Details about Teruyoshi Kobayashi

Access statistics for papers by Teruyoshi Kobayashi.

Last updated 2023-08-05. Update your information in the RePEc Author Service.

Short-id: pko119

Working Papers

2022

1. Financial fire sales as continuous-state complex contagion
   Papers, arXiv.org

2021

2. Optimal irreversible monetary policy
   Discussion Papers, Graduate School of Economics, Kobe University View citations (1)
   See also Journal Article in European Economic Review (2021)
3. Unstable diffusion in social networks
   Papers, arXiv.org
   See also Journal Article in Journal of Economic Dynamics and Control (2023)

2019

4. Irreversible monetary policy at the zero lower bound
   Discussion Papers, Graduate School of Economics, Kobe University

2018

5. Extracting the multi-timescale activity patterns of online financial markets
   Papers, arXiv.org View citations (1)
   Also in Discussion Papers, Graduate School of Economics, Kobe University (2018) View citations (1)
6. Identifying relationship lending in the interbank market: A network approach
   Papers, arXiv.org View citations (17)
   See also Journal Article in Journal of Banking & Finance (2018)

2017

7. Network models of financial systemic risk: A review
   Papers, arXiv.org View citations (10)
   Also in Discussion Papers, Graduate School of Economics, Kobe University (2017) View citations (5)
   See also Journal Article in Journal of Computational Social Science (2018)
8. Significant ties: Identifying relationship lending in temporal interbank networks
   Discussion Papers, Graduate School of Economics, Kobe University View citations (3)
9. Social dynamics of financial networks
   Papers, arXiv.org View citations (7)

2016

10. Fragmenting networks by targeting collective influencers at a mesoscopic level
    Discussion Papers, Graduate School of Economics, Kobe University View citations (2)

2015

11. Cascades in multiplex financial networks with debts of different seniority
    Papers, arXiv.org View citations (17)
    Also in Discussion Papers, Graduate School of Economics, Kobe University (2015) View citations (16)
12. Trend-driven information cascades on random networks
    Discussion Papers, Graduate School of Economics, Kobe University View citations (7)

2014

13. A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades
    Papers, arXiv.org View citations (7)
    Also in Discussion Papers, Graduate School of Economics, Kobe University (2013) View citations (1)
    See also Journal Article in Economics Letters (2014)

2013

14. Efficient immunization strategies to prevent financial contagion
    Papers, arXiv.org View citations (7)
15. Network versus portfolio structure in financial systems
    Papers, arXiv.org View citations (10)
    Also in Discussion Papers, Graduate School of Economics, Kobe University (2013) View citations (13)

2011

16. A note on expectational stability under non-zero trend inflation
    Discussion Papers, Graduate School of Economics, Kobe University View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (5)
    See also Journal Article in Macroeconomic Dynamics (2013)

2010

17. Policy irreversibility and interest rate smoothing
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article in The B.E. Journal of Macroeconomics (2010)

2009

18. Firm entry and monetary policy transmission under credit rationing
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2023

1. Dynamics of diffusion on monoplex and multiplex networks: a message-passing approach
   Economic Theory, 2023, 76, (1), 251-287
2. Unstable diffusion in social networks
   Journal of Economic Dynamics and Control, 2023, 146, (C)
   See also Working Paper (2021)

2021

3. Introduction to the special issue “Economics and Complex Networks”
   The Japanese Economic Review, 2021, 72, (1), 1-4
4. Optimal irreversible monetary policy
   European Economic Review, 2021, 134, (C) View citations (1)
   See also Working Paper (2021)

2019

5. The structured backbone of temporal social ties
   Nature Communications, 2019, 10, (1), 1-11 View citations (2)

2018

6. Identifying relationship lending in the interbank market: A network approach
   Journal of Banking & Finance, 2018, 97, (C), 20-36 View citations (13)
   See also Working Paper (2018)
7. Network models of financial systemic risk: a review
   Journal of Computational Social Science, 2018, 1, (1), 81-114 View citations (41)
   See also Working Paper (2017)

2014

8. A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades
   Economics Letters, 2014, 124, (1), 113-116 View citations (7)
   See also Working Paper (2014)

2013

9. A NOTE ON EXPECTATIONAL STABILITY UNDER NONZERO TREND INFLATION
   Macroeconomic Dynamics, 2013, 17, (3), 681-693 View citations (16)
   See also Working Paper (2011)

2011

10. Firm entry, credit availability and monetary policy
    Journal of Economic Dynamics and Control, 2011, 35, (8), 1245-1272

2010

11. Policy Irreversibility and Interest Rate Smoothing
    The B.E. Journal of Macroeconomics, 2010, 10, (1), 1-29 View citations (4)
    See also Working Paper (2010)

2009

12. Announcements and the effectiveness of monetary policy: A view from the US prime rate
    Journal of Banking & Finance, 2009, 33, (12), 2253-2266 View citations (8)

2008

13. Incomplete Interest Rate Pass-Through and Optimal Monetary Policy
    International Journal of Central Banking, 2008, 4, (3), 77-118 View citations (48)

2005

14. A model of monetary unification under asymmetric information
    International Review of Economics & Finance, 2005, 14, (1), 1-15 View citations (2)
15. Optimal monetary policy and the role of hybrid inflation-price-level targets
    Applied Economics, 2005, 37, (18), 2119-2125 View citations (6)

2004

16. Hybrid Inflation‐Price‐Level Targeting in an Economy With Output Persistence
    Scottish Journal of Political Economy, 2004, 51, (5), 641-653 View citations (3)
17. Monetary policy uncertainty and interest rate targeting
    Journal of Macroeconomics, 2004, 26, (4), 725-735
18. On the Relationship Between Short‐ and Long‐term Interest Rates
    International Finance, 2004, 7, (2), 261-286

2003

19. Multiplicative uncertainty in a model without inflationary bias
    Economics Letters, 2003, 80, (3), 317-321 View citations (12)