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List of Reports & Research Papers 2007

DateTitle
Dec. 28, 2007Stabilization in the Volatility of Output: A Decline in Cross-industry Comovements
Dec. 26, 2007Hedge Fund Investments: Risk Management Perspectives
Dec. 26, 2007The Effect of the Choice of the Loss Severity Distribution and the Parameter Estimation Method on Operational Risk Measurement - Analysis Using Sample Data -
Dec.  4, 2007Introduction of the 2005 base Corporate Goods Price Index (CGPI)
Dec.  1, 2007Analytical solutions for expected and unexpected losses with an additional loan
Nov. 21, 2007Interdependence of Production and Income in Asia-Pacific Economies: An International Input-Output Approach
Nov. 21, 2007Import Competition and Manufacturing Employment in Japan
Nov. 15, 2007Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy
Nov.  7, 2007Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity
Nov.  7, 2007Monitoring Commodity Markets From the Perspective of Understanding Global Financial Market Trends
Nov.  1, 2007Lending Channels and Financial Shocks: The Case of Small and Medium-Sized Enterprise Trade Credit and the Japanese Banking Crisis
Nov.  1, 2007Why Are Nominal Wages Downwardly Rigid, but Less So in Japan? An Explanation Based on Behavioral Economics and Labor Market/Macroeconomic Differences
Nov.  1, 2007Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policymaking under Uncertainty
Nov.  1, 2007Capital Market Integration in Japan
Nov.  1, 2007Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process
Oct. 31, 2007Recent Developments of Japan's External Trade and Corporate Behavior
Oct. 15, 2007Stabilized Business Cycles with Increased Output Volatility at High Frequencies
Oct. 15, 2007Regional Economic Report October 2007
Oct.  3, 2007Financial Markets Report-- Developments during the First Half of 2007 --
Oct.  1, 2007The Broad Yen Carry Trade
Sep. 21, 2007Developments in a Cross-Border Bank Exposure "Network"
Sep. 11, 2007Financial System Report (September 2007)
Sep.  6, 2007Results of the 2007 Operational Risk Data Collection Exercise
Sep.  1, 2007Monetary Policy in East Asia: Common Concerns
Aug. 30, 2007Japan's International Investment Position at Year-End 2006
Aug. 29, 2007A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan: Using a Model with Time-Variant Equilibrium Rates of Real Interest and Inflation and with the Zero Lower Bound of Nominal Interest Rates
Aug. 21, 2007Japan's Balance of Payments for 2006
Aug.  9, 2007Price Setting in Japan: Evidence from CPI Micro Data
Aug.  7, 2007Price Setting Behavior and Hazard Functions: Evidence from Japanese CPI Micro Data
Aug.  1, 2007Payment Flows for Settlement of Foreign Exchange Trades: Japan's Experience since 2002
Aug.  1, 2007Capital Market Integration in Japan
Aug.  1, 2007A Neoclassical Analysis of the Asian Crisis: Business Cycle Accounting of a Small Open Economy
Aug.  1, 2007Monetary and Fiscal Policy under Learning in the Presence of a Liquidity Trap (IMES Discussion Paper Series)
Aug.  1, 2007Integration and Growth in East Asia
Aug.  1, 2007Financial Globalization and Emerging Market Portfolios
Aug.  1, 2007Financial Integration in East Asia
Aug.  1, 2007The Renminbi's Dollar Peg at the Crossroads
Aug.  1, 2007Monetary Policy in East Asia: the Case of Singapore
Jul. 31, 2007Money Market Operations in Fiscal 2006
Jul. 27, 2007Questionnaire Survey on Business Continuity Management (December 2006)
Jul. 27, 2007Survey on Yen-OIS Market in May 2007
Jul. 25, 2007Payment and Settlement Systems Report 2006
Jul. 24, 2007Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis
Jul. 17, 2007Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment
Jul.  6, 2007Regional Economic Report July 2007
Jul.  2, 2007Uncertainty about Perceived Inflation Target and Monetary Policy
Jul.  2, 2007Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys
Jul.  1, 2007Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policy-making under Uncertainty
Jun. 27, 2007Consumption, Working Hours, and Wealth Determination in a Life Cycle Model
Jun.  1, 2007Productivity Growth, Transparency, and Monetary Policy
Jun.  1, 2007Dynamic Aspects of Productivity Spillovers, Terms of Trade and The "Home Market Effects"
May  21, 2007Money Market Operations in China: Monetary Policy or FX Policy?
May   7, 2007A Contemporary Aspect of Japanese Commercial Banking: Expansion of Fee-Based Business and Its Impact on Management Stability
May   2, 2007The Costs and Benefits of Inflation: Evaluation for Japan's Economy
May   1, 2007Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS
Apr. 26, 2007Credit Rating Gaps in Japan: Differences between Solicited and Unsolicited Ratings, and "Rating Splits"
Apr. 19, 2007Financial Markets Report - Supplement -- Changes Observed in Money Markets after the Rise in the Policy Interest Rate in July 2006 -- [PDF 297KB]
Apr. 19, 2007Regional Economic Report April 2007
Apr. 13, 2007Land Prices and Fundamentals
Apr.  5, 2007Determinants of Land-Price Movements in Japan
Apr.  1, 2007Estimating Frisch Labor Supply Elasticity in Japan
Mar. 30, 2007Bank Profits in Japan from the Perspective of ROE Analysis
Mar. 29, 2007Distortions in Resource Allocation and Bank Lending: The Malfunction of Financial Intermediation
Mar. 23, 2007Arbitrage Activities between Offshore and Domestic Yen Money Markets since the End of the Quantitative Easing Policy
Mar. 14, 2007Financial Markets Report -- Developments during the Second Half of 2006 -- [PDF 537KB]
Mar. 13, 2007Financial System Report (March 2007) [PDF 568KB]
Mar.  1, 2007Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses
Mar.  1, 2007Were Banks Really at the Center of the Prewar Japanese Financial System?
Mar.  1, 2007Equity Investments and Equity Investment Funding in Prewar Japan: Comments on "Were Banks Really at the Center of the Prewar Japanese Financial System?"
Mar.  1, 2007The Evolution of Corporate Finance and Corporate Governance in Prewar Japan: Comments on "Were Banks Really at the Center of the Prewar Japanese Financial System?"
Mar.  1, 2007The Bank of Japan Network and Financial Market Integration: From the Establishment of the Bank of Japan to the Early 20th Century
Mar.  1, 2007Year 2010 Issues on Cryptographic Algorithms
Mar.  1, 2007A Dynamic New Keynesian Life-Cycle Model: Societal Ageing, Demographics and Monetary Policy
Mar.  1, 2007Determinants of Subordinated Debt Issuance by Japanese Regional Banks
Feb. 28, 2007Phillips Correlation and Trend Inflation under the Kinked Demand Curve
Feb. 23, 2007The determinants of credit spread changes in Japan
Feb. 14, 2007Multi-Sector Menu Cost Model, Decreasing Hazard, and Phillips Curve
Feb.  5, 2007Estimating a DSGE Model for Japan: Evaluating and Modifying a CEE/SW/LOWW Model
Feb.  1, 2007Fiscal Policy Switching: Evidence from Japan, the U.S., and the U.K.
Jan. 31, 2007Developments in the Money Stock in Japan
Jan. 29, 2007Optimal Trend Inflation and Monetary Policy under Trending Relative Prices
Jan. 19, 2007External Aspects of East Asian Economies and Finance
Jan. 12, 2007Regional Economic Report January 2007
Jan.  1, 2007A Neoclassical Analysis of the Postwar Japanese Economy
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