Details about Hirokuni Iiboshi
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
- Child Care, Time Allocation, and the Life Cycle
Papers, arXiv.org
- The international forward guidance transmission under a global liquidity trap
Papers, arXiv.org
2023
- The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter
MPRA Paper, University Library of Munich, Germany
Also in MPRA Paper, University Library of Munich, Germany (2023)
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) (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
- The Impact of the Social Security Reforms on Welfare: Who benefits and Who loses across Generations, Gender, and Employment Type?
Papers, arXiv.org
2021
- The interaction of forward guidance in a two-country new Keynesian model
MPRA Paper, University Library of Munich, Germany
2020
- Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan
Working Papers, Tokyo Center for Economic Research
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (9) Working Papers, Tokyo Center for Economic Research (2018) 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) View citations (1) (2022)
- Fiscal Adjustments and Debt-Dependent Multipliers: Evidence from the U.S. Time Series
Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University
2019
- A Bayesian Estimation of HANK models with Continuous Time Approach:Comparison between US and Japan
MPRA Paper, University Library of Munich, Germany View citations (2)
- Time-varying Fiscal Multipliers Identified by Systematic Component: A Bayesian Approach to TVP-SVAR model
MPRA Paper, University Library of Munich, Germany
2018
- Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods
MPRA Paper, University Library of Munich, Germany
- Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth
MPRA Paper, University Library of Munich, Germany 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) View citations (7) (2018)
2017
- R&D Growth and Business Cycles Measured with an Endogenous Growth DSGE Model
MPRA Paper, University Library of Munich, Germany
2016
- 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 View citations (3)
2015
- Prediction of Term Structure with Potentially Misspecified Macro-Finance Models near the Zero Lower Bound
MPRA Paper, University Library of Munich, Germany
2014
- 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) 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) View citations (4) (2016)
- 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) View citations (1)
2012
- Measuring the Effects of Monetary Policy: A DSGE-DFM Approach
ESRI Discussion paper series, Economic and Social Research Institute (ESRI) View citations (2)
2011
- 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) View citations (1)
2010
- 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)
- 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)
2009
- 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)
2008
- Monetary Policy in Japan Reconsidered: A Regime-switching VAR Analysis
MPRA Paper, University Library of Munich, Germany
2006
- An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis
MPRA Paper, University Library of Munich, Germany View citations (29)
2005
- 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
- Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions
Finance Working Papers, East Asian Bureau of Economic Research 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) View citations (2) (2005)
2004
- Do Structural Breaks exist in Okun’s Law? Evidence from the Lost Decade in Japan
MPRA Paper, University Library of Munich, Germany View citations (1)
2003
- 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 View citations (3)
Journal Articles
2023
- The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter
Oxford Bulletin of Economics and Statistics, 2023, 85, (4), 830-858
See also Working Paper The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter, MPRA Paper (2023) (2023)
- The temporal dependence of public policy evaluation: the case of local government amalgamation
Local Government Studies, 2023, 49, (5), 953-974
2022
- Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan
Journal of Money, Credit and Banking, 2022, 54, (6), 1637-1671 View citations (1)
See also Working Paper Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan, Working Papers (2020) (2020)
2019
- 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
2018
- Trends, cycles and lost decades: Decomposition from a DSGE model with endogenous growth
Japan and the World Economy, 2018, 46, (C), 9-28 View citations (7)
See also Working Paper Trends, Cycles and Lost Decades: Decomposition from a DSGE Model with Endogenous Growth, MPRA Paper (2018) View citations (7) (2018)
2016
- 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 View citations (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 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) View citations (1) (2014)
2015
- Estimating a DSGE model for Japan in a data-rich environment
Journal of the Japanese and International Economies, 2015, 36, (C), 25-55 View citations (5)
2007
- 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 View citations (8)
2006
- The index of agency cost and the financial accelerator: the case of Japan
Japan and the World Economy, 2006, 18, (1), 22-48
2005
- Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions
Public Policy Review, 2005, 1, (1), 19-32 View citations (2)
See also Working Paper Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions, Finance Working Papers (2005) View citations (3) (2005)
Chapters
Undated
- Source of the Great Recession
IntechOpen
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