On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity
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- 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.
References listed on IDEAS
- Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
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- Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
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Cited by:
- Mr. Serkan Arslanalp & Mr. Dennis P Botman, 2015. "Portfolio Rebalancing in Japan: Constraints and Implications for Quantitative Easing," IMF Working Papers 2015/186, International Monetary Fund.
- Hiroshi Ugai, 2015. "Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan," UTokyo Price Project Working Paper Series 060, University of Tokyo, Graduate School of Economics, revised Dec 2015.
- Petra Gerlach-Kristen & Richhild Moessner & Rina Rosenblatt-Wisch, 2018.
"Computing Long-Term Market Inflation Expectations for Countries without Inflation Expectation Markets,"
Russian Journal of Money and Finance, Bank of Russia, vol. 77(3), pages 23-48, September.
- Dr. Petra Gerlach & Richhild Moessner & Dr. Rina Rosenblatt-Wisch, 2017. "Computing long‐term market inflation expectations for countries without inflation expectation markets," Working Papers 2017-09, Swiss National Bank.
- Christina Anderl & Guglielmo Maria Caporale, 2021.
"Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(6), pages 937-959, August.
- Christina Anderl & Guglielmo Maria Caporale, 2021. "Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations," CESifo Working Paper Series 8921, CESifo.
- Hiroshi Ugai, "undated". "Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan," Working Papers e102, Tokyo Center for Economic Research.
- Chiang, Shu-Hen & Lee, Chien-Chiang & Liao, Ying, 2021. "Exploring the sources of inflation dynamics: New evidence from China," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 313-332.
- Rosa Ferrentino & Luca Vota, 2022. "An Analysis of the Effectiveness of Japanese Monetary Policy Through a Statistical Mathematical Approach: a Simultaneous Equations Model (SEM)," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 11(1), pages 1-2.
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More about this item
Keywords
BEI; Foreign exchange forward spread; Inflation expectations; Inflation-indexed bonds; PPP;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2014-09-25 (Central Banking)
- NEP-MAC-2014-09-25 (Macroeconomics)
- NEP-MON-2014-09-25 (Monetary Economics)
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