Details about Yasuo Hirose
Access statistics for papers by Yasuo Hirose.
Last updated 2025-04-28. Update your information in the RePEc Author Service.
Short-id: phi84
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Working Papers
2025
- Inflation Dynamics in Production Networks
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 
2024
- Connecting Exchange Rates to Fundamentals Under Indeterminacy
Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University
2023
- Online Appendix to "Inflation Gap Persistence, Indeterminacy, and Monetary Policy"
Online Appendices, Review of Economic Dynamics
See also Journal Article Inflation Gap Persistence, Indeterminacy, and Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (1) (2023)
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
See also Journal Article Estimating a Behavioral New Keynesian Model with the Zero Lower Bound, Journal of Money, Credit and Banking, Blackwell Publishing (2024) (2024)
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)
See also Journal Article Inflation Gap Persistence, Indeterminacy, and Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (1) (2023)
2020
- Monetary Policy and Macroeconomic Stability Revisited
Bank of Japan Working Paper Series, Bank of Japan View citations (20)
Also in Working Papers, Federal Reserve Bank of Cleveland (2019) View citations (5)
Research Working Paper, Federal Reserve Bank of Kansas City (2017) View citations (22)
2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (9)
See also Journal Article Monetary Policy and Macroeconomic Stability Revisited, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (21) (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 IDENTIFYING NEWS SHOCKS WITH FORECAST DATA, Macroeconomic Dynamics, Cambridge University Press (2021) View citations (2) (2021)
- The Natural Rate of Interest in a Nonlinear DSGE Model
Working Papers, Tokyo Center for Economic Research View citations (3)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (7)
See also Journal Article The Natural Rate of Interest in a Non-linear DSGE Model, International Journal of Central Banking, International Journal of Central Banking (2023) View citations (1) (2023)
2018
- An Estimated DSGE Model with a Deflation Steady State
Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University View citations (3)
Also in 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 AN ESTIMATED DSGE MODEL WITH A DEFLATION STEADY STATE, Macroeconomic Dynamics, Cambridge University Press (2020) View citations (19) (2020)
2016
- Parameter Bias in an Estimated DSGE Model
Working Papers, HAL View citations (40)
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)
- Parameter bias in an estimated DSGE model: does nonlinearity matter?
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (12)
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 (6)
DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University (2013) View citations (6)
Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2014) View citations (12)
Departmental Working Papers, Southern Methodist University, Department of Economics (2013) View citations (12)
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) View citations (5)
See also Journal Article The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (41) (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 Indeterminacy and Forecastability, Journal of Money, Credit and Banking, Blackwell Publishing (2014) View citations (9) (2014)
2011
- Changes in the Federal Reserve Communication Strategy: A Structural Investigation
Bank of Japan Working Paper Series, Bank of Japan View citations (7)
See also Journal Article Changes in the Federal Reserve Communication Strategy: A Structural Investigation, Journal of Money, Credit and Banking, Blackwell Publishing (2017) View citations (8) (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 (9)
See also Journal Article DO INVESTMENT-SPECIFIC TECHNOLOGICAL CHANGES MATTER FOR BUSINESS FLUCTUATIONS? EVIDENCE FROM JAPAN, Pacific Economic Review, Wiley Blackwell (2012) View citations (32) (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 (55)
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2008) View citations (34)
See also Journal Article Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach, Journal of Money, Credit and Banking, Blackwell Publishing (2011) View citations (21) (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 View citations (3)
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 The Japanese Economic Model (JEM), Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan (2005) View citations (22) (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 (13)
Journal Articles
2024
- Estimating a Behavioral New Keynesian Model with the Zero Lower Bound
Journal of Money, Credit and Banking, 2024, 56, (8), 2185-2197
See also Working Paper Estimating a Behavioral New Keynesian Model with the Zero Lower Bound, CARF F-Series (2022) (2022)
2023
- Inflation Gap Persistence, Indeterminacy, and Monetary Policy
Review of Economic Dynamics, 2023, 51, 867-887 View citations (1)
See also Software Item Code and data files for "Inflation Gap Persistence, Indeterminacy, and Monetary Policy", Computer Codes (2023) (2023)
Working Paper Inflation Gap Persistence, Indeterminacy, and Monetary Policy, Working Papers (2021) View citations (2) (2021)
Working Paper Online Appendix to "Inflation Gap Persistence, Indeterminacy, and Monetary Policy", Online Appendices (2023) (2023)
- The Natural Rate of Interest in a Non-linear DSGE Model
International Journal of Central Banking, 2023, 19, (1), 301-340 View citations (1)
See also Working Paper The Natural Rate of Interest in a Nonlinear DSGE Model, Working Papers (2019) View citations (3) (2019)
2021
- IDENTIFYING NEWS SHOCKS WITH FORECAST DATA
Macroeconomic Dynamics, 2021, 25, (6), 1442-1471 View citations (2)
See also Working Paper Identifying News Shocks with Forecast Data, Globalization Institute Working Papers (2019) View citations (5) (2019)
2020
- AN ESTIMATED DSGE MODEL WITH A DEFLATION STEADY STATE
Macroeconomic Dynamics, 2020, 24, (5), 1151-1185 View citations (19)
See also Working Paper An Estimated DSGE Model with a Deflation Steady State, Keio-IES Discussion Paper Series (2018) View citations (3) (2018)
- Monetary Policy and Macroeconomic Stability Revisited
Review of Economic Dynamics, 2020, 37, 255-274 View citations (21)
See also Working Paper Monetary Policy and Macroeconomic Stability Revisited, Bank of Japan Working Paper Series (2020) View citations (20) (2020)
Software Item Code and data files for "Monetary Policy and Macroeconomic Stability Revisited", Computer Codes (2020) (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 (6)
Also in The Japanese Economic Review, 2019, 70, (1), 51-104 (2019) View citations (5)
2017
- Changes in the Federal Reserve Communication Strategy: A Structural Investigation
Journal of Money, Credit and Banking, 2017, 49, (1), 171-185 View citations (8)
See also Working Paper Changes in the Federal Reserve Communication Strategy: A Structural Investigation, Bank of Japan Working Paper Series (2011) View citations (7) (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 (41)
See also Working Paper The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model, IMES Discussion Paper Series (2014) View citations (3) (2014)
2014
- Indeterminacy and Forecastability
Journal of Money, Credit and Banking, 2014, 46, (1), 243-251 View citations (9)
See also Working Paper Indeterminacy and Forecastability, CAMA Working Papers (2012) (2012)
2013
- MONETARY POLICY AND SUNSPOT FLUCTUATIONS IN THE UNITED STATES AND THE EURO AREA
Macroeconomic Dynamics, 2013, 17, (1), 1-28 View citations (20)
2012
- DO INVESTMENT-SPECIFIC TECHNOLOGICAL CHANGES MATTER FOR BUSINESS FLUCTUATIONS? EVIDENCE FROM JAPAN
Pacific Economic Review, 2012, 17, (2), 208-230 View citations (32)
See also Working Paper Do investment-specific technological changes matter for business fluctuations? Evidence from Japan, MPRA Paper (2011) View citations (6) (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 (21)
Also in Journal of Money, Credit and Banking, 2011, 43, (1), 1-29 (2011) View citations (115)
See also Working Paper Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach, Vanderbilt University Department of Economics Working Papers (2009) View citations (44) (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 (5)
- 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 (36)
Also in Journal of Money, Credit and Banking, 2008, 40, (5), 967-999 (2008) View citations (4)
- 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 (17)
2005
- The Japanese Economic Model (JEM)
Monetary and Economic Studies, 2005, 23, (2), 61-142 View citations (22)
See also Working Paper The Japanese Economic Model: JEM, Bank of Japan Working Paper Series (2004) View citations (5) (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
2023
- Code and data files for "Inflation Gap Persistence, Indeterminacy, and Monetary Policy"
Computer Codes, Review of Economic Dynamics
See also Journal Article Inflation Gap Persistence, Indeterminacy, and Monetary Policy, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2023) View citations (1) (2023)
2020
- Code and data files for "Monetary Policy and Macroeconomic Stability Revisited"
Computer Codes, Review of Economic Dynamics
See also Journal Article Monetary Policy and Macroeconomic Stability Revisited, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (21) (2020)
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