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IMES Discussion Paper Series 2019

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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IMES Discussion Paper Series
No./Main Category Author(s) Title/Keywords Date Full Text (PDF)
2019-E-5/Information technology Shiori Inoue, Masashi Une Security Analysis of Machine Learning Systems for the Financial Sector
/Artificial Intelligence; Machine Learning System; Security; Threat; Vulnerability
2019-05-17 1,042KB
2019-E-4/Economics Hidehiko Matsumoto Foreign Reserve Accumulation, Foreign Direct Investment, and Economic Growth
/Foreign Reserve Accumulation; Foreign Direct Investment; Sudden Stops; Endogenous Growth; Real Exchange Rate; Gross Capital Flows
2019-03-01 985KB
2019-E-3/Economics Carlo Pizzinelli, Konstantinos Theodoridis, Francesco Zanetti State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications
/Search and Matching Models; State Dependence in Business Cycles; Threshold Vector Autoregression
2019-02-22 1,599KB
2019-E-2/Economics Rasmus Fatum, Naoko Hara, Yohei Yamamoto Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields
/NIRP; Bond Yields; Macroeconomic News
2019-02-13 689KB
2019-E-1/Finance Tetsuya Adachi, Takumi Sueshige, Toshinao Yoshiba Wrong-way Risk in Credit Valuation Adjustment of Credit Default Swap with Copulas
/Credit valuation adjustment; Credit default swap; Affine jump diffusion; Fractional fast Fourier transform; Characteristic function
2019-01-25 671KB