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IMES Discussion Paper Series (2007)
December 20, 2007
Bank of Japan
Institute for Monetary and Economic Studies
IMES Discussion Paper Series is circulated in order to stimulate discussion and comments. Views expressed in Discussion Paper Series are those of authors and do not necessarily reflect those of the Bank of Japan or the Institute for Monetary and Economic Studies.
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2007-E-21 | Satoshi Yamashita and Toshinao Yoshiba | Analytical solutions for expected and unexpected losses with an additional loan /Probability of default (PD); Loss given default (LGD); Exposure at default (EaD); Expected loss (EL); Unexpected loss (UL); Stressed EL (SEL) | 2007/12 | |
2007-E-20 | Daisuke Nagakura | Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process /Random Coefficient Autoregressive Model; Stability; Constancy | 2007/11 | |
2007-E-19 | Masazumi Hattori and Hyun Song Shin | The Broad Yen Carry Trade /Yen carry trade; liquidity; risk appetite; monetary policy | 2007/10 | |
2007-E-18 | Marvin Goodfriend | Monetary Policy in East Asia : Common Concerns /East Asia; Monetary Policy; Banking Policy; Exchange Rates; Trade Balance; International Reserves | 2007/9 | |
2007-E-17 | Kris James Mitchener and Mari Ohnuki | Capital Market Integration in Japan | 2007/8 | |
2007-E-16 | Keisuke Otsu | A Neoclassical Analysis of the Asian Crisis: Business Cycle Accounting of a Small Open Economy | 2007/8 | |
2007-E-15 | George W. Evans | Monetary and Fiscal Policy under Learning in the Presence of a Liquidity Trap | 2007/8 | |
2007-E-14 | Sanghoon Ahn and Jong-Wha Lee | Integration and Growth in East Asia | 2007/8 | |
2007-E-13 | Michael B Devereux | Financial Globalization and Emerging Market Portfolios | 2007/8 | |
2007-E-12 | Hiroshi Fujiki and Akiko Terada-Hagiwara | Financial Integration in East Asia | 2007/8 | |
2007-E-11 | Maurice Obstfeld | The Renminbi's Dollar Peg at the Crossroads | 2007/8 | |
2007-E-10 | Bennett T. McCallum | Monetary Policy in East Asia: the Case of Singapore | 2007/8 | |
2007-E-9 | Ippei Fujiwara, Naoko Hara, Naohisa Hirakata, Takeshi Kimura, and Shinichiro Watanabe | Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policy-making under Uncertainty | 2007/7 | |
2007-E-8 | Ichiro Muto | Productivity Growth, Transparency, and Monetary Policy | 2007/6 | |
2007-E-7 | Ippei Fujiwara and Naohisa Hirakata | Dynamic Aspects of Productivity Spillovers, Terms of Trade and The "Home Market Effects" | 2007/6 | |
2007-E-6 | Naohiko Baba and Masakazu Inada | Price Discovery of Credit Spreads for Japanese Mega-Banks:Subordinated Bond and CDS | 2007/5 | |
2007-E-5 | Sachiko Kuroda and Isamu Yamamoto | Estimating Frisch Labor Supply Elasticity in Japan | 2007/4 | |
2007-E-4 | Ippei Fujiwara and Yuki Teranishi | A Dynamic New Keynesian Life-Cycle Model:Societal Ageing, Demographics and Monetary Policy | 2007/3 | |
2007-E-3 | Naohiko Baba, Masakazu Inada, Yasuo Maeda | Determinants of Subordinated Debt Issuance by Japanese Regional Banks | 2007/3 | |
2007-E-2 | Arata Ito, Tsutomu Watanabe, Tomoyoshi Yabu | Fiscal Policy Switching: Evidence from Japan, the U.S., and the U.K. | 2007/2 | |
2007-E-1 | Keisuke Otsu | A Neoclassical Analysis of the Postwar Japanese Economy | 2007/1 |
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