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Details about Koichiro Kamada

Workplace:Faculty of Business and Commerce, Keio University, (more information at EDIRC)

Access statistics for papers by Koichiro Kamada.

Last updated 2020-04-06. Update your information in the RePEc Author Service.

Short-id: pka936


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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 Downloads

2017

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

2016

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

2015

  1. A new technique for estimating currency premiums
    Bank of Japan Working Paper Series, Bank of Japan Downloads
  2. Are Household Inflation Expectations Anchored in Japan?
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (8)
  3. Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy
    Bank of Japan Research Laboratory Series, Bank of Japan Downloads

2014

  1. 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 Downloads
  2. Confidence Erosion and Herding Behavior in Bond Markets: An Essay on Central Bank Communication Strategy
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (8)

2013

  1. 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 Downloads View citations (4)
  2. On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (2)
    See also Journal Article in Economic Analysis and Policy (2014)

2012

  1. Introduction to the Financial Macro-econometric Model
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (5)
  2. The Financial Activity Index
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (2)
  3. 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) Downloads

2011

  1. The Financial Cycle Indexes for Early Warning Exercise
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (1)

2010

  1. How Can Leverage Regulations Work for the Stabilization of Financial Systems?
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (4)
  2. Understanding Contingent Capital
    Bank of Japan Working Paper Series, Bank of Japan Downloads

2007

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

2006

  1. Evaluating Japanese Monetary Policy under the Non-negativity Constraint on Nominal Short-term Interest Rates
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (20)

2005

  1. Policy Coordination in East Asia and across the Pacific
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (7)
    Also in Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2005) Downloads View citations (22)

    See also Journal Article in International Economics and Economic Policy (2005)

2004

  1. 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 Downloads View citations (12)
    See also Journal Article in The North American Journal of Economics and Finance (2005)

2002

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

2001

  1. A New Technique for Simultaneous Estimation of the Output Gap and Phillips Curve
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (6)

2000

  1. Effects of Measurement Error on the Output Gap in Japan
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (4)
    See also Journal Article in Monetary and Economic Studies (2001)
  2. Forward-looking Models and Monetary Policy in Japan
    Bank of Japan Working Paper Series, Bank of Japan Downloads View citations (9)

1999

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

1998

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

Journal Articles

2014

  1. On the reliability of Japanese inflation expectations using purchasing power parity
    Economic Analysis and Policy, 2014, 44, (3), 259-265 Downloads View citations (2)
    See also Working Paper (2013)

2009

  1. 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 Downloads

2005

  1. Policy coordination in East Asia and across the Pacific
    International Economics and Economic Policy, 2005, 2, (4), 275-306 Downloads View citations (30)
    See also Working Paper (2005)
  2. 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 Downloads View citations (14)
    See also Working Paper (2004)

2003

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

2001

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

1993

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