Koichiro Kamada
Personal Details
First Name: | Koichiro |
Middle Name: | |
Last Name: | Kamada |
Suffix: | |
RePEc Short-ID: | pka936 |
[This author has chosen not to make the email address public] | |
Affiliation
Faculty of Business and Commerce
Keio University
Tokyo, Japanhttp://www.fbc.keio.ac.jp/
RePEc:edi:fbkeijp (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Koichiro Kamada & Tetsuo Kurosaki & Ko Miura & Tetsuya Yamada, 2018.
"Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data,"
IMES Discussion Paper Series
18-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
- Kamada, Koichiro & Kurosaki, Tetsuo & Miura, Ko & Yamada, Tetsuya, 2022. "Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Koichiro Kamada, 2017. "The Transactions Demand for Paper and Digital Currencies," IMES Discussion Paper Series 17-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Sohei Kaihatsu & Koichiro Kamada & Mitsuru Katagiri, 2016. "Theoretical Foundations for Quantitative Easing," IMES Discussion Paper Series 16-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
- Koichiro.Kamada & Jouchi Nakajima, 2015. "Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy," Bank of Japan Research Laboratory Series 15-E-5, Bank of Japan.
- Koichiro Kamada & Jouchi Nakajima & Shusaku Nishiguchi, 2015. "Are Household Inflation Expectations Anchored in Japan?," Bank of Japan Working Paper Series 15-E-8, Bank of Japan.
- Kei Imakubo & Koichiro Kamada & Kazutoshi Kan, 2015. "A new technique for estimating currency premiums," Bank of Japan Working Paper Series 15-E-9, Bank of Japan.
- Koichiro Kamada, 2014. "Central Bank Communication and the Management of Market Confidence: Two Episodes in 2013 in the U.S. and Japan," Bank of Japan Research Laboratory Series 14-E-1, Bank of Japan.
- Koichiro Kamada & Ko Miura, 2014. "Confidence Erosion and Herding Behavior in Bond Markets: An Essay on Central Bank Communication Strategy," Bank of Japan Working Paper Series 14-E-6, Bank of Japan.
- Koichiro Kamada, 2013. "Downward Rigidity in Households' Price Expectations: An Analysis Based on the Bank of Japan's 'Opinion Survey on the General Public's Views and Behavior'," Bank of Japan Working Paper Series 13-E-15, Bank of Japan.
- Koichiro Kamada & Jouchi Nakajima, 2013.
"On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity,"
Bank of Japan Working Paper Series
13-E-13, Bank of Japan.
- Koichiro Kamada & Jouchi Nakajima, 2014. "On the reliability of Japanese inflation expectations using purchasing power parity," Economic Analysis and Policy, Elsevier, vol. 44(3), pages 259-265.
- Atsushi Ishikawa & Koichiro Kamada & Yoshiyuki Kurachi & Kentaro Nasu & Yuki Teranishi, 2012. "Introduction to the Financial Macro-econometric Model," Bank of Japan Working Paper Series 12-E-1, Bank of Japan.
- 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) 12021, Research Institute of Economy, Trade and Industry (RIETI).
- 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 12-E-4, Bank of Japan.
- Koichiro Kamada & Kentaro Nasu, 2011. "The Financial Cycle Indexes for Early Warning Exercise," Bank of Japan Working Paper Series 11-E-1, Bank of Japan.
- Koichiro Kamada, 2010. "Understanding Contingent Capital," Bank of Japan Working Paper Series 10-E-9, Bank of Japan.
- Koichiro Kamada & Kentaro Nasu, 2010. "How Can Leverage Regulations Work for the Stabilization of Financial Systems?," Bank of Japan Working Paper Series 10-E-2, Bank of Japan.
- Koichiro Kamada & Wataru Hirata & Hajime Wago, 2007. "Determinants of Land-Price Movements in Japan," Bank of Japan Working Paper Series 07-E-7, Bank of Japan.
- 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 06-E-17, Bank of Japan.
- Koichiro Kamada & Izumi Takagawa, 2005.
"Policy Coordination in East Asia and across the Pacific,"
Bank of Japan Working Paper Series
05-E-4, Bank of Japan.
- Koichiro Kamada & Izumi Takagawa, 2005. "Policy coordination in East Asia and across the Pacific," International Economics and Economic Policy, Springer, vol. 2(4), pages 275-306, December.
- Koichiro Kamada & Izumi Takagawa, 2005. "Policy Coordination in East Asia and across the Pacific," Hi-Stat Discussion Paper Series d05-101, Institute of Economic Research, Hitotsubashi University.
- Kamada, Koichiro, 2004.
"Real-Time Estimation of the Output Gap in Japan and its Usefulness for Inflation Forecasting and Policymaking,"
Discussion Paper Series 1: Economic Studies
2004,14, Deutsche Bundesbank.
- Kamada, Koichiro, 2005. "Real-time estimation of the output gap in Japan and its usefulness for inflation forecasting and policymaking," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 309-332, December.
- Yasuo Hirose & Koichiro Kamada, 2002. "Time-Varying NAIRU and Potential Growth in Japan," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
- Koichiro Kamada & Ko Nakayama & Izumi Takagawa, 2002. "Deepening Interdependence in the Asia-Pacific Region: An Empirical Study Using a Macro-Econometric Model," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
- Koichiro Kamada & Naohisa Hirakata, 2002. "Import Penetration and Consumer Prices," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
- Yasuo Hirose & Koichiro Kamada, 2001. "A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
- Koichiro Kamada & Kazuto Masuda, 2000.
"Effects of Measurement Error on the Output Gap in Japan,"
Bank of Japan Working Paper Series
Research and Statistics D, Bank of Japan.
- Kamada, Koichiro & Masuda, Kazuto, 2001. "Effects of Measurement Error on the Output Gap in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(2), pages 109-154, May.
- Koichiro Kamada & Ichiro Muto, 2000. "Forward-looking Models and Monetary Policy in Japan," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
- Naoko Hara & Koichiro Kamada, 1999. "Yen/Dollar Exchange Rate Expectations in the 1980-90's," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
- Koichiro Kamada & Yasutaka Oenoki & Katsunori Watanabe, 1998. "A Local Model of Asian Economies," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
Articles
- Kamada, Koichiro & Kurosaki, Tetsuo & Miura, Ko & Yamada, Tetsuya, 2022.
"Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data,"
The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Koichiro Kamada & Tetsuo Kurosaki & Ko Miura & Tetsuya Yamada, 2018. "Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data," IMES Discussion Paper Series 18-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
- Koichiro Kamada & Jouchi Nakajima, 2014.
"On the reliability of Japanese inflation expectations using purchasing power parity,"
Economic Analysis and Policy, Elsevier, vol. 44(3), pages 259-265.
- Koichiro Kamada & Jouchi Nakajima, 2013. "On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity," Bank of Japan Working Paper Series 13-E-13, Bank of Japan.
- Koichiro Kamada, 2009. "The Stability of Currency Systems in East Asia --Quantitative Analysis Using a Multi-Country Macro-Econometric Model--," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 5(1), pages 109-138, October.
- Kamada, Koichiro, 2005.
"Real-time estimation of the output gap in Japan and its usefulness for inflation forecasting and policymaking,"
The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 309-332, December.
- Kamada, Koichiro, 2004. "Real-Time Estimation of the Output Gap in Japan and its Usefulness for Inflation Forecasting and Policymaking," Discussion Paper Series 1: Economic Studies 2004,14, Deutsche Bundesbank.
- Koichiro Kamada & Izumi Takagawa, 2005.
"Policy coordination in East Asia and across the Pacific,"
International Economics and Economic Policy, Springer, vol. 2(4), pages 275-306, December.
- Koichiro Kamada & Izumi Takagawa, 2005. "Policy Coordination in East Asia and across the Pacific," Bank of Japan Working Paper Series 05-E-4, Bank of Japan.
- Koichiro Kamada & Izumi Takagawa, 2005. "Policy Coordination in East Asia and across the Pacific," Hi-Stat Discussion Paper Series d05-101, Institute of Economic Research, Hitotsubashi University.
- Hirose, Yasuo & Kamada, Koichiro, 2003. "A New Technique for Simultaneous Estimation of Potential Output and the Phillips Curve," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(2), pages 93-112, August.
- Kamada, Koichiro & Masuda, Kazuto, 2001.
"Effects of Measurement Error on the Output Gap in Japan,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 19(2), pages 109-154, May.
- Koichiro Kamada & Kazuto Masuda, 2000. "Effects of Measurement Error on the Output Gap in Japan," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
- Koichiro Kamada, 1993. "The Real Value of Postal Savings Certificates," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 11(2), pages 59-96, December.
More information
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Rankings
This author is among the top 5% authors according to these criteria: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 12 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.- NEP-MAC: Macroeconomics (10) 2005-06-27 2012-07-14 2014-09-25 2014-09-29 2015-01-09 2015-07-18 2015-10-10 2016-04-09 2017-08-06 2018-04-09. Author is listed
- NEP-MON: Monetary Economics (9) 2014-09-25 2014-09-29 2014-10-03 2015-01-09 2015-07-18 2015-10-10 2016-04-09 2017-08-06 2018-04-09. Author is listed
- NEP-CBA: Central Banking (5) 2014-09-25 2015-01-09 2015-10-10 2016-04-09 2018-04-09. Author is listed
- NEP-CMP: Computational Economics (2) 2005-06-27 2012-07-14
- NEP-BAN: Banking (1) 2017-08-06
- NEP-FMK: Financial Markets (1) 2014-10-03
- NEP-GER: German Papers (1) 2014-09-29
- NEP-HME: Heterodox Microeconomics (1) 2014-09-29
- NEP-ICT: Information and Communication Technologies (1) 2017-08-06
- NEP-MST: Market Microstructure (1) 2018-04-09
- NEP-OPM: Open Economy Macroeconomics (1) 2015-08-19
- NEP-PAY: Payment Systems and Financial Technology (1) 2017-08-06
- NEP-SEA: South East Asia (1) 2005-06-27
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