IMES Discussion Paper Series 2016
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.
- to IMES Home
- Notice on copyright and other related matters regarding the site of the Institute for Monetary and Economic Studies.
Click the title to obtain an abstract of the thesis
| No./Main Category | Author(s) | Title/Keywords | Date | Full Text (PDF) |
|---|---|---|---|---|
| 2016-E-13/Finance | Toshiyuki Sakiyama, Tetsuya Yamada | Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach /Market Liquidity; Government bond markets; Quantitative and Qualitative Easing; Network analysis; Systemic risk; Agent-based model |
Oct. 20, 2016 | 1,266KB |
| 2016-E-12/Finance | Kentaro Iwatsubo, Tomoki Taishi | Quantitative Easing and Liquidity in the Japanese Government Bond Market /Monetary Policy; Quantitative Easing; Liquidity; Government Bond |
Oct. 7, 2016 | 633KB |
| 2016-E-11/Economics | Richard Dennis | Durations at the Zero Lower Bound /Monetary policy; zero lower bound; New Keynesian |
Aug. 25, 2016 | 504KB |
| 2016-E-10/Economics | Ippei Fujiwara, Timothy Kam, Takeki Sunakawa | Sustainable International Monetary Policy Cooperation /Monetary policy cooperation; Sustainable plans; Welfare |
Aug. 17, 2016 | 543KB |
| 2016-E-9/Economics | Tetsuya Adachi, Takashi Asano, Tatsushi Okuda | Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model /Implied cost of equity; Residual income model; Quasi-maximum likelihood approach |
Aug. 4, 2016 | 866KB |
| 2016-E-8/Economics | Hiroshi Fujiki, Charles M. Kahn | Choice of Collateral Asset and the Cross-Border Effect of Automatic Stays /repo market; the exemption from automatic stays; collateral; cross-border financial transaction |
Jul. 28, 2016 | 545KB |
| 2016-E-7/Finance | Naoshi Tsuchida, Toshiaki Watanabe, Toshinao Yoshiba | The Intraday Market Liquidity of Japanese Government Bond Futures /Japanese government bond (JGB); market liquidity; liquidity indicator; transaction data |
Jul. 22, 2016 Revised on Sept. 29, 2016 |
1,103KB |
| 2016-E-6/Economics | Yasufumi Gemma | Money Illusion Matters for Consumption-Saving Decision-Making: An Experimental Investigation /Consumption-saving decision-making; Money illusion; Economic experiment |
Apr. 20, 2016 | 412KB |
| 2016-E-5/Economics | Takemasa Oda | Optimal Inflation Rate in a Life-Cycle Economy /Friedman rule; Zero lower bound; Tobin effect; Inflation tax; Redistribution |
Apr. 13, 2016 | 316KB |
| 2016-E-4/Economics | Sohei Kaihatsu, Koichiro Kamada, Mitsuru Katagiri | Theoretical Foundations for Quantitative Easing /Liquidity trap; Quantitative easing; Monetary policy rule |
Mar. 31, 2016 | 484KB |
| 2016-E-3/Economics | Pierre L. Siklos | Forecast Disagreement and the Inflation Outlook: New International Evidence /forecast disagreement; inflation; central bank communication |
Mar. 17, 2016 | 973KB |
| 2016-E-2/Economics | Kenji Suganuma | Upstreamness in the Global Value Chain: Manufacturing and Services /Upstreamness; Global value chain; Production fragmentation; I-O tables |
Feb. 29, 2016 | 860KB |
| 2016-E-1/Economics | Daisuke Ikeda, Yasuko Morita | The Effects of Barriers to Technology Adoption on Japanese Prewar and Postwar Economic Growth /Japan; Barriers to technology adoption; Investment specific technology; Catch-up; Postwar miracle |
Jan. 27, 2016 | 423KB |