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 |
3 |
8 |
138 |
| Bank Overleverage and Macroeconomic Fragility |
0 |
0 |
0 |
226 |
6 |
9 |
13 |
622 |
| Calibrating the Level of Capital: The Way We See It |
0 |
0 |
2 |
17 |
1 |
6 |
12 |
108 |
| Liquidity, Infinite Horizons and Macroeconomic Fluctuations |
0 |
0 |
0 |
205 |
1 |
7 |
12 |
697 |
| Managing Financial Crises: Lean or Clean? |
0 |
0 |
0 |
40 |
1 |
5 |
6 |
80 |
| Managing Financial Crises: Lean or Clean? |
0 |
0 |
0 |
63 |
1 |
5 |
8 |
158 |
| Market Concentration and Sectoral Inflation under Imperfect Common Knowledge |
0 |
1 |
4 |
27 |
0 |
6 |
15 |
152 |
| Measuring Productivity Growth over the 90s: Is the New Economy Still Alive? |
0 |
0 |
0 |
3 |
0 |
8 |
10 |
32 |
| On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints |
0 |
0 |
1 |
21 |
0 |
2 |
3 |
85 |
| Optimal Monetary Policy When Interest Rates are Bound at Zero |
0 |
1 |
3 |
320 |
1 |
7 |
14 |
1,032 |
| Optimal Monetary Policy When Interest Rates are Bounded at Zero |
0 |
1 |
2 |
228 |
7 |
23 |
27 |
686 |
| Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility |
0 |
0 |
1 |
30 |
0 |
5 |
12 |
66 |
| Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions |
0 |
0 |
0 |
95 |
3 |
12 |
15 |
231 |
| Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions |
0 |
0 |
0 |
15 |
1 |
4 |
5 |
82 |
| Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy |
0 |
1 |
1 |
98 |
0 |
5 |
8 |
155 |
| Sectoral inflation persistence, market concentration and imperfect common knowledge |
0 |
0 |
0 |
12 |
7 |
17 |
19 |
70 |
| Sectoral inflation persistence, market concentration, and imperfect common knowledge |
0 |
2 |
2 |
23 |
4 |
9 |
15 |
46 |
| The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates |
0 |
0 |
0 |
185 |
4 |
12 |
16 |
354 |
| The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective |
0 |
0 |
0 |
89 |
0 |
2 |
4 |
135 |
| The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective |
0 |
0 |
0 |
107 |
0 |
2 |
3 |
198 |
| The Safer, the Riskier: A Model of Financial Instability and Bank Leverage |
0 |
0 |
0 |
57 |
0 |
4 |
7 |
105 |
| The Safer, the Riskier:A Model of Bank Leverage and Financial Instability |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
84 |
| Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE Estimation |
0 |
1 |
4 |
83 |
0 |
6 |
17 |
135 |
| Total Working Papers |
0 |
7 |
20 |
2,025 |
37 |
159 |
251 |
5,451 |
| 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 |
2 |
14 |
3,972 |
3 |
7 |
32 |
7,490 |
| Matlab code for Sbordone's estimation for a sticky price model |
1 |
1 |
2 |
1,229 |
1 |
4 |
9 |
2,565 |
| Matlab code for a standard New IS-LM model with interest rate shocks |
0 |
2 |
8 |
1,543 |
2 |
5 |
19 |
2,833 |
| Matlab code for a standard New IS-LM model with money shocks |
1 |
2 |
5 |
1,635 |
1 |
10 |
14 |
3,227 |
| Matlab code for a standard RBC model |
0 |
3 |
39 |
6,668 |
0 |
10 |
64 |
10,730 |
| Matlab code for a sticky wage/price model |
0 |
0 |
2 |
1,870 |
2 |
8 |
14 |
3,883 |
| Matlab code for the Carlstrom-Fuerst AER (1997) model |
2 |
4 |
6 |
1,765 |
2 |
10 |
20 |
3,160 |
| Matlab code for the McCallum/Nelson model |
0 |
0 |
0 |
1,031 |
2 |
10 |
12 |
2,140 |
| Matlab code for the Phelan-Trejos model |
0 |
0 |
5 |
518 |
0 |
4 |
17 |
1,304 |
| Total Software Items |
6 |
14 |
81 |
20,231 |
13 |
68 |
201 |
37,332 |
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