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List of Reports & Research Papers 2001

DateTitle
Dec. 14, 2001Model Uncertainty of Real Exchange Rate Forecast over Mid-term Horizons
Dec.  7, 2001QUALITY ADJUSTMENT OF SERVICE PRICES The Results of Quality Adjustment of the Corporate Service Price Index in 2000 and Future Implications for Handling Service Prices
Dec.  7, 2001Costs of Inflation in Japan: Tax and Resource Allocation
Dec.  1, 2001Liquidity Demand and Asset Pricing: Evidence from the Periodic Settlement in Japan
Dec.  1, 2001The Disposition of Failed Japanese Bank Assets: Lessons from the U.S. Savings and Loan Crisis.
Dec.  1, 2001Is There a Stable Money Demand Function Under the Low Interest Rate Policy? --A Panel Data Analysis
Dec.  1, 2001The Security Evaluation of Time Stamping Schemes: The Present Situation and Studies
Nov. 30, 2001Two Factors Affecting Future Developments in Exports --inventory adjustments in IT-related goods and the impact of the terrorist attacks in the U.S.--
Nov. 16, 2001Insights into the Low Profitability of Japanese Banks: Some Lessons from the Analysis of Trends in Banks' Margins
Nov.  1, 2001Real-Time Gross Settlement (RTGS) in Japan: An Evaluation of the First Six Months
Nov.  1, 2001Endogenous Sampling in Duration Models
Nov.  1, 2001The Pricing of Interbank Payment Services in a Changing Competitive Environment
Nov.  1, 2001Optimal Timing in Banks' Write-Off Decisions under the Possible Implementation of a Subsidy Scheme: A Real Options Approach
Nov.  1, 2001Information Content of Implied Probability Distributions: Empirical Studies of Japanese Stock Price Index Options
Nov.  1, 2001Stochastic Volatility Models with Heavy-Tailed Distributions: A Bayesian Analysis
Oct. 22, 2001Corporate Service Price Index (CSPI) : Telecommunications Services
Oct. 18, 2001Sectoral Credit Shifts in Japan: Causes and Consequences of Their Decline in the 1990s
Oct. 11, 2001A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve
Oct.  1, 2001Asset Price Bubbles, Price Stability, and Monetary Policy: Japan's Experience
Sep. 28, 2001Money Market Operations in FY2000
Sep. 26, 2001A Survey on Recent Theories and Empirical Analyses Regarding Currency Crises --The Role of Liquidity Provision as a Policy Measure in Currency Crisis Management--
Sep. 12, 2001A Characteristic of the Current Adjustments in Economic Activity Indicated in the June Tankan --adjustments concentrating in the IT-related sector--
Aug. 10, 2001Developments in Profits and Balance Sheets of Japanese Banks in Fiscal 2000 and Banks' Management Tasks
Aug.  1, 2001Has Japan Been Left Out in the Cold by Regional Integration?
Aug.  1, 2001Comparative Analyses of Expected Shortfall and Value-at-Risk (2): expected utility maximization and tail risk
Aug.  1, 2001Money demand near zero interest rate: Evidence from regional data
Jul. 30, 2001Quality Adjustment of Price Indexes Wholesale Price Index and Corporate Service Price Index: The Current Situation and Future Implications
Jul. 23, 2001The Structure of and Recent Developments in the Short-term Yen Money Markets: Arbitrage relationship between the uncollateralized call market, the Euroyen market and the dollar/yen swap market
Jul. 17, 2001Treatment of Retirement Benefits and Stock Options in National Accounting
Jul.  3, 2001Increasing Use of Electronic Trading Systems and Its Implications onJapanese Financial Markets
Jul.  1, 2001Comparative Analyses of Expected Shortfall and VaR: their estimation error, decomposition, and optimization
Jul.  1, 2001Optimal Timing in Banks' Write-off Decisions under the Possible Implementation of a Subsidy Scheme: A Real Options Approach
Jun.  4, 2001Monetary Policy Under the Zero Interest Rate Constraint and Balance Sheet Adjustment
Jun.  1, 2001Policy Duration Effect under the Zero Interest Rate Policy in 1999-2000: Evidence from Japan's Money Market Data
Jun.  1, 2001Identifying Aggregate Demand and Aggregate Supply Components of Inflation Rate: A Structural VAR Analysis for Japan
Jun.  1, 2001The choice of lending patterns by Japanese banks during the 1980s and 1990s: The causes and consequences of a real estate lending boom
Jun.  1, 2001Should banks choose collateral or non-collateral lending? : The impact of project's risk, bank's monitoring efficiency and land price inflation
May  31, 2001Japan's Balance of Payments for 2000
May   1, 2001Should Japanese Banks Be Recapitalized?
May   1, 2001Uncertainty, Monitoring Costs, and Private Banks' Lending Decisions in a Duopolistic Loan Market: A Game-Theoretic Real Options Approach
May   1, 2001Is There a Desirable Rate of Inflation? A Theoretical and Empirical Survey
May   1, 2001The Phillips Curve and Underlying Inflation
May   1, 2001Effects of Measurement Error on the Output Gap in Japan
May   1, 2001The Pricing of Interbank Payment Services in a Changing Competitive Environment
Apr. 19, 2001Market Participants' Behavior and Pricing Mechanisms in the JGB Markets --Analysis of Market Developments from the End of 1998 to 1999--
Apr.  4, 2001Pricing of Japanese Government Bonds: Influence of Futures Prices, Repo Rates, and Supply-Demand Conditions of Specific Issues
Mar. 23, 2001Internal Measurement Approach to Operational Risk Capital Charge
Mar. 13, 2001Effects of Measurement Error on the Output Gap in Japan
Mar.  5, 2001The Contribution of Information Technology to Productivity Growth -International Comparison-
Mar.  2, 2001Bank of Japan EMEAP High-Level Workshop on Development of Information Technology and Central Banking (October 2-3, 2000): Opening Remarks
Mar.  2, 2001Information Technology (IT) and Central Banks [PDF 53KB]
Mar.  2, 2001Central Banking and the Information Technology Revolution: Challenges and Opportunities [PDF 45KB]
Mar.  2, 2001it@central.banks [PDF 24KB]
Mar.  2, 2001Digital Divide in Banks [PDF 34KB]
Mar.  1, 2001Endogenous Sampling in Duration Models
Mar.  1, 2001On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall
Feb. 16, 2001Lektionen aus den geldpolitischen Erfahrungen in Japan
Feb. 16, 2001Lessons from Japan's Experiences in Monetary Policy (Summary)
Feb.  1, 2001What Happened to Japanese Banks?
Feb.  1, 2001A Comparison of National Banks in Japan and the United States between 1872 and 1885
Feb.  1, 2001Budget Deficits and Inflation: A Theoretical and Empirical Survey
Feb.  1, 2001Monetary Policy under Zero Interest Rate: Viewpoints of Central Bank Economists
Feb.  1, 2001International Dimensions of Japanese Insolvency Law
Feb.  1, 2001CARD-BASED PAYMENT SYSTEMS IN THE UNITED STATES AND JAPAN
Feb.  1, 2001Technological Innovation and Banking Industry/Monetary Policy -Forum on the Development of Electronic Payment Technologies and Its Implications for Monetary Policy: Report
Jan.  1, 2001Information Content of Implied Probability Distributions: Empirical Studies on Japanese Stock Price Index Options
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