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Estimating a dynamic stochastic general equilibrium model for Japan

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Cited by:

  1. Morita, Hiroshi, 2014. "External shocks and Japanese business cycles: Evidence from a sign-restricted VAR model," Japan and the World Economy, Elsevier, vol. 30(C), pages 59-74.
  2. S Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide, 2018. "Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 87-118.
  3. 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.
  4. Inaba, Masaru & Nutahara, Kengo & Shirai, Daichi, 2022. "What drives fluctuations of labor wedge and business cycles? Evidence from Japan," Journal of Macroeconomics, Elsevier, vol. 72(C).
  5. Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2013. "Inflation Dynamics And Labor Market Specifications: A Bayesian Dynamic Stochastic General Equilibrium Approach For Japan'S Economy," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 273-287, January.
  6. Yasuo Hirose & Takushi Kurozumi, 2012. "Do Investment-Specific Technological Changes Matter For Business Fluctuations? Evidence From Japan," Pacific Economic Review, Wiley Blackwell, vol. 17(2), pages 208-230, May.
  7. Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2022. "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1637-1671, September.
  8. Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2011. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 1-29, February.
  9. Naoko Hara & Munechika Katayama & Ryo Kato, 2014. "Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy," Bank of Japan Working Paper Series 14-E-9, Bank of Japan.
  10. Fujiwara, Ippei & Nakazono, Yoshiyuki & Ueda, Kozo, 2015. "Policy regime change against chronic deflation? Policy option under a long-term liquidity trap," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 59-81.
  11. Eiji Okano & Masataka Eguchi & Hiroshi Gunji & Tomomi Miyazaki, 2012. "Optimal Monetary Policy in an Estimated Local Currency Pricing Model," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 39-79, Emerald Group Publishing Limited.
  12. Masaru INABA & Kengo NUTAHARA & Daichi SHIRAI, 2024. "Sources of Inequality and Business Cycles: Evidence from the US and Japan," CIGS Working Paper Series 23-006E, The Canon Institute for Global Studies.
  13. Hasumi, Ryo & Iiboshi, Hirokuni & Nakamura, Daisuke, 2018. "Trends, cycles and lost decades: Decomposition from a DSGE model with endogenous growth," Japan and the World Economy, Elsevier, vol. 46(C), pages 9-28.
  14. Lin, Ching-Yang & Miyamoto, Hiroaki, 2014. "An estimated search and matching model of the Japanese labor market," Journal of the Japanese and International Economies, Elsevier, vol. 32(C), pages 86-104.
  15. Hiroshi Morita, 2012. "Expansionary Effect of an Anticipated Fiscal Policy on Consumption in Japan," Global COE Hi-Stat Discussion Paper Series gd11-219, Institute of Economic Research, Hitotsubashi University.
  16. Braun, R. Anton & Körber, Lena Mareen, 2011. "New Keynesian dynamics in a low interest rate environment," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2213-2227.
  17. Keiichiro Kobayashi & Kozo Ueda, 2022. "Secular Stagnation and Low Interest Rates under the Fear of a Government Debt Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 779-824, June.
  18. IIBOSHI Hirokuni, 2012. "Measuring the Effects of Monetary Policy: A DSGE-DFM Approach," ESRI Discussion paper series 292, Economic and Social Research Institute (ESRI).
  19. Futagami, Koichi & Konishi, Kunihiko, 2018. "Dynamic analysis of budget policy rules in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 50(C), pages 72-88.
  20. Miyazawa, Kensuke, 2012. "Capital utilization in Japan's lost decade: A neoclassical interpretation," Japan and the World Economy, Elsevier, vol. 24(4), pages 246-253.
  21. Rod Tyers & Jenny Corbett, 2012. "Japan's economic slowdown and its global implications: a review of the economic modelling," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 26(2), pages 1-28, November.
  22. Nutahara, Kengo, 2015. "Laffer curves in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 36(C), pages 56-72.
  23. Kato, Ryuta Ray & Miyamoto, Hiroaki, 2013. "Fiscal stimulus and labor market dynamics in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 30(C), pages 33-58.
  24. Ichiro Fukunaga & Naoko Hara & Satoko Kojima & Yoichi Ueno & Shunichi Yoneyama, 2011. "The Quarterly Japanese Economic Model (Q-JEM): 2011 Version," Bank of Japan Working Paper Series 11-E-11, Bank of Japan.
  25. Nakajima, Tomoyuki & Takahashi, Shuhei, 2017. "The optimum quantity of debt for Japan," Journal of the Japanese and International Economies, Elsevier, vol. 46(C), pages 17-26.
  26. Yasuharu Iwata, 2011. "The Government Spending Multiplier and Fiscal Financing: Insights from Japan," International Finance, Wiley Blackwell, vol. 14(2), pages 231-264, June.
  27. 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.
  28. Nobuhiro Abe & Takuji Fueki & Sohei Kaihatsu, 2019. "Estimating a Markov Switching DSGE Model with Macroeconomic Policy Interaction," Bank of Japan Working Paper Series 19-E-3, Bank of Japan.
  29. Daniel Leigh, 2010. "Monetary Policy and the Lost Decade: Lessons from Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(5), pages 833-857, August.
  30. Nao Sudo, 2011. "Accounting for the Decline in the Velocity of Money in the Japanese Economy," IMES Discussion Paper Series 11-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
  31. repec:upd:utppwp:081 is not listed on IDEAS
  32. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2016. "Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 1-32, March.
  33. Yoshino, Naoyuki & Miyamoto, Hiroaki, 2017. "Declined effectiveness of fiscal and monetary policies faced with aging population in Japan," Japan and the World Economy, Elsevier, vol. 42(C), pages 32-44.
  34. Mariana Colacelli & Emilio Fernández Corugedo, 2018. "Macroeconomic Effects of Japan’s Demographics: Can Structural Reforms Reverse Them?," IMF Working Papers 2018/248, International Monetary Fund.
  35. Shingo Umino, 2013. "Re-evaluation of Japan's monetary policy in the late 1980s with the interest rate gap," Applied Economics Letters, Taylor & Francis Journals, vol. 20(11), pages 1027-1031, July.
  36. Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Namba, Ryoichi & Nishiyama, Shin-Ichi, 2015. "Estimating a DSGE model for Japan in a data-rich environment," Journal of the Japanese and International Economies, Elsevier, vol. 36(C), pages 25-55.
  37. Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2019. "Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods," Journal of Asian Economics, Elsevier, vol. 60(C), pages 45-68.
  38. Ippei Fujiwara & Yoshiyuki Nakazono & Kozo Ueda, 2015. "Policy Regime Change Against Chronic Deflation?," Working Papers halshs-01545830, HAL.
  39. Ippei Fujiwara, 2010. "Export shocks and the zero bound trap," Globalization Institute Working Papers 63, Federal Reserve Bank of Dallas.
  40. Lu, Zhenkun & Kameda, Keigo, 2024. "Impact of fiscal policies on the labor market with search friction: An estimated DSGE model for Japan," Journal of the Japanese and International Economies, Elsevier, vol. 72(C).
  41. Kaihatsu, Sohei & Kurozumi, Takushi, 2014. "What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 217-235.
  42. Ko, Jun-Hyung & Miyazawa, Kensuke & Vu, Tuan Khai, 2012. "News shocks and Japanese macroeconomic fluctuations," Japan and the World Economy, Elsevier, vol. 24(4), pages 292-304.
  43. Go Kotera & Saisuke Sakai, 2018. "Policy Simulation of Government Expenditure and Taxation Based on the DSGE Model," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 14(4), pages 613-640, July.
  44. YANO Koiti, 2010. "Time-varying Analysis of Dynamic Stochastic General Equilibrium Models Based on Sequential Monte Carlo Methods," ESRI Discussion paper series 231, Economic and Social Research Institute (ESRI).
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