Details about Shin-Ichi Nishiyama

Access statistics for papers by Shin-Ichi Nishiyama.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pni179

Working Papers

2022

1. The Effects of Firm and Bank Balance Sheet Conditions to Net Interest Margins: Evidence from Loan-level Firm Survey Data
   Discussion Papers, Graduate School of Economics, Kobe University
2. Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE Estimation
   Discussion Papers, Graduate School of Economics, Kobe University

2020

3. The Determinants of Net Interest Margins of Commercial Banks: Panel Evidence from China, India and Japan
   Discussion Papers, Graduate School of Economics, Kobe University

2017

4. Is this adverse selection or something else to determine the non-performing loans? Dynamic panel evidence from South Asian countries
   Discussion Papers, Graduate School of Economics, Kobe University

2016

5. The Determinants of Non-performing Loans: Dynamic Panel Evidence from South Asian Countries
   DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University View citations (4)
   Also in TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University (2016) View citations (4)

2015

6. The determinants of bank net interest margins: A panel evidence from South Asian countries
   DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University View citations (5)
   See also Journal Article The determinants of bank net interest margins: A panel evidence from South Asian countries, Research in International Business and Finance, Elsevier (2016) View citations (40) (2016)
7. The determinants of bank profitability: dynamic panel evidence from South Asian countries
   DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University View citations (1)
   Also in TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University (2015) View citations (5)
   See also Journal Article The Determinants of Bank Profitability: Dynamic Panel Evidence from South Asian Countries, Journal of Applied Finance & Banking, SCIENPRESS Ltd (2016) View citations (17) (2016)

2014

8. Sources of the Great Recession：A Bayesian Approach of a Data-Rich DSGE model with Time-Varying Volatility Shocks
   ESRI Discussion paper series, Economic and Social Research Institute (ESRI) View citations (1)

2011

9. How Important are Financial Shocks for the Canadian Business Cycle?
   TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University View citations (1)
10. On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints
    TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University View citations (4)
11. The Cross-Euler Equation Approach in Estimating the Elasticity of Intertemporal Substitution for Food and Non-Food Consumption in Japan
    TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University
12. The Cross-Euler Equation Approach to testing for the Liquidity Constraint: Evidence from Macro and Micro Data
    TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University

2009

13. Consumption, Housing Collateral, and the Canadian Business Cycle
    Staff Working Papers, Bank of Canada View citations (32)
    See also Journal Article Consumption, housing collateral and the Canadian business cycle, Canadian Journal of Economics, Canadian Economics Association (2016) View citations (12) (2016)
14. Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting
    Staff Working Papers, Bank of Canada View citations (2)

2006

15. An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis
    MPRA Paper, University Library of Munich, Germany View citations (30)
16. Do Banks Reduce Lending Preemptively in Response to Capital Losses?
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (2)

2004

17. Inflation Target as a Buffer against Liquidity Trap
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (7)

2002

18. Optimal Monetary Policy When Interest Rates are Bounded at Zero
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (6)
    Also in Working Papers, Ohio State University, Department of Economics (2001) View citations (4)
    See also Journal Article Optimal monetary policy when interest rates are bounded at zero, Journal of Economic Dynamics and Control, Elsevier (2005) View citations (71) (2005)

Journal Articles

2021

1. Impact of Financial Sector Opacity on the Capital Structure Choice of Asian Banks
   Asian Economic and Financial Review, 2021, 11, (3), 219-235 View citations (1)

2019

2. An Empirical Investigation into the Effect of Explicit Deposit Insurance and Design on the Liability Structure of Banks
   Journal of Central Banking Theory and Practice, 2019, 8, (3), 179-206 View citations (2)
3. Non-Performing Loans of Commercial Banks in South Asian Countries: Adverse Selection and Moral Hazard Issues
   Asian Economic and Financial Review, 2019, 9, (9), 1091-1106 View citations (2)

2016

4. Consumption, housing collateral and the Canadian business cycle
   Canadian Journal of Economics, 2016, 49, (1), 207-236 View citations (12)
   Also in Canadian Journal of Economics/Revue canadienne d'économique, 2016, 49, (1), 207-236 (2016) View citations (8)
   See also Working Paper Consumption, Housing Collateral, and the Canadian Business Cycle, Staff Working Papers (2009) View citations (32) (2009)
5. The Determinants of Bank Profitability: Dynamic Panel Evidence from South Asian Countries
   Journal of Applied Finance & Banking, 2016, 6, (3), 6 View citations (17)
   See also Working Paper The determinants of bank profitability: dynamic panel evidence from South Asian countries, DSSR Discussion Papers (2015) View citations (1) (2015)
6. The determinants of bank net interest margins: A panel evidence from South Asian countries
   Research in International Business and Finance, 2016, 37, (C), 501-514 View citations (40)
   See also Working Paper The determinants of bank net interest margins: A panel evidence from South Asian countries, DSSR Discussion Papers (2015) View citations (5) (2015)

2015

7. Estimating a DSGE model for Japan in a data-rich environment
   Journal of the Japanese and International Economies, 2015, 36, (C), 25-55 View citations (5)

2005

8. Optimal monetary policy when interest rates are bounded at zero
   Journal of Economic Dynamics and Control, 2005, 29, (1-2), 97-133 View citations (71)
   See also Working Paper Optimal Monetary Policy When Interest Rates are Bounded at Zero, Computing in Economics and Finance 2002 (2002) View citations (6) (2002)
9. The cross-Euler equation approach to intertemporal substitution in import demand
   Journal of Applied Econometrics, 2005, 20, (7), 841-872 View citations (6)

Chapters

Undated

1. Source of the Great Recession
   IntechOpen

Software Items

Undated

1. Matlab code for a standard New IS-LM model with money shocks
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles