Details about Ryo Kato

Access statistics for papers by Ryo Kato.

Last updated 2009-07-30. Update your information in the RePEc Author Service.

Short-id: pka55

Working Papers

2004

1. Liquidity, Infinite Horizons and Macroeconomic Fluctuations
   Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations
   See also Journal Article in European Economic Review (2006)

2002

2. Optimal Monetary Policy When Interest Rates are Bounded at Zero
   Computing in Economics and Finance 2002, Society for Computational Economics View citations
   Also in Working Papers, Ohio State University, Department of Economics (2001) View citations
   See also Journal Article in Journal of Economic Dynamics and Control (2005)

2000

3. Asymmetric Effects of Monetary Policy: Japanese Experience in the 1990s
   Discussion Paper Series, Institute of Economic Research, Hitotsubashi University

Journal Articles

2008

1. A note on pitfalls of credit crunch regressions
   Economics Letters, 2008, 99, (3), 504-507

2006

2. Liquidity, infinite horizons and macroeconomic fluctuations
   European Economic Review, 2006, 50, (5), 1105-1130 View citations
   See also Working Paper (2004)

2005

3. Optimal monetary policy when interest rates are bounded at zero
   Journal of Economic Dynamics and Control, 2005, 29, (1-2), 97-133 View citations
   See also Working Paper (2002)

Software Items

2003

1. Matlab code for Kiyotaki-Moore credit cycles
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
2. Matlab code for Sbordone's estimation for a sticky price model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
3. Matlab code for a standard New IS-LM model with interest rate shocks
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. Matlab code for the Phelan-Trejos model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

2002

5. Matlab code for a standard RBC model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
6. Matlab code for a sticky wage/price model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
7. Matlab code for the Carlstrom-Fuerst AER (1997) model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

2001

8. Matlab code for the McCallum/Nelson model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

Undated

9. Matlab code for a standard New IS-LM model with money shocks
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles