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 0 226 1 8 15 624
Bank Overleverage and Macroeconomic Fragility 0 0 0 62 2 2 10 140
Calibrating the Level of Capital: The Way We See It 0 0 1 17 2 3 12 110
Liquidity, Infinite Horizons and Macroeconomic Fluctuations 0 0 0 205 0 1 12 697
Managing Financial Crises: Lean or Clean? 0 0 0 40 2 3 8 82
Managing Financial Crises: Lean or Clean? 0 0 0 63 1 2 8 159
Market Concentration and Sectoral Inflation under Imperfect Common Knowledge 0 0 3 27 5 7 21 159
Measuring Productivity Growth over the 90s: Is the New Economy Still Alive? 0 0 0 3 1 1 11 33
On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints 0 0 1 21 0 0 3 85
Optimal Monetary Policy When Interest Rates are Bound at Zero 0 0 3 320 0 2 13 1,033
Optimal Monetary Policy When Interest Rates are Bounded at Zero 0 0 2 228 0 7 27 686
Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility 0 0 1 30 0 1 12 67
Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions 0 0 0 95 1 6 17 234
Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions 0 0 0 15 0 1 5 82
Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy 0 0 1 98 1 1 9 156
Sectoral inflation persistence, market concentration and imperfect common knowledge 0 0 0 12 5 12 24 75
Sectoral inflation persistence, market concentration, and imperfect common knowledge 0 0 0 6 2 8 16 17
Sectoral inflation persistence, market concentration, and imperfect common knowledge 0 0 2 23 4 8 17 50
The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates 0 0 0 185 2 8 19 358
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective 0 0 0 89 2 2 6 137
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective 0 0 0 107 1 1 4 199
The Safer, the Riskier: A Model of Financial Instability and Bank Leverage 0 0 0 57 1 1 6 106
The Safer, the Riskier:A Model of Bank Leverage and Financial Instability 0 0 0 19 1 2 4 86
Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE Estimation 0 0 4 83 1 1 15 136
Total Working Papers 0 0 18 2,031 35 88 294 5,511


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 2 3 8 206
Liquidity, infinite horizons and macroeconomic fluctuations 0 0 0 149 2 4 9 427
Optimal monetary policy when interest rates are bounded at zero 0 1 2 294 2 3 16 750
Pecuniary externalities, bank overleverage, and macroeconomic fragility 0 0 3 4 3 5 18 23
Prudential capital controls or bailouts? The impact of different collateral constraint assumptions 0 0 1 17 1 3 18 155
Sectoral inflation persistence, market concentration, and imperfect common knowledge 0 0 1 13 3 3 11 66
The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach 0 0 0 39 2 2 6 97
The safer, the riskier: A model of financial instability and bank leverage 0 0 1 18 0 0 6 80
Total Journal Articles 0 1 8 618 15 23 92 1,804


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 2 13 3,972 10 14 41 7,501
Matlab code for Sbordone's estimation for a sticky price model 0 1 2 1,229 2 4 11 2,568
Matlab code for a standard New IS-LM model with interest rate shocks 0 0 6 1,543 1 4 18 2,835
Matlab code for a standard New IS-LM model with money shocks 1 2 6 1,636 1 4 17 3,230
Matlab code for a standard RBC model 1 1 35 6,669 4 5 59 10,735
Matlab code for a sticky wage/price model 0 0 2 1,870 3 6 18 3,887
Matlab code for the Carlstrom-Fuerst AER (1997) model 0 2 5 1,765 11 13 29 3,171
Matlab code for the McCallum/Nelson model 1 1 1 1,032 4 7 15 2,145
Matlab code for the Phelan-Trejos model 0 0 5 518 4 5 21 1,309
Total Software Items 3 9 75 20,234 40 62 229 37,381


Statistics updated 2026-05-06