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List of Reports & Research Papers 2002

Table : List of Reports & Research Papers 2002
Date Title
Dec. 13, 2002 What do we learn about current developments in the bank lending market in Japan from BOJ's Senior Loan Officer Opinion Survey?
Dec.  6, 2002 Implications of a Macro Stress Test on Financial Stability: Summary of the second census on stress tests
Dec.  4, 2002 Why US Household Expenditures are Strong The Pros and Cons of Asset Price-dependent Spending Behavior
Dec.  1, 2002 The Effect of the Increase in Monetary Base on Japan's Economy at Zero Interest Rates : An Empirical Analysis
Nov.  1, 2002 The Cross-Euler Equation Approach to Intertemporal Substitution in Import Demand
Nov.  1, 2002 The Effectiveness of Forecasting Methods Using Multiple Information Variables
Nov.  1, 2002 An Analysis of Contagion in Emerging Currency Markets Using Multivariate Extreme Value Theory
Oct. 15, 2002 Toward Further Improvement of Financial and Economic Statistics: The Bank's Basic Principles and Its Recent Actions
Oct.  1, 2002 Pricing-to-Market (PTM) and the International Monetary Policy Transmission: The 'New Open-Economy Macroeconomics' Approach
Oct.  1, 2002 Asset Price Bubbles, Price Stability, and Monetary Policy: Japan's Experience
Oct.  1, 2002 Economic Developments and Monetary Policy Responses in Interwar Japan: Evaluation Based on the Taylor Rule
Oct.  1, 2002 Developments in Land Prices and Bank Lending in Interwar Japan: Effects of the Real Estate Finance Problem on the Banking Industry
Oct.  1, 2002 Devaluation and Exports in Interwar Japan: The Effects of Sharp Depreciation of the Yen in the Early 1930s
Oct.  1, 2002 Comparative Analyses of Expected Shortfall and Value-at-Risk (3): Their Validity under Market Stress
Oct.  1, 2002 Exchange Rate Regimes in the Americas: Is Dollarization the Solution?
Sep. 25, 2002 On Determinants of the Depth of Currency Crisis: Fundamentals, Contagion, and Financial Liberalization
Sep.  5, 2002 How Should the Recent Increase in Japan's Monetary Base Be Understood?
Sep.  1, 2002 EXCHANGE RATE ARRANGEMENTS IN EAST ASIA: LESSONS FROM THE 1997-98 CURRENCY CRISIS
Sep.  1, 2002 Monetary and Fiscal Policy in the European Monetary Union
Sep.  1, 2002 The Effects of Japanese Monetary Policy Shocks on Exchange Rates: A Structural Vector Error Correction Model Approach
Sep.  1, 2002 Measuring Business Cycle Turning Points in Japan with a Dynamic Markov Switching Factor Model
Aug. 19, 2002 Financial Accelerator Effects in Japan's Business Cycles
Aug. 14, 2002 Developments in Profits and Balance Sheets of Japanese Banks in Fiscal 2001
Aug.  2, 2002 An Examination of Structural Changes in Employment and Wages in Japan
Aug.  1, 2002 Synchronized Business Cycles in East Asia: Fluctuations in the Yen/Dollar Exchange Rate and China's Stabilizing Role
Aug.  1, 2002 Exchange Rates and Adjustment: Perspectives from the New Open Economy Macroeconomics
Aug.  1, 2002 New International Financial Arrangements
Aug.  1, 2002 Developments in Land Prices and Bank Lending in Interwar Japan: Effects of the Real Estate Finance Problem on the Banking Industry
Jul. 25, 2002 Methodology for Handling Missing Values In TANKAN
Jul. 24, 2002 The Effects of Monetary Policy on Firm Investment after the Collapse of the Asset Price Bubble: An Investigation Using Japanese Micro Data
Jul. 15, 2002 Analysis of Intra- and Inter-regional Trade in East Asia: Comparative Advantage Structures and Dynamic Interdependency in Trade Flows
Jul.  4, 2002 Money Market Operations in FY2001
Jul.  1, 2002 Japan's Negative Risk Premium in Interest Rates: The Liquidity Trap and Fall in Bank Lending
Jul.  1, 2002 Devaluation and Exports in Interwar Japan: The Effects of Sharp Depreciation of the Yen in the Early 1930s
Jul.  1, 2002 Economic Developments and Monetary Policy Responses in Interwar Japan: Evaluation Based on the Taylor Rule
Jun. 20, 2002 Recent Efforts for Developing the ABCP Market: Improving Financing Conditions for Small to Medium-sized Enterprises and Exploiting Opportunities for Securitization
Jun. 18, 2002 Market Microstructure and Spread Pattern in the JASDAQ Market
Jun. 18, 2002 Deposit Money Creation in Search Equilibrium
Jun.  1, 2002 Analysis of Changes in Japan's Unemployment Rate using Gross Flow Data
May  31, 2002 Japan's Balance of Payments for 2001
May  30, 2002 Changes in Japan's Export and Import Structures
May   1, 2002 Pricing-to-Market (PTM) and the International Transmission Effect of Monetary Policy: The 'New Open-Economy Macroeconomics' Approach
May   1, 2002 Do Currency Regimes Matter in the 21st Century? An Overview
Apr. 30, 2002 Forbearance Lending: A Case for Japanese Firms
Apr. 19, 2002 The Japanese Repo Market: Theory and Evidence
Apr.  8, 2002 Japanese Financial Institutions' Efforts to Address Their Management Tasks
Apr.  1, 2002 Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis
Apr.  1, 2002 Money Demand near Zero Interest Rate: Evidence from Regional Data
Apr.  1, 2002 Japan's Financial System: Its Perspective and the Authorities' Roles in Redesigning and Administering the System
Apr.  1, 2002 Comparative Analyses of Expected Shortfall and Value-at-Risk (2): Expected Utility Maximization and Tail Risk
Apr.  1, 2002 Has Japan Been Left Out in the Cold by Regional Integration?
Apr.  1, 2002 One Year Under 'Quantitative Easing'
Apr.  1, 2002 Comparative Analyses of Expected Shortfall and Value-at-Risk (3): their validity under market stress
Feb. 28, 2002 Import Penetration and Consumer Prices
Feb.  1, 2002 Japan's Financial System: Its Perspective and the Authorities' Roles in Redesigning and Administering the System
Jan. 16, 2002 Changes in Japan's Financial Structure since the Later Half of the 1990s: the Supply of Risk Capital and Major Market Reforms
Jan.  1, 2002 Policy Duration Effect under the Zero Interest Rate Policy in 1999-2000: Evidence from Japan's Money Market Data
Jan.  1, 2002 Identifying Aggregate Demand and Aggregate Supply Components of Inflation Rate: A Structural Vector Autoregression Analysis for Japan
Jan.  1, 2002 On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall
Jan.  1, 2002 Comparative Analyses of Expected Shortfall and Value-at-Risk: Their Estimation Error, Decomposition, and Optimization
Jan.  1, 2002 Credit Cards and Debit Cards in the United States and Japan