IMES Discussion Paper Series
2007
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) |
---|---|---|---|---|
2007-E-21 | Satoshi Yamashita, 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 | 158 KB |
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 | 430 KB |
2007-E-19 | Masazumi Hattori, Hyun Song Shin | The Broad Yen Carry Trade
/Yen carry trade; liquidity; risk appetite; monetary policy |
2007-10 | 458 KB |
2007-E-18 | Marvin Goodfriend | Monetary Policy in East Asia : Common Concerns
/East Asia; Monetary Policy; Banking Policy; Exchange Rates; Trade Balance; International Reserves |
2007-09 | 83 KB |
2007-E-17 | Kris James Mitchener, Mari Ohnuki | Capital Market Integration in Japan
/Financial Market Development; Capital Market Integration; Economic Integration;Japanese Banks |
2007-08 | 674 KB |
2007-E-16 | Keisuke Otsu | A Neoclassical Analysis of the Asian Crisis: Business Cycle Accounting of a Small Open Economy
/Business Cycle Accounting; Small Open Economy; Asian Crisis |
2007-08 | 916 KB |
2007-E-15 | George W. Evans | Monetary and Fiscal Policy under Learning in the Presence of a Liquidity Trap
/Adaptive Learning; Monetary Policy; Fiscal Policy; Zero Interest Rate Lower Bound; Indeterminacy |
2007-08 | 665 KB |
2007-E-14 | Sanghoon Ahn, Jong-Wha Lee | Integration and Growth in East Asia
/integration; growth; trade; foreign direct investment; East Asia |
2007-08 | 379 KB |
2007-E-13 | Michael B Devereux | Financial Globalization and Emerging Market Portfolios
/Asia; Financial Globalization; FDI; Foreign Exchange Rate Reserves |
2007-08 | 344 KB |
2007-E-12 | Hiroshi Fujiki, Akiko Terada-Hagiwara | Financial Integration in East Asia
/Exchange rate regime; financial integration; risk sharing |
2007-08 | 327 KB |
2007-E-11 | Maurice Obstfeld | The Renminbi's Dollar Peg at the Crossroads
/Renminbi; China Currency; China Balance of Payments; Fixed Exchange Rate Exit Strategy |
2007-08 | 240 KB |
2007-E-10 | Bennett T. McCallum | Monetary Policy in East Asia: the Case of Singapore
/exchange rate; inflation targeting; instrument variable; target variable; open economy; monetary policy |
2007-08 | 97 KB |
2007-E-9 | Ippei Fujiwara, Naoko Hara, Naohisa Hirakata, Takeshi Kimura, Shinichiro Watanabe | Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policy-making under Uncertainty
/Collapse of the Bubble Economy; Monetary Policy; Uncertainty |
2007-07 | 596 KB |
2007-E-8 | Ichiro Muto | Productivity Growth, Transparency, and Monetary Policy
/New Keynesian Model; Monetary Policy; Transparency; Productivity Growth; Learning |
2007-06 | 590 KB |
2007-E-7 | Ippei Fujiwara, Naohisa Hirakata | Dynamic Aspects of Productivity Spillovers, Terms of Trade and The "Home Market Effects"
/Endogenous variety; Home market effect; Productivity spillover |
2007-06 | 423 KB |
2007-E-6 | Naohiko Baba, Masakazu Inada | Price Discovery of Credit Spreads for Japanese Mega-Banks:Subordinated Bond and CDS
/Subordinated Bond; Credit Default Swap; Japanese Banks; Price Discovery; Volatility Spillover; Bivariate GARCH |
2007-05 | 280 KB |
2007-E-5 | Sachiko Kuroda, Isamu Yamamoto | Estimating Frisch Labor Supply Elasticity in Japan
/Labor supply; Frisch elasticity; Extensive margin; Intensive margin |
2007-04 | 201 KB |
2007-E-4 | Ippei Fujiwara, Yuki Teranishi | A Dynamic New Keynesian Life-Cycle Model:Societal Ageing, Demographics and Monetary Policy
/Heterogenous Agents; Life-Cycle; New Keynesian Model |
2007-03 | 377 KB |
2007-E-3 | Naohiko Baba, Masakazu Inada, Yasuo Maeda | Determinants of Subordinated Debt Issuance by Japanese Regional Banks
/subordinated debt; Japanese banks; Basel Accord; market discipline; non-performing loan problem |
2007-03 | 241 KB |
2007-E-2 | Arata Ito, Tsutomu Watanabe, Tomoyoshi Yabu | Fiscal Policy Switching: Evidence from Japan, the U.S., and the U.K.
/Fiscal Policy Rule; Fiscal Discipline; Markov-Switching Regression |
2007-02 | 381 KB |
2007-E-1 | Keisuke Otsu | A Neoclassical Analysis of the Postwar Japanese Economy
/Japanese Postwar Growth; Neoclassical Growth Model; TFP |
2007-01 | 999 KB |