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 4 225 1 1 28 602
Bank Overleverage and Macroeconomic Fragility 0 0 3 59 1 2 19 122
Calibrating the Level of Capital: The Way We See It 0 0 0 11 0 2 11 73
Liquidity, Infinite Horizons and Macroeconomic Fluctuations 0 0 0 203 0 1 7 674
Managing Financial Crises: Lean or Clean? 0 0 0 40 0 0 4 64
Managing Financial Crises: Lean or Clean? 0 0 0 59 0 0 7 138
Market Concentration and Sectoral Inflation under Imperfect Common Knowledge 0 1 2 19 1 4 19 85
Measuring Productivity Growth over the 90s: Is the New Economy Still Alive? 0 0 0 3 0 0 0 20
On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints 0 1 2 14 0 1 9 74
Optimal Monetary Policy When Interest Rates are Bound at Zero 0 0 0 315 1 6 20 986
Optimal Monetary Policy When Interest Rates are Bounded at Zero 0 0 1 223 1 2 9 579
Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility 2 4 8 18 3 7 23 23
Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions 0 1 2 92 0 3 12 206
Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions 0 0 2 14 0 1 9 69
Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy 0 2 5 85 1 4 19 115
Sectoral inflation persistence, market concentration and imperfect common knowledge 0 0 5 5 2 4 25 25
The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates 0 0 0 180 1 1 6 326
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective 0 0 1 106 0 0 1 191
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective 1 1 1 87 1 1 2 118
The Safer, the Riskier: A Model of Financial Instability and Bank Leverage 0 0 0 53 1 2 8 90
The Safer, the Riskier:A Model of Bank Leverage and Financial Instability 0 0 0 19 0 0 2 79
Total Working Papers 3 10 36 1,830 14 42 240 4,659


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 1 2 84 0 1 5 196
Liquidity, infinite horizons and macroeconomic fluctuations 0 0 1 145 1 2 12 403
Optimal monetary policy when interest rates are bounded at zero 0 1 3 277 2 5 17 647
Prudential capital controls or bailouts? The impact of different collateral constraint assumptions 0 0 0 10 0 3 12 110
The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach 2 2 6 33 2 2 12 76
The safer, the riskier: A model of financial instability and bank leverage 0 0 0 15 0 1 6 65
Total Journal Articles 2 4 12 564 5 14 64 1,497


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 4 10 50 3,841 11 29 117 7,247
Matlab code for Sbordone's estimation for a sticky price model 1 2 3 1,210 1 3 20 2,518
Matlab code for a standard New IS-LM model with interest rate shocks 7 16 79 1,426 11 32 163 2,562
Matlab code for a standard New IS-LM model with money shocks 4 14 55 1,538 9 32 127 3,042
Matlab code for a standard RBC model 22 64 264 6,197 36 113 454 9,890
Matlab code for a sticky wage/price model 1 3 16 1,834 2 6 34 3,800
Matlab code for the Carlstrom-Fuerst AER (1997) model 1 5 16 1,707 5 14 56 3,031
Matlab code for the McCallum/Nelson model 0 3 14 998 3 8 34 2,053
Matlab code for the Phelan-Trejos model 0 0 7 498 0 1 17 1,250
Total Software Items 40 117 504 19,249 78 238 1,022 35,393


Statistics updated 2021-04-06