, and equilibrium stability," Research Working Paper RWP 12-09, Federal Reserve Bank of Kansas City.
    5. Abhishek Das & Arpita Ghose & Gautam Gupta, 2016. "Role of monetary policy in a New Keynesian economy: a note from a laboratory experiment," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(2), pages 204-216, July.
    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, vol. 37, pages 255-274, July.
    7. Guido Ascari & Argia M. Sbordone, 2013. "The Macroeconomics of Trend Inflation," DEM Working Papers Series 053, University of Pavia, Department of Economics and Management.
    8. Ikeda, Taro, 2014. "Asymmetric preferences in real-time learning and the Taylor rule," Economics Letters, Elsevier, vol. 124(3), pages 487-489.
    9. Ichiro Muto, 2008. "Monetary Policy and Learning from the Central Bank's Forecast," IMES Discussion Paper Series 08-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
    10. William A. Branch & George W. Evans, 2017. "Unstable Inflation Targets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(4), pages 767-806, June.
    11. Schaling, Eric & Tesfaselassie, Mewael F., 2017. "A Note On Trend Growth And Learning About Monetary Policy Rules In A Two-Block World Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 243-258, January.
    12. Tesfaselassie, Mewael F., 2014. "Trend growth and learning about monetary policy rules," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 241-256.
    13. By Anna Florio & Alessandro Gobbi, 2015. "Learning the monetary/fiscal interaction under trend inflation," Oxford Economic Papers, Oxford University Press, vol. 67(4), pages 1146-1164.
    14. Kurozumi, Takushi, 2014. "Trend inflation, sticky prices, and expectational stability," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 175-187.
    15. Takushi Kurozumi & Willem Van Zandweghe, 2014. "A pitfall of expectational stability analysis," Research Working Paper RWP 14-7, Federal Reserve Bank of Kansas City, revised 01 Oct 2014.
    16. Weber, Henning, 2012. "The optimal inflation rate and firm-level productivity growth," Kiel Working Papers 1773, Kiel Institute for the World Economy (IfW).

  13. Kobayashi, Teruyoshi, 2010. "Policy irreversibility and interest rate smoothing," MPRA Paper 19931, University Library of Munich, Germany.

    Cited by:

    1. Kohei Hasui & Teruyoshi Kobayashi & Tomohiro Sugo, 2019. "Irreversible monetary policy at the zero lower bound," Discussion Papers 1906, Graduate School of Economics, Kobe University.
    2. Bayar Omer, 2015. "An ordered probit analysis of monetary policy inertia," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(2), pages 705-726, July.

Articles

  1. Kobayashi, Teruyoshi & Takaguchi, Taro, 2018. "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
    See citations under working paper version above.
  2. Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018. "Network models of financial systemic risk: a review," Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.
    See citations under working paper version above.
  3. Kobayashi, Teruyoshi, 2014. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Economics Letters, Elsevier, vol. 124(1), pages 113-116. See citations under working paper version above.
  4. Kobayashi, Teruyoshi & Muto, Ichiro, 2013. "A Note On Expectational Stability Under Nonzero Trend Inflation," Macroeconomic Dynamics, Cambridge University Press, vol. 17(3), pages 681-693, April.
    See citations under working paper version above.
  5. Kobayashi Teruyoshi, 2010. "Policy Irreversibility and Interest Rate Smoothing," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-29, October.
    See citations under working paper version above.
  6. Kobayashi, Teruyoshi, 2009. "Announcements and the effectiveness of monetary policy: A view from the US prime rate," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2253-2266, December.

    Cited by:

    1. Chong, Beng Soon, 2010. "Interest rate deregulation: Monetary policy efficacy and rate rigidity," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1299-1307, June.
    2. Kohei Hasui & Teruyoshi Kobayashi & Tomohiro Sugo, 2019. "Irreversible monetary policy at the zero lower bound," Discussion Papers 1906, Graduate School of Economics, Kobe University.
    3. Chuliá, Helena & Martens, Martin & Dijk, Dick van, 2010. "Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 834-839, April.
    4. Judit Montoriol-Garriga & J. Christina Wang, 2011. "The Great Recession and bank lending to small businesses," Working Papers 11-16, Federal Reserve Bank of Boston, revised 2011.
    5. Hussain, Syed Mujahid, 2011. "Simultaneous monetary policy announcements and international stock markets response: An intraday analysis," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 752-764, March.
    6. Heung Soon Jung & Dong Jin Lee & Tae Hyo Gwon & Se Jin Yun, 2015. "Reference Rates and Monetary Policy Effectiveness in Korea," Working Papers 2015-27, Economic Research Institute, Bank of Korea.

  7. Teruyoshi Kobayashi, 2008. "Incomplete Interest Rate Pass-Through and Optimal Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 77-118, September.

    Cited by:

    1. Juan Sebastián Becerra C. & Luis Ceballos S. & Felipe Córdova F. & Michael Pedersen, 2010. "Market Interest Rate Dynamics in Times of Financial Turmoil," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(1), pages 5-22, April.
    2. Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2013. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," Research Discussion Papers 4/2013, Bank of Finland.
    3. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi, May.
    4. Giuseppe Ciccarone & Francesco Giuli & Danilo Liberati, 2012. "The effects of monetary policy shocks in credit and labor markets with search and matching frictions," Working Papers 151, University of Rome La Sapienza, Department of Public Economics.
    5. Ippei Fujiwara & Yuki Teranishi, 2013. "Financial Stability in Open Economies," CAMA Working Papers 2013-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    6. Walentin, Karl, 2014. "Business cycle implications of mortgage spreads," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 62-77.
    7. Ciccarone, Giuseppe & Giuli, Francesco & Liberati, Danilo, 2014. "Incomplete interest rate pass-through under credit and labor market frictions," Economic Modelling, Elsevier, vol. 36(C), pages 645-657.
    8. Danilo Liberati, 2014. "An estimated DSGE model with search and matching frictions in the credit market," Temi di discussione (Economic working papers) 986, Bank of Italy, Economic Research and International Relations Area.
    9. Yuki Teranishi, 2013. "Smoothed Interest Rate Setting by Central Banks and Staggered Loan Contracts," CAMA Working Papers 2013-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    10. Kok, Christoffer & Rodriguez-Palenzuela, Diego & Darracq Pariès, Matthieu, 2010. "Macroeconomic propagation under different regulatory regimes: Evidence from an estimated DSGE model for the euro area," Working Paper Series 1251, European Central Bank.
    11. Hans-Werner Wohltmann & Alexander Totzek, 2012. "Barro-Gordon Revisited: Reputational Equilibria in a New Keynesian Model," Credit and Capital Markets, Credit and Capital Markets, vol. 45(1), pages 27-50.
    12. Natalia Andries & Steve Billon, 2016. "Retail bank interest rate pass-through in the euro area: An empirical survey," Post-Print halshs-01354597, HAL.
    13. G. C. Lim & Sarantis Tsiaplias & C. L. Chua, 2010. "Bank and Official Interest Rates: How Do They Interact over Time?," Melbourne Institute Working Paper Series wp2010n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    14. Fujiwara, Ippei & Teranishi, Yuki, 2017. "Financial frictions and policy cooperation: A case with monopolistic banking and staggered loan contracts," Journal of International Economics, Elsevier, vol. 104(C), pages 19-43.
    15. Jaromír Beneš & Kirdan Lees, 2010. "Multi-period fixed-rate loans, housing and monetary policy in small open economies," Reserve Bank of New Zealand Discussion Paper Series DP2010/03, Reserve Bank of New Zealand.
    16. Silvo, Aino & Verona, Fabio, 2020. "The Aino 3.0 model," Research Discussion Papers 9/2020, Bank of Finland.
    17. Valadkhani, Abbas & Worthington, Andrew, 2014. "Asymmetric behavior of Australia's Big-4 banks in the mortgage market," Economic Modelling, Elsevier, vol. 43(C), pages 57-66.
    18. Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017. "Financial shocks, financial stability, and optimal Taylor rules," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 187-207.
    19. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
    20. Bonciani, Dario & Roye, Björn van, 2016. "Uncertainty shocks, banking frictions and economic activity," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 200-219.
    21. Belanger, Gilles, 2016. "Inequality Causes Recessions: A Fallout from Ramsey's Conjecture," MPRA Paper 72335, University Library of Munich, Germany.
    22. Ida, Daisuke, 2014. "Role of financial systems in a sticky price model," Journal of Economics and Business, Elsevier, vol. 72(C), pages 44-57.
    23. Yuki Teranishi, 2008. "Optimal Monetary Policy under Staggered Loan Contracts," IMES Discussion Paper Series 08-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
    24. Belanger, Gilles, 2014. "Interest Rates Rigidities and the Fisher Equation," MPRA Paper 54705, University Library of Munich, Germany.
    25. Fabio Verona & Juha Kilponen & Seppo Orjasniemi & Antti Ripatti, 2015. "Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo," EcoMod2015 8441, EcoMod.
    26. Fujiwara, Ippei & Teranishi, Yuki, 2011. "Real exchange rate dynamics revisited: A case with financial market imperfections," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1562-1589.
    27. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2016. "Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market," Working Paper Series 319, Sveriges Riksbank (Central Bank of Sweden).
    28. Meixing DAI, 2010. "Financial market imperfections and monetary policy strategy," Working Papers of BETA 2010-19, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    29. Fabio Verona & Manuel M. F. Martins & Inês Drumond, 2014. "Financial Shocks and Optimal Monetary Policy Rules," CEF.UP Working Papers 1402, Universidade do Porto, Faculdade de Economia do Porto.

  8. Kobayashi, Teruyoshi, 2005. "A model of monetary unification under asymmetric information," International Review of Economics & Finance, Elsevier, vol. 14(1), pages 1-15.

    Cited by:

    1. Agenor, Pierre-Richard & Aizenman, Joshua, 2008. "Capital Market Imperfections and the Theory of Optimum Currency Areas," Santa Cruz Department of Economics, Working Paper Series qt7668j94x, Department of Economics, UC Santa Cruz.

  9. Teruyoshi Kobayashi, 2005. "Optimal monetary policy and the role of hybrid inflation-price-level targets," Applied Economics, Taylor & Francis Journals, vol. 37(18), pages 2119-2125.

    Cited by:

    1. Carlos Santos & Maria Alberta Oliveira, 2007. "Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling," Working Papers de Economia (Economics Working Papers) 10, Católica Porto Business School, Universidade Católica Portuguesa.
    2. Páez-Farrell, Juan, 2007. "Monetary Policy Rules in Theory and in Practice: Evidence from the UK and the US," Cardiff Economics Working Papers E2007/13, Cardiff University, Cardiff Business School, Economics Section.
    3. David Shepherd & Rebeca I. Muñoz Torres & George Saridakis, 2019. "Monetary policy rules with PID control features: evidence from the UK, USA and EU," International Review of Applied Economics, Taylor & Francis Journals, vol. 33(6), pages 737-755, November.
    4. Aaron Jackson & William Miles, 2009. "Quantitative goals for monetary policy: a quantile regression approach," Applied Economics, Taylor & Francis Journals, vol. 41(16), pages 2065-2071.
    5. Clarida, Richard & Galí, Jordi & Gertler, Mark, 1999. "The Science of Monetary Policy: A New Keynesian Perspective," CEPR Discussion Papers 2139, C.E.P.R. Discussion Papers.
    6. Jesus Garcia-Iglesias, 2007. "How the European Central Bank decided its early monetary policy?," Applied Economics, Taylor & Francis Journals, vol. 39(7), pages 927-936.

  10. Teruyoshi Kobayashi, 2004. "Hybrid Inflation‐Price‐Level Targeting in an Economy With Output Persistence," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(5), pages 641-653, November.

    Cited by:

    1. Douch, Mohamed & Essadam, Naceur, 2008. "Monetary policy conduct: A hybrid framework," MPRA Paper 20715, University Library of Munich, Germany.
    2. Teruyoshi Kobayashi, 2005. "Optimal monetary policy and the role of hybrid inflation-price-level targets," Applied Economics, Taylor & Francis Journals, vol. 37(18), pages 2119-2125.
    3. Teruyoshi Kobayashi, 2004. "On the Relationship Between Short‐ and Long‐term Interest Rates," International Finance, Wiley Blackwell, vol. 7(2), pages 261-286, July.

  11. Kobayashi, Teruyoshi, 2003. "Multiplicative uncertainty in a model without inflationary bias," Economics Letters, Elsevier, vol. 80(3), pages 317-321, September.

    Cited by:

    1. Enrico MARCHETTI & Giuseppe CICCARONE, 2008. "Linear Contracts, Common Agency and Central Bank Preference Uncertainty," EcoMod2008 23800083, EcoMod.
    2. Meixing Dai & Qiao Zhang, 2013. "Central bank transparency with the cost channel," Working Papers of BETA 2013-06, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    3. Ciccarone, Giuseppe & Marchetti, Enrico, 2009. "Revisiting the role of multiplicative uncertainty in a model without inflationary bias," Economics Letters, Elsevier, vol. 104(1), pages 37-39, July.
    4. Meixing Dai, 2010. "Multiplicative uncertainty, central bank transparency and optimal degree of conservativeness," Economics Bulletin, AccessEcon, vol. 30(3), pages 1720-1726.
    5. Olga S. Kuznetsova & Sergey A. Merzlyakov, 2015. "The Role of Uncertain Government Preferences For Fiscal and Monetary Policy Interaction," HSE Working papers WP BRP 102/EC/2015, National Research University Higher School of Economics.
    6. Giuseppe Ciccarone & Enrico Marchetti, 2012. "Optimal linear contracts under common agency and uncertain central bank preferences," Public Choice, Springer, vol. 150(1), pages 263-282, January.
    7. Kobayashi, Teruyoshi, 2005. "A model of monetary unification under asymmetric information," International Review of Economics & Finance, Elsevier, vol. 14(1), pages 1-15.
    8. Ciccarone, Giuseppe & Giuli, Francesco & Marchetti, Enrico, 2019. "Macroeconomic equilibrium and nominal price rigidities under imperfect rationality," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 60-78.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 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-BAN: Banking (7) 2013-05-11 2013-08-10 2013-08-10 2014-01-10 2017-04-16 2017-09-03 2017-09-17. Author is listed
  2. NEP-NET: Network Economics (7) 2013-05-11 2013-08-10 2014-01-10 2015-08-25 2016-06-25 2017-09-03 2017-12-03. Author is listed
  3. NEP-CBA: Central Banking (5) 2009-10-03 2010-01-23 2010-06-04 2011-04-16 2019-04-29. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2009-10-03 2010-01-23 2010-06-04 2011-04-16 2019-04-29. Author is listed
  5. NEP-MON: Monetary Economics (5) 2009-10-03 2010-01-23 2010-06-04 2011-04-16 2019-04-29. Author is listed
  6. NEP-RMG: Risk Management (5) 2013-05-11 2013-08-10 2013-08-10 2017-11-12 2017-12-03. Author is listed
  7. NEP-MST: Market Microstructure (2) 2018-03-12 2018-03-19
  8. NEP-CMP: Computational Economics (1) 2016-06-25
  9. NEP-DGE: Dynamic General Equilibrium (1) 2019-04-29
  10. NEP-ENT: Entrepreneurship (1) 2009-10-03
  11. NEP-GER: German Papers (1) 2015-08-30
  12. NEP-HEA: Health Economics (1) 2016-06-25

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