List of Reports & Research Papers 2007

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2007
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Table : List of Reports & Research Papers 2007
Date	Dec. 28, 2007
Title	Stabilization in the Volatility of Output: A Decline in Cross-industry Comovements
Date	Dec. 26, 2007
Title	Hedge Fund Investments: Risk Management Perspectives
Date	Dec. 26, 2007
Title	The Effect of the Choice of the Loss Severity Distribution and the Parameter Estimation Method on Operational Risk Measurement - Analysis Using Sample Data -
Date	Dec. 4, 2007
Title	Introduction of the 2005 base Corporate Goods Price Index (CGPI)
Date	Dec. 1, 2007
Title	Analytical solutions for expected and unexpected losses with an additional loan
Date	Nov. 21, 2007
Title	Interdependence of Production and Income in Asia-Pacific Economies: An International Input-Output Approach
Date	Nov. 21, 2007
Title	Import Competition and Manufacturing Employment in Japan
Date	Nov. 15, 2007
Title	Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy
Date	Nov. 7, 2007
Title	Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity
Date	Nov. 7, 2007
Title	Monitoring Commodity Markets From the Perspective of Understanding Global Financial Market Trends
Date	Nov. 1, 2007
Title	Lending Channels and Financial Shocks: The Case of Small and Medium-Sized Enterprise Trade Credit and the Japanese Banking Crisis
Date	Nov. 1, 2007
Title	Why Are Nominal Wages Downwardly Rigid, but Less So in Japan? An Explanation Based on Behavioral Economics and Labor Market/Macroeconomic Differences
Date	Nov. 1, 2007
Title	Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policymaking under Uncertainty
Date	Nov. 1, 2007
Title	Capital Market Integration in Japan
Date	Nov. 1, 2007
Title	Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process
Date	Oct. 31, 2007
Title	Recent Developments of Japan's External Trade and Corporate Behavior
Date	Oct. 15, 2007
Title	Stabilized Business Cycles with Increased Output Volatility at High Frequencies
Date	Oct. 15, 2007
Title	Regional Economic Report October 2007
Date	Oct. 3, 2007
Title	Financial Markets Report-- Developments during the First Half of 2007 --
Date	Oct. 1, 2007
Title	The Broad Yen Carry Trade
Date	Sep. 21, 2007
Title	Developments in a Cross-Border Bank Exposure "Network"
Date	Sep. 11, 2007
Title	Financial System Report (September 2007)
Date	Sep. 6, 2007
Title	Results of the 2007 Operational Risk Data Collection Exercise
Date	Sep. 1, 2007
Title	Monetary Policy in East Asia: Common Concerns
Date	Aug. 29, 2007
Title	A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan: Using a Model with Time-Variant Equilibrium Rates of Real Interest and Inflation and with the Zero Lower Bound of Nominal Interest Rates
Date	Aug. 9, 2007
Title	Price Setting in Japan: Evidence from CPI Micro Data
Date	Aug. 7, 2007
Title	Price Setting Behavior and Hazard Functions: Evidence from Japanese CPI Micro Data
Date	Aug. 1, 2007
Title	Payment Flows for Settlement of Foreign Exchange Trades: Japan's Experience since 2002
Date	Aug. 1, 2007
Title	Capital Market Integration in Japan
Date	Aug. 1, 2007
Title	A Neoclassical Analysis of the Asian Crisis: Business Cycle Accounting of a Small Open Economy
Date	Aug. 1, 2007
Title	Monetary and Fiscal Policy under Learning in the Presence of a Liquidity Trap (IMES Discussion Paper Series)
Date	Aug. 1, 2007
Title	Integration and Growth in East Asia
Date	Aug. 1, 2007
Title	Financial Globalization and Emerging Market Portfolios
Date	Aug. 1, 2007
Title	Financial Integration in East Asia
Date	Aug. 1, 2007
Title	The Renminbi's Dollar Peg at the Crossroads
Date	Aug. 1, 2007
Title	Monetary Policy in East Asia: the Case of Singapore
Date	Jul. 31, 2007
Title	Money Market Operations in Fiscal 2006
Date	Jul. 27, 2007
Title	Questionnaire Survey on Business Continuity Management (December 2006)
Date	Jul. 27, 2007
Title	Survey on Yen-OIS Market in May 2007
Date	Jul. 25, 2007
Title	Payment and Settlement Systems Report 2006
Date	Jul. 24, 2007
Title	Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis
Date	Jul. 17, 2007
Title	Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment
Date	Jul. 6, 2007
Title	Regional Economic Report July 2007
Date	Jul. 2, 2007
Title	Uncertainty about Perceived Inflation Target and Monetary Policy
Date	Jul. 2, 2007
Title	Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys
Date	Jul. 1, 2007
Title	Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policy-making under Uncertainty
Date	Jun. 27, 2007
Title	Consumption, Working Hours, and Wealth Determination in a Life Cycle Model
Date	Jun. 1, 2007
Title	Productivity Growth, Transparency, and Monetary Policy
Date	Jun. 1, 2007
Title	Dynamic Aspects of Productivity Spillovers, Terms of Trade and The "Home Market Effects"
Date	May 21, 2007
Title	Money Market Operations in China: Monetary Policy or FX Policy?
Date	May 7, 2007
Title	A Contemporary Aspect of Japanese Commercial Banking: Expansion of Fee-Based Business and Its Impact on Management Stability
Date	May 2, 2007
Title	The Costs and Benefits of Inflation: Evaluation for Japan's Economy
Date	May 1, 2007
Title	Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS
Date	Apr. 26, 2007
Title	Credit Rating Gaps in Japan: Differences between Solicited and Unsolicited Ratings, and "Rating Splits"
Date	Apr. 19, 2007
Title	Financial Markets Report - Supplement -- Changes Observed in Money Markets after the Rise in the Policy Interest Rate in July 2006 -- [PDF 297KB]
Date	Apr. 19, 2007
Title	Regional Economic Report April 2007
Date	Apr. 13, 2007
Title	Land Prices and Fundamentals
Date	Apr. 5, 2007
Title	Determinants of Land-Price Movements in Japan
Date	Apr. 1, 2007
Title	Estimating Frisch Labor Supply Elasticity in Japan
Date	Mar. 30, 2007
Title	Bank Profits in Japan from the Perspective of ROE Analysis
Date	Mar. 29, 2007
Title	Distortions in Resource Allocation and Bank Lending: The Malfunction of Financial Intermediation
Date	Mar. 23, 2007
Title	Arbitrage Activities between Offshore and Domestic Yen Money Markets since the End of the Quantitative Easing Policy
Date	Mar. 14, 2007
Title	Financial Markets Report -- Developments during the Second Half of 2006 -- [PDF 537KB]
Date	Mar. 13, 2007
Title	Financial System Report (March 2007) [PDF 568KB]
Date	Mar. 1, 2007
Title	Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses
Date	Mar. 1, 2007
Title	Were Banks Really at the Center of the Prewar Japanese Financial System?
Date	Mar. 1, 2007
Title	Equity Investments and Equity Investment Funding in Prewar Japan: Comments on "Were Banks Really at the Center of the Prewar Japanese Financial System?"
Date	Mar. 1, 2007
Title	The Evolution of Corporate Finance and Corporate Governance in Prewar Japan: Comments on "Were Banks Really at the Center of the Prewar Japanese Financial System?"
Date	Mar. 1, 2007
Title	The Bank of Japan Network and Financial Market Integration: From the Establishment of the Bank of Japan to the Early 20th Century
Date	Mar. 1, 2007
Title	Year 2010 Issues on Cryptographic Algorithms
Date	Mar. 1, 2007
Title	A Dynamic New Keynesian Life-Cycle Model: Societal Ageing, Demographics and Monetary Policy
Date	Mar. 1, 2007
Title	Determinants of Subordinated Debt Issuance by Japanese Regional Banks
Date	Feb. 28, 2007
Title	Phillips Correlation and Trend Inflation under the Kinked Demand Curve
Date	Feb. 23, 2007
Title	The determinants of credit spread changes in Japan
Date	Feb. 14, 2007
Title	Multi-Sector Menu Cost Model, Decreasing Hazard, and Phillips Curve
Date	Feb. 5, 2007
Title	Estimating a DSGE Model for Japan: Evaluating and Modifying a CEE/SW/LOWW Model
Date	Feb. 1, 2007
Title	Fiscal Policy Switching: Evidence from Japan, the U.S., and the U.K.
Date	Jan. 31, 2007
Title	Developments in the Money Stock in Japan
Date	Jan. 29, 2007
Title	Optimal Trend Inflation and Monetary Policy under Trending Relative Prices
Date	Jan. 19, 2007
Title	External Aspects of East Asian Economies and Finance
Date	Jan. 12, 2007
Title	Regional Economic Report January 2007
Date	Jan. 1, 2007
Title	A Neoclassical Analysis of the Postwar Japanese Economy

Table : List of Reports & Research Papers 2007
Date	Title
Dec. 28, 2007	Stabilization in the Volatility of Output: A Decline in Cross-industry Comovements
Dec. 26, 2007	Hedge Fund Investments: Risk Management Perspectives
Dec. 26, 2007	The Effect of the Choice of the Loss Severity Distribution and the Parameter Estimation Method on Operational Risk Measurement - Analysis Using Sample Data -
Dec. 4, 2007	Introduction of the 2005 base Corporate Goods Price Index (CGPI)
Dec. 1, 2007	Analytical solutions for expected and unexpected losses with an additional loan
Nov. 21, 2007	Interdependence of Production and Income in Asia-Pacific Economies: An International Input-Output Approach
Nov. 21, 2007	Import Competition and Manufacturing Employment in Japan
Nov. 15, 2007	Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy
Nov. 7, 2007	Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity
Nov. 7, 2007	Monitoring Commodity Markets From the Perspective of Understanding Global Financial Market Trends
Nov. 1, 2007	Lending Channels and Financial Shocks: The Case of Small and Medium-Sized Enterprise Trade Credit and the Japanese Banking Crisis
Nov. 1, 2007	Why Are Nominal Wages Downwardly Rigid, but Less So in Japan? An Explanation Based on Behavioral Economics and Labor Market/Macroeconomic Differences
Nov. 1, 2007	Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policymaking under Uncertainty
Nov. 1, 2007	Capital Market Integration in Japan
Nov. 1, 2007	Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process
Oct. 31, 2007	Recent Developments of Japan's External Trade and Corporate Behavior
Oct. 15, 2007	Stabilized Business Cycles with Increased Output Volatility at High Frequencies
Oct. 15, 2007	Regional Economic Report October 2007
Oct. 3, 2007	Financial Markets Report-- Developments during the First Half of 2007 --
Oct. 1, 2007	The Broad Yen Carry Trade
Sep. 21, 2007	Developments in a Cross-Border Bank Exposure "Network"
Sep. 11, 2007	Financial System Report (September 2007)
Sep. 6, 2007	Results of the 2007 Operational Risk Data Collection Exercise
Sep. 1, 2007	Monetary Policy in East Asia: Common Concerns
Aug. 29, 2007	A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan: Using a Model with Time-Variant Equilibrium Rates of Real Interest and Inflation and with the Zero Lower Bound of Nominal Interest Rates
Aug. 9, 2007	Price Setting in Japan: Evidence from CPI Micro Data
Aug. 7, 2007	Price Setting Behavior and Hazard Functions: Evidence from Japanese CPI Micro Data
Aug. 1, 2007	Payment Flows for Settlement of Foreign Exchange Trades: Japan's Experience since 2002
Aug. 1, 2007	Capital Market Integration in Japan
Aug. 1, 2007	A Neoclassical Analysis of the Asian Crisis: Business Cycle Accounting of a Small Open Economy
Aug. 1, 2007	Monetary and Fiscal Policy under Learning in the Presence of a Liquidity Trap (IMES Discussion Paper Series)
Aug. 1, 2007	Integration and Growth in East Asia
Aug. 1, 2007	Financial Globalization and Emerging Market Portfolios
Aug. 1, 2007	Financial Integration in East Asia
Aug. 1, 2007	The Renminbi's Dollar Peg at the Crossroads
Aug. 1, 2007	Monetary Policy in East Asia: the Case of Singapore
Jul. 31, 2007	Money Market Operations in Fiscal 2006
Jul. 27, 2007	Questionnaire Survey on Business Continuity Management (December 2006)
Jul. 27, 2007	Survey on Yen-OIS Market in May 2007
Jul. 25, 2007	Payment and Settlement Systems Report 2006
Jul. 24, 2007	Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis
Jul. 17, 2007	Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment
Jul. 6, 2007	Regional Economic Report July 2007
Jul. 2, 2007	Uncertainty about Perceived Inflation Target and Monetary Policy
Jul. 2, 2007	Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys
Jul. 1, 2007	Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policy-making under Uncertainty
Jun. 27, 2007	Consumption, Working Hours, and Wealth Determination in a Life Cycle Model
Jun. 1, 2007	Productivity Growth, Transparency, and Monetary Policy
Jun. 1, 2007	Dynamic Aspects of Productivity Spillovers, Terms of Trade and The "Home Market Effects"
May 21, 2007	Money Market Operations in China: Monetary Policy or FX Policy?
May 7, 2007	A Contemporary Aspect of Japanese Commercial Banking: Expansion of Fee-Based Business and Its Impact on Management Stability
May 2, 2007	The Costs and Benefits of Inflation: Evaluation for Japan's Economy
May 1, 2007	Price Discovery of Credit Spreads for Japanese Mega-Banks: Subordinated Bond and CDS
Apr. 26, 2007	Credit Rating Gaps in Japan: Differences between Solicited and Unsolicited Ratings, and "Rating Splits"
Apr. 19, 2007	Financial Markets Report - Supplement -- Changes Observed in Money Markets after the Rise in the Policy Interest Rate in July 2006 -- [PDF 297KB]
Apr. 19, 2007	Regional Economic Report April 2007
Apr. 13, 2007	Land Prices and Fundamentals
Apr. 5, 2007	Determinants of Land-Price Movements in Japan
Apr. 1, 2007	Estimating Frisch Labor Supply Elasticity in Japan
Mar. 30, 2007	Bank Profits in Japan from the Perspective of ROE Analysis
Mar. 29, 2007	Distortions in Resource Allocation and Bank Lending: The Malfunction of Financial Intermediation
Mar. 23, 2007	Arbitrage Activities between Offshore and Domestic Yen Money Markets since the End of the Quantitative Easing Policy
Mar. 14, 2007	Financial Markets Report -- Developments during the Second Half of 2006 -- [PDF 537KB]
Mar. 13, 2007	Financial System Report (March 2007) [PDF 568KB]
Mar. 1, 2007	Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses
Mar. 1, 2007	Were Banks Really at the Center of the Prewar Japanese Financial System?
Mar. 1, 2007	Equity Investments and Equity Investment Funding in Prewar Japan: Comments on "Were Banks Really at the Center of the Prewar Japanese Financial System?"
Mar. 1, 2007	The Evolution of Corporate Finance and Corporate Governance in Prewar Japan: Comments on "Were Banks Really at the Center of the Prewar Japanese Financial System?"
Mar. 1, 2007	The Bank of Japan Network and Financial Market Integration: From the Establishment of the Bank of Japan to the Early 20th Century
Mar. 1, 2007	Year 2010 Issues on Cryptographic Algorithms
Mar. 1, 2007	A Dynamic New Keynesian Life-Cycle Model: Societal Ageing, Demographics and Monetary Policy
Mar. 1, 2007	Determinants of Subordinated Debt Issuance by Japanese Regional Banks
Feb. 28, 2007	Phillips Correlation and Trend Inflation under the Kinked Demand Curve
Feb. 23, 2007	The determinants of credit spread changes in Japan
Feb. 14, 2007	Multi-Sector Menu Cost Model, Decreasing Hazard, and Phillips Curve
Feb. 5, 2007	Estimating a DSGE Model for Japan: Evaluating and Modifying a CEE/SW/LOWW Model
Feb. 1, 2007	Fiscal Policy Switching: Evidence from Japan, the U.S., and the U.K.
Jan. 31, 2007	Developments in the Money Stock in Japan
Jan. 29, 2007	Optimal Trend Inflation and Monetary Policy under Trending Relative Prices
Jan. 19, 2007	External Aspects of East Asian Economies and Finance
Jan. 12, 2007	Regional Economic Report January 2007
Jan. 1, 2007	A Neoclassical Analysis of the Postwar Japanese Economy