Dec. 14, 2001 |
Model Uncertainty of Real Exchange Rate Forecast over Mid-term Horizons |
Dec. 7, 2001 |
QUALITY ADJUSTMENT OF SERVICE PRICES The Results of Quality Adjustment of the Corporate Service Price Index in 2000 and Future Implications for Handling Service Prices |
Dec. 7, 2001 |
Costs of Inflation in Japan: Tax and Resource Allocation |
Dec. 1, 2001 |
Liquidity Demand and Asset Pricing: Evidence from the Periodic Settlement in Japan |
Dec. 1, 2001 |
The Disposition of Failed Japanese Bank Assets: Lessons from the U.S. Savings and Loan Crisis. |
Dec. 1, 2001 |
Is There a Stable Money Demand Function Under the Low Interest Rate Policy? --A Panel Data Analysis |
Dec. 1, 2001 |
The Security Evaluation of Time Stamping Schemes: The Present Situation and Studies |
Nov. 30, 2001 |
Two Factors Affecting Future Developments in Exports --inventory adjustments in IT-related goods and the impact of the terrorist attacks in the U.S.-- |
Nov. 16, 2001 |
Insights into the Low Profitability of Japanese Banks: Some Lessons from the Analysis of Trends in Banks' Margins |
Nov. 1, 2001 |
Real-Time Gross Settlement (RTGS) in Japan: An Evaluation of the First Six Months |
Nov. 1, 2001 |
Endogenous Sampling in Duration Models |
Nov. 1, 2001 |
The Pricing of Interbank Payment Services in a Changing Competitive Environment |
Nov. 1, 2001 |
Optimal Timing in Banks' Write-Off Decisions under the Possible Implementation of a Subsidy Scheme: A Real Options Approach |
Nov. 1, 2001 |
Information Content of Implied Probability Distributions: Empirical Studies of Japanese Stock Price Index Options |
Nov. 1, 2001 |
Stochastic Volatility Models with Heavy-Tailed Distributions: A Bayesian Analysis |
Oct. 22, 2001 |
Corporate Service Price Index (CSPI) : Telecommunications Services |
Oct. 18, 2001 |
Sectoral Credit Shifts in Japan: Causes and Consequences of Their Decline in the 1990s |
Oct. 11, 2001 |
A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve |
Oct. 1, 2001 |
Asset Price Bubbles, Price Stability, and Monetary Policy: Japan's Experience |
Sep. 28, 2001 |
Money Market Operations in FY2000 |
Sep. 26, 2001 |
A Survey on Recent Theories and Empirical Analyses Regarding Currency Crises --The Role of Liquidity Provision as a Policy Measure in Currency Crisis Management-- |
Sep. 12, 2001 |
A Characteristic of the Current Adjustments in Economic Activity Indicated in the June Tankan --adjustments concentrating in the IT-related sector-- |
Aug. 10, 2001 |
Developments in Profits and Balance Sheets of Japanese Banks in Fiscal 2000 and Banks' Management Tasks |
Aug. 1, 2001 |
Has Japan Been Left Out in the Cold by Regional Integration? |
Aug. 1, 2001 |
Comparative Analyses of Expected Shortfall and Value-at-Risk (2): expected utility maximization and tail risk |
Aug. 1, 2001 |
Money demand near zero interest rate: Evidence from regional data |
Jul. 30, 2001 |
Quality Adjustment of Price Indexes Wholesale Price Index and Corporate Service Price Index: The Current Situation and Future Implications |
Jul. 23, 2001 |
The Structure of and Recent Developments in the Short-term Yen Money Markets: Arbitrage relationship between the uncollateralized call market, the Euroyen market and the dollar/yen swap market |
Jul. 17, 2001 |
Treatment of Retirement Benefits and Stock Options in National Accounting |
Jul. 3, 2001 |
Increasing Use of Electronic Trading Systems and Its Implications onJapanese Financial Markets |
Jul. 1, 2001 |
Comparative Analyses of Expected Shortfall and VaR: their estimation error, decomposition, and optimization |
Jul. 1, 2001 |
Optimal Timing in Banks' Write-off Decisions under the Possible Implementation of a Subsidy Scheme: A Real Options Approach |
Jun. 4, 2001 |
Monetary Policy Under the Zero Interest Rate Constraint and Balance Sheet Adjustment |
Jun. 1, 2001 |
Policy Duration Effect under the Zero Interest Rate Policy in 1999-2000: Evidence from Japan's Money Market Data |
Jun. 1, 2001 |
Identifying Aggregate Demand and Aggregate Supply Components of Inflation Rate: A Structural VAR Analysis for Japan |
Jun. 1, 2001 |
The choice of lending patterns by Japanese banks during the 1980s and 1990s: The causes and consequences of a real estate lending boom |
Jun. 1, 2001 |
Should banks choose collateral or non-collateral lending? : The impact of project's risk, bank's monitoring efficiency and land price inflation |
May 1, 2001 |
Should Japanese Banks Be Recapitalized? |
May 1, 2001 |
Uncertainty, Monitoring Costs, and Private Banks' Lending Decisions in a Duopolistic Loan Market: A Game-Theoretic Real Options Approach |
May 1, 2001 |
Is There a Desirable Rate of Inflation? A Theoretical and Empirical Survey |
May 1, 2001 |
The Phillips Curve and Underlying Inflation |
May 1, 2001 |
Effects of Measurement Error on the Output Gap in Japan |
May 1, 2001 |
The Pricing of Interbank Payment Services in a Changing Competitive Environment |
Apr. 19, 2001 |
Market Participants' Behavior and Pricing Mechanisms in the JGB Markets --Analysis of Market Developments from the End of 1998 to 1999-- |
Apr. 4, 2001 |
Pricing of Japanese Government Bonds: Influence of Futures Prices, Repo Rates, and Supply-Demand Conditions of Specific Issues |
Mar. 23, 2001 |
Internal Measurement Approach to Operational Risk Capital Charge |
Mar. 13, 2001 |
Effects of Measurement Error on the Output Gap in Japan |
Mar. 5, 2001 |
The Contribution of Information Technology to Productivity Growth -International Comparison- |
Mar. 2, 2001 |
Bank of Japan EMEAP High-Level Workshop on Development of Information Technology and Central Banking (October 2-3, 2000): Opening Remarks |
Mar. 2, 2001 |
Information Technology (IT) and Central Banks [PDF 53KB] |
Mar. 2, 2001 |
Central Banking and the Information Technology Revolution: Challenges and Opportunities [PDF 45KB] |
Mar. 1, 2001 |
Endogenous Sampling in Duration Models |
Mar. 1, 2001 |
On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall |
Feb. 16, 2001 |
Lektionen aus den geldpolitischen Erfahrungen in Japan |
Feb. 16, 2001 |
Lessons from Japan's Experiences in Monetary Policy (Summary) |
Feb. 1, 2001 |
What Happened to Japanese Banks? |
Feb. 1, 2001 |
A Comparison of National Banks in Japan and the United States between 1872 and 1885 |
Feb. 1, 2001 |
Budget Deficits and Inflation: A Theoretical and Empirical Survey |
Feb. 1, 2001 |
Monetary Policy under Zero Interest Rate: Viewpoints of Central Bank Economists |
Feb. 1, 2001 |
International Dimensions of Japanese Insolvency Law |
Feb. 1, 2001 |
CARD-BASED PAYMENT SYSTEMS IN THE UNITED STATES AND JAPAN |
Feb. 1, 2001 |
Technological Innovation and Banking Industry/Monetary Policy -Forum on the Development of Electronic Payment Technologies and Its Implications for Monetary Policy: Report |
Jan. 1, 2001 |
Information Content of Implied Probability Distributions: Empirical Studies on Japanese Stock Price Index Options |