Details about Akito Matsumoto

Access statistics for papers by Akito Matsumoto.

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

Short-id: pma364

Working Papers

2020

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

2017

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

2011

3. Global Liquidity: Availability of Funds for Safe and Risky Assets
   IMF Working Papers, International Monetary Fund View citations (30)
4. New Shocks and Asset Price Volatility in General Equilibrium
   IMF Working Papers, International Monetary Fund View citations (3)
   Also in IDB Publications (Working Papers), Inter-American Development Bank (2011) View citations (10)
   Research Department Publications, Inter-American Development Bank, Research Department (2011) View citations (11)
   See also Journal Article News shocks and asset price volatility in general equilibrium, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (11) (2011)
5. The Value of Human Capital Wealth
   Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations (2)

2009

6. International Risk Sharing During the Globalization Era
   IMF Working Papers, International Monetary Fund View citations (11)
   See also Journal Article International risk sharing during the globalization era, Canadian Journal of Economics, Canadian Economics Association (2012) View citations (23) (2012)
7. International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?
   IMF Working Papers, International Monetary Fund View citations (23)
8. 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 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) View citations (121) (2009)

2008

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

2007

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

2006

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

2004

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

Journal Articles

2023

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

2012

2. International risk sharing during the globalization era
   Canadian Journal of Economics, 2012, 45, (2), 394-416 View citations (23)
   Also in Canadian Journal of Economics/Revue canadienne d'économique, 2012, 45, (2), 394-416 (2012) View citations (15)
   See also Working Paper International Risk Sharing During the Globalization Era, IMF Working Papers (2009) View citations (11) (2009)

2011

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

2010

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

2009

5. Introduction
   IMF Staff Papers, 2009, 56, (3), 541-542
6. 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 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) View citations (98) (2009)