IMES Discussion Paper Series 2024
IMES Discussion Paper Series (DPS) 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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| No./Main Category | Author(s) | Title/Keywords | Date | Full Text (PDF) |
|---|---|---|---|---|
| 2024-E-3/Economics | Takuji Fueki, Takeshi Shinohara, Mototsugu Shintani | International Comparison of Climate Change News Index with an Application to Monetary Policy
/Climate Change; Text Analysis; Monetary Policy; Nonlinear Local Projection |
Apr. 22, 2024 | [PDF 3,111KB] |
| 2024-E-2/Finance | Yuji Shinozaki | A Review of New Developments in Finance with Deep Learning: Deep Hedging and Deep Calibration
/Financial engineering; Mathematical finance; Derivatives; Hedging; Calibration; Numerical optimization |
Apr. 22, 2024 | [PDF 1,642KB] |
| 2024-E-1/Economics | Ichiro Muto, Fumitaka Nakamura, Makoto Nirei | Digitalization, Entrepreneurship, and Wealth Inequality
/Digitalization; Entrepreneurship; Wealth inequality; Savings inequality |
Mar. 27, 2024 | [PDF 498KB] |