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No.
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Author(s)
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Title/Keywords
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Date
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Click to download
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2002-E-22
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Takeshi Kimura,
Hiroshi Kobayashi,
Jun Muranaga,
and Hiroshi Ugai |
The Effect of the Increase in Monetary Base on Japan's Economy at Zero Interest Rates : An Empirical Analysis
/Monetary Policy, Quantitative Easing, Bayesian VAR, Satiation Level of Money Demand |
2002/12
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527KB PDF
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2002-E-21
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Shinichi NISHIYAMA |
The Cross-Euler Equation Approach to Intertemporal Substitution in Import Demand
/Euler Equation, Intertemporal Substitution, Import Demand, Cointegration |
2002/11
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394KB PDF
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2002-E-20
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Tomiyuki Kitamura and
Ryoji Koike |
The Effectiveness of Forecasting Methods Using Multiple Information Variables
/Information variable, multivariate forecast, out-of-sample forecast, forecast combination |
2002/11
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690KB PDF
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2002-E-19
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Masahiro Fukuhara and
Yasufumi Saruwatari |
An Analysis of Contagion in Emerging Currency Markets Using Multivariate Extreme Value Theory
/Contagion, Multivariate Extreme Value Theory, Currency, Survey, Graph |
2002/11
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1,478KB PDF
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2002-E-18
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Vittorio Corbo |
Exchange Rate Regimes in the Americas: Is Dollarization the Solution?
/Exchange Rate Systems, Inflation Targeting, Dollarization |
2002/10
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184KB PDF
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2002-E-17
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Masahiro KAWAI |
EXCHANGE RATE ARRANGEMENTS IN EAST ASIA: LESSONS FROM THE 1997-98 CURRENCY CRISIS
/East Asian currency crisis, exchange rate arrangements, two-corner solution approach, fear of floating, currency basket system |
2002/9
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265KB PDF
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2002-E-16
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Juergen von Hagen and
Matthias Brueckner |
Monetary and Fiscal Policy in the European Monetary Union
/European Monetary Union, monetary policy, fiscal policy, Stability Pact |
2002/9
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242KB PDF
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2002-E-15
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Kyungho Jang
and Masao Ogaki |
The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach
/Vector Error Correction Model, Impulse Response, Monetary Policy Shock, Cointegration, Identification, Long Run Restriction |
2002/9
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401KB PDF**
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2002-E-14
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Toshiaki WATANABE |
Measuring Business Cycle Turning Points in Japan with a Dynamic Markov Switching Factor Model
/Business cycles, Factor model, Gibbs sampling, Marginal Likelihood, Markov switching, Particle filter |
2002/9
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275KB PDF
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2002-E-13
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Ronald McKinnon
and Gunther Schnabl |
Synchronized Business Cycles in East Asia: Fluctuations in the Yen/Dollar Exchange Rate and China's Stabilizing Role
/exchange rates, business cycles, East Asian dollar standard |
2002/8
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836KB PDF
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2002-E-12
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Maurice Obstfeld |
Exchange Rates and Adjustment: Perspectives from the New Open Economy Macroeconomics
/Exchange rate policy, international adjustment,expenditure-switching effects, elasticity pessimism, international competitiveness. |
2002/8
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390KB PDF**
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2002-E-11
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Allan H. Meltzer |
New International Financial Arrangements
/Price and Exchange Rate Stability, Role of the IMF, Debt Resolution, Collective Action Clause |
2002/8
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53KB PDF
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2002-E-10
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Takashi NANJO |
Developments in Land Prices and Bank Lending in Interwar Japan: Effects of the Real Estate Finance Problem on the Banking Industry
/Interwar economy, Financial crisis, Showa Depression, Aset prices, Stability of the financial system |
2002/8
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192KB PDF
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2002-E-9
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Rishi Goyal and
Ronald McKinnon |
Japan's Negative Risk Premium in Interest Rates: The Liquidity Trap and Fall in Bank Lending |
2002/7
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456KB PDF**
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2002-E-8
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Mariko HATASE |
Devaluation and Exports in Interwar Japan: The Effects of Sharp Depreciation of the Yen in the Early 1930s
/exchange rate, export, gold embargo, interwar economy |
2002/7
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251KB PDF
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2002-E-7
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Masato SHIZUME |
Economic Developments and Monetary Policy Responses in Interwar Japan: Evaluation Based on the Taylor Rule
/monetary policy, monetary regime, gold standard system, interwar economy, Taylor Rule |
2002/7
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355KB PDF
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2002-E-6
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Sachiko Kuroda NAKADA |
Analysis of Changes in Japan's Unemployment Rate using Gross Flow Data
/unemployment rate, flow data analysis, discouraged worker effect, added worker effect, price-level projections using Phillips curve |
2002/6
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304KB PDF
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2002-E-5
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Akira Otani |
Pricing-to-Market (PTM) and the International Transmission Effect of Monetary Policy: The 'New Open-Economy Macroeconomics' Approach
/New open economy macroeconomics, PPP (purchasing power parity), PTM (pricing-to-market), Monetary policy, Beggar-thy-neighbor effect |
2002/5
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270KB PDF
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2002-E-4
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Hiroshi FUJIKI
and Akira OTANI |
Do Currency Regimes Matter in the 21st Century? An Overview
/Bipolar view, the euro, Dollarization, regional currency area |
2002/5
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194KB PDF
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2002-E-3
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Masaaki SHIRAKAWA |
One Year Under 'Quantitative Easing'
/Quantitative Easing; Transmission Mechanism; Zero Interest Rate Boundary |
2002/4
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424KB PDF
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2002-E-2
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Yasuhiro YAMAI
and Toshinao YOSHIBA |
Comparative Analyses of Expected Shortfall and Value-at-Risk (3): their validity under market stress
/Value-at-Risk, expected shortfall, market stress, tail risk, multivariate extreme value theory, tail dependence |
2002/4
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522KB PDF
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2002-E-1
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Naohiko BABA
and Takamasa HISADA |
Japan's Financial System: Its Perspective and the Authorities' Roles in Redesigning and Administering the System
/Japan's financial system, Main bank system, IT innovation, Financial deregulation, Bank supervision, Public finance, Corporate governance |
2002/2
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317KB PDF
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2002 Bank of Japan All Rights Reserved.
