Details about Yasuo Hirose
Access statistics for papers by Yasuo Hirose.
Last updated 2022-06-17. Update your information in the RePEc Author Service.
Short-id: phi84
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Working Papers
2022
- Estimating a Behavioral New Keynesian Model with the Zero Lower Bound
CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo 
2021
- Exchange Rate Disconnect and the General Equilibrium Puzzle
CEPR Discussion Papers, C.E.P.R. Discussion Papers
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021)
- Inflation Gap Persistence, Indeterminacy, and Monetary Policy
Working Papers, Federal Reserve Bank of Cleveland View citations (2)
2020
- Monetary Policy and Macroeconomic Stability Revisited
Bank of Japan Working Paper Series, Bank of Japan View citations (9)
Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (9)
Working Papers, Federal Reserve Bank of Cleveland (2019) View citations (5)
Research Working Paper, Federal Reserve Bank of Kansas City (2017) View citations (21)
See also Journal Article in Review of Economic Dynamics (2020)
2019
- Identifying News Shocks with Forecast Data
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (5)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) View citations (16)
See also Journal Article in Macroeconomic Dynamics (2021)
- The Natural Rate of Interest in a Nonlinear DSGE Model
Working Papers, Tokyo Center for Economic Research View citations (2)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (6)
2018
- An Estimated DSGE Model with a Deflation Steady State
Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University View citations (2)
Also in UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics (2014) View citations (16)
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (28)
See also Journal Article in Macroeconomic Dynamics (2020)
2016
- Parameter Bias in an Estimated DSGE Model
Working Papers, HAL View citations (40)
- Parameter Bias in an Estimated DSGE Model:Does Nonlinearity Matter?
UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics View citations (3)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) View citations (12)
2015
- 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 View citations (5)
2014
- 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 View citations (3)
Also in TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University (2013) View citations (5)
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) View citations (5)
Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2014) View citations (12)
UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics (2013) View citations (5)
DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University (2013) View citations (5)
Departmental Working Papers, Southern Methodist University, Department of Economics (2013) View citations (11)
See also Journal Article in Journal of Applied Econometrics (2016)
2012
- Indeterminacy and Forecastability
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2011) View citations (2)
See also Journal Article in Journal of Money, Credit and Banking (2014)
2011
- Changes in the Federal Reserve Communication Strategy: A Structural Investigation
Bank of Japan Working Paper Series, Bank of Japan View citations (6)
See also Journal Article in Journal of Money, Credit and Banking (2017)
- Do investment-specific technological changes matter for business fluctuations? Evidence from Japan
MPRA Paper, University Library of Munich, Germany View citations (6)
Also in Bank of Japan Working Paper Series, Bank of Japan (2010) View citations (7)
See also Journal Article in Pacific Economic Review (2012)
2010
- Monetary policy and sunspot fluctuation in the U.S. and the Euro area
MPRA Paper, University Library of Munich, Germany View citations (6)
Also in Bank of Japan Working Paper Series, Bank of Japan (2008)
2009
- 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 View citations (44)
Also in Levine's Working Paper Archive, David K. Levine (2008) View citations (53)
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008) View citations (34)
See also Journal Article in Journal of Money, Credit and Banking (2011)
- 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 View citations (2)
- 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 View citations (3)
2007
- Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy
Bank of Japan Working Paper Series, Bank of Japan
2004
- The Japanese Economic Model: JEM
Bank of Japan Working Paper Series, Bank of Japan View citations (5)
Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (5)
See also Journal Article in Monetary and Economic Studies (2005)
2002
- Time-Varying NAIRU and Potential Growth in Japan
Bank of Japan Working Paper Series, Bank of Japan View citations (17)
2001
- A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve
Bank of Japan Working Paper Series, Bank of Japan View citations (9)
Journal Articles
2021
- IDENTIFYING NEWS SHOCKS WITH FORECAST DATA
Macroeconomic Dynamics, 2021, 25, (6), 1442-1471
See also Working Paper (2019)
2020
- AN ESTIMATED DSGE MODEL WITH A DEFLATION STEADY STATE
Macroeconomic Dynamics, 2020, 24, (5), 1151-1185 View citations (15)
See also Working Paper (2018)
- Monetary Policy and Macroeconomic Stability Revisited
Review of Economic Dynamics, 2020, 37, 255-274 View citations (10)
See also Software Item (2020)
Working Paper (2020)
2019
- 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 View citations (4)
Also in The Japanese Economic Review, 2019, 70, (1), 51-104 (2019) View citations (2)
2017
- Changes in the Federal Reserve Communication Strategy: A Structural Investigation
Journal of Money, Credit and Banking, 2017, 49, (1), 171-185 View citations (7)
See also Working Paper (2011)
2016
- The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
Journal of Applied Econometrics, 2016, 31, (4), 630-651 View citations (37)
See also Working Paper (2014)
2014
- Indeterminacy and Forecastability
Journal of Money, Credit and Banking, 2014, 46, (1), 243-251 View citations (9)
See also Working Paper (2012)
2013
- MONETARY POLICY AND SUNSPOT FLUCTUATIONS IN THE UNITED STATES AND THE EURO AREA
Macroeconomic Dynamics, 2013, 17, (1), 1-28 View citations (18)
2012
- DO INVESTMENT-SPECIFIC TECHNOLOGICAL CHANGES MATTER FOR BUSINESS FLUCTUATIONS? EVIDENCE FROM JAPAN
Pacific Economic Review, 2012, 17, (2), 208-230 View citations (25)
See also Working Paper (2011)
- 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 View citations (3)
2011
- Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach
Journal of Money, Credit and Banking, 2011, 43, (1), 1-29 View citations (99)
Also in Journal of Money, Credit and Banking, 2011, 43, (1), 1-29 (2011) View citations (9)
See also Working Paper (2009)
2010
- 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 View citations (3)
- STRUCTURAL ESTIMATION OF THE OUTPUT GAP: A BAYESIAN DSGE APPROACH
Economic Inquiry, 2010, 48, (4), 864-879 View citations (6)
2008
- Equilibrium Indeterminacy and Asset Price Fluctuation in Japan: A Bayesian Investigation
Journal of Money, Credit and Banking, 2008, 40, (5), 967-999 View citations (34)
Also in Journal of Money, Credit and Banking, 2008, 40, (5), 967-999 (2008) View citations (2)
- Erratum to "Sunspot fluctuations under zero nominal interest rates" [Economics Letters 97 (2007) 39-45]
Economics Letters, 2008, 99, (1), 212-212 View citations (1)
- Learnability and equilibrium selection under indeterminacy
Journal of Economic Dynamics and Control, 2008, 32, (11), 3459-3477
2007
- Sunspot fluctuations ulnder zero nominal interest rates
Economics Letters, 2007, 97, (1), 39-45 View citations (15)
2005
- The Japanese Economic Model (JEM)
Monetary and Economic Studies, 2005, 23, (2), 61-142 View citations (22)
See also Working Paper (2004)
2003
- A New Technique for Simultaneous Estimation of Potential Output and the Phillips Curve
Monetary and Economic Studies, 2003, 21, (2), 93-112 View citations (10)
Software Items
2020
- Code and data files for "Monetary Policy and Macroeconomic Stability Revisited"
Computer Codes, Review of Economic Dynamics
See also Journal Article in Review of Economic Dynamics (2020)
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