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Ikuo Takei

Personal Details

First Name:Ikuo
Middle Name:
Last Name:Takei
Suffix:
RePEc Short-ID:pta621
[This author has chosen not to make the email address public]

Affiliation

Department of Finance, Investment and Banking
School of Business
University of Wisconsin-Madison

Madison, Wisconsin (United States)
http://www.bus.wisc.edu/finance/

: 608-262-6032
608-265-4195
975 University Ave., 5291 Grainger Hall Madison, WI 53706-1323
RePEc:edi:dfuwius (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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 15-E-6, Bank of Japan.
  2. Hirakata, Naohisa & Sudo, Nao & Takei, Ikuo & Ueda, Kozo, 2014. "Japan’s financial crises and lost decades," Globalization Institute Working Papers 220, Federal Reserve Bank of Dallas.
  3. Tomiyuki Kitamura & Satoko Kojima & Koji Nakamura & Kojiro Takahashi & Ikuo Takei, 2014. "Macro Stress Testing at the Bank of Japan," Bank of Japan Research Papers 14-10-08, Bank of Japan.

Articles

  1. 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, vol. 42(C), pages 10-30.
  2. Hirakata, Naohisa & Sudo, Nao & Takei, Ikuo & Ueda, Kozo, 2016. "Japan's financial crises and lost decades," Japan and the World Economy, Elsevier, vol. 40(C), pages 31-46.

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. 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 15-E-6, Bank of Japan.

    Cited by:

    1. Tsuruta, Daisuke, 2019. "Working capital management during the global financial crisis: Evidence from Japan," Japan and the World Economy, Elsevier, vol. 49(C), pages 206-219.
    2. Victor Pontines & Reza Y. Siregar, 2017. "Non-core liabilities and monetary policy transmission in Indonesia during the post-2007 global financial crisis," CAMA Working Papers 2017-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Stefan W. Schmitz & Michael Sigmund & Laura Valderrama, 2017. "Bank Solvency and Funding Cost; New Data and New Results," IMF Working Papers 17/116, International Monetary Fund.
    4. Aurélien Leroy & Yannick Lucotte, 2015. "Structural and cyclical determinants of bank interest rate pass-through in Eurozone," NBP Working Papers 198, Narodowy Bank Polski, Economic Research Department.
    5. Holton, Sarah & Rodriguez d'Acri, Costanza, 2015. "Jagged cliffs and stumbling blocks: interest rate pass-through fragmentation during the Euro area crisis," Working Paper Series 1850, European Central Bank.
    6. Wolski, Marcin, 2018. "Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study," EIB Working Papers 2018/05, European Investment Bank (EIB).
    7. Egorov, Aleksei V. (Егоров, Алексей В.) & Borzykh, Olga A. (Борзых, Ольга А.), 2018. "Asymmetric Interest Rate Pass-Through in Russia
      [Асимметрия Процентного Канала Денежной Трансмиссии В России]
      ," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 92-121, February.

  2. Hirakata, Naohisa & Sudo, Nao & Takei, Ikuo & Ueda, Kozo, 2014. "Japan’s financial crises and lost decades," Globalization Institute Working Papers 220, Federal Reserve Bank of Dallas.

    Cited by:

    1. Jan Willem van den End & Marco Hoeberichts, 2014. "Low real rates as driver of secular stagnation: empirical assessment," DNB Working Papers 444, Netherlands Central Bank, Research Department.
    2. Yasuo Hirose, 2018. "An Estimated DSGE Model with a Deflation Steady State," Keio-IES Discussion Paper Series 2018-014, Institute for Economics Studies, Keio University.
    3. 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 18-E-6, Bank of Japan.

  3. Tomiyuki Kitamura & Satoko Kojima & Koji Nakamura & Kojiro Takahashi & Ikuo Takei, 2014. "Macro Stress Testing at the Bank of Japan," Bank of Japan Research Papers 14-10-08, Bank of Japan.

    Cited by:

    1. Pierluigi Bologna & Anatoli Segura, 2016. "Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach," Questioni di Economia e Finanza (Occasional Papers) 360, Bank of Italy, Economic Research and International Relations Area.
    2. Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56, July.
    3. 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 19-E-7, Bank of Japan.
    4. Dua, Pami & Kapur, Hema, 2018. "Macro stress testing and resilience assessment of Indian banking," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 452-475.
    5. Dimitri G Demekas, 2015. "Designing Effective Macroprudential Stress Tests; Progress So Far and the Way Forward," IMF Working Papers 15/146, International Monetary Fund.

Articles

  1. 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, vol. 42(C), pages 10-30. See citations under working paper version above.
  2. Hirakata, Naohisa & Sudo, Nao & Takei, Ikuo & Ueda, Kozo, 2016. "Japan's financial crises and lost decades," Japan and the World Economy, Elsevier, vol. 40(C), pages 31-46.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 3 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 (3) 2014-10-17 2015-02-16 2015-07-18. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2014-10-17 2015-02-16 2015-07-18. Author is listed
  3. NEP-CBA: Central Banking (1) 2014-10-17. Author is listed
  4. NEP-MON: Monetary Economics (1) 2015-07-18. Author is listed
  5. NEP-OPM: Open Economy Macroeconomics (1) 2015-02-16. Author is listed

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