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List of Reports & Research Papers 2006

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