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Takeshi Yagihashi

Personal Details

First Name:Takeshi
Middle Name:
Last Name:Yagihashi
Suffix:
RePEc Short-ID:pya271
https://sites.google.com/site/takeshiyagihashi/
4342 Aiharamachi, Machida, Tokyo 194-0211
Terminal Degree: Economics Department; University of California-Davis (from RePEc Genealogy)

Affiliation

Faculty of Economics
Hosei University

Tokyo, Japan
http://www.hosei.ac.jp/keizai/
RePEc:edi:fehosjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Takeshi Yagihashi & Juan Du, 2020. "Intertemporal Elasticity of Substitution with Leisure Margin," Discussion papers ron322, Policy Research Institute, Ministry of Finance Japan.
  2. Takeshi Yagihashi, 2020. "The Cost of Omitting the Credit Channel in DSGE Models: A Policy Mix Approach," Discussion papers ron324, Policy Research Institute, Ministry of Finance Japan.
  3. Takeshi Yagihashi, 2020. "DSGE Models Used by Policymakers: A Survey," Discussion papers ron333, Policy Research Institute, Ministry of Finance Japan.
  4. Uluc Aysun & Takeshi Yagihashi, 2017. "The common sources of business cycles in Trans-Pacific countries and the U.S.? A comparison with NAFTA," Working Papers 2017-03, University of Central Florida, Department of Economics.

Articles

  1. Takeshi Yagihashi & Juan Du, 2023. "Intertemporal elasticity of substitution with leisure margin," Review of Economics of the Household, Springer, vol. 21(4), pages 1473-1504, December.
  2. Uluc Aysun & Takeshi Yagihashi, 2019. "The common sources of business cycles in Trans‐Pacific countries and the US? A comparison with NAFTA," The World Economy, Wiley Blackwell, vol. 42(4), pages 1077-1109, April.
  3. Yagihashi, Takeshi, 2018. "How costly is a misspecified credit channel DSGE model in monetary policymaking?," Economic Modelling, Elsevier, vol. 68(C), pages 484-505.
  4. Juan Du & Takeshi Yagihashi, 2017. "Goods–Time Elasticity of Substitution in Health Production," Health Economics, John Wiley & Sons, Ltd., vol. 26(11), pages 1474-1478, November.
  5. Takeshi Yagihashi & David D. Selover, 2017. "How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach," The World Economy, Wiley Blackwell, vol. 40(10), pages 2097-2124, October.
  6. Juan Du & Takeshi Yagihashi, 2017. "Health capital investment and time spent on health-related activities," Review of Economics of the Household, Springer, vol. 15(4), pages 1215-1248, December.
  7. Piyachart Phiromswad & Takeshi Yagihashi, 2016. "Empirical identification of factor models," Empirical Economics, Springer, vol. 51(2), pages 621-658, September.
  8. Takeshi Yagihashi & Juan Du, 2015. "Intertemporal elasticity of substitution and risk aversion: are they related empirically?," Applied Economics, Taylor & Francis Journals, vol. 47(15), pages 1588-1605, March.
  9. Takeshi Yagihashi & Juan Du, 2015. "Health Care Inflation And Its Implications For Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 53(3), pages 1556-1579, July.
  10. Du Juan & Yagihashi Takeshi, 2015. "Health Care Use, Out-of-Pocket Expenditure, and Macroeconomic Conditions during the Great Recession," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 15(1), pages 1-38, January.
  11. Selover, David D. & Yagihashi, Takeshi, 2015. "Examining industrial interdependence between Japan and South Korea: A FAVAR approach," Japan and the World Economy, Elsevier, vol. 36(C), pages 67-87.
  12. Yagihashi, Takeshi, 2011. "Estimating Taylor rules in a credit channel environment," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 344-364.
  13. Cogley Timothy & Yagihashi Takeshi, 2010. "Are DSGE Approximating Models Invariant to Shifts in Policy?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-33, October.

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Takeshi Yagihashi, 2020. "DSGE Models Used by Policymakers: A Survey," Discussion papers ron333, Policy Research Institute, Ministry of Finance Japan.

    Mentioned in:

    1. DSGE Models Used by Policymakers: A Survey
      by Christian Zimmermann in NEP-DGE blog on 2020-10-28 19:18:28

Working papers

  1. Takeshi Yagihashi, 2020. "The Cost of Omitting the Credit Channel in DSGE Models: A Policy Mix Approach," Discussion papers ron324, Policy Research Institute, Ministry of Finance Japan.

    Cited by:

    1. Takeshi Yagihashi, 2020. "DSGE Models Used by Policymakers: A Survey," Discussion papers ron333, Policy Research Institute, Ministry of Finance Japan.

  2. Takeshi Yagihashi, 2020. "DSGE Models Used by Policymakers: A Survey," Discussion papers ron333, Policy Research Institute, Ministry of Finance Japan.

    Cited by:

    1. Sumei Luo & Guangyou Zhou & Jinpeng Zhou, 2021. "The Impact of Electronic Money on Monetary Policy: Based on DSGE Model Simulations," Mathematics, MDPI, vol. 9(20), pages 1-26, October.
    2. David Cerezo S'anchez, 2022. "Zero-Knowledge Optimal Monetary Policy under Stochastic Dominance," Papers 2210.06139, arXiv.org.
    3. Karel Musil & Stanislav Tvrz & Jan Vlcek, 2021. "News versus Surprise in Structural Forecasting Models: Central Bankers' Practical Perspective," Research and Policy Notes 2021/02, Czech National Bank.

  3. Uluc Aysun & Takeshi Yagihashi, 2017. "The common sources of business cycles in Trans-Pacific countries and the U.S.? A comparison with NAFTA," Working Papers 2017-03, University of Central Florida, Department of Economics.

    Cited by:

    1. Vatsa, Puneet, 2021. "Have Business Cycles Become More Synchronous After NAFTA?," American Business Review, Pompea College of Business, University of New Haven, vol. 24(1), pages 54-66, May.
    2. Ľubica Štiblárová, 2020. "Traditional and Alternative Business Cycle Dating Procedures: Evidence for the Euro Area and the Czech Economy," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 68(1), pages 263-274.

Articles

  1. Uluc Aysun & Takeshi Yagihashi, 2019. "The common sources of business cycles in Trans‐Pacific countries and the US? A comparison with NAFTA," The World Economy, Wiley Blackwell, vol. 42(4), pages 1077-1109, April.
    See citations under working paper version above.
  2. Yagihashi, Takeshi, 2018. "How costly is a misspecified credit channel DSGE model in monetary policymaking?," Economic Modelling, Elsevier, vol. 68(C), pages 484-505.

    Cited by:

    1. Takeshi Yagihashi, 2020. "DSGE Models Used by Policymakers: A Survey," Discussion papers ron333, Policy Research Institute, Ministry of Finance Japan.
    2. Nguyen, Canh Phuc & Le, Thai-Ha & Su, Thanh Dinh, 2020. "Economic policy uncertainty and credit growth: Evidence from a global sample," Research in International Business and Finance, Elsevier, vol. 51(C).
    3. Arango, Luis E. & Cardona-Sosa, Lina & Pedraza-Jiménez, Nataly, 2021. "The use of credit cards among low- and middle-income individuals in Colombia and the channels of monetary policy," Economic Modelling, Elsevier, vol. 94(C), pages 150-169.
    4. Pejman Peykani & Mostafa Sargolzaei & Amir Takaloo & Shahla Valizadeh, 2023. "The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach," Sustainability, MDPI, vol. 15(5), pages 1-21, March.

  3. Juan Du & Takeshi Yagihashi, 2017. "Goods–Time Elasticity of Substitution in Health Production," Health Economics, John Wiley & Sons, Ltd., vol. 26(11), pages 1474-1478, November.

    Cited by:

    1. Karlsson, Martin & Klohn, Florian & Rickayzen, Ben, 2018. "The role of heterogeneous parameters for the detection of selection in insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 110-121.
    2. Du, You, 2023. "Health investment and medical risk: New explanations of the portfolio puzzle," Economic Modelling, Elsevier, vol. 127(C).
    3. Juan Du & Takeshi Yagihashi, 2017. "Health capital investment and time spent on health-related activities," Review of Economics of the Household, Springer, vol. 15(4), pages 1215-1248, December.

  4. Juan Du & Takeshi Yagihashi, 2017. "Health capital investment and time spent on health-related activities," Review of Economics of the Household, Springer, vol. 15(4), pages 1215-1248, December.

    Cited by:

    1. Karlsson, Martin & Klohn, Florian & Rickayzen, Ben, 2018. "The role of heterogeneous parameters for the detection of selection in insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 110-121.
    2. Weng, Yulei & Yang, Xiaocong, 2023. "Fertility behaviors and mid-late-life health status in China: From a life-course perspective," Social Science & Medicine, Elsevier, vol. 338(C).
    3. Sigaud, Liam & Daley, Angela & Rubin, Jonathan & Noblet, Caroline, 2022. "The effects of recent minimum wage increases on self-reported health in the United States," Social Science & Medicine, Elsevier, vol. 305(C).
    4. Brandon J. Restrepo & Eliana Zeballos, 2020. "The effect of working from home on major time allocations with a focus on food-related activities," Review of Economics of the Household, Springer, vol. 18(4), pages 1165-1187, December.
    5. Ana Louro & Pedro Franco & Eduarda Marques da Costa, 2021. "Determinants of Physical Activity Practices in Metropolitan Context: The Case of Lisbon Metropolitan Area, Portugal," Sustainability, MDPI, vol. 13(18), pages 1-19, September.

  5. Piyachart Phiromswad & Takeshi Yagihashi, 2016. "Empirical identification of factor models," Empirical Economics, Springer, vol. 51(2), pages 621-658, September.

    Cited by:

    1. Zorio-Grima, Ana & Merello, Paloma, 2020. "Consumer confidence: Causality links with subjective and objective information sources," Technological Forecasting and Social Change, Elsevier, vol. 150(C).

  6. Takeshi Yagihashi & Juan Du, 2015. "Intertemporal elasticity of substitution and risk aversion: are they related empirically?," Applied Economics, Taylor & Francis Journals, vol. 47(15), pages 1588-1605, March.

    Cited by:

    1. Hala Abu-Kalla & Ruslana Rachel Palatnik & Ofira Ayalon & Mordechai Shechter, 2020. "Hoard or Exploit? Intergenerational Allocation of Exhaustible Natural Resources," Energies, MDPI, vol. 13(24), pages 1-20, December.
    2. Owen Freestone & Robert Breunig, 2020. "Risk Aversion and the Elasticity of Intertemporal Substitution among Australian Households," The Economic Record, The Economic Society of Australia, vol. 96(313), pages 121-139, June.

  7. Takeshi Yagihashi & Juan Du, 2015. "Health Care Inflation And Its Implications For Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 53(3), pages 1556-1579, July.

    Cited by:

    1. Ani Asoyan & Vahagn Davtyan & Haykaz Igityan & Hasmik Kartashyan & Hovhannes Manukyan, 2020. "Modelling the Effects of a Health Shock on the Armenian Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 18-44, December.
    2. Ani Asoyan & Vahagn Davtyan & Haykaz Igityan & Hasmik Kartashyan & Hovhannes Manukyan, 2020. "Modelling the Effects of a Health Shock on the Armenian Economy," Working Papers 15, Central Bank of the Republic of Armenia, revised Dec 2020.
    3. Islam, Mohammad Monirul & Fatema, Farha, 2020. "Covid-19 and Sustainable Tourism: Macroeconomic Effect and Policy Comparison among Europe, the USA and China," Asian Business Review, Asian Business Consortium, vol. 10(1), pages 53-60.
    4. Yang Hu & Yanran Hong & Kai Feng & Jikai Wang, 2023. "Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses," Evaluation Review, , vol. 47(2), pages 264-286, April.
    5. Yang, Yang & Zhang, Hongru & Chen, Xiang, 2020. "Coronavirus pandemic and tourism: Dynamic stochastic general equilibrium modeling of infectious disease outbreak," Annals of Tourism Research, Elsevier, vol. 83(C).
    6. Chak Hung Jack Cheng & Nopphol Witvorapong, 2021. "Health care policy uncertainty, real health expenditures and health care inflation in the USA," Empirical Economics, Springer, vol. 60(4), pages 2083-2103, April.

  8. Du Juan & Yagihashi Takeshi, 2015. "Health Care Use, Out-of-Pocket Expenditure, and Macroeconomic Conditions during the Great Recession," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 15(1), pages 1-38, January.

    Cited by:

    1. Baughman Reagan, 2018. "Employment in Long-Term Care: The Role of Macroeconomic Conditions," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 18(4), pages 1-12, October.
    2. Purcel, Alexandra-Anca & Dragos, Cristian Mihai & Mare, Codruța & Dragos, Simona Laura, 2023. "Voluntary health insurance and out-of-pocket payments in European OECD countries," Economic Modelling, Elsevier, vol. 120(C).
    3. Juan Du & Takeshi Yagihashi, 2017. "Health capital investment and time spent on health-related activities," Review of Economics of the Household, Springer, vol. 15(4), pages 1215-1248, December.
    4. Grigorakis, Nikolaos & Floros, Christos & Tsangari, Haritini & Tsoukatos, Evangelos, 2018. "Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries," Journal of Policy Modeling, Elsevier, vol. 40(6), pages 1290-1312.

  9. Selover, David D. & Yagihashi, Takeshi, 2015. "Examining industrial interdependence between Japan and South Korea: A FAVAR approach," Japan and the World Economy, Elsevier, vol. 36(C), pages 67-87.

    Cited by:

    1. Keun Yeong Lee, 2023. "The synchronization between Korea's and Japan's business cycles," Asian Economic Journal, East Asian Economic Association, vol. 37(4), pages 435-465, December.
    2. Nobuhiro Hosoe, 2019. "Impact of Tighter Controls on Japanese Chemical Exports to Korea," GRIPS Discussion Papers 19-17, National Graduate Institute for Policy Studies.

  10. Yagihashi, Takeshi, 2011. "Estimating Taylor rules in a credit channel environment," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 344-364.

    Cited by:

    1. Moura, Marcelo L. & Gaião, Rafael Ladeira, 2012. "Impact of macroeconomic surprises on the brazilian yield curve and expected inflation," Insper Working Papers wpe_288, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    2. Chioma Peace Nwosu & Afees A. Salisu & Margaret Johnson Hilili & Izuchukwu Ifeanyi Okafor & Izuchukwu Oji-Okoro & Idis Adediran, 2019. "Evidence On Monetary Policy Transmission During Tranquil And Turbulent Periods," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 22(3), pages 311-350, October.
    3. Dunbar, Kwamie & Amin, Abu S., 2015. "The nature and impact of the market forecasting errors in the Federal funds futures market," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 174-192.
    4. Blampied, Nicolas & Cafferata, Alessia & Tibiletti, Luisa & Uberti, Mariacristina, 2024. "Optimal Monetary Policy and Taylor Rule Extensions," MPRA Paper 119923, University Library of Munich, Germany.
    5. Yagihashi, Takeshi, 2018. "How costly is a misspecified credit channel DSGE model in monetary policymaking?," Economic Modelling, Elsevier, vol. 68(C), pages 484-505.

  11. Cogley Timothy & Yagihashi Takeshi, 2010. "Are DSGE Approximating Models Invariant to Shifts in Policy?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-33, October.

    Cited by:

    1. F. Canova & F. Ferroni & C. Matthes, 2015. "Approximating time varying structural models with time invariant structures," Working papers 578, Banque de France.
    2. Barrios Cobos, Salvador & Dolls, Mathias & Maftei, Anamaria & Peichl, Andreas & Riscado, Sara & Varga, Janos & Wittneben, Christian, 2017. "Dynamic scoring of tax reforms in the European Union," ZEW Discussion Papers 17-017, ZEW - Leibniz Centre for European Economic Research.
    3. Samuel Hurtado, 2013. "DSGE Models and the Lucas critique," Working Papers 1310, Banco de España.
    4. Gulan, Adam, 2018. "Paradise lost? A brief history of DSGE macroeconomics," Bank of Finland Research Discussion Papers 22/2018, Bank of Finland.
    5. Dolls, Mathias & Wittneben, Christian, 2017. "Dynamic Scoring of Tax Reforms in the EU," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168261, Verein für Socialpolitik / German Economic Association.
    6. Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    7. Francesco Sergi, 2018. "DSGE Models and the Lucas Critique. A Historical Appraisal," Working Papers 20181806, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
    8. SENBATA, Sisay Regassa, 2011. "How applicable are the new Keynesian DSGE models to a typical low-income economy?," Working Papers 2011016, University of Antwerp, Faculty of Business and Economics.
    9. Heinrichs, Katrin & Wagner, Helmut, 2019. "Positive trend inflation and the Phillips curve – A tale of two slopes and various impulse responses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 283-307.
    10. Hashem M. Pesaran & Ron P. Smith, 2011. "Beyond the DSGE Straitjacket," CESifo Working Paper Series 3447, CESifo.
    11. Fernando J. Pérez Forero, 2017. "Measuring the Stance of Monetary Policy in a Time-Varying," Working Papers 102, Peruvian Economic Association.
    12. Takeshi Yagihashi, 2020. "DSGE Models Used by Policymakers: A Survey," Discussion papers ron333, Policy Research Institute, Ministry of Finance Japan.
    13. Saijo, Hikaru, 2013. "Estimating DSGE models using seasonally adjusted and unadjusted data," Journal of Econometrics, Elsevier, vol. 173(1), pages 22-35.
    14. Yongsung Chang & Sun-Bin Kim & Frank Schorfheide, 2010. "Labor-Market Heterogeneity, Aggregation, and the Lucas Critique," NBER Working Papers 16401, National Bureau of Economic Research, Inc.
    15. Yagihashi, Takeshi, 2018. "How costly is a misspecified credit channel DSGE model in monetary policymaking?," Economic Modelling, Elsevier, vol. 68(C), pages 484-505.

More information

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Statistics

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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 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-DGE: Dynamic General Equilibrium (3) 2017-08-27 2020-07-20 2020-10-26
  2. NEP-MAC: Macroeconomics (2) 2017-08-27 2020-07-20
  3. NEP-CBA: Central Banking (1) 2020-07-20
  4. NEP-CMP: Computational Economics (1) 2020-07-20
  5. NEP-IAS: Insurance Economics (1) 2017-08-27

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