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 |
4 |
6 |
12 |
146 |
| Bank Overleverage and Macroeconomic Fragility |
0 |
0 |
0 |
226 |
3 |
3 |
16 |
627 |
| Calibrating the Level of Capital: The Way We See It |
0 |
0 |
0 |
17 |
0 |
1 |
10 |
112 |
| Liquidity, Infinite Horizons and Macroeconomic Fluctuations |
0 |
0 |
0 |
205 |
1 |
2 |
12 |
700 |
| Managing Financial Crises: Lean or Clean? |
0 |
0 |
0 |
40 |
0 |
0 |
8 |
82 |
| Managing Financial Crises: Lean or Clean? |
0 |
0 |
0 |
63 |
1 |
3 |
12 |
163 |
| Market Concentration and Sectoral Inflation under Imperfect Common Knowledge |
0 |
0 |
1 |
27 |
2 |
2 |
19 |
161 |
| Measuring Productivity Growth over the 90s: Is the New Economy Still Alive? |
0 |
0 |
0 |
3 |
1 |
1 |
12 |
34 |
| On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints |
0 |
0 |
0 |
21 |
1 |
1 |
4 |
87 |
| Optimal Monetary Policy When Interest Rates are Bound at Zero |
0 |
0 |
2 |
321 |
2 |
3 |
14 |
1,037 |
| Optimal Monetary Policy When Interest Rates are Bounded at Zero |
0 |
0 |
1 |
228 |
0 |
2 |
27 |
689 |
| Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility |
0 |
0 |
0 |
30 |
6 |
6 |
16 |
73 |
| Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions |
0 |
0 |
0 |
95 |
3 |
4 |
19 |
238 |
| Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
82 |
| Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy |
0 |
0 |
1 |
98 |
3 |
3 |
11 |
161 |
| Sectoral inflation persistence, market concentration and imperfect common knowledge |
0 |
0 |
0 |
12 |
2 |
2 |
27 |
78 |
| Sectoral inflation persistence, market concentration, and imperfect common knowledge |
0 |
0 |
2 |
23 |
1 |
1 |
15 |
52 |
| Sectoral inflation persistence, market concentration, and imperfect common knowledge |
0 |
0 |
0 |
6 |
5 |
5 |
22 |
23 |
| The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates |
0 |
0 |
0 |
185 |
2 |
2 |
20 |
360 |
| The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective |
0 |
0 |
0 |
107 |
1 |
1 |
6 |
202 |
| The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective |
0 |
0 |
0 |
89 |
4 |
6 |
11 |
144 |
| The Safer, the Riskier: A Model of Financial Instability and Bank Leverage |
0 |
0 |
0 |
57 |
3 |
4 |
9 |
110 |
| The Safer, the Riskier:A Model of Bank Leverage and Financial Instability |
0 |
0 |
0 |
19 |
1 |
2 |
6 |
89 |
| Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE Estimation |
0 |
0 |
1 |
83 |
2 |
2 |
12 |
139 |
| Total Working Papers |
0 |
0 |
8 |
2,032 |
48 |
62 |
324 |
5,589 |
| 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 |
1 |
1 |
4 |
3,974 |
4 |
8 |
36 |
7,515 |
| Matlab code for Sbordone's estimation for a sticky price model |
0 |
0 |
1 |
1,229 |
0 |
1 |
11 |
2,571 |
| Matlab code for a standard New IS-LM model with interest rate shocks |
0 |
0 |
2 |
1,543 |
0 |
1 |
9 |
2,837 |
| Matlab code for a standard New IS-LM model with money shocks |
0 |
0 |
3 |
1,636 |
3 |
4 |
18 |
3,235 |
| Matlab code for a standard RBC model |
0 |
1 |
9 |
6,671 |
1 |
4 |
27 |
10,742 |
| Matlab code for a sticky wage/price model |
0 |
0 |
1 |
1,871 |
3 |
6 |
19 |
3,894 |
| Matlab code for the Carlstrom-Fuerst AER (1997) model |
1 |
3 |
8 |
1,769 |
3 |
5 |
31 |
3,180 |
| Matlab code for the McCallum/Nelson model |
0 |
0 |
2 |
1,033 |
4 |
4 |
20 |
2,150 |
| Matlab code for the Phelan-Trejos model |
0 |
0 |
0 |
518 |
2 |
3 |
14 |
1,312 |
| Total Software Items |
2 |
5 |
30 |
20,244 |
20 |
36 |
185 |
37,436 |
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