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 0 130
Bank Overleverage and Macroeconomic Fragility 0 0 0 226 0 0 2 609
Calibrating the Level of Capital: The Way We See It 0 1 1 16 1 3 9 99
Liquidity, Infinite Horizons and Macroeconomic Fluctuations 0 0 0 205 0 0 1 685
Managing Financial Crises: Lean or Clean? 0 0 0 40 0 0 3 74
Managing Financial Crises: Lean or Clean? 0 0 2 63 0 1 4 151
Market Concentration and Sectoral Inflation under Imperfect Common Knowledge 1 2 2 25 1 2 6 139
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 0 0 1 20 0 0 1 82
Optimal Monetary Policy When Interest Rates are Bound at Zero 0 0 1 317 0 2 3 1,020
Optimal Monetary Policy When Interest Rates are Bounded at Zero 0 0 1 226 0 0 1 659
Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility 0 0 0 29 0 1 2 55
Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions 0 0 0 95 0 1 1 217
Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions 0 0 0 15 0 0 2 77
Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy 0 0 1 97 0 0 6 147
Sectoral inflation persistence, market concentration and imperfect common knowledge 0 0 0 12 0 0 1 51
Sectoral inflation persistence, market concentration, and imperfect common knowledge 0 0 0 21 0 2 6 33
The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates 0 0 1 185 0 1 6 339
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective 0 0 2 89 0 0 4 131
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective 0 0 1 107 0 0 2 195
The Safer, the Riskier: A Model of Financial Instability and Bank Leverage 0 0 0 57 1 3 3 101
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 0 7 79 0 3 21 121
Total Working Papers 1 3 20 2,008 3 19 84 5,219


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on pitfalls of credit crunch regressions 0 0 0 84 0 0 0 198
Liquidity, infinite horizons and macroeconomic fluctuations 0 0 1 149 0 1 4 418
Optimal monetary policy when interest rates are bounded at zero 0 1 2 292 0 3 4 734
Pecuniary externalities, bank overleverage, and macroeconomic fragility 0 0 0 1 0 0 1 5
Prudential capital controls or bailouts? The impact of different collateral constraint assumptions 1 1 1 17 1 2 2 138
Sectoral inflation persistence, market concentration, and imperfect common knowledge 0 1 1 12 0 1 5 55
The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach 0 0 2 39 0 0 5 91
The safer, the riskier: A model of financial instability and bank leverage 0 0 0 17 1 1 2 75
Total Journal Articles 1 3 7 611 2 8 23 1,714


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 16 3,959 1 3 27 7,461
Matlab code for Sbordone's estimation for a sticky price model 0 0 1 1,227 1 2 4 2,558
Matlab code for a standard New IS-LM model with interest rate shocks 2 4 17 1,539 2 5 31 2,819
Matlab code for a standard New IS-LM model with money shocks 1 1 6 1,631 2 2 10 3,215
Matlab code for a standard RBC model 9 14 55 6,643 13 23 100 10,689
Matlab code for a sticky wage/price model 0 0 3 1,868 1 1 8 3,870
Matlab code for the Carlstrom-Fuerst AER (1997) model 0 1 5 1,760 1 3 13 3,143
Matlab code for the McCallum/Nelson model 0 0 1 1,031 0 2 5 2,130
Matlab code for the Phelan-Trejos model 0 0 0 513 0 1 6 1,288
Total Software Items 12 21 104 20,171 21 42 204 37,173


Statistics updated 2025-06-06