Details about Koichiro Kamada

Access statistics for papers by Koichiro Kamada.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pka936

Working Papers

2018

1. Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (1)
   See also Journal Article Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data, The North American Journal of Economics and Finance, Elsevier (2022) (2022)

2017

2. The Transactions Demand for Paper and Digital Currencies
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan

2016

3. Theoretical Foundations for Quantitative Easing
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan

2015

4. A new technique for estimating currency premiums
   Bank of Japan Working Paper Series, Bank of Japan View citations (2)
5. Are Household Inflation Expectations Anchored in Japan?
   Bank of Japan Working Paper Series, Bank of Japan View citations (21)
6. Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy
   Bank of Japan Research Laboratory Series, Bank of Japan

2014

7. Central Bank Communication and the Management of Market Confidence: Two Episodes in 2013 in the U.S. and Japan
   Bank of Japan Research Laboratory Series, Bank of Japan View citations (2)
8. Confidence Erosion and Herding Behavior in Bond Markets: An Essay on Central Bank Communication Strategy
   Bank of Japan Working Paper Series, Bank of Japan View citations (11)

2013

9. Downward Rigidity in Households' Price Expectations: An Analysis Based on the Bank of Japan's 'Opinion Survey on the General Public's Views and Behavior'
   Bank of Japan Working Paper Series, Bank of Japan View citations (9)
10. On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity
    Bank of Japan Working Paper Series, Bank of Japan View citations (3)
    See also Journal Article On the reliability of Japanese inflation expectations using purchasing power parity, Economic Analysis and Policy, Elsevier (2014) View citations (5) (2014)

2012

11. Introduction to the Financial Macro-econometric Model
    Bank of Japan Working Paper Series, Bank of Japan View citations (5)
12. The Financial Activity Index
    Bank of Japan Working Paper Series, Bank of Japan View citations (3)
13. The Impact of Changes in JGB Yields on the Japanese Financial Institutions and the Real Economy: Simulation analysis using the Financial Macro-econometric Model (Japanese)
    Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI) View citations (1)

2011

14. The Financial Cycle Indexes for Early Warning Exercise
    Bank of Japan Working Paper Series, Bank of Japan View citations (2)

2010

15. How Can Leverage Regulations Work for the Stabilization of Financial Systems?
    Bank of Japan Working Paper Series, Bank of Japan View citations (7)
16. Understanding Contingent Capital
    Bank of Japan Working Paper Series, Bank of Japan View citations (2)

2007

17. Determinants of Land-Price Movements in Japan
    Bank of Japan Working Paper Series, Bank of Japan View citations (1)

2006

18. Evaluating Japanese Monetary Policy under the Non-negativity Constraint on Nominal Short-term Interest Rates
    Bank of Japan Working Paper Series, Bank of Japan View citations (23)

2005

19. Policy Coordination in East Asia and across the Pacific
    Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations (39)
    Also in Bank of Japan Working Paper Series, Bank of Japan (2005) View citations (39)
    See also Journal Article Policy coordination in East Asia and across the Pacific, International Economics and Economic Policy, Springer (2005) View citations (41) (2005)

2004

20. Real-Time Estimation of the Output Gap in Japan and its Usefulness for Inflation Forecasting and Policymaking
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (15)
    See also Journal Article Real-time estimation of the output gap in Japan and its usefulness for inflation forecasting and policymaking, The North American Journal of Economics and Finance, Elsevier (2005) View citations (18) (2005)

2002

21. Deepening Interdependence in the Asia-Pacific Region: An Empirical Study Using a Macro-Econometric Model
    Bank of Japan Working Paper Series, Bank of Japan View citations (4)
22. Import Penetration and Consumer Prices
    Bank of Japan Working Paper Series, Bank of Japan View citations (13)
23. Time-Varying NAIRU and Potential Growth in Japan
    Bank of Japan Working Paper Series, Bank of Japan View citations (17)

2001

24. A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve
    Bank of Japan Working Paper Series, Bank of Japan View citations (13)

2000

25. Effects of Measurement Error on the Output Gap in Japan
    Bank of Japan Working Paper Series, Bank of Japan View citations (7)
    See also Journal Article Effects of Measurement Error on the Output Gap in Japan, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan (2001) View citations (27) (2001)
26. Forward-looking Models and Monetary Policy in Japan
    Bank of Japan Working Paper Series, Bank of Japan View citations (10)

1999

27. Yen/Dollar Exchange Rate Expectations in the 1980-90's
    Bank of Japan Working Paper Series, Bank of Japan View citations (1)

1998

28. A Local Model of Asian Economies
    Bank of Japan Working Paper Series, Bank of Japan View citations (3)

Journal Articles

2022

1. Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data
   The North American Journal of Economics and Finance, 2022, 59, (C)
   See also Working Paper Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data, IMES Discussion Paper Series (2018) View citations (1) (2018)

2014

2. On the reliability of Japanese inflation expectations using purchasing power parity
   Economic Analysis and Policy, 2014, 44, (3), 259-265 View citations (5)
   See also Working Paper On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity, Bank of Japan Working Paper Series (2013) View citations (3) (2013)

2009

3. The Stability of Currency Systems in East Asia --Quantitative Analysis Using a Multi-Country Macro-Econometric Model--
   Public Policy Review, 2009, 5, (1), 109-138

2005

4. Policy coordination in East Asia and across the Pacific
   International Economics and Economic Policy, 2005, 2, (4), 275-306 View citations (41)
   See also Working Paper Policy Coordination in East Asia and across the Pacific, Hi-Stat Discussion Paper Series (2005) View citations (39) (2005)
5. Real-time estimation of the output gap in Japan and its usefulness for inflation forecasting and policymaking
   The North American Journal of Economics and Finance, 2005, 16, (3), 309-332 View citations (18)
   See also Working Paper Real-Time Estimation of the Output Gap in Japan and its Usefulness for Inflation Forecasting and Policymaking, Discussion Paper Series 1: Economic Studies (2004) View citations (15) (2004)

2003

6. A New Technique for Simultaneous Estimation of Potential Output and the Phillips Curve
   Monetary and Economic Studies, 2003, 21, (2), 93-112 View citations (10)

2001

7. Effects of Measurement Error on the Output Gap in Japan
   Monetary and Economic Studies, 2001, 19, (2), 109-154 View citations (27)
   See also Working Paper Effects of Measurement Error on the Output Gap in Japan, Bank of Japan Working Paper Series (2000) View citations (7) (2000)

1993

8. The Real Value of Postal Savings Certificates
   Monetary and Economic Studies, 1993, 11, (2), 59-96 View citations (1)