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Content
2012
- 12-E-11 Macroeconomic Implications of Demographic Changes: A Global Perspective
by Ronald Lee - 12-E-10 Central Banks - Paradise Lost
by Otmar Issing - 12-E-09 The Elusive Promise of Independent Central Banking
by Marvin Goodfriend - 12-E-08 Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions
by Kentaro Kikuchi - 12-E-07 Authority and Soft Information Production within a Bank Organization
by Masazumi Hattori & Kohei Shintani & Hirofumi Uchida - 12-E-06 Financial Markets Forecasts Revisited: Are they Rational, Herding or Bold?
by Ippei Fujiwara & Hibiki Ichiue & Yoshiyuki Nakazono & Yosuke Shigemi - 12-E-05 Seniority, Term Limits, and Government Spending: Theory and Evidence from the United States
by Yasushi Asako & Tetsuya Matsubayashi & Michiko Ueda - 12-E-04 Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data
by Kentaro Kikuchi & Kohei Shintani - 12-E-03 Economic Consequences of Population Aging in Japan: Effects through Changes in Demand Structure
by Mitsuru Katagiri - 12-E-02 Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis
by R. Anton Braun & Tomoyuki Nakajima - 12-E-01 Optimal Dynamic Taxes
by Mikhail Golosov & Maxim Troshkin & Aleh Tsyvinski
2011
- 11-E-28 A Macroeconomic Approach to Corporate Capital Structure
by Mitsuru Katagiri - 11-E-27 Foreclosures, House Prices, and the Real Economy
by Atif Mian & Amir Sufi & Francesco Trebbi - 11-E-26 International Recessions
by Fabrizio Perri & Vincenzo Quadrini - 11-E-25 Collateral Crises
by Gary Gorton & Guillermo Ordonez - 11-E-24 Bubbles, Banks, and Financial Stability
by Kosuke Aoki & Kalin Nikolov - 11-E-23 The Role of Default in Macroeconomics
by Charles A. E. Goodhart & Dimitrios P. Tsomocos - 11-E-22 International Liquidity: The Fiscal Dimension
by Maurice Obstfeld - 11-E-21 Optimal Monetary Policy with Endogenous Entry and Product Variety
by Florin O. Bilbiie & Ippei Fujiwara & Fabio Ghironi - 11-E-20 Analytical Solution for the Loss Distribution of a Collateralized Loan under a Quadratic Gaussian Default Intensity Process
by Satoshi Yamashita & Toshinao Yoshiba - 11-E-19 A Reassessment of Japan's Big Bang Financial Regulatory Reform
by Bruce E. Aronson - 11-E-18 Pricing Nikkei 225 Options Using Realized Volatility
by Masato Ubukata & Toshiaki Watanabe - 11-E-17 Detrimental Effects of Retention Regulation: Incentives for Loan Screening in Securitization under Asymmetric Information
by Masazumi Hattori & Kazuhiko Ohashi - 11-E-16 Accounting for the Decline in the Velocity of Money in the Japanese Economy
by Nao Sudo - 11-E-15 Bank Overleverage and Macroeconomic Fragility
by Ryo Kato & Takayuki Tsuruga - 11-E-14 Measuring International Business Cycles by Saving for a Rainy Day
by Mario J. Crucini & Mototsugu Shintani - 11-E-13 Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework
by Michal Franta - 11-E-12 Policy Commitment and Market Expectations: Lessons Learned from Survey Based Evidence under Japan's Quantitative Easing Policy
by Yoshiyuki Nakazono & Kozo Ueda - 11-E-11 The World Has More Than Two Countries: Implications of Multi- Country International Real Business Cycle Models
by Hirokazu Ishise - 11-E-10 Capital Injection, Monetary Policy, and Financial Accelerators
by Naohisa Hirakata & Nao Sudo & Kozo Ueda - 11-E-09 Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications
by Jouchi Nakajima - 11-E-08 Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach
by Jouchi Nakajima - 11-E-07 Equity Sales and Manager Efficiency Across Firms and the Business Cycle
by Fabio Ghironi & Karen K. Lewis - 11-E-06 The Challenges Confronting the Banking System Reform in China: An Analysis in Light of Japan's Experience of Financial Liberalization
by Kumiko Okazaki & Masazumi Hattori & Wataru Takahashi - 11-E-05 Financial Integration and Cooperation in East Asia: Assessment of Recent Developments and Their Implications
by Hong Bum Jang - 11-E-04 Good Securitization, Bad Securitization
by Guillaume Plantin - 11-E-03 A Macroprudential Perspective in Central Banking
by Shigenori Shiratsuka - 11-E-02 Macro-financial Linkage and Financial Deepening in China after the Global Financial Crisis
by Kumiko Okazaki & Tomoyuki Fukumoto - 11-E-01 Will a Growth Miracle Reduce Debt in Japan?
by Selahattin Imrohoroglu & Nao Sudo
2010
- 10-E-26 Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation
by Pierre L. Siklos - 10-E-25 Optimal Execution of Multiasset Block Orders under Stochastic Liquidity
by Naoki Makimoto & Yoshihiko Sugihara - 10-E-24 The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates
by Junko Koeda & Ryo Kato - 10-E-23 Productivity and Fiscal Policy in Japan: Short Term Forecasts from the Standard Growth Model
by Selahattin Imrohoroglu & Nao Sudo - 10-E-22 How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks?
by Jouchi Nakajima & Nao Sudo & Takayuki Tsuruga - 10-E-21 Future of Central Banking under Globalization: Summary of the 2010 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan
by Shigenori Shiratsuka & Wataru Takahashi & Yuki Teranishi & Kozo Ueda - 10-E-20 Exorbitant Privilege and Exorbitant Duty
by Pierre-Olivier Gourinchas & Helene Rey & Nicolas Govillot - 10-E-19 Can Cross-Border Financial Markets Create Endogenously Good Collateral in a Crisis?
by Makoto Saito & Shiba Suzuki & Tomoaki Yamada - 10-E-18 Financial Regulation Going Forward
by Franklin Allen & Elena Carletti - 10-E-17 Globalization, Pass-Through and Inflation Dynamic
by Pierpaolo Benigno & Ester Faia - 10-E-16 Banking Globalization and International Business Cycles
by Kozo Ueda - 10-E-15 Some Alternative Perspectives on Macroeconomic Theory and Some Policy Implications
by William R. White - 10-E-14 The Future of Central Banking: A Lesson from United States History
by Bennett T. McCallum - 10-E-13 Do Banking Shocks Matter for the U.S. Economy?
by Naohisa Hirakata & Nao Sudo & Kozo Ueda - 10-E-12 A Time-Invariant Duration Policy under the Zero Lower Bound
by Kozo Ueda - 10-E-11 Global Liquidity Trap
by Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi - 10-E-10 Analytical Solution for Expected Loss of a Collateralized Loan: A Square-root Intensity Process Negatively Correlated with Collateral Value
by Satoshi Yamashita & Toshinao Yoshiba - 10-E-09 An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes
by Yoshihiko Sugihara & Nobuyuki Oda - 10-E-08 Accelerated Investment and Credit Risk under a Low Interest Rate Environment: A Real Options Approach
by Tetsuya Yamada - 10-E-07 Partially Binding Platforms and the Advantages of Being an Extreme Candidate
by Yasushi Asako - 10-E-06 The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis
by Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi - 10-E-05 New Keynesian Dynamics in a Low Interest Rate Environment
by R. Anton Braun & Lena Mareen Korber - 10-E-04 Policy Measures to Alleviate Foreign Currency Liquidity Shortages under Aggregate Risk with Moral Hazard
by Hiroshi Fujiki - 10-E-03 The Fiscal Multiplier and Spillover in a Global Liquidity Trap
by Ippei Fujiwara & Kozo Ueda - 10-E-02 Booms and Busts in Asset Prices
by Klaus Adam & Albert Marcet - 10-E-01 Partially Binding Platforms: Political Promises as a Partial Commitment Device
by Yasushi Asako
2009
- 09-E-32 Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter - 09-E-31 Global Liquidity Trap: A Simple Analytical Investigation
by Ippei Fujiwara & Nao Sudo & Yuki Teranishi - 09-E-30 Chained Credit Contracts and Financial Accelerators
by Naohisa Hirakata & Nao Sudo & Kozo Ueda - 09-E-29 International Business Cycle Accounting
by Keisuke Otsu - 09-E-28 Accounting for Japanese Business Cycles: a Quest for Labor Wedges
by Keisuke Otsu - 09-E-27 Demand for Currency, New Technology and the Adoption of Electronic Money: Evidence Using Individual Household Data
by Hiroshi Fujiki & Migiwa Tanaka - 09-E-26 Incentives to Issue Low-Quality Securitized Products in the OTD Business Model
by Masazumi Hattori & Kazuhiko Ohashi - 09-E-25 Size and Composition of the Central Bank Balance Sheet: Revisiting Japan fs Experience of the Quantitative Easing Policy
by Shigenori Shiratsuka - 09-E-24 The Effects of Oil Price Changes on the Industry-Level Production and Prices in the U.S. and Japan
by Ichiro Fukunaga & Naohisa Hirakata & Nao Sudo - 09-E-23 Inconsistency of a Unit Root Test against Stochastic Unit Root Processes
by Daisuke Nagakura - 09-E-22 Part-Paid Stock, Corporate Finance, and Investment: Economic Consequences of the Part-Paid Stock System and Supplementary Installments in the Early 1930s of Japan
by Takashi Nanjo & Makoto Kasuya - 09-E-21 Asset Prices and Monetary Policy
by Ichiro Fukunaga & Masashi Saito - 09-E-20 Financial System and Monetary Policy Implementation: Summary of the 2009 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan
by Shigenori Shiratsuka & Wataru Takahashi & Kozo Ueda - 09-E-19 A Financial System Perspective on Japan's Experience in the Late 1980s
by Masazumi Hattori & Hyun Song Shin & Wataru Takahashi - 09-E-18 Lenders of Last Resort in a Globalized World
by Maurice Obstfeld - 09-E-17 The Role of "Determinacy" in Monetary Policy Analysis
by Bennett T. McCallum - 09-E-16 On the Establishment Dynamics in the United States and Japan
by Toshihiko Mukoyama - 09-E-15 Did the Structure of Trade and Foreign Debt Affect Reserve Currency Composition? Evidence form Interwar Japan
by Mariko Hatase & Mari Ohnuki - 09-E-14 Credit Spread and Monetary Policy
by Yuki Teranishi - 09-E-13 Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy
by Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe - 09-E-12 Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?
by Rasmus Fatum - 09-E-11 A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component
by Daisuke Nagakura & Toshiaki Watanabe - 09-E-10 The Evolution of Loan Rate Stickiness Across the Euro Area
by Jouchi Nakajima & Yuki Teranishi - 09-E-09 Financial Stability in Open Economies
by Ippei Fujiwara & Yuki Teranishi - 09-E-08 Determinants of Households' Inflation Expectations
by Kozo Ueda - 09-E-07 Dynamic Model of Credit Risk in Relationship Lending: A Game- theoretic Real Options Approach
by Takashi Shibata & Tetsuya Yamada - 09-E-06 A New Method for Identifying the Effects of Foreign Exchange Interventions
by Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu - 09-E-05 Central Bank Communication and Multiple Equilibria
by Kozo Ueda - 09-E-04 Consumption Smoothing without Secondary Markets for Small Durable Goods
by Michio Suzuki - 09-E-03 Bank Ties and Firm Performance in Japan: Some Evidence since FY2002
by Patrick McGuire - 09-E-02 Dimensions of Inequality in Canada
by Matthew Brzozowski & Martin Gervais & Paul Klein & Michio Suzuki - 09-E-01 Accounting for Oil Price Variation and Weakening Impact of the Oil Crisis
by Naohisa Hirakata & Nao Sudo
2008
- 08-E-25 Optimal Monetary Policy under Imperfect Financial Integration
by Nao Sudo & Yuki Teranishi - 08-E-24 How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models
by Daisuke Nagakura - 08-E-23 EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns
by Jouchi Nakajima - 08-E-22 The Global Impact of Chinese Growth
by Ippei Fujiwara & Keisuke Otsu & Masashi Saito - 08-E-21 Growth Expectation
by Ippei Fujiwara - 08-E-20 The Zero Interest Rate Policy
by Tomohiro Sugo & Yuki Teranishi - 08-E-19 Inventory-Theoretic Model of Money Demand, Multiple Goods, and Price Dynamics
by Hirokazu Ishise & Nao Sudo - 08-E-18 Frontiers in Monetary Theory and Policy: Summary of the 2008 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan
by Ippei Fujiwara & Kazuo Fukuda & Ichiro Muto & Yosuke Shigemi & Wataru Takahashi - 08-E-17 Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities
by Hiroshi Fujiki & Cheng Hsiao - 08-E-16 Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
by Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani - 08-E-15 Sectoral Co-Movement, Monetary-Policy Shock, and Input-Output Structure
by Nao Sudo - 08-E-14 The Way Back to Stability and Growth in the Global Economy: The Mayekawa Lecture
by John B. Taylor - 08-E-13 Inflation Targeting and Monetary Policy Activism
by Toshitaka Sekine & Yuki Teranishi - 08-E-12 Institutions, Competition, and Capital Market Integration in Japan
by Kris James Mitchener & Mari Ohnuki - 08-E-11 Real Exchange Rate Dynamics under Staggered Loan Contracts
by Ippei Fujiwara & Yuki Teranishi - 08-E-10 Crises and Sudden Stops: Evidence from International Bond and Syndicated-Loan Markets
by Graciela L. Kaminsky - 08-E-09 Spurious Regressions in Technical Trading: Momentum or Contrarian?
by Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura - 08-E-08 Optimal Monetary Policy under Staggered Loan Contracts
by Yuki Teranishi - 08-E-07 Law and Systems for Intermediated Securities and the Relationship of Private Property Law to Securities Clearance and Settlement: United States, Japan, and the UNIDROIT Draft Convention
by Charles W. Mooney, Jr. - 08-E-06 Economic Fluctuations in Japan during the Interwar Period -- Re- estimations of the LTES Personal
by Kiyohito Utsunomiya - 08-E-05 Accounting for Persistence and Volatility of Good-level Real Exchange Rates: The Role of Sticky Information
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga - 08-E-04 Helicopter Drops and Japan's Liquidity Trap
by Laurence Ball - 08-E-03 Credit Risk Assessment Considering Variations in Exposure: Application to Commitment Lines
by Shigeaki Fujiwara - 08-E-02 Deflation in Durable Goods Markets: An Empirical Model of the Tokyo Condominium Market
by Migiwa Tanaka - 08-E-01 Monetary Policy and Learning from the Central Bank's Forecast
by Ichiro Muto
2007
- 07-E-21 Analytical solutions for expected and unexpected losses with an additional loan
by Satoshi Yamashita & Toshinao Yoshiba - 07-E-20 Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process
by Daisuke Nagakura - 07-E-19 The Broad Yen Carry Trade
by Masazumi Hattori & Hyun Song Shin - 07-E-18 Monetary Policy in East Asia: Common Concerns
by Marvin Goodfriend - 07-E-17 Capital Market Integration In Japan
by Kris James Mitchener & Mari Ohnuki - 07-E-16 A Neoclassical Analysis of the Asian Crisis: Business Cycle Accounting of a Small Open Economy
by Keisuke Otsu - 07-E-15 Monetary and Fiscal Policy under Learning in the Presence of a Liquidity Trap
by George W. Evans - 07-E-14 Integration and Growth in East Asia
by Sanghoon Ahn & Jong-Wha Lee - 07-E-13 Financial Globalization and Emerging Market Portfolios
by Michael B Devereux - 07-E-12 Financial Integration in East Asia
by Hiroshi Fujiki & Akiko Terada-Hagiwara - 07-E-11 The Renminbi's Dollar Peg at the Crossroads
by Maurice Obstfeld - 07-E-10 Monetary Policy in East Asia: the Case of Singapore
by Bennett T. McCallum - 07-E-09 Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policy-making under Uncertainty
by Ippei Fujiwara & Naoko Hara & Naohisa Hirakata & Takeshi Kimura & Shinichiro Watanabe - 07-E-08 Productivity Growth, Transparency, and Monetary Policy
by Ichiro Muto - 07-E-07 Dynamic Aspects of Productivity Spillovers, Terms of Trade and The "Home Market Effects"
by Ippei Fujiwara & Naohisa Hirakata - 07-E-06 Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS
by Naohiko Baba & Masakazu Inada - 07-E-05 Estimating Frisch Labor Supply Elasticity in Japan
by Sachiko Kuroda & Isamu Yamamoto - 07-E-04 A Dynamic New Keynesian Life-Cycle Model: Societal Ageing, Demographics and Monetary Policy
by Ippei Fujiwara & Yuki Teranishi - 07-E-03 Determinants of Subordinated Debt Issuance by Japanese Regional Banks
by Naohiko Baba & Masakazu Inada & Yasuo Maeda - 07-E-02 Fiscal Policy Switching: Evidence from Japan, the U.S., and the U.K
by Arata Ito & Tsutomu Watanabe & Tomoyoshi Yabu - 07-E-01 A Neoclassical Analysis of the Postwar Japanese Economy
by Keisuke Otsu