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Details about Junko Koeda

Homepage:https://sites.google.com/view/junkokoeda/home
Workplace:School of Political Science and Economics, Faculty of Political Science and Economics, Waseda University, (more information at EDIRC)

Access statistics for papers by Junko Koeda.

Last updated 2022-05-14. Update your information in the RePEc Author Service.

Short-id: pko332


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Working Papers

2021

  1. Government Debt Maturity in Japan: 1965 to the Present
    Working Papers, Waseda University, Faculty of Political Science and Economics Downloads View citations (1)
    Also in Working Papers, Tokyo Center for Economic Research (2021) Downloads View citations (1)
  2. Nelson-Siegel Decay Factor and Term Premia in Japan
    Working Papers, Waseda University, Faculty of Political Science and Economics Downloads

2018

  1. Macroeconomic Effects of Quantitative and Qualitative Monetary Easing Measures
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (1)
    See also Journal Article in Journal of the Japanese and International Economies (2019)

2015

  1. Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan
    Working Papers, Waseda University, Faculty of Political Science and Economics Downloads View citations (2)
    See also Journal Article in The Japanese Economic Review (2017)
  2. Maturity Structure and Supply Factors in Japanese Government Bond Markets
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (29)
    See also Journal Article in Monetary and Economic Studies (2015)

2014

  1. Exiting from QE
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)

2013

  1. A Regime-Switching SVAR Analysis of Quantitative Easing
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (8)
  2. Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (10)
    See also Journal Article in Journal of the Japanese and International Economies (2013)

2011

  1. How Does Yield Curve Predict GDP Growth? A Macro-Finance Approach Revisited
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (1)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2011) Downloads

    See also Journal Article in Applied Economics Letters (2012)
  2. Japanese Yield Curves In and Out of a Zero Rate Environmnet: A Macro-Finance Perspective
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo Downloads View citations (1)

2010

  1. 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
  2. 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

2008

  1. Informality and Bank Credit: Evidence from Firm-Level Data
    IMF Working Papers, International Monetary Fund Downloads View citations (21)

2006

  1. A Debt Overhang Model for Low-Income Countries: Implications for Debt Relief
    IMF Working Papers, International Monetary Fund Downloads View citations (3)

Journal Articles

2019

  1. Exiting from quantitative easing
    Quantitative Economics, 2019, 10, (3), 1069-1107 Downloads View citations (7)
  2. Macroeconomic effects of quantitative and qualitative monetary easing measures
    Journal of the Japanese and International Economies, 2019, 52, (C), 121-141 Downloads View citations (9)
    See also Working Paper (2018)

2017

  1. Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan
    The Japanese Economic Review, 2017, 68, (4), 443-457 Downloads View citations (3)
    Also in The Japanese Economic Review, 2017, 68, (4), 443-457 (2017) Downloads View citations (4)

    See also Working Paper (2015)

2015

  1. Maturity Structure and Supply Factors in Japanese Government Bond Markets
    Monetary and Economic Studies, 2015, 33, 45-96 Downloads View citations (13)
    See also Working Paper (2015)
  2. The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach
    Applied Economics, 2015, 47, (34-35), 3710-3722 Downloads

2013

  1. Endogenous monetary policy shifts and the term structure: Evidence from Japanese government bond yields
    Journal of the Japanese and International Economies, 2013, 29, (C), 170-188 Downloads View citations (9)
    See also Working Paper (2013)

2012

  1. How does yield curve predict GDP growth? A macro-finance approach revisited
    Applied Economics Letters, 2012, 19, (10), 929-933 Downloads View citations (4)
    See also Working Paper (2011)

2008

  1. A Debt Overhang Model for Low-Income Countries
    IMF Staff Papers, 2008, 55, (4), 654-678 Downloads View citations (9)
 
Page updated 2022-05-27