| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "GH skew Student's t-distribution in stochastic volatility model with application to stock returns" (in Japanese) |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
142 |
| An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion |
0 |
0 |
1 |
21 |
0 |
2 |
5 |
45 |
| Are Household Inflation Expectations Anchored in Japan? |
0 |
0 |
1 |
33 |
0 |
4 |
8 |
84 |
| Bank Health and Investment: An Analysis of Unlisted Companies in Japan |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
233 |
| Bank Health and Investment: An Analysis of Unlisted Companies in Japan |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
66 |
| Bank Health and Investment: An Analysis of Unlisted Companies in Japan |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
220 |
| Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy |
1 |
1 |
5 |
182 |
1 |
3 |
13 |
396 |
| Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy |
0 |
0 |
3 |
708 |
0 |
0 |
10 |
1,981 |
| Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy |
0 |
0 |
3 |
175 |
0 |
1 |
13 |
367 |
| Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes |
0 |
0 |
0 |
48 |
0 |
2 |
5 |
26 |
| Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes |
0 |
0 |
0 |
40 |
2 |
3 |
5 |
69 |
| Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes |
0 |
0 |
0 |
65 |
0 |
1 |
2 |
69 |
| Characteristics of Uncertainty Indices in the Macroeconomy |
0 |
0 |
0 |
25 |
1 |
1 |
6 |
96 |
| Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress |
0 |
0 |
1 |
90 |
0 |
1 |
2 |
252 |
| Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress (Subsequently published in "Journal of the Asia Pacific Economy" Vo.11, No.4, December 2006, pp.482-501. ) |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
229 |
| Disagreement in households' inflation expectations and its evolution |
0 |
1 |
1 |
57 |
0 |
1 |
6 |
129 |
| EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns |
0 |
0 |
2 |
342 |
0 |
0 |
3 |
791 |
| Effectiveness of unconventional monetary policies in a low interest rate environment |
0 |
0 |
2 |
110 |
0 |
2 |
10 |
194 |
| Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model |
1 |
3 |
7 |
68 |
4 |
7 |
18 |
158 |
| Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis |
0 |
0 |
0 |
29 |
0 |
0 |
6 |
59 |
| Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
52 |
| Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form |
0 |
0 |
0 |
86 |
0 |
1 |
2 |
383 |
| Generalized extreme value distribution with time-dependence using the AR and MA models in state space form |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
83 |
| Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model |
0 |
1 |
2 |
72 |
0 |
5 |
8 |
143 |
| Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
82 |
| How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks? |
0 |
0 |
1 |
2 |
2 |
3 |
4 |
63 |
| How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? |
0 |
0 |
3 |
78 |
1 |
1 |
4 |
239 |
| Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach |
0 |
0 |
0 |
110 |
0 |
2 |
4 |
191 |
| Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market |
0 |
0 |
0 |
63 |
0 |
3 |
4 |
166 |
| Identifying oil price shocks and their consequences: the role of expectations in the crude oil market |
0 |
0 |
0 |
79 |
1 |
3 |
8 |
196 |
| Leverage, Heavy-Tails and Correlated Jumps in Stochastic Volatility Models (Revised in January 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2335-2353. April 2009. ) |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
65 |
| Leverage, heavy-tails and correlated jumps in stochastic volatility models |
0 |
0 |
1 |
112 |
0 |
0 |
1 |
229 |
| Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach |
0 |
0 |
0 |
237 |
0 |
0 |
1 |
451 |
| Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting |
1 |
1 |
2 |
44 |
1 |
2 |
6 |
79 |
| Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting |
0 |
0 |
0 |
29 |
0 |
1 |
2 |
60 |
| On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
74 |
| Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown |
0 |
0 |
2 |
87 |
1 |
2 |
7 |
505 |
| Steady-state growth |
0 |
0 |
7 |
47 |
2 |
7 |
184 |
451 |
| Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
172 |
| Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
97 |
| Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
79 |
| Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution |
0 |
0 |
0 |
147 |
0 |
0 |
3 |
350 |
| Stochastic Volatility with Leverage: Fast Likelihood Inference |
0 |
0 |
0 |
171 |
0 |
0 |
1 |
380 |
| Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in "Journal of Econometrics", 140, 425-449, 2007. ) |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
95 |
| Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
102 |
| Stochastic volatility with leverage: fast likelihood inference |
0 |
0 |
0 |
0 |
0 |
6 |
14 |
72 |
| Stochastic volatility with leverage: fast likelihood inference |
0 |
0 |
0 |
336 |
0 |
1 |
4 |
913 |
| Supplementary Paper Series for the "Assessment" (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconomic Model (Q-JEM) |
0 |
1 |
3 |
30 |
0 |
3 |
10 |
91 |
| Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model |
0 |
0 |
3 |
22 |
0 |
5 |
20 |
74 |
| Taylor Rule Yield Curve |
1 |
2 |
5 |
74 |
5 |
11 |
33 |
185 |
| The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis |
1 |
2 |
6 |
324 |
1 |
2 |
10 |
750 |
| The Evolution of Loan Rate Stickiness Across the Euro Area |
0 |
1 |
1 |
73 |
0 |
1 |
1 |
263 |
| The Role of Corporate Governance in Japanese Unlisted Companies |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
62 |
| The natural yield curve: its concept and developments in Japan |
0 |
1 |
2 |
59 |
1 |
2 |
4 |
110 |
| The natural yield curve: its concept and measurement |
0 |
0 |
2 |
66 |
2 |
2 |
6 |
166 |
| The role of household debt heterogeneity on consumption: Evidence from Japanese household data |
0 |
0 |
0 |
21 |
1 |
2 |
4 |
94 |
| Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications |
1 |
3 |
46 |
2,649 |
18 |
45 |
243 |
6,914 |
| Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - |
0 |
1 |
4 |
60 |
0 |
1 |
8 |
164 |
| Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey |
0 |
0 |
0 |
16 |
0 |
2 |
15 |
58 |
| What do negative inflation risk premia tell us? |
0 |
0 |
1 |
73 |
0 |
0 |
4 |
312 |
| Total Working Papers |
6 |
18 |
118 |
7,627 |
45 |
142 |
736 |
20,621 |
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