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List of Reports & Research Papers 2021

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List (excluding Research Papers Released by IMES)

Table :List of Reports & Research Papers 2021 List (excluding Research Papers Released by IMES)
Date Author Title
Dec. 30, 2021 Takeo Hoshi, Daiji Kawaguchi, Kenichi Ueda Zombies, Again? The COVID-19 Business Support Programs in Japan 
Dec. 27, 2021 TAKIZUKA Yasutaka, MARUYAMA Rinto Foreign Exchange Option Market through the Lens of OTC Derivative Transaction Data: Recent Market Developments 
Dec. 21, 2021 HORIKAWA Takumi, MATSUI Yujiro, GEMMA Yasufumi A Network Analysis of the JGB Repo Market 
Dec. 20, 2021 MIKAMI Tomoaki, YAMAGATA Hiroaki, NAKAJIMA Jouchi Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey 
Dec. 10, 2021 YOSHIZAWA Kento, MAEHASHI Kohei, YANAGIHARA Hiroaki, KADOGAWA Yoichi, INADA Masakazu Developments in Banknotes in Circulation since the Start of the Pandemic 
Nov. 22, 2021 Takushi Kurozumi, Willem Van Zandweghe Macroeconomic Changes with Declining Trend Inflation: Complementarity with the Superstar Firm Hypothesis 
Nov. 19, 2021 HIRANO Ryuichiro, HOGEN Yoshihiko, SUDO Nao Predictive power of the Financial Activity Indexes - A case study of banking crisis in multiple countries - 
Oct. 21, 2021 Financial System Report (October 2021) 
Oct. 15, 2021 Jouchi Nakajima, Hiroaki Yamagata, Tatsushi Okuda, Shinnosuke Katsuki, Takeshi Shinohara Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis 
Oct. 13, 2021 AOKI Ryo, ANTOKU Kunimasa, FUKUSHIMA Shunsuke, YAGI Tomoyuki, WATANABE Shinichiro Foreign Currency Funding of Major Japanese Banks - Review of the March 2020 market turmoil - 
Oct.  7, 2021 Regional Economic Report (Summary) (October 2021) 
Sept. 17, 2021 Financial Results of Japan's Banks for Fiscal 2020 
Sept.  9, 2021 Market Operations in Fiscal 2020 
Sept.  2, 2021 INOUE Shiori, MIKI Shota, GEMMA Yasufumi The Japanese Yen Interest Rate Swap Market Observed from OTC Derivative Transaction Data: the Impact of COVID-19 
Aug.  6, 2021 Yosuke Uno, Akira Sonoda, Masaki Bessho The Economics of Privacy: A Primer Especially for Policymakers 
July 20, 2021 Hiroki Yamamoto, Tomomi Naka Quantitative Analysis of the Impact of Floods on Firms' Financial Conditions 
July 13, 2021 Takuji Kawamoto, Jouchi Nakajima, Tomoaki Mikami Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment: An Analysis Using a Macroeconomic Model 
July 13, 2021 Sahoko Furuta, Yudai Hatayama, Atsushi Kawakami, Yusuke Oh New Hedonic Quality Adjustment Method using Sparse Estimation 
July  7, 2021 TAKAHASHI Masato,KONDO Takuji,MUNAKATA Ko,OKUBO Tomohiro,IWASAKI Yuto Revision of the Consumption Activity Index to Capture Recent Changes in Consumption Patterns 
July  5, 2021 Regional Economic Report (Summary) (July 2021) 
June 30, 2021 Takatoshi Sasaki, Tomoya Sakata, Yui Mukoyama, Koichi Yoshino China's Long-Term Growth Potential: Can Productivity Convergence Be Sustained? 
June 25, 2021 ADACHI Ko, HIRAKI Kazuhiro Recent Developments in Measuring Inflation Expectations: With a Focus on Market-based Inflation Expectations and the Term Structure of Inflation Expectations 
June  9, 2021 Standardization in Information Technology related to Digital Currencies 
June  4, 2021 Moegi Inoue, Atsushi Kawakami, Ayako Masujima, Ichiro Muto, Shogo Nakano, Izumi Takagawa Final Demand-Intermediate Demand Aggregation System of Japan's Producer Price Index 
May  31, 2021 Digital Transformation of Japanese Banks 
May  26, 2021 Yoshihiko Norimasa, Kazuki Ueda, Tomohiro Watanabe Emerging Economies' Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors 
May  26, 2021 MARUYAMA Rinto, WASHIMI Kazuaki Cross-Currency Swap Market through the Lens of OTC Derivative Transaction Data: Impact of COVID-19 and Subsequent Recovery 
Apr. 30, 2021 Takuji Kawamoto, Takashi Nakazawa, Yui Kishaba, Kohei Matsumura, Jouchi Nakajima Supplementary Paper Series for the "Assessment" (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconomic Model (Q-JEM) 
Apr. 30, 2021 Ko Adachi, Kazuhiro Hiraki, Tomiyuki Kitamura Supplementary Paper Series for the "Assessment" (1): The Effects of the Bank of Japan's ETF Purchases on Risk Premia in the Stock Markets 
Apr. 20, 2021 Financial System Report (April 2021) 
Apr. 15, 2021 Regional Economic Report (Summary) (April 2021) 
Mar. 12, 2021 Kohei Matsumura, Yusuke Oh, Tomohiro Sugo, Koji Takahashi Nowcasting Economic Activity with Mobility Data 
Mar. 12, 2021 WASHIMI Kazuaki Venture Capital and Startup Innovation -- Big Data Analysis of Patent Data -- 
Mar.  8, 2021 Key Considerations for Risk Management in Using Cloud Services 
Feb. 26, 2021 Kakuho Furukawa, Hibiki Ichiue, Yugo Kimura, Noriyuki Shiraki Too-big-to-fail Reforms and Systemic Risk 
Jan. 14, 2021 Regional Economic Report (Summary) (January 2021) 

List of Research Papers Released by IMES

Table : List of Reports & Research Papers 2021 List of Research Papers Released by IMES
Date Author Title
Dec. 21,2021 Shunichi Yoneyama Central Bank Transparency and Disagreement in Inflation Expectations
Nov. 22,2021 Takuji Fueki, Ken Matsushita, Ichiro Muto, Fumitaka Nakamura, Shunichi Yoneyama Adapting to the New Normal: Perspectives and Policy Challenges after the COVID-19 Pandemic
Summary of the 2021 BOJ-IMES Conference [PDF 109KB]
Nov. 22,2021 Haruhiko Kuroda Opening Remarks of the 2021 BOJ-IMES Conference [PDF 48KB]
Nov. 22,2021 Olivier J. Blanchard The Mayekawa Lecture: Fiscal Policy under Low Rates: Taking Stock [PDF 246KB]
Nov. 22,2021 Athanasios Orphanides The Power of Central Bank Balance Sheets
Nov. 22,2021 Kazutoshi Kan Security Risks of Machine Learning Systems and Taxonomy Based on the Failure Mode Approach
Nov. 22,2021 Kazutoshi Kan, Masashi Une Recent Trends on Research and Development of Quantum Computers and Standardization of Post-Quantum Cryptography
Nov. 22,2021 Sahoko Furuta, Yudai Hatayama, Atsushi Kawakami, Yusuke Oh New Hedonic Quality Adjustment Method using Sparse Estimation
Nov. 22,2021 Moegi Inoue, Atsushi Kawakami, Ayako Masujima, Ichiro Muto, Shogo Nakano, Izumi Takagawa Final Demand-Intermediate Demand Aggregation System of Japan's Producer Price Index
Nov. 1,2021 Naoto Soma Parameter Uncertainty and Effective Lower Bound Risk
Aug. 30,2021 Athanasios Orphanides The Power of Central Bank Balance Sheets
Aug. 30,2021 R. Anton Braun, Daisuke Ikeda Monetary Policy over the Lifecycle
Jul. 30,2021 Takuji Fueki, Ken Matsushita, Ichiro Muto, Fumitaka Nakamura, Shunichi Yoneyama Adapting to the New Normal: Perspectives and Policy Challenges after the COVID-19 Pandemic
Summary of the 2021 BOJ-IMES Conference [PDF 243KB]
Jul. 30,2021 Tatsushi Okuda, Tomohiro Tsuruga Inflation Expectations and Central Bank Communication with Unknown Prior
Jun. 30,2021 Fumitaka Nakamura, Nao Sudo, Yu Sugisaki Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers
Jun. 30,2021 Kazutoshi Kan, Masashi Une Recent Trends on Research and Development of Quantum Computers and Standardization of Post-Quantum Cryptography
May 18, 2021 Hidehiko Matsumoto Monetary and Macroprudential Policies under Dollar-Denominated Foreign Debt
May 11, 2021 Kazutoshi Kan Security Risks of Machine Learning Systems and Taxonomy Based on the Failure Mode Approach
Apr. 28, 2021 Fumitaka Nakamura, Nao Sudo, Yu Sugisaki A Quest for Monetary Policy Shocks in Japan by High Frequency Identification
Mar. 30, 2021 Daisuke Ikeda, Hidehiko Matsumoto Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs