IMES Discussion Paper Series
2005
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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| No. | Author(s) | Title/Keywords | Date | Full Text (PDF) |
|---|---|---|---|---|
| 2005-E-18 | Takayuki Tsuruga | The Hump-shaped Behavior of Inflation and a Dynamic Externality
/Inflation; New Keynesian Phillips Curve; Sticky Price Model; Sticky Wages; Variable Capital Utilization; Dynamic Externality |
2005-12 | 263 KB |
| 2005-E-17 | Maria Pia Iannariello, Hanan Morsy, Akiko Terada-Hagiwara | Role of Debt Maturity Structure on Firm Fixed Assets during Sudden Stop Episodes: Evidence from Thailand
/Firm fixed asset, Sudden Stops, Thailand, Short-term debt maturity structure, Asia financial crisis |
2005-12 | 276 KB |
| 2005-E-16 | Keiichi Tanaka, Takeshi Yamada, Toshiaki Watanabe | Approximation of Interest Rate Derivatives' Prices by Gram-Charlier Expansion and Bond Moments
/Gram-Charlier expansion, bond moment, swaption, constant maturity swap, convexity adjustment |
2005-11 | 320 KB |
| 2005-E-15 | Akiko Terada-Hagiwara | Explaining the Real Exchange Rate during Sudden Stops and Tranquil Periods
/Real Exchange rate, Capital flows, Sudden Stop, Asia, Latin America |
2005-11 | 254 KB |
| 2005-E-14 | Ichiro Fukunaga | Inventories, Predetermined Prices, and the Effects of Monetary Policy
/Inventories; Sales-facilitating motive; Nominal and real rigidities; Predetermined prices and production |
2005-10 | 317 KB |
| 2005-E-13 | Francesco Giavazzi, Tullio Jappelli, Marco Pagano, Marina Benedetti |
Searching for Non-Monotonic Effects of Fiscal Policy: New Evidence /Fiscal policy; national saving |
2005-09 | 178 KB |
| 2005-E-12 | Kenneth Kletzer | International Financial Integration, Sovereignty, and Constraints on Macroeconomic Policies
/International financial integration; sovereignty; tax smoothing; nominal public debt; monetary policy |
2005-09 | 497 KB |
| 2005-E-11 | Guillaume Plantin, Haresh Sapra, Hyun Song Shin | Marking to Market, Liquidity, and Financial Stability
/Marking to market; accounting regime; monetary policy; financial stability |
2005-09 | 234 KB |
| 2005-E-10 | Jean-Charles Rochet | Prudential Policy
/Banking Supervision; Prudential Regulation; Financial Stability |
2005-09 | 203 KB |
| 2005-E-9 | Barry Eichengreen, Mariko Hatase | Can a Rapidly-Growing Export-Oriented Economy Smoothly Exit an Exchange Rate Peg?Lessons for China from Japan's High-Growth Era
/China, Japan, exchange rate, peg, exports, investment |
2005-08 | 956 KB |
| 2005-E-8 | Maurice Obstfeld | America's Deficit, the World's Problem
/Current account adjustment; international capital flows; exchange rates |
2005-07 | 123 KB |
| 2005-E-7 | Bennett T. McCallum | What is the Proper Perspective for Monetary Policy Optimality?
/policy rules; dynamic inconsistency; timeless perspective |
2005-07 | 147 KB |
| 2005-E-6 | Akira Otani, Shigenori Shiratsuka, Toyoichiro Shirota |
Revisiting the Decline in the Exchange Rate Pass-Through: Further Evidence from Japan's Import Prices /Exchange rate pass-through, Pricing-to-market, Import structure, Expenditure-switching effect, Firms' sourcing decision. |
2005-07 | 125 KB |
| 2005-E-5 | Jurgen von Hagen | Fiscal Rules and Fiscal Performance in the EU and Japan
/Fiscal policy, political budget cycles, government budgeting |
2005-07 | 301 KB |
| 2005-E-4 | Hiroshi Fujiki |
The Monetary Policy Committee and the Incentive Problem: A Selective Survey /central bank independence, monetary policy committee, voting, transparency, commitment |
2005-07 | 497 KB |
| 2005-E-3 | Luc Bauwens | Econometric Analysis of Intra-daily Trading Activity on Tokyo Stock Exchange
/ACD, trade durations, high frequency data, Tokyo Stock Exchange |
2005-03 | 999 KB |
| 2005-E-2 | Sachiko Kuroda, Isamu Yamamoto | Wage Fluctuations in Japan after the Bursting of the Bubble Economy: Downward Nominal Wage Rigidity, Payroll, and the Unemployment Rate
/Downward nominal wage rigidity, Inflation rate, Unemployment rate, Labor productivity, Phillips curve, Monetary policy |
2005-03 | 342 KB |
| 2005-E-1 | Hiroshi Fujiki, Masayuki Nakakuki | Asymmetric Shocks and Regional Risk Sharing: Evidence from Japan
/regional shocks, risk sharing. |
2005-01 | 234 KB |