Access Statistics for Ryo Kato
Author contact details at EconPapers.
Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Bank Overleverage and Macroeconomic Fragility |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
130 |
Bank Overleverage and Macroeconomic Fragility |
0 |
0 |
0 |
226 |
0 |
1 |
2 |
609 |
Calibrating the Level of Capital: The Way We See It |
0 |
0 |
0 |
15 |
3 |
4 |
9 |
96 |
Liquidity, Infinite Horizons and Macroeconomic Fluctuations |
0 |
0 |
0 |
205 |
1 |
1 |
1 |
685 |
Managing Financial Crises: Lean or Clean? |
0 |
0 |
0 |
40 |
0 |
1 |
4 |
74 |
Managing Financial Crises: Lean or Clean? |
0 |
1 |
2 |
63 |
0 |
1 |
3 |
150 |
Market Concentration and Sectoral Inflation under Imperfect Common Knowledge |
0 |
0 |
0 |
23 |
1 |
2 |
4 |
137 |
Measuring Productivity Growth over the 90s: Is the New Economy Still Alive? |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
22 |
On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints |
1 |
1 |
1 |
20 |
1 |
1 |
1 |
82 |
Optimal Monetary Policy When Interest Rates are Bound at Zero |
1 |
1 |
1 |
317 |
1 |
1 |
1 |
1,018 |
Optimal Monetary Policy When Interest Rates are Bounded at Zero |
1 |
1 |
1 |
226 |
1 |
1 |
1 |
659 |
Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility |
0 |
0 |
1 |
29 |
0 |
0 |
4 |
54 |
Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
216 |
Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
77 |
Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy |
0 |
1 |
2 |
97 |
3 |
6 |
8 |
147 |
Sectoral inflation persistence, market concentration and imperfect common knowledge |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
51 |
Sectoral inflation persistence, market concentration, and imperfect common knowledge |
0 |
0 |
0 |
21 |
1 |
1 |
6 |
31 |
The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates |
0 |
0 |
1 |
185 |
0 |
2 |
5 |
338 |
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective |
0 |
0 |
1 |
107 |
0 |
0 |
2 |
195 |
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective |
0 |
1 |
2 |
89 |
0 |
2 |
4 |
131 |
The Safer, the Riskier: A Model of Financial Instability and Bank Leverage |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
98 |
The Safer, the Riskier:A Model of Bank Leverage and Financial Instability |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
82 |
Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE Estimation |
0 |
2 |
22 |
79 |
1 |
7 |
37 |
118 |
Total Working Papers |
3 |
8 |
34 |
2,005 |
14 |
32 |
97 |
5,200 |
Software Item |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Matlab code for Kiyotaki-Moore credit cycles |
0 |
1 |
24 |
3,958 |
1 |
7 |
36 |
7,458 |
Matlab code for Sbordone's estimation for a sticky price model |
0 |
1 |
3 |
1,227 |
0 |
1 |
5 |
2,556 |
Matlab code for a standard New IS-LM model with interest rate shocks |
2 |
3 |
16 |
1,535 |
4 |
6 |
31 |
2,814 |
Matlab code for a standard New IS-LM model with money shocks |
0 |
1 |
9 |
1,630 |
0 |
1 |
14 |
3,213 |
Matlab code for a standard RBC model |
5 |
13 |
63 |
6,629 |
7 |
22 |
109 |
10,666 |
Matlab code for a sticky wage/price model |
0 |
0 |
4 |
1,868 |
0 |
0 |
9 |
3,869 |
Matlab code for the Carlstrom-Fuerst AER (1997) model |
0 |
1 |
7 |
1,759 |
1 |
3 |
16 |
3,140 |
Matlab code for the McCallum/Nelson model |
0 |
0 |
4 |
1,031 |
0 |
0 |
7 |
2,128 |
Matlab code for the Phelan-Trejos model |
0 |
0 |
0 |
513 |
0 |
2 |
6 |
1,287 |
Total Software Items |
7 |
20 |
130 |
20,150 |
13 |
42 |
233 |
37,131 |
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