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Details about Akito Matsumoto

Homepage:http://sites.google.com/site/amatsumo/
Workplace:Research Department, International Monetary Fund (IMF), (more information at EDIRC)

Access statistics for papers by Akito Matsumoto.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pma364


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Working Papers

2020

  1. Energy, Efficiency Gains and Economic Development: When Will Global Energy Demand Saturate?
    IMF Working Papers, International Monetary Fund Downloads View citations (3)

2017

  1. Oil Prices and the Global Economy
    IMF Working Papers, International Monetary Fund Downloads View citations (29)

2011

  1. Global Liquidity: Availability of Funds for Safe and Risky Assets
    IMF Working Papers, International Monetary Fund Downloads View citations (30)
  2. New Shocks and Asset Price Volatility in General Equilibrium
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
    Also in Research Department Publications, Inter-American Development Bank, Research Department (2011) Downloads View citations (11)
    IDB Publications (Working Papers), Inter-American Development Bank (2011) Downloads View citations (10)

    See also Journal Article News shocks and asset price volatility in general equilibrium, Journal of Economic Dynamics and Control, Elsevier (2011) Downloads View citations (11) (2011)
  3. The Value of Human Capital Wealth
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (2)

2009

  1. International Risk Sharing During the Globalization Era
    IMF Working Papers, International Monetary Fund Downloads View citations (11)
    See also Journal Article International risk sharing during the globalization era, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2012) Downloads View citations (15) (2012)
  2. International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?
    IMF Working Papers, International Monetary Fund Downloads View citations (23)
  3. The International Diversification Puzzle when Goods Prices Are Sticky: It's Really About Exchange-Rate Hedging, not Equity Portfolios
    IMF Working Papers, International Monetary Fund Downloads View citations (98)
    See also Journal Article The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios, American Economic Journal: Macroeconomics, American Economic Association (2009) Downloads View citations (121) (2009)

2008

  1. New Shocks, Exchange Rates and Equity Prices
    IMF Working Papers, International Monetary Fund Downloads View citations (6)

2007

  1. The Role of Nonseparable Utility and Nontradeables in International Business Cycles and Portfolio Choice
    IMF Working Papers, International Monetary Fund Downloads View citations (27)

2006

  1. Portfolio Choice in a Monetary Open-Economy DSGE Model
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (105)
    Also in IMF Working Papers, International Monetary Fund (2005) Downloads View citations (42)

2004

  1. Real exchange rate persistence and systematic monetary policy behaviour
    Bank of England working papers, Bank of England Downloads View citations (20)

Journal Articles

2023

  1. Commodity prices and global economic activity
    Japan and the World Economy, 2023, 66, (C) Downloads

2012

  1. International risk sharing during the globalization era
    Canadian Journal of Economics/Revue canadienne d'économique, 2012, 45, (2), 394-416 Downloads View citations (15)
    Also in Canadian Journal of Economics, 2012, 45, (2), 394-416 (2012) Downloads View citations (23)

    See also Working Paper International Risk Sharing During the Globalization Era, IMF Working Papers (2009) Downloads View citations (11) (2009)

2011

  1. News shocks and asset price volatility in general equilibrium
    Journal of Economic Dynamics and Control, 2011, 35, (12), 2132-2149 Downloads View citations (11)
    See also Working Paper New Shocks and Asset Price Volatility in General Equilibrium, IMF Working Papers (2011) Downloads View citations (3) (2011)

2010

  1. JIE special issue on international macro-finance
    Journal of International Economics, 2010, 80, (1), 1-2 Downloads View citations (1)

2009

  1. Introduction
    IMF Staff Papers, 2009, 56, (3), 541-542 Downloads
  2. The International Diversification Puzzle When Goods Prices Are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios
    American Economic Journal: Macroeconomics, 2009, 1, (2), 155-88 Downloads View citations (121)
    See also Working Paper The International Diversification Puzzle when Goods Prices Are Sticky: It's Really About Exchange-Rate Hedging, not Equity Portfolios, IMF Working Papers (2009) Downloads View citations (98) (2009)
 
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