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Bank of Japan Working Paper Series This section provides working papers sorted by year and date of release. If you wish to access the "Bank of Japan Working Paper Series" by theme, go to "Bank of Japan Working Paper Series" section under "Statistics, Research and Studies."
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| No. | Date | Title | Full Text |
|---|
| 08-E-10 | Nov. 25 | Central bank's two-way communication with the public and inflation dynamics | PDF, (560KB) |
| 08-E-9 | Sep. 29 | Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach | PDF, (406KB) |
| 08-E-8 | Sep. 5 | Does Information Technology Raise Japan's Productivity? | PDF, (789KB) |
| 08-E-7 | Aug. 26 | Monetary Policy and Sunspot Fluctuation in the U.S. and the Euro Area | PDF, (737KB) |
| 08-E-6 | Jul. 3 | Monetary Policy Framework and "Insurance Against Deflation" | PDF, (496KB) |
| 08-E-4 | Jun. 10 | Endogenous Nominal Rigidities and Monetary Policy | PDF, (294KB) |
| 08-E-5 | Jun. 9 | The evolution of trading activity in Asian foreign exchange markets | PDF, (201KB) |
| 08-E-3 | Mar. 4 | US Barbarians at the Japan Gate: Cross Border Hedge Fund Activism | PDF, (179KB) |
| 08-E-2 | Mar. 4 | Efficiency of Credit Allocation and Effectiveness of Government Credit Guarantees: Evidence from Japanese Small Businesses | PDF, (254KB) |
| 08-E-1 | Jan. 31 | Forecast Selection by Conditional Predictive Ability Tests: An Application to the Yen/Dollar Exchange Rate | PDF, (386KB) |
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| No. | Date | Title | Full Text |
|---|
| 07-E-26 | Nov. 21 | Interdependence of Production and Income in Asia-Pacific Economies: An International Input-Output Approach | PDF, (262KB) |
| 07-E-25 | Nov. 21 | Import Competition and Manufacturing Employment in Japan | PDF, (294KB) |
| 07-E-24 | Nov. 15 | Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy | PDF, (506KB) |
| 07-E-22 | Nov. 7 | Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity | PDF, (169KB) |
| 07-E-23 | Oct. 15 | Stabilized Business Cycles with Increased Output Volatility at High Frequencies | PDF, (299KB) |
| 07-E-21 | Sep. 21 | Developments in a Cross-Border Bank Exposure "Network" | PDF, (199KB) |
| 07-E-17 | Aug. 29 | A 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 | PDF, (693KB) |
| 07-E-20 | Aug. 9 | Price Setting in Japan: Evidence from CPI Micro Data | PDF, (679KB) |
| 07-E-19 | Aug. 7 | Price Setting Behavior and Hazard Functions: Evidence from Japanese CPI Micro Data | PDF, (382KB) |
| 07-E-12 | Jul. 24 | Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis | PDF, (650KB) |
| 07-E-18 | Jul. 17 | Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment | PDF, (336KB) |
| 07-E-16 | Jul. 2 | Uncertainty about Perceived Inflation Target and Monetary Policy | PDF, (348KB) |
| 07-E-15 | Jul. 2 | Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys | PDF, (313KB) |
| 07-E-14 | Jun. 27 | Consumption, Working Hours, and Wealth Determination in a Life Cycle Model | PDF, (336KB) |
| 07-E-13 | May 21 | Money Market Operations in China: Monetary Policy or FX Policy? | PDF, (352KB) |
| 07-E-9 | May 7 | A Contemporary Aspect of Japanese Commercial Banking: Expansion of Fee-Based Business and Its Impact on Management Stability | PDF, (344KB) |
| 07-E-10 | May 2 | The Costs and Benefits of Inflation: Evaluation for Japan's Economy | PDF, (428KB) |
| 07-E-11 | Apr. 26 | Credit Rating Gaps in Japan: Differences between Solicited and Unsolicited Ratings, and "Rating Splits" | PDF, (271KB) |
| 07-E-8 | Apr. 13 | Land Prices and Fundamentals | PDF, (435KB) |
| 07-E-7 | Apr. 5 | Determinants of Land-Price Movements in Japan | PDF, (703KB) |
| 07-E-6 | Mar. 29 | Distortions in Resource Allocation and Bank Lending: The Malfunction of Financial Intermediation | PDF, (309KB) |
| 07-E-5 | Feb. 28 | Phillips Correlation and Trend Inflation under the Kinked Demand Curve | PDF, (156KB) |
| 07-E-4 | Feb. 23 | The determinants of credit spread changes in Japan | PDF, (354KB) |
| 07-E-3 | Feb. 14 | Multi-Sector Menu Cost Model, Decreasing Hazard, and Phillips Curve | PDF, (342KB) |
| 07-E-2 | Feb. 5 | Estimating a DSGE Model for Japan: Evaluating and Modifying a CEE/SW/LOWW Model | PDF, (351KB) |
| 07-E-1 | Jan. 29 | Optimal Trend Inflation and Monetary Policy under Trending Relative Prices | PDF, (237KB) |
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| No. | Date | Title | Full Text |
|---|
| 06-E-21 | Dec. 29 | Funding Levels for the New Accounts in the BOJ-NET | PDF, (138KB) |
| 06-E-20 | Nov. 15 | How Far Apart Are Two ACUs from Each Other? : Asian Currency Unit and Asian Currency Union | PDF, (632KB) |
| 06-E-19 | Nov. 10 | An Efficient Monte Carlo Method for a Large and Nongranular Credit Portfolio | PDF, (340KB) |
| 06-E-18 | Oct. 12 | The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis | PDF, (442KB) |
| 06-E-17 | Oct. 3 | Evaluating Japanese Monetary Policy under the Non-negativity Constraint on Nominal Short-term Interest Rates | PDF, (671KB) |
| 06-E-15 | Sep. 27 | The Use of the Black Model of Interest Rates as Options for Monitoring the JGB Market Expectations | PDF, (878KB) |
| 06-E-16 | Sep. 27 | Monetary Policy and the Yield Curve at Zero Interest: The Macro-Finance Model of Interest Rates as Options | PDF, (356KB) |
| 06-E-13 | Sep. 8 | Discussions and Issues Related to Estimation Method of "Travel" | PDF, (349KB) |
| 06-E-14 | Sep. 1 | Monetary Policy Responses to the Exchange Rate: Empirical Evidence from Three East Asian Inflation-Targeting Countries | PDF, (244KB) |
| 06-E-12 | Aug. 11 | Panel Analysis of Chinese Corporate Debt -- How Far Have Market Mechanisms Penetrated? -- | PDF, (273KB) |
| 06-E-10 | Jul. 27 | Effects of the Quantitative Easing Policy:A Survey of Empirical Analyses | PDF, (514KB) |
| 06-E-11 | Jul. 25 | Roles of Technology and Nontechnology Shocks in the Business Cycles | PDF, (510KB) |
| 06-E-8 | Jun. 1 | An Empirical Analysis of Price Stickiness and Price Revision Behavior in Japan Using Micro CPI Data | PDF, (328KB) |
| 06-E-9 | May 30 | Monetary policy conduct of the Swiss National Bank: the experience from 2001 to 2004 | PDF, (179KB) |
| 06-E-7 | Apr. 20 | Estimating Continuous Time Transition Matrices From Discretely Observed Data | PDF, (339KB) |
| 06-E-3 | Mar. 31 | Improvement of Statistics on International Workers' Remittances --International Discussions and Present Situation in Japan-- | PDF, (174KB) |
| 06-E-5 | Mar. 24 | Survival Analysis of Hedge Funds | PDF, (447KB) |
| 06-E-4 | Mar. 24 | Default Intensity and Expected Recovery of Japanese Banks and "Government": New Evidence from the CDS Market | PDF, (828KB) |
| 06-E-6 | Mar. 20 | U.S. R&D and Japanese Medium Term Cycles | PDF, (755KB) |
| 06-E-2 | Feb. 17 | Determinacy and Expectational Stability of Equilibrium in a Monetary Sticky-Price Model with Taylor Rule | PDF, (270KB) |
| 06-E-1 | Feb. 15 | Nonlinear Income Variance Profile and Consumption Inequality over the Life Cycle | PDF, (497KB) |
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| No. | Date | Title | Full Text |
|---|
| 05-E-15 | Dec. 7 | Trade Patterns in Japan's Machinery Sector | PDF, (259KB) |
| 05-E-14 | Oct. 4 | How Do Monetary Policy Rules Affect Term Premia? | PDF, (263KB) |
| 05-E-13 | Sep. 30 | Impaired Bank Health and Default Risk | PDF, (153KB) |
| 05-E-12 | Sep. 1 | Changes in the Demand for Skilled Labor within Japan's Manufacturing Sector: Effects of Skill-Biased Technological Change and Globalization | PDF, (298KB) |
| 05-E-10 | Jul. 28 | The Decline of Japan's Saving Rate and Demographic Effects | PDF, (208KB) |
| 05-E-11 | Jul. 26 | FATS Statistics: Producing Statistics for Broadly-Defined Trade in Services | PDF, (117KB) |
| 05-E-9 | Jul. 11 | Inflation Dynamics in China | PDF, (635KB) |
| 05-E-8 | Jun. 13 | A Historical Evaluation of Financial Accelerator Effects in Japan's Economy | PDF, (410KB) |
| 05-E-7 | Jun. 3 | Monetary Policy Uncertainty and Market Interest Rates | PDF, (280KB) |
| 05-E-6 | Apr. 21 | The Effects of the Bank of Japan's Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach | PDF, (248KB) |
| 05-E-5 | Apr. 13 | Bank Health and Investment: An Analysis of Unlisted Companies in Japan | PDF, (258KB) |
| 05-E-3 | Apr. 8 | Japan's Open Market Operations under the Quantitative Easing Policy | PDF, (400KB) |
| 05-E-4 | Mar. 29 | Policy Coordination in East Asia and across the Pacific | PDF, (546KB) |
| 05-E-2 | Feb. 28 | The Promotion of Foreign Direct Investment into Japan -The Measures' Impact on FDI Series | PDF, (292KB) |
| 05-E-1 | Feb. 8 | On the Function of the Zero Interest Rate Commitment: Monetary Policy Rules in the Presence of the Zero Lower Bound on Interest Rates | PDF, (624KB) |
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| No. | Date | Title | Full Text |
|---|
| 04-E-15 | Nov. 26 | Listing Change and Stock Price: Impact of Shareholder Diversification and Changes in Liquidity | PDF, (303KB) |
| 04-E-16 | Nov. 26 | Dynamic Capital Structure of Japanese Firms: How Far Has the Reduction of Excess Leverage Progressed in Japan? | PDF, (193KB) |
| 04-E-14 | Nov. 10 | Treatment of Indirectly Owned Enterprises in Direct Investment | PDF, (111KB) |
| 04-E-13 | Sep. 27 | Reviewing US Monetary Policy in Disinflation Era: A Primer | PDF, (581KB) |
| 04-E-12 | Sep. 7 | Evolution of Output Multipliers: An Analysis with a Particular Emphasis on Asia | PDF, (111KB) |
| 04-E-11 | Aug. 17 | Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with an Affine Term Structure Model | PDF, (429KB) |
| 04-E-7 | Jul. 27 | Credit Risk Taking by Japanese Investors: Is Skewness Risk Priced in Japanese Corporate Bond Market? | PDF, (158KB) |
| 04-E-8 | Jul. 27 | Negative Interest Rates under the Quantitative Monetary Easing Policy in Japan: The Mechanism of Negative Yen Funding Costs in the FX Swap Market | PDF, (488KB) |
| 04-E-10 | Jul. 8 | Optimal Monetary Policy Rule under the Non-Negativity Constraint on Nominal Interest Rates | PDF, (87KB) |
| 04-E-9 | Jul. 6 | Equilibrium Land Prices of Japanese Prefectures: A Panel Cointegration Analysis | PDF, (270KB) |
| 04-E-6 | Jun. 9 | Demographic Changes in Japan and their Macroeconomic Effects | PDF, (1172KB) |
| 04-E-5 | Apr. 7 | Recent Characteristics of Royalties and License Fees in Japan's Balance of Payments | PDF, (170KB) |
| 04-E-4 | Apr. 6 | Fractal Network derived from banking transaction --An analysis of network structures formed by financial institutions-- | PDF, (421KB) |
| 04-E-3 | Mar. 30 | The Japanese Economic Model: JEM | PDF, (744KB) |
| 04-E-2 | Mar. 10 | Land Investment by Japanese Firms during and after the Bubble Period | PDF, (311KB) |
| 04-E-1 | Feb. 18 | Purchase of SME-related ABS by the Bank of Japan (Updated): Monetary Policy and SME financing in Japan | PDF, (179KB) |
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