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Details about Hirokuni Iiboshi

E-mail:
Homepage:https://sites.google.com/view/iiboshihirokuni/home
Workplace:College of Economics, Nihon University, (more information at EDIRC)

Access statistics for papers by Hirokuni Iiboshi.

Last updated 2024-04-07. Update your information in the RePEc Author Service.

Short-id: pii5


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Working Papers

2024

  1. Child Care, Time Allocation, and the Life Cycle
    Papers, arXiv.org Downloads
  2. The international forward guidance transmission under a global liquidity trap
    Papers, arXiv.org Downloads

2023

  1. The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2023) Downloads

    See also Journal Article The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2023) Downloads (2023)

2022

  1. 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 Downloads
  2. The Impact of the Social Security Reforms on Welfare: Who benefits and Who loses across Generations, Gender, and Employment Type?
    Papers, arXiv.org Downloads

2021

  1. The interaction of forward guidance in a two-country new Keynesian model
    MPRA Paper, University Library of Munich, Germany Downloads

2020

  1. Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan
    Working Papers, Tokyo Center for Economic Research Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads View citations (9)
    Working Papers, Tokyo Center for Economic Research (2018) Downloads View citations (7)

    See also Journal Article Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan, Journal of Money, Credit and Banking, Blackwell Publishing (2022) Downloads View citations (1) (2022)
  2. Fiscal Adjustments and Debt-Dependent Multipliers: Evidence from the U.S. Time Series
    Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University Downloads

2019

  1. A Bayesian Estimation of HANK models with Continuous Time Approach:Comparison between US and Japan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Time-varying Fiscal Multipliers Identified by Systematic Component: A Bayesian Approach to TVP-SVAR model
    MPRA Paper, University Library of Munich, Germany Downloads

2018

  1. Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    See also Journal Article Trends, cycles and lost decades: Decomposition from a DSGE model with endogenous growth, Japan and the World Economy, Elsevier (2018) Downloads View citations (7) (2018)

2017

  1. R&D Growth and Business Cycles Measured with an Endogenous Growth DSGE Model
    MPRA Paper, University Library of Munich, Germany Downloads

2016

  1. Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2015

  1. Prediction of Term Structure with Potentially Misspecified Macro-Finance Models near the Zero Lower Bound
    MPRA Paper, University Library of Munich, Germany Downloads

2014

  1. Monetary Policy Regime Shifts Under the Zero Lower Bound: An Application of a Stochastic Rational Expectations Equilibrium to a Markov Switching DSGE Model
    ESRI Discussion paper series, Economic and Social Research Institute (ESRI) Downloads View citations (1)
    See also Journal Article Monetary policy regime shifts under the zero lower bound: An application of a stochastic rational expectations equilibrium to a Markov switching DSGE model, Economic Modelling, Elsevier (2016) Downloads View citations (4) (2016)
  2. Sources of the Great Recession:A Bayesian Approach of a Data-Rich DSGE model with Time-Varying Volatility Shocks
    ESRI Discussion paper series, Economic and Social Research Institute (ESRI) Downloads View citations (1)

2012

  1. Measuring the Effects of Monetary Policy: A DSGE-DFM Approach
    ESRI Discussion paper series, Economic and Social Research Institute (ESRI) Downloads View citations (2)

2011

  1. Decomposition of Trend and Cycle; An Application to Real GDP and Unemployment Rate in Japan(in Japanese)
    ESRI Discussion paper series, Economic and Social Research Institute (ESRI) Downloads View citations (1)

2010

  1. Estimating Periodic Length and Phase Shifts of Business Cycles: An Approach from Model-based Uni- and Multi-variate Bandpass Filter(in Japanese)
    ESRI Discussion paper series, Economic and Social Research Institute (ESRI) Downloads
  2. Forecasting of Coincident Composite Index from an Affine Term Structure Model: A Macro-Finance Approach(in Japanese)
    ESRI Discussion paper series, Economic and Social Research Institute (ESRI) Downloads

2009

  1. The Extract and Usage of Common Factors of Macroeconomic Panel Data by Principal Component Analysis(in Japanese)
    ESRI Discussion paper series, Economic and Social Research Institute (ESRI) Downloads

2008

  1. Monetary Policy in Japan Reconsidered: A Regime-switching VAR Analysis
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (29)

2005

  1. Has the Business Cycle Changed in Japan? A Bayesian Analysis Based on a Markov-Switching Model with Multiple Change-Points
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions
    Finance Working Papers, East Asian Bureau of Economic Research Downloads View citations (3)
    See also Journal Article Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions, Public Policy Review, Policy Research Institute, Ministry of Finance Japan (2005) Downloads View citations (2) (2005)

2004

  1. Do Structural Breaks exist in Okun’s Law? Evidence from the Lost Decade in Japan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2003

  1. Does Agency Cost Model Explain Business Fluctuations in Japan?: An Empirical Attempt to Estimate Agency Cost by Firm Size
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University Downloads View citations (3)

Journal Articles

2023

  1. The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter
    Oxford Bulletin of Economics and Statistics, 2023, 85, (4), 830-858 Downloads
    See also Working Paper The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter, MPRA Paper (2023) Downloads (2023)
  2. The temporal dependence of public policy evaluation: the case of local government amalgamation
    Local Government Studies, 2023, 49, (5), 953-974 Downloads

2022

  1. Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan
    Journal of Money, Credit and Banking, 2022, 54, (6), 1637-1671 Downloads View citations (1)
    See also Working Paper Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan, Working Papers (2020) Downloads (2020)

2019

  1. Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods
    Journal of Asian Economics, 2019, 60, (C), 45-68 Downloads

2018

  1. Trends, cycles and lost decades: Decomposition from a DSGE model with endogenous growth
    Japan and the World Economy, 2018, 46, (C), 9-28 Downloads View citations (7)
    See also Working Paper Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth, MPRA Paper (2018) Downloads View citations (7) (2018)

2016

  1. A multiple DSGE-VAR approach: Priors from a combination of DSGE models and evidence from Japan
    Japan and the World Economy, 2016, 40, (C), 1-8 Downloads View citations (2)
  2. Monetary policy regime shifts under the zero lower bound: An application of a stochastic rational expectations equilibrium to a Markov switching DSGE model
    Economic Modelling, 2016, 52, (PA), 186-205 Downloads View citations (4)
    See also Working Paper Monetary Policy Regime Shifts Under the Zero Lower Bound: An Application of a Stochastic Rational Expectations Equilibrium to a Markov Switching DSGE Model, ESRI Discussion paper series (2014) Downloads View citations (1) (2014)

2015

  1. Estimating a DSGE model for Japan in a data-rich environment
    Journal of the Japanese and International Economies, 2015, 36, (C), 25-55 Downloads View citations (5)

2007

  1. Duration dependence of the business cycle in Japan: A Bayesian analysis of extended Markov switching model
    Japan and the World Economy, 2007, 19, (1), 86-111 Downloads View citations (8)

2006

  1. The index of agency cost and the financial accelerator: the case of Japan
    Japan and the World Economy, 2006, 18, (1), 22-48 Downloads

2005

  1. Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions
    Public Policy Review, 2005, 1, (1), 19-32 Downloads View citations (2)
    See also Working Paper Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions, Finance Working Papers (2005) Downloads View citations (3) (2005)

Chapters

Undated

  1. Source of the Great Recession
    IntechOpen Downloads
 
Page updated 2024-11-14