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List of Reports & Research Papers 2006

Table : List of Reports & Research Papers 2006
Date Title
Dec. 29, 2006 Funding Levels for the New Accounts in the BOJ-NET
Dec.  4, 2006 Changes in Hedge Fund Investment Behavior and the Impact on Financial Markets Position Concentration, Expanded Scope, and Market Liquidity Risk
Dec.  1, 2006 Lending Channels and Financial Shocks: The Case of SME Trade Credit and the Japanese Banking Crisis
Nov. 24, 2006 Financing Activities of Japanese Companies in Asia Summary of Discussions from the "Research Group on Financing Activities of Japanese Companies in Asia"
Nov. 20, 2006 Core Indicators of Japan's Consumer Price Index
Nov. 15, 2006 How Far Apart Are Two ACUs from Each Other? : Asian Currency Unit and Asian Currency Union
Nov. 10, 2006 An Efficient Monte Carlo Method for a Large and Nongranular Credit Portfolio
Nov. 10, 2006 BOJ-NET Funds Transfers after the End of the Quantitative Monetary Easing Policy
Nov.  1, 2006 Endogenous Sampling and Matching Method in Duration Models
Nov.  1, 2006 The Arbitrage Efficiency of the Nikkei 225 Options Market: A Put-Call Parity Analysis
Nov.  1, 2006 Well-Being in the Small and in the Large
Nov.  1, 2006 Bank Health Concerns, Low Interest Rates, and Money Demand: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities
Nov.  1, 2006 Why are Nominal Wages Downwardly Rigid, but Less So in Japan?: An Explanation based on Behavioral Economics and Labor Market/Macroeconomic Differences
Nov.  1, 2006 Bank of Japan Network and Financial Market Integration: From the Establishment of the Bank of Japan Until the Early 20th Century
Nov.  1, 2006 A Neoclassical Analysis of the Korean Crisis
Nov.  1, 2006 Can the New Keynesian Phillips Curve Explain Japanese Inflation Dynamics? A Labor Share Correction Approach
Nov.  1, 2006 Controlling for Geographic Dispersion When Estimating the Japanese Phillips Curve
Oct. 25, 2006 Japan's Next-Generation RTGS
Oct. 25, 2006 Money Market Operations in Fiscal 2005
Oct. 19, 2006 Regional Economic Report October 2006
Oct. 12, 2006 The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis
Oct.  3, 2006 Evaluating Japanese Monetary Policy under the Non-negativity Constraint on Nominal Short-term Interest Rates
Oct.  1, 2006 Do Sticky Prices Need to Be Replaced with Sticky Information?
Sep. 29, 2006 Recent Development of the OIS (Overnight Index Swap) Market in Japan
Sep. 27, 2006 The Use of the Black Model of Interest Rates as Options for Monitoring the JGB Market Expectations
Sep. 27, 2006 Monetary Policy and the Yield Curve at Zero Interest: The Macro-Finance Model of Interest Rates as Options
Sep. 25, 2006 Financial Markets Report - Supplement -- Changes Observed in Money Markets after the Conclusion of the Quantitative Easing Policy -- [PDF 321KB]
Sep. 11, 2006 Financial Markets Report -- Developments during the First Half of 2006 --
Sep.  8, 2006 Discussions and Issues Related to Estimation Method of "Travel"
Sep.  1, 2006 Monetary Policy Responses to the Exchange Rate: Empirical Evidence from Three East Asian Inflation-Targeting Countries
Sep.  1, 2006 The Great Moderation and the US External Imbalance
Sep.  1, 2006 Interpreting Recent Changes in the Credit Spreads of Japanese Banks
Sep.  1, 2006 Regional Business Cycle Phases in Japan
Aug. 31, 2006 Money Market Operations in Fiscal 2005
Aug. 11, 2006 Panel Analysis of Chinese Corporate Debt -- How Far Have Market Mechanisms Penetrated? --
Aug.  9, 2006 Financial Markets Report - Supplement -- Issues regarding Money Markets after the Conclusion of the Quantitative Easing Policy -- [PDF 222KB]
Aug.  1, 2006 The Mistake of 1937: A General Equilibrium Analysis
Aug.  1, 2006 Expectations, Asset Prices, and Monetary Policy: The Role of Learning
Jul. 27, 2006 Effects of the Quantitative Easing Policy:A Survey of Empirical Analyses
Jul. 25, 2006 Roles of Technology and Nontechnology Shocks in the Business Cycles
Jul. 20, 2006 Financial System Report (2006) [PDF 730KB]
Jul.  6, 2006 Regional Economic Report July 2006
Jul.  1, 2006 The Bond Yield "Conundrum" from a Macro-Finance Perspective
Jul.  1, 2006 Financial Market Functioning and Monetary Policy:Japan's Experience
Jul.  1, 2006 Implications for the Yen of Japanese Current Account Adjustment
Jul.  1, 2006 Misconceptions Regarding the Zero Lower Bound on Interest Rates
Jul.  1, 2006 Pricing of Credit Derivatives with the Asymptotic Expansion Approach
Jul.  1, 2006 Bank Health Concerns, Low Interest Rates and Money Demand: Evidence from the "Public Opinion Survey on Household Financial Assets and Liabilities"
Jun. 13, 2006 Recent Developments in Hedge Funds
Jun.  1, 2006 An Empirical Analysis of Price Stickiness and Price Revision Behavior in Japan Using Micro CPI Data
Jun.  1, 2006 Year 2010 Issues on Cryptographic Algorithms
Jun.  1, 2006 The Arbitrage Efficiency of Nikkei 225 Options Market: A Put-call Parity Analysis
Jun.  1, 2006 Well-Being in the Small and in the Large
Jun.  1, 2006 Changes in Perceptions of the Future: Macroeconomic Implications
May  30, 2006 Monetary policy conduct of the Swiss National Bank: the experience from 2001 to 2004
May  16, 2006 The New Estimates of Output Gap and Potential Growth Rate
May  11, 2006 Why Has Japanese Private Consumption Remained Firm?
Apr. 20, 2006 Estimating Continuous Time Transition Matrices From Discretely Observed Data
Apr. 18, 2006 Regional Economic Report April 2006
Mar. 31, 2006 Improvement of Statistics on International Workers' Remittances --International Discussions and Present Situation in Japan--
Mar. 31, 2006 Release of the "Payment and Settlement Systems Report"
Mar. 29, 2006 Characteristics of Hedge Fund Performance - Sources of Risk-Return Properties -
Mar. 24, 2006 Survival Analysis of Hedge Funds
Mar. 24, 2006 Default Intensity and Expected Recovery of Japanese Banks and "Government": New Evidence from the CDS Market
Mar. 20, 2006 U.S. R&D and Japanese Medium Term Cycles
Mar.  3, 2006 Reduction of Interest-bearing Liabilities and Payout Policy by Japanese Companies
Mar.  1, 2006 Econometric Analysis of Intra-Daily Trading Activity on the Tokyo Stock Exchange
Mar.  1, 2006 Fiscal Rules and Fiscal Performance in the European Union and Japan
Mar.  1, 2006 Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Japan's Import Prices
Mar.  1, 2006 Competing Risk Analysis of Japan's Small Financial Institutions
Mar.  1, 2006 Endogenous Sampling and Matching Method in Duration Models
Feb. 17, 2006 Determinacy and Expectational Stability of Equilibrium in a Monetary Sticky-Price Model with Taylor Rule
Feb. 15, 2006 Nonlinear Income Variance Profile and Consumption Inequality over the Life Cycle
Feb. 15, 2006 Financial Markets Report-- Developments during the Second Half of 2005 --
Feb.  1, 2006 Imperfect Common Knowledge, Staggered Price Setting, and the Effects of Monetary Policy
Jan. 13, 2006 Regional Economic Report January 2006
Jan.  1, 2006 Estimating Deterministic Trends with an Integrated or Stationary Noise Component
Jan.  1, 2006 Testing for Shifts in Trend with an Integrated or Stationary Noise Component
Jan.  1, 2006 An Assessment of Weymark's Measures of Exchange Market Intervention: The Case of Japan
Jan.  1, 2006 Experimental Analysis on the Role of a Large Speculator in Currency Crises