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Details about Hirokuni Iiboshi

E-mail:
Homepage:http://www.comp.tmu.ac.jp/iiboshi/
Workplace:Faculty of Economics and Business Administration, Tokyo Metropolitan University, (more information at EDIRC)
Economic and Social Research Institute (ESRI), Cabinet Office, Government of Japan, (more information at EDIRC)
Policy Research Institute, Ministry of Finance, Government of Japan, (more information at EDIRC)

Access statistics for papers by Hirokuni Iiboshi.

Last updated 2020-01-21. Update your information in the RePEc Author Service.

Short-id: pii5


Jump to Journal Articles

Working Papers

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 (1)
  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. Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan
    Working Papers, Tokyo Center for Economic Research Downloads View citations (5)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) Downloads View citations (6)
  3. Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Japan and the World Economy (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 in Economic Modelling (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 (27)

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 in Public Policy Review (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

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 (3)
    See also Working Paper (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 (2)
    See also Working Paper (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 (7)

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 (2005)
 
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