Details about Kohei Maehashi

Access statistics for papers by Kohei Maehashi.

Last updated 2026-09-15. Update your information in the RePEc Author Service.

Short-id: pma3670

Working Papers

2026

1. Heterogeneous Views and Currency Swing Prediction: Evidence from Trade Repository Data
   Bank of Japan Working Paper Series, Bank of Japan

2025

2. Skewed Interest Rate Expectations and Effects of Central Banks' Market Operations: Empirical Findings Using Granular Transaction Data
   Bank of Japan Working Paper Series, Bank of Japan

2024

3. Pricing Implications of Centrality in an OTC Derivative Market: An Empirical Analysis Using Transaction-Level CDS Data
   Bank of Japan Working Paper Series, Bank of Japan
   See also Chapter Pricing implications of centrality in an OTC derivative market: an empirical analysis using transation-level CDS data, IFC Bulletins chapters, Bank for International Settlements (2026) (2026)
4. The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market
   Bank of Japan Working Paper Series, Bank of Japan View citations (3)

2021

5. Developments in Banknotes in Circulation since the Start of the Pandemic
   Bank of Japan Review Series, Bank of Japan View citations (2)

2020

6. Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (22)
   See also Journal Article Macroeconomic forecasting using factor models and machine learning: an application to Japan, Journal of the Japanese and International Economies, Elsevier (2020) View citations (22) (2020)

2019

7. Inflation Dynamics in the Age of Robots: Evidence and Some Theory
   Bank of Japan Working Paper Series, Bank of Japan View citations (3)

2017

8. Methodology for Estimating Output Gap and Potential Growth Rate: An Update
   Bank of Japan Research Papers, Bank of Japan View citations (22)

Journal Articles

2021

1. Systemic risk of portfolio diversification
   Economics Letters, 2021, 208, (C) View citations (1)

2020

2. Macroeconomic forecasting using factor models and machine learning: an application to Japan
   Journal of the Japanese and International Economies, 2020, 58, (C) View citations (22)
   See also Working Paper Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan, CIRJE F-Series (2020) View citations (22) (2020)

Chapters

2026

1. Pricing implications of centrality in an OTC derivative market: an empirical analysis using transation-level CDS data
   A chapter in Statistics and beyond: new data for decision making in central banks, 2026, vol. 66
   See also Working Paper Pricing Implications of Centrality in an OTC Derivative Market: An Empirical Analysis Using Transaction-Level CDS Data, Bank of Japan (2024) (2024)