Details about Hibiki Ichiue

Access statistics for papers by Hibiki Ichiue.

Last updated 2022-11-26. Update your information in the RePEc Author Service.

Short-id: pic2

Working Papers

2022

1. Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models
   Working papers, Banque de France View citations (2)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2022) View citations (2)

2020

2. How Does Climate Change Interact with the Financial System? A Survey
   Bank of Japan Working Paper Series, Bank of Japan View citations (17)

2019

3. Consumers' Price Beliefs, Central Bank Communication, and Inflation Dynamics
   Bank of Japan Working Paper Series, Bank of Japan View citations (3)
4. Households' Liquidity Constraint, Optimal Attention Allocation, and Inflation Expectations
   Bank of Japan Working Paper Series, Bank of Japan

2018

5. A Survey-based Shadow Rate and Unconventional Monetary Policy Effects
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (7)

2016

6. Post-crisis International Banking: An Analysis with New Regulatory Survey Data
   IMF Working Papers, International Monetary Fund View citations (9)

2015

7. Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets
   IMF Working Papers, International Monetary Fund View citations (11)
   See also Journal Article Changes in the global investor base and the stability of portfolio flows to emerging markets, Journal of Banking & Finance, Elsevier (2022) View citations (7) (2022)

2013

8. Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields
   Bank of Japan Working Paper Series, Bank of Japan View citations (49)
9. Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence
   Bank of Japan Working Paper Series, Bank of Japan View citations (13)
   See also Journal Article INFLATION EXPECTATIONS AND CONSUMER SPENDING AT THE ZERO BOUND: MICRO EVIDENCE, Economic Inquiry, Western Economic Association International (2015) View citations (67) (2015)

2012

10. Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US
    Bank of Japan Working Paper Series, Bank of Japan View citations (11)
11. Financial Markets Forecasts Revisited: Are they Rational, Herding or Bold?
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (14)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2012) View citations (2)

2011

12. Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy
    MPRA Paper, University Library of Munich, Germany
    Also in Bank of Japan Working Paper Series, Bank of Japan (2008) View citations (12)
    See also Journal Article INFLATION DYNAMICS AND LABOR MARKET SPECIFICATIONS: A BAYESIAN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM APPROACH FOR JAPAN'S ECONOMY, Economic Inquiry, Western Economic Association International (2013) View citations (16) (2013)

2010

13. Measuring Potential Growth in Japan: Some Practical Caveats
    Bank of Japan Review Series, Bank of Japan View citations (3)
14. Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy
    Bank of Japan Working Paper Series, Bank of Japan View citations (26)
    See also Journal Article Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy, International Journal of Central Banking, International Journal of Central Banking (2016) View citations (17) (2016)
15. Real-time Analysis on Japan's Labor Productivity
    Bank of Japan Working Paper Series, Bank of Japan
    See also Journal Article Real-time analysis on Japan's labor productivity, Journal of the Japanese and International Economies, Elsevier (2011) View citations (4) (2011)

2009

16. Practical Use of Macroeconomic Models at Central Banks
    Bank of Japan Review Series, Bank of Japan View citations (1)

2007

17. Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys
    Bank of Japan Working Paper Series, Bank of Japan
18. Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment
    Bank of Japan Working Paper Series, Bank of Japan View citations (44)
19. Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity
    Bank of Japan Working Paper Series, Bank of Japan View citations (11)
    See also Journal Article Regime switches in exchange rate volatility and uncovered interest parity, Journal of International Money and Finance, Elsevier (2011) View citations (45) (2011)

2006

20. Monetary Policy and the Yield Curve at Zero Interest: The Macro-Finance Model of Interest Rates as Options
    Bank of Japan Working Paper Series, Bank of Japan View citations (29)

2005

21. How Do Monetary Policy Rules Affect Term Premia?
    Bank of Japan Working Paper Series, Bank of Japan

2004

22. Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (5)
    Also in Bank of Japan Working Paper Series, Bank of Japan (2004) View citations (5)

Undated

23. Too-big-to-fail Reforms and Systemic Risk
    Bank of Japan Working Paper Series, Bank of Japan

Journal Articles

2022

1. Changes in the global investor base and the stability of portfolio flows to emerging markets
   Journal of Banking & Finance, 2022, 144, (C) View citations (7)
   See also Working Paper Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets, IMF Working Papers (2015) View citations (11) (2015)

2016

2. Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy
   International Journal of Central Banking, 2016, 12, (1), 1-32 View citations (17)
   See also Working Paper Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy, Bank of Japan Working Paper Series (2010) View citations (26) (2010)

2015

3. Determinants of long-term yields: A panel data analysis of major countries
   Japan and the World Economy, 2015, 34-35, 44-55 View citations (9)
4. INFLATION EXPECTATIONS AND CONSUMER SPENDING AT THE ZERO BOUND: MICRO EVIDENCE
   Economic Inquiry, 2015, 53, (2), 1086-1107 View citations (67)
   See also Working Paper Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence, Bank of Japan Working Paper Series (2013) View citations (13) (2013)
5. Monetary policy and the yield curve at zero interest
   Journal of the Japanese and International Economies, 2015, 38, (C), 1-12 View citations (8)

2013

6. Financial markets forecasts revisited: Are they rational, stubborn or jumpy?
   Economics Letters, 2013, 118, (3), 526-530 View citations (14)
7. INFLATION DYNAMICS AND LABOR MARKET SPECIFICATIONS: A BAYESIAN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM APPROACH FOR JAPAN'S ECONOMY
   Economic Inquiry, 2013, 51, (1), 273-287 View citations (16)
   See also Working Paper Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy, MPRA Paper (2011) (2011)

2011

8. Real-time analysis on Japan's labor productivity
   Journal of the Japanese and International Economies, 2011, 25, (2), 107-130 View citations (4)
   See also Working Paper Real-time Analysis on Japan's Labor Productivity, Bank of Japan Working Paper Series (2010) (2010)
9. Regime switches in exchange rate volatility and uncovered interest parity
   Journal of International Money and Finance, 2011, 30, (7), 1436-1450 View citations (45)
   See also Working Paper Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity, Bank of Japan Working Paper Series (2007) View citations (11) (2007)

2009

10. Using Survey Data to Correct the Bias in Policy Expectations Extracted from Fed Funds Futures
    Journal of Money, Credit and Banking, 2009, 41, (8), 1631-1647 View citations (1)
    Also in Journal of Money, Credit and Banking, 2009, 41, (8), 1631-1647 (2009) View citations (11)

Chapters

2006

1. Development of Japan’s credit markets
   A chapter in Developing corporate bond markets in Asia, 2006, vol. 26, pp 88-95 View citations (1)