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 |
1 |
9 |
14 |
623 |
| Calibrating the Level of Capital: The Way We See It |
0 |
0 |
1 |
17 |
0 |
4 |
11 |
108 |
| Liquidity, Infinite Horizons and Macroeconomic Fluctuations |
0 |
0 |
0 |
205 |
0 |
6 |
12 |
697 |
| Managing Financial Crises: Lean or Clean? |
0 |
0 |
0 |
40 |
0 |
4 |
6 |
80 |
| Managing Financial Crises: Lean or Clean? |
0 |
0 |
0 |
63 |
0 |
3 |
8 |
158 |
| Market Concentration and Sectoral Inflation under Imperfect Common Knowledge |
0 |
0 |
4 |
27 |
2 |
5 |
17 |
154 |
| Measuring Productivity Growth over the 90s: Is the New Economy Still Alive? |
0 |
0 |
0 |
3 |
0 |
6 |
10 |
32 |
| On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints |
0 |
0 |
1 |
21 |
0 |
1 |
3 |
85 |
| Optimal Monetary Policy When Interest Rates are Bound at Zero |
0 |
0 |
3 |
320 |
1 |
6 |
13 |
1,033 |
| Optimal Monetary Policy When Interest Rates are Bounded at Zero |
0 |
0 |
2 |
228 |
0 |
22 |
27 |
686 |
| Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility |
0 |
0 |
1 |
30 |
1 |
3 |
13 |
67 |
| Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions |
0 |
0 |
0 |
95 |
2 |
13 |
16 |
233 |
| Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions |
0 |
0 |
0 |
15 |
0 |
3 |
5 |
82 |
| Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy |
0 |
1 |
1 |
98 |
0 |
4 |
8 |
155 |
| Sectoral inflation persistence, market concentration and imperfect common knowledge |
0 |
0 |
0 |
12 |
0 |
17 |
19 |
70 |
| Sectoral inflation persistence, market concentration, and imperfect common knowledge |
0 |
1 |
2 |
23 |
0 |
5 |
13 |
46 |
| The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates |
0 |
0 |
0 |
185 |
2 |
12 |
17 |
356 |
| The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective |
0 |
0 |
0 |
89 |
0 |
1 |
4 |
135 |
| The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective |
0 |
0 |
0 |
107 |
0 |
0 |
3 |
198 |
| The Safer, the Riskier: A Model of Financial Instability and Bank Leverage |
0 |
0 |
0 |
57 |
0 |
4 |
6 |
105 |
| The Safer, the Riskier:A Model of Bank Leverage and Financial Instability |
0 |
0 |
0 |
19 |
1 |
1 |
3 |
85 |
| Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE Estimation |
0 |
1 |
4 |
83 |
0 |
4 |
15 |
135 |
| Total Working Papers |
0 |
3 |
19 |
2,025 |
10 |
136 |
251 |
5,461 |
| 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 |
14 |
3,972 |
1 |
7 |
32 |
7,491 |
| Matlab code for Sbordone's estimation for a sticky price model |
0 |
1 |
2 |
1,229 |
1 |
4 |
9 |
2,566 |
| Matlab code for a standard New IS-LM model with interest rate shocks |
0 |
1 |
8 |
1,543 |
1 |
5 |
20 |
2,834 |
| Matlab code for a standard New IS-LM model with money shocks |
0 |
2 |
5 |
1,635 |
2 |
8 |
16 |
3,229 |
| Matlab code for a standard RBC model |
0 |
1 |
36 |
6,668 |
1 |
6 |
59 |
10,731 |
| Matlab code for a sticky wage/price model |
0 |
0 |
2 |
1,870 |
1 |
7 |
15 |
3,884 |
| Matlab code for the Carlstrom-Fuerst AER (1997) model |
0 |
4 |
6 |
1,765 |
0 |
8 |
20 |
3,160 |
| Matlab code for the McCallum/Nelson model |
0 |
0 |
0 |
1,031 |
1 |
7 |
12 |
2,141 |
| Matlab code for the Phelan-Trejos model |
0 |
0 |
5 |
518 |
1 |
3 |
17 |
1,305 |
| Total Software Items |
0 |
11 |
78 |
20,231 |
9 |
55 |
200 |
37,341 |
|
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