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List of Reports & Research Papers 2012

Table : List of Reports & Research Papers 2012
Date Title
Dec. 28, 2012 Application of a Search Model to Appropriate Designing of Reference Rates: Actual Transactions and Expert Judgment
Dec. 28, 2012 Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework
Dec. 21, 2012 Recent Developments in Electronic Money in Japan (2012)
Dec. 14, 2012 Effects of the Loss and Correction of a Reference Rate on Japan's Economy and Financial System: Analysis Using the Financial Macro-econometric Model
Dec. 10, 2012 A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate
Nov. 20, 2012 Demographic Changes and Macroeconomic Performance: Summary of the 2012 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan
Nov. 20, 2012 Demographic Changes and Macroeconomic Performance: Japanese Experiences
Nov. 20, 2012 The Elusive Promise of Independent Central Banking (Monetary and Economic Studies)
Nov. 20, 2012 The Mayekawa Lecture: Central Banks - Paradise Lost (Monetary and Economic Studies)
Nov. 20, 2012 Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data (Monetary and Economic Studies)
Nov. 20, 2012 Aging and Household Stockholdings: Evidence from Japanese Household Survey Data
Nov. 20, 2012 Managing Financial Crises: Lean or Clean?
Nov.  5, 2012 Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model
Nov.  2, 2012 Identification of Structural Shocks under the Zero Lower Bound on Nominal Interest Rates
Oct. 22, 2012 Regional Economic Report (Summary) (October 2012)
Oct. 22, 2012 Credit Risk Contagion and the Global Financial Crisis
Oct. 22, 2012 A Framework for Extracting the Probability of Default from Stock Option Prices
Oct. 19, 2012 Financial System Report (October 2012)
Sep. 20, 2012 Demographics, Redistribution, and Optimal Inflation
Sep. 20, 2012 Societal Aging: Implications for Fiscal Policy
Sep. 20, 2012 Macroeconomic Implications of Demographic Changes: A Global Perspective
Sep. 20, 2012 Central Banks - Paradise Lost (IMES Discussion Paper Series)
Sep. 20, 2012 The Elusive Promise of Independent Central Banking (IMES Discussion Paper Series)
Sep.  6, 2012 Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US
Aug. 20, 2012 Japan's International Investment Position at Year-End 2011
Jul. 31, 2012 Chronic Deflation in Japan
Jul. 11, 2012 Asset Portfolio Choice of Banks and Inflation Dynamics
Jul. 10, 2012 Japan's Balance of Payments for 2011
Jul.  5, 2012 Regional Economic Report (Summary) (July 2012)
Jul.  4, 2012 Rebasing the Corporate Goods Price Index to the Base Year 2010
Jun. 20, 2012 Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions
Jun. 11, 2012 Money Market Operations in Fiscal 2011
Jun.  4, 2012 Wrong-way risk in OTC derivatives and its implication for Japan's financial institutions
Jun.  4, 2012 Correlation risk between stockholdings and loans or bondholdings at Japan's banks
May  21, 2012 Authority and Soft Information Production within a Bank Organization
May  21, 2012 Financial Markets Forecasts Revisited: Are they Rational, Herding or Bold?
Apr. 23, 2012 Seniority, Term Limits, and Government Spending: Theory and Evidence from the United States
Apr. 23, 2012 Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data (IMES Discussion Paper Series)
Apr. 23, 2012 Supplemental Data: Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data (IMES Discussion Paper Series)
Apr. 23, 2012 Japan's Flow of Funds Accounts: Main Characteristics and Measures for Enhancement
Apr. 19, 2012 Financial System Report (April 2012)
Apr. 18, 2012 The Financial Activity Index
Apr. 12, 2012 Regional Economic Report (Summary) (April 2012)
Apr.  3, 2012 Payment and Settlement Systems Report 2010-2011 [PDF 1,122KB]
Apr.  3, 2012 Recent Developments in U.S. Dollar Funding Costs through FX Swaps
Mar. 21, 2012 Economic Consequences of Population Aging in Japan: Effects through Changes in Demand Structure
Mar. 21, 2012 Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis
Mar.  2, 2012 Changes in the Relationship between Currencies and Commodities
Feb. 29, 2012 Global correlation among government bond markets and Japanese banks' market risk
Feb. 27, 2012 The Effects of Demographic Changes on the Real Interest Rate in Japan
Feb. 20, 2012 Optimal Dynamic Taxes
Feb. 20, 2012 Reconciling the Relevance of Labor Market Institutions in Search and Matching Models with International Evidence
Jan. 30, 2012 Introduction to the Financial Macro-econometric Model
Jan. 16, 2012 Regional Economic Report (Summary) (January 2012)