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A Flow-of-Funds Analysis of Quantitative Monetary Policy

In: Macroeconometric Modeling Of Japan

Author

Listed:
  • Kazusuke Tsujimura

    (Faculty of Economics, Keio University, Japan)

  • Masako Tsujimura

    (Keio Economic Observatory, Keio University, Japan)

Abstract

The following sections are included:IntroductionAsset Liability MatrixE- and R-tablesY- and Y*-tablesMethodologiesALM with BOJ as exogenous institutional sectorEvaluation of quantitative monetary policyContributing factors to fluctuations in NIIEstimation ResultsMonthly fluctuations and the degree of contribution to NIIExamination of money market operation methodsPolicy ImplicationsAppendixY and Y* matricesεY and ρY in the Y-tableεY and ρY in the Y*-tableReferences

Suggested Citation

  • Kazusuke Tsujimura & Masako Tsujimura, 2010. "A Flow-of-Funds Analysis of Quantitative Monetary Policy," World Scientific Book Chapters, in: Shinichi Ichimura & Lawrence R Klein (ed.), Macroeconometric Modeling Of Japan, chapter 8, pages 173-193, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812834621_0008
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    Cited by:

    1. Satoru Hagino & Jiyoung Kim, 2021. "Compilation and analysis of international from-whom-to-whom financial stock table for Japan, Korea, the United States, and China," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 10(1), pages 1-27, December.

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