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Research Papers Released by IMES

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IMES Discussion Paper Series


IMES Discussion Paper Series (DPS) is circulated in order to stimulate discussion and comments. Views expressed in Discussion Paper Series are those of authors and do not necessarily reflect those of the Bank of Japan or the Institute for Monetary and Economic Studies.

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No./Main CategoryAuthor(s)Title/KeywordsDateFull Text (PDF)
2016-E-13/Finance Toshiyuki Sakiyama, Tetsuya Yamada Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach
/Market Liquidity; Government bond markets; Quantitative and Qualitative Easing; Network analysis; Systemic risk; Agent-based model
2016-10-20 1,266KB
2016-E-12/Finance Kentaro Iwatsubo, Tomoki Taishi Quantitative Easing and Liquidity in the Japanese Government Bond Market
/Monetary Policy; Quantitative Easing; Liquidity; Government Bond
2016-10-07 633KB
2016-E-11/Economics Richard Dennis Durations at the Zero Lower Bound
/Monetary policy; zero lower bound; New Keynesian
2016-08-25 504KB
2016-E-10/Economics Ippei Fujiwara, Timothy Kam, Takeki Sunakawa Sustainable International Monetary Policy Cooperation
/Monetary policy cooperation; Sustainable plans; Welfare
2016-08-17 543KB
2016-E-9/Economics Tetsuya Adachi, Takashi Asano, Tatsushi Okuda Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model
/Implied cost of equity; Residual income model; Quasi-maximum likelihood approach
2016-08-04 866KB
2016-E-8/Economics Hiroshi Fujiki, Charles M. Kahn Choice of Collateral Asset and the Cross-Border Effect of Automatic Stays
/repo market; the exemption from automatic stays; collateral; cross-border financial transaction
2016-07-28 545KB
2016-E-7/Finance Naoshi Tsuchida, Toshiaki Watanabe, Toshinao Yoshiba The Intraday Market Liquidity of Japanese Government Bond Futures
/Japanese government bond (JGB); market liquidity; liquidity indicator; transaction data

Revised on 2016-09-29
2016-E-6/Economics Yasufumi Gemma Money Illusion Matters for Consumption-Saving Decision-Making: An Experimental Investigation
/Consumption-saving decision-making; Money illusion; Economic experiment
2016-04-20 412KB
2016-E-5/Economics Takemasa Oda Optimal Inflation Rate in a Life-Cycle Economy
/Friedman rule; Zero lower bound; Tobin effect; Inflation tax; Redistribution
2016-04-13 316KB
2016-E-4/Economics Sohei Kaihatsu, Koichiro Kamada, Mitsuru Katagiri Theoretical Foundations for Quantitative Easing
/Liquidity trap; Quantitative easing; Monetary policy rule
2016-03-31 484KB
2016-E-3/Economics Pierre L. Siklos Forecast Disagreement and the Inflation Outlook: New International Evidence
/forecast disagreement; inflation; central bank communication
2016-03-17 973KB
2016-E-2/Economics Kenji Suganuma Upstreamness in the Global Value Chain: Manufacturing and Services
/Upstreamness; Global value chain; Production fragmentation; I-O tables
2016-02-29 860KB
2016-E-1/Economics Daisuke Ikeda, Yasuko Morita The Effects of Barriers to Technology Adoption on Japanese Prewar and Postwar Economic Growth
/Japan; Barriers to technology adoption; Investment specific technology; Catch-up; Postwar miracle
2016-01-27 423KB
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