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 1 226 0 1 4 607
Bank Overleverage and Macroeconomic Fragility 0 0 1 62 0 0 2 128
Calibrating the Level of Capital: The Way We See It 0 0 1 12 0 1 4 84
Liquidity, Infinite Horizons and Macroeconomic Fluctuations 0 1 1 204 0 2 3 681
Managing Financial Crises: Lean or Clean? 0 0 0 40 1 2 2 70
Managing Financial Crises: Lean or Clean? 0 0 1 61 0 0 3 146
Market Concentration and Sectoral Inflation under Imperfect Common Knowledge 0 0 0 23 0 0 8 132
Measuring Productivity Growth over the 90s: Is the New Economy Still Alive? 0 0 0 3 0 0 1 22
On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints 0 0 2 19 0 1 3 81
Optimal Monetary Policy When Interest Rates are Bound at Zero 0 0 0 315 1 4 12 1,007
Optimal Monetary Policy When Interest Rates are Bounded at Zero 0 0 0 224 4 12 26 648
Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility 0 0 4 27 0 0 11 48
Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions 0 1 2 95 0 3 4 214
Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions 0 0 1 15 0 0 2 74
Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy 0 0 1 90 0 0 2 130
Sectoral inflation persistence, market concentration and imperfect common knowledge 0 0 4 12 0 1 8 47
Sectoral inflation persistence, market concentration, and imperfect common knowledge 0 0 4 20 0 0 11 23
The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates 1 1 3 184 1 1 3 331
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective 0 0 0 106 0 0 1 193
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective 0 0 0 87 0 3 3 123
The Safer, the Riskier: A Model of Financial Instability and Bank Leverage 0 0 0 56 0 0 0 97
The Safer, the Riskier:A Model of Bank Leverage and Financial Instability 0 0 0 19 0 0 0 82
Total Working Papers 1 3 26 1,900 7 31 113 4,968

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 0 145 0 2 3 409
Optimal monetary policy when interest rates are bounded at zero 0 0 3 287 5 11 38 723
Prudential capital controls or bailouts? The impact of different collateral constraint assumptions 0 1 3 16 0 2 11 128
Sectoral inflation persistence, market concentration, and imperfect common knowledge 1 3 5 9 1 5 19 41
The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach 0 0 0 36 0 2 2 84
The safer, the riskier: A model of financial instability and bank leverage 0 0 0 17 0 0 1 72
Total Journal Articles 1 4 11 594 6 22 74 1,655

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 2 5 33 3,916 4 8 54 7,390
Matlab code for Sbordone's estimation for a sticky price model 1 2 6 1,220 1 5 11 2,547
Matlab code for a standard New IS-LM model with interest rate shocks 0 0 27 1,504 2 7 61 2,754
Matlab code for a standard New IS-LM model with money shocks 5 9 24 1,601 6 14 41 3,165
Matlab code for a standard RBC model 4 22 116 6,527 9 41 208 10,483
Matlab code for a sticky wage/price model 3 3 14 1,854 3 5 24 3,843
Matlab code for the Carlstrom-Fuerst AER (1997) model 0 0 5 1,740 1 3 21 3,106
Matlab code for the McCallum/Nelson model 2 4 11 1,026 2 6 26 2,118
Matlab code for the Phelan-Trejos model 0 0 2 507 0 1 9 1,273
Total Software Items 17 45 238 19,895 28 90 455 36,679

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Statistics updated 2023-06-05