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IMES Discussion Paper Series 2021

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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IMES Discussion Paper Series
No./Main Category Author(s) Title/Keywords Date Full Text (PDF)
2021-E-2/Economics Fumitaka Nakamura, Nao Sudo, Yu Sugisaki A Quest for Monetary Policy Shocks in Japan by High Frequency Identification
/Monetary policy shocks; high frequency identification; effective lower bound
Apr.28,2021 639KB
2021-E-1/Economics Daisuke Ikeda, Hidehiko Matsumoto Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs
/Banking crises; global games; macroprudential policy
Mar.30,2021 4,049KB