Details about Masahiko Shibamoto

Access statistics for papers by Masahiko Shibamoto.

Last updated 2025-03-27. Update your information in the RePEc Author Service.

Short-id: psh502

Working Papers

2025

1. Identification of Relationship Lending in Bank-Borrower Networks
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2024

2. Measuring Trend Inflation Using Financial Condition: The Case of Japan
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2023

3. Identifying Quantitative and Qualitative Monetary Policy Shocks
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (6)
   See also Journal Article Identifying Quantitative and Qualitative Monetary Policy Shocks, International Journal of Central Banking, International Journal of Central Banking (2024) (2024)
4. Inflation, Business Cycle, and Monetary Policy: The Role of Inflationary Pressure
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2022

5. COVID-19 Infection Spread and Human Mobility
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (4)
   See also Journal Article COVID-19 infection spread and human mobility, Journal of the Japanese and International Economies, Elsevier (2022) View citations (4) (2022)
6. Central Bank Economic Confidence and the Macroeconomy
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
7. Climate Changes and the Market Economy: The Case of Early Modern Japan
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
8. Cyclical Activity and Inflation under Secular Stagnation: Empirical Evidence Using Data on Japan's Lost Decades
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
9. Environmental Awareness and Green Business Practices in the Small Business Sector: Empirical Evidence Using a Small and Medium-sized Enterprises Survey in Japan
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2021

10. Japan's Monetary Policy: A Literature Review and Empirical Assessment
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (3)
    See also Journal Article Japan’s monetary policy: a literature review and empirical assessment, Journal of Computational Social Science, Springer (2023) (2023)

2019

11. Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (6)

2017

12. Identifying Unconventional Monetary Policy Shocks
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (9)
13. Measuring Social Change Using Text Data: A Simple Distributional Approach
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2016

14. Empirical Assessment of the Impact of Monetary Policy Communication on the Financial Market
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (3)
15. Understanding Regional Growth Dynamics in JAPAN: Panel Cointegration Approach Utilizing The PANIC Method
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (5)
    See also Journal Article Understanding regional growth dynamics in Japan: Panel co-integration approach utilizing the PANIC method, Journal of the Japanese and International Economies, Elsevier (2016) View citations (3) (2016)

2015

16. Cross-Country Evidence on Determinants of Fiscal Policy Effectiveness –The Role of Capital Flows and a Country's International Trade and Financial Position
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2014

17. Exchange Rate Adjustment, Monetary Policy and Fiscal Stimulus in Japan's Escape from the Great Depression
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (20)
    See also Journal Article Exchange rate adjustment, monetary policy and fiscal stimulus in Japan's escape from the Great Depression, Explorations in Economic History, Elsevier (2014) View citations (18) (2014)
18. Macroeconomic Policy with Financial Market Stability: A Case Study of the Early 19th Century in Japan
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
19. Source of Underestimation of the Monetary Policy Effect: Re-examination of the Policy Effectiveness in Japan's 1990s
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article Source of Underestimation of the Monetary Policy Effect: Re-Examination of the Policy Effectiveness in Japan's 1990s, Manchester School, University of Manchester (2016) View citations (1) (2016)

2013

20. The Effect of Unconventional Monetary Policy on the Macro Economy: Evidence from Japan's Quantitative Easing Policy Period
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (8)

2012

21. Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G7 Countries
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (8)
    See also Journal Article Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G 7 Countries, Pacific Economic Review, Wiley Blackwell (2012) View citations (5) (2012)

2011

22. Note on the Interpretation of Convergence Speed in the Dynamic Panel Model
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article Note on the interpretation of the convergence speed in the dynamic panel model, Applied Economics Letters, Taylor & Francis Journals (2014) View citations (1) (2014)

2010

23. Individual Stock Returns and Monetary Policy: Evidence from Japanese Data
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article Individual Stock Returns and Monetary Policy: Evidence from Japanese Data, The Japanese Economic Review, Japanese Economic Association (2014) View citations (1) (2014)

2009

24. The Estimation of the New Keynesian Phillips Curve in Japan and Its Implication for the Inflation Response to a Monetary Policy Shock
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2008

25. Understanding Output and Price Dynamics in Japan: Why Have Japan's Price Movements Been Relatively Stable Since the 1990s?
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)

2007

26. Efficacy of Fiscal Policy in Japan: Keynesian and Non-Keynesian Effects on Aggregate Demand
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)

Journal Articles

2024

1. Identifying Quantitative and Qualitative Monetary Policy Shocks
   International Journal of Central Banking, 2024, 20, (3), 1-61
   See also Working Paper Identifying Quantitative and Qualitative Monetary Policy Shocks, Discussion Paper Series (2023) View citations (6) (2023)

2023

2. Japan’s monetary policy: a literature review and empirical assessment
   Journal of Computational Social Science, 2023, 6, (2), 1215-1254
   See also Working Paper Japan's Monetary Policy: A Literature Review and Empirical Assessment, Discussion Paper Series (2021) View citations (3) (2021)

2022

3. COVID-19 infection spread and human mobility
   Journal of the Japanese and International Economies, 2022, 64, (C) View citations (4)
   See also Working Paper COVID-19 Infection Spread and Human Mobility, Discussion Paper Series (2022) View citations (4) (2022)

2018

4. Construction and Application of Sentiment Lexicons in Finance
   International Journal of Multimedia Data Engineering and Management (IJMDEM), 2018, 9, (1), 22-35
5. Cross-country evidence on determinants of fiscal policy effectiveness: the role of trade and capital flows
   Applied Economics, 2018, 50, (32), 3493-3514 View citations (2)

2016

6. Source of Underestimation of the Monetary Policy Effect: Re-Examination of the Policy Effectiveness in Japan's 1990s
   Manchester School, 2016, 84, (6), 795-810 View citations (1)
   See also Working Paper Source of Underestimation of the Monetary Policy Effect: Re-examination of the Policy Effectiveness in Japan's 1990s, Discussion Paper Series (2014) (2014)
7. Understanding regional growth dynamics in Japan: Panel co-integration approach utilizing the PANIC method
   Journal of the Japanese and International Economies, 2016, 40, (C), 17-30 View citations (3)
   See also Working Paper Understanding Regional Growth Dynamics in JAPAN: Panel Cointegration Approach Utilizing The PANIC Method, Discussion Paper Series (2016) View citations (5) (2016)

2014

8. Exchange rate adjustment, monetary policy and fiscal stimulus in Japan's escape from the Great Depression
   Explorations in Economic History, 2014, 53, (C), 1-18 View citations (18)
   See also Working Paper Exchange Rate Adjustment, Monetary Policy and Fiscal Stimulus in Japan's Escape from the Great Depression, Discussion Paper Series (2014) View citations (20) (2014)
9. Individual Stock Returns and Monetary Policy: Evidence from Japanese Data
   The Japanese Economic Review, 2014, 65, (3), 375-396 View citations (1)
   See also Working Paper Individual Stock Returns and Monetary Policy: Evidence from Japanese Data, Discussion Paper Series (2010) (2010)
10. Note on the interpretation of the convergence speed in the dynamic panel model
    Applied Economics Letters, 2014, 21, (8), 533-535 View citations (1)
    See also Working Paper Note on the Interpretation of Convergence Speed in the Dynamic Panel Model, Discussion Paper Series (2011) (2011)

2012

11. Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G 7 Countries
    Pacific Economic Review, 2012, 17, (5), 619-634 View citations (5)
    See also Working Paper Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G7 Countries, Discussion Paper Series (2012) View citations (8) (2012)

2008

12. The estimation of monetary policy reaction function in a data-rich environment: The case of Japan
    Japan and the World Economy, 2008, 20, (4), 497-520 View citations (9)

2007

13. AN ANALYSIS OF MONETARY POLICY SHOCKS IN JAPAN: A FACTOR AUGMENTED VECTOR AUTOREGRESSIVE APPROACH*
    The Japanese Economic Review, 2007, 58, (4), 484-503 View citations (23)