IMES Discussion Paper Series

from Institute for Monetary and Economic Studies, Bank of Japan
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13-E-02: Real Exchange Rates in a Model of Structural Change: Applications to the Real Yen-Dollar and Chinese RMB-Dollar Exchange Rates

Robert Dekle

13-E-01: Is New Governance the Ideal Architecture for Global Financial Regulation?

Annelise Riles

12-E-17: Aging and Household Stockholdings: Evidence from Japanese Household Survey Data

Hiroshi Fujiki, Naohisa Hirakata and Etsuro Shioji

12-E-16: Managing Financial Crises: Lean or Clean?

Mitsuru Katagiri, Ryo Kato and Takayuki Tsuruga

12-E-15: Credit Risk Contagion and the Global Financial Crisis

Azusa Takeyama, Nick Constantinou and Dmitri Vinogradov

12-E-14: A Framework for Extracting the Probability of Default from Stock Option Prices

Azusa Takeyama, Nick Constantinou and Dmitri Vinogradov

12-E-13: Demographics, Redistribution, and Optimal Inflation

James Bullard, Carlos Garriga and Christopher Waller

12-E-12: Societal Aging: Implications for Fiscal Policy

Alan Auerbach

12-E-11: Macroeconomic Implications of Demographic Changes: A Global Perspective

Ronald Demos Lee

12-E-10: Central Banks - Paradise Lost

Otmar Issing

12-E-09: The Elusive Promise of Independent Central Banking

Marvin Goodfriend

12-E-08: Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions

Kentaro Kikuchi

12-E-07: Authority and Soft Information Production within a Bank Organization

Masazumi Hattori, Kohei Shintani and Hirofumi Uchida

12-E-06: Financial Markets Forecasts Revisited: Are they Rational, Herding or Bold?

Ippei Fujiwara, Hibiki Ichiue, Yoshiyuki Nakazono and Yosuke Shigemi

12-E-05: Seniority, Term Limits, and Government Spending: Theory and Evidence from the United States

Yasushi Asako, Tetsuya Matsubayashi and Michiko Ueda

12-E-04: Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data

Kentaro Kikuchi and Kohei Shintani

12-E-03: Economic Consequences of Population Aging in Japan: Effects through Changes in Demand Structure

Mitsuru Katagiri

12-E-02: Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis

R. Anton Braun and Tomoyuki Nakajima

11-E-28: A Macroeconomic Approach to Corporate Capital Structure

Mitsuru Katagiri

11-E-27: Foreclosures, House Prices, and the Real Economy

Atif Rehman Mian, Amir Sufi and Francesco Trebbi

11-E-26: International Recessions

Fabrizio Perri and Vincenzo Quadrini

11-E-25: Collateral Crises

Gary Gorton and Guillermo L. Ordonez

11-E-24: Bubbles, Banks, and Financial Stability

Kosuke Aoki and Kalin Ognianov Nikolov

11-E-23: The Role of Default in Macroeconomics

Charles A. E. Goodhart and Dimitrios P. Tsomocos

11-E-21: Optimal Monetary Policy with Endogenous Entry and Product Variety

Florin O. Bilbiie, Ippei Fujiwara and Fabio Ghironi

11-E-20: Analytical Solution for the Loss Distribution of a Collateralized Loan under a Quadratic Gaussian Default Intensity Process

Satoshi Yamashita and Toshinao Yoshiba

11-E-19: A Reassessment of Japanfs Big Bang Financial Regulatory Reform

Bruce E. Aronson

11-E-18: Pricing Nikkei 225 Options Using Realized Volatility

Masato Ubukata and Toshiaki Watanabe

11-E-17: Detrimental Effects of Retention Regulation: Incentives for Loan Screening in Securitization under Asymmetric Information

Masazumi Hattori and Kazuhiko Ohashi

11-E-16: Accounting for the Decline in the Velocity of Money in the Japanese Economy

Nao Sudo

11-E-15: Bank Overleverage and Macroeconomic Fragility

Ryo Kato and Takayuki Tsuruga

11-E-13: Identification of Monetary Policy Shocks in Japan Using Sign Restrictions within the TVP-VAR Framework

Michal Franta

11-E-12: Policy Commitment and Market Expectations: Lessons Learned from Survey Based Evidence under Japan's Quantitative Easing Policy

Yoshiyuki Nakazono and Kozo Ueda

11-E-11: The World Has More Than Two Countries: Implications of Multi- Country International Real Business Cycle Models

Hirokazu Ishise

11-E-10: Capital Injection, Monetary Policy, and Financial Accelerators

Naohisa Hirakata, Nao Sudo and Kozo Ueda

11-E-09: Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications

Jouchi Nakajima

11-E-08: Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach

Jouchi Nakajima

11-E-07: Equity Sales and Manager Efficiency Across Firms and the Business Cycle

Fabio Ghironi and Karen K. Lewis

11-E-06: The Challenges Confronting the Banking System Reform in China: An Analysis in Light of Japan's Experience of Financial Liberalization

Kumiko Okazaki, Masazumi Hattori and Wataru Takahashi

11-E-05: Financial Integration and Cooperation in East Asia: Assessment of Recent Developments and Their Implications

Hong Bum Jang

11-E-04: Good Securitization, Bad Securitization

Guillaume Plantin

11-E-03: A Macroprudential Perspective in Central Banking

Shigenori Shiratsuka

11-E-02: Macro-financial Linkage and Financial Deepening in China after the Global Financial Crisis

Kumiko Okazaki and Tomoyuki Fukumoto

11-E-01: Will a Growth Miracle Reduce Debt in Japan?

Selahattin Imrohoroglu and Nao Sudo

10-E-26: Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation

Pierre Siklos

10-E-25: Optimal Execution of Multiasset Block Orders under Stochastic Liquidity

Naoki Makimoto and Yoshihiko Sugihara

10-E-24: The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates

Junko Koeda and Ryo Kato

10-E-23: Productivity and Fiscal Policy in Japan: Short Term Forecasts from the Standard Growth Model

Selahattin Imrohoroglu and Nao Sudo

10-E-22: How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks?

Jouchi Nakajima, Nao Sudo and Takayuki Tsuruga

10-E-21: Future of Central Banking under Globalization: Summary of the 2010 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan

Shigenori Shiratsuka, Wataru Takahashi, Yuki Teranishi and Kozo Ueda