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Details about Ryo Kato

E-mail:
Homepage:http://www.ryokato.org/
Postal address:Graduate School of Public Policy, University of Tokyo 7-3- Hongo, Bunkyo-ku, Tokyo 113-0033 JAPAN
Workplace:Graduate School of Public Policy, University of Tokyo, (more information at EDIRC)

Access statistics for papers by Ryo Kato.

Last updated 2019-03-27. Update your information in the RePEc Author Service.

Short-id: pka55


Jump to Journal Articles Software Items

Working Papers

2017

  1. Market Concentration and Sectoral Inflation under Imperfect Common Knowledge
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (2)

2014

  1. Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    See also Journal Article in Economic Theory (2017)
  2. Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy
    Bank of Japan Working Paper Series, Bank of Japan Downloads
  3. The Safer, the Riskier: A Model of Financial Instability and Bank Leverage
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    See also Journal Article in Economic Modelling (2016)

2013

  1. Bank Overleverage and Macroeconomic Fragility
    Discussion papers, Graduate School of Economics Project Center, Kyoto University Downloads View citations (1)
    Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2011) Downloads View citations (4)
  2. Managing Financial Crises: Lean or Clean?
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2012) Downloads View citations (1)
  3. Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions
    Discussion papers, Graduate School of Economics Project Center, Kyoto University Downloads

2011

  1. On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints
    TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads View citations (1)
  2. The Safer, the Riskier:A Model of Bank Leverage and Financial Instability
    Discussion papers, Graduate School of Economics Project Center, Kyoto University Downloads View citations (2)

2010

  1. Calibrating the Level of Capital: The Way We See It
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (19)
  2. The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads
  3. The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads

2004

  1. Liquidity, Infinite Horizons and Macroeconomic Fluctuations
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads View citations (12)
    See also Journal Article in European Economic Review (2006)

2003

  1. Measuring Productivity Growth over the 90s: Is the New Economy Still Alive?
    Bank of Japan Working Paper Series, Bank of Japan Downloads

2002

  1. Optimal Monetary Policy When Interest Rates are Bounded at Zero
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads View citations (6)
    Also in Working Papers, Ohio State University, Department of Economics (2001) Downloads View citations (4)

    See also Journal Article in Journal of Economic Dynamics and Control (2005)

Journal Articles

2017

  1. Prudential capital controls or bailouts? The impact of different collateral constraint assumptions
    Economic Theory, 2017, 63, (4), 943-960 Downloads
    See also Working Paper (2014)

2016

  1. The safer, the riskier: A model of financial instability and bank leverage
    Economic Modelling, 2016, 52, (PA), 71-77 Downloads View citations (2)
    See also Working Paper (2014)

2015

  1. The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach
    Applied Economics, 2015, 47, (34-35), 3710-3722 Downloads

2008

  1. A note on pitfalls of credit crunch regressions
    Economics Letters, 2008, 99, (3), 504-507 Downloads

2006

  1. Liquidity, infinite horizons and macroeconomic fluctuations
    European Economic Review, 2006, 50, (5), 1105-1130 Downloads View citations (9)
    See also Working Paper (2004)

2005

  1. Optimal monetary policy when interest rates are bounded at zero
    Journal of Economic Dynamics and Control, 2005, 29, (1-2), 97-133 Downloads View citations (63)
    See also Working Paper (2002)

Software Items

2003

  1. Matlab code for Kiyotaki-Moore credit cycles
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. Matlab code for Sbordone's estimation for a sticky price model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. Matlab code for a standard New IS-LM model with interest rate shocks
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  4. Matlab code for the Phelan-Trejos model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

2002

  1. Matlab code for a standard RBC model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads View citations (1)
  2. Matlab code for a sticky wage/price model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  3. Matlab code for the Carlstrom-Fuerst AER (1997) model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

2001

  1. Matlab code for the McCallum/Nelson model
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads

Undated

  1. Matlab code for a standard New IS-LM model with money shocks
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
 
Page updated 2019-12-05