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 |
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 |
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