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Details about Yasuo Hirose

Homepage:https://sites.google.com/site/yasuohirose/
Workplace:Faculty of Economics, Keio University, (more information at EDIRC)

Access statistics for papers by Yasuo Hirose.

Last updated 2021-03-06. Update your information in the RePEc Author Service.

Short-id: phi84


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Working Papers

2021

  1. Inflation Gap Persistence, Indeterminacy, and Monetary Policy
    Working Papers, Federal Reserve Bank of Cleveland Downloads

2020

  1. Monetary Policy and Macroeconomic Stability Revisited
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (2)
    Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) Downloads View citations (8)
    Research Working Paper, Federal Reserve Bank of Kansas City (2017) Downloads View citations (20)
    Working Papers, Federal Reserve Bank of Cleveland (2019) Downloads View citations (4)

    See also Journal Article in Review of Economic Dynamics (2020)

2019

  1. Identifying News Shocks with Forecast Data
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (5)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) Downloads View citations (16)
  2. The Natural Rate of Interest in a Nonlinear DSGE Model
    Working Papers, Tokyo Center for Economic Research Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) Downloads View citations (4)

2018

  1. An Estimated DSGE Model with a Deflation Steady State
    Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University Downloads View citations (1)
    Also in UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics (2014) Downloads View citations (12)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (28)

    See also Journal Article in Macroeconomic Dynamics (2020)

2016

  1. Parameter Bias in an Estimated DSGE Model
    Working Papers, HAL Downloads View citations (5)
  2. Parameter Bias in an Estimated DSGE Model:Does Nonlinearity Matter?
    UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) Downloads View citations (7)

2015

  1. Monetary policy, trend inflation, and the Great Moderation: an alternative interpretation: comment based on system estimation
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (5)

2014

  1. The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (2)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) Downloads View citations (4)
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University (2013) Downloads View citations (1)
    UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics (2013) Downloads View citations (4)
    TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University (2013) Downloads View citations (4)
    Departmental Working Papers, Southern Methodist University, Department of Economics (2013) Downloads View citations (11)
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2014) Downloads View citations (10)

    See also Journal Article in Journal of Applied Econometrics (2016)

2012

  1. Indeterminacy and Forecastability
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) Downloads View citations (1)

    See also Journal Article in Journal of Money, Credit and Banking (2014)

2011

  1. Changes in the Federal Reserve Communication Strategy: A Structural Investigation
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (5)
    See also Journal Article in Journal of Money, Credit and Banking (2017)
  2. Do investment-specific technological changes matter for business fluctuations? Evidence from Japan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    Also in Bank of Japan Working Paper Series, Bank of Japan (2010) Downloads View citations (4)

    See also Journal Article in Pacific Economic Review (2012)

2010

  1. Monetary policy and sunspot fluctuation in the U.S. and the Euro area
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    Also in Bank of Japan Working Paper Series, Bank of Japan (2008) Downloads

2009

  1. Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (43)
    Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008) Downloads View citations (14)
    Levine's Working Paper Archive, David K. Levine (2008) Downloads View citations (52)

    See also Journal Article in Journal of Money, Credit and Banking (2011)
  2. Identifying the Effect of Bank of Japan's Liquidity Facilities: The Case of CP Operations During Financial Turmoil
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (2)
  3. Identifying the Effect of Bank of Japan's Liquidity Provision on the Year-End Premium: A Structural Approach
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (2)

2007

  1. Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy
    Bank of Japan Working Paper Series, Bank of Japan Downloads

2004

  1. The Japanese Economic Model: JEM
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (5)
    Also in Bank of Japan Working Paper Series, Bank of Japan (2004) Downloads View citations (5)

    See also Journal Article in Monetary and Economic Studies (2005)

2002

  1. Time-Varying NAIRU and Potential Growth in Japan
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (17)

2001

  1. A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (6)

Journal Articles

2020

  1. AN ESTIMATED DSGE MODEL WITH A DEFLATION STEADY STATE
    Macroeconomic Dynamics, 2020, 24, (5), 1151-1185 Downloads View citations (13)
    See also Working Paper (2018)
  2. Monetary Policy and Macroeconomic Stability Revisited
    Review of Economic Dynamics, 2020, 37, 255-274 Downloads View citations (3)
    See also Working Paper (2020)
    Software Item (2020)

2019

  1. Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound
    The Japanese Economic Review, 2019, 70, (1), 51-104 Downloads View citations (2)
    Also in The Japanese Economic Review, 2019, 70, (1), 51-104 (2019) Downloads View citations (3)

2017

  1. Changes in the Federal Reserve Communication Strategy: A Structural Investigation
    Journal of Money, Credit and Banking, 2017, 49, (1), 171-185 Downloads View citations (4)
    See also Working Paper (2011)

2016

  1. The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
    Journal of Applied Econometrics, 2016, 31, (4), 630-651 Downloads View citations (28)
    See also Working Paper (2014)

2014

  1. Indeterminacy and Forecastability
    Journal of Money, Credit and Banking, 2014, 46, (1), 243-251 Downloads View citations (9)
    See also Working Paper (2012)

2013

  1. MONETARY POLICY AND SUNSPOT FLUCTUATIONS IN THE UNITED STATES AND THE EURO AREA
    Macroeconomic Dynamics, 2013, 17, (1), 1-28 Downloads View citations (18)

2012

  1. DO INVESTMENT-SPECIFIC TECHNOLOGICAL CHANGES MATTER FOR BUSINESS FLUCTUATIONS? EVIDENCE FROM JAPAN
    Pacific Economic Review, 2012, 17, (2), 208-230 Downloads View citations (21)
    See also Working Paper (2011)
  2. The effects of Bank of Japan’s liquidity provision on the year-end premium
    Journal of the Japanese and International Economies, 2012, 26, (1), 179-185 Downloads View citations (3)

2011

  1. Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
    Journal of Money, Credit and Banking, 2011, 43, (1), 1-29 Downloads View citations (5)
    Also in Journal of Money, Credit and Banking, 2011, 43, (1), 1-29 (2011) View citations (83)

    See also Working Paper (2009)

2010

  1. Identifying the Effect of the Bank of Japan's Liquidity Facilities: The Case of Commercial Paper Operations During the Financial Turmoil
    International Finance, 2010, 13, (3), 461-483 Downloads View citations (2)
  2. STRUCTURAL ESTIMATION OF THE OUTPUT GAP: A BAYESIAN DSGE APPROACH
    Economic Inquiry, 2010, 48, (4), 864-879 Downloads View citations (5)

2008

  1. Equilibrium Indeterminacy and Asset Price Fluctuation in Japan: A Bayesian Investigation
    Journal of Money, Credit and Banking, 2008, 40, (5), 967-999 View citations (32)
    Also in Journal of Money, Credit and Banking, 2008, 40, (5), 967-999 (2008) Downloads
  2. Erratum to "Sunspot fluctuations under zero nominal interest rates" [Economics Letters 97 (2007) 39-45]
    Economics Letters, 2008, 99, (1), 212-212 Downloads View citations (1)
  3. Learnability and equilibrium selection under indeterminacy
    Journal of Economic Dynamics and Control, 2008, 32, (11), 3459-3477 Downloads

2007

  1. Sunspot fluctuations ulnder zero nominal interest rates
    Economics Letters, 2007, 97, (1), 39-45 Downloads View citations (15)

2005

  1. The Japanese Economic Model (JEM)
    Monetary and Economic Studies, 2005, 23, (2), 61-142 Downloads View citations (18)
    See also Working Paper (2004)

2003

  1. A New Technique for Simultaneous Estimation of Potential Output and the Phillips Curve
    Monetary and Economic Studies, 2003, 21, (2), 93-112 Downloads View citations (10)

Software Items

2020

  1. Code and data files for "Monetary Policy and Macroeconomic Stability Revisited"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article in Review of Economic Dynamics (2020)
 
Page updated 2021-03-07