Details about Masahiko Shibamoto

Access statistics for papers by Masahiko Shibamoto.

Last updated 2022-11-07. Update your information in the RePEc Author Service.

Short-id: psh502

Working Papers

2022

1. COVID-19 Infection Spread and Human Mobility
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)
   See also Journal Article in Journal of the Japanese and International Economies (2022)
2. Central Bank Economic Confidence and the Macroeconomy
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
3. Climate Changes and the Market Economy: The Case of Early Modern Japan
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
4. Cyclical Activity and Inflation under Secular Stagnation: Empirical Evidence Using Data on Japan's Lost Decades
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
5. Environmental Awareness and Green Business Practices in the Small Business Sector: Empirical Evidence Using a Small and Medium-sized Enterprises Survey in Japan
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2021

6. Japan's Monetary Policy: A Literature Review and Empirical Assessment
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (3)

2019

7. Identifying Quantitative and Qualitative Monetary Policy Shocks
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (4)
8. Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (6)

2017

9. Identifying Unconventional Monetary Policy Shocks
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (9)
10. Measuring Social Change Using Text Data: A Simple Distributional Approach
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2016

11. Empirical Assessment of the Impact of Monetary Policy Communication on the Financial Market
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)
12. Understanding Regional Growth Dynamics in JAPAN: Panel Cointegration Approach Utilizing The PANIC Method
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (5)
    See also Journal Article in Journal of the Japanese and International Economies (2016)

2015

13. Cross-Country Evidence on Determinants of Fiscal Policy Effectiveness –The Role of Capital Flows and a Country's International Trade and Financial Position
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2014

14. Exchange Rate Adjustment, Monetary Policy and Fiscal Stimulus in Japan's Escape from the Great Depression
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (19)
    See also Journal Article in Explorations in Economic History (2014)
15. Macroeconomic Policy with Financial Market Stability: A Case Study of the Early 19th Century in Japan
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
16. Source of Underestimation of the Monetary Policy Effect: Re-examination of the Policy Effectiveness in Japan's 1990s
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article in Manchester School (2016)

2013

17. The Effect of Unconventional Monetary Policy on the Macro Economy: Evidence from Japan's Quantitative Easing Policy Period
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (8)

2012

18. Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G7 Countries
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (8)
    See also Journal Article in Pacific Economic Review (2012)

2011

19. Note on the Interpretation of Convergence Speed in the Dynamic Panel Model
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article in Applied Economics Letters (2014)

2010

20. Individual Stock Returns and Monetary Policy: Evidence from Japanese Data
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
    See also Journal Article in The Japanese Economic Review (2014)

2009

21. The Estimation of the New Keynesian Phillips Curve in Japan and Its Implication for the Inflation Response to a Monetary Policy Shock
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2008

22. Understanding Output and Price Dynamics in Japan: Why Have Japan's Price Movements Been Relatively Stable Since the 1990s?
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (1)

2007

23. Efficacy of Fiscal Policy in Japan: Keynesian and Non-Keynesian Effects on Aggregate Demand
    Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University View citations (2)

Journal Articles

2022

1. COVID-19 infection spread and human mobility
   Journal of the Japanese and International Economies, 2022, 64, (C) View citations (1)
   See also Working Paper (2022)

2018

2. Construction and Application of Sentiment Lexicons in Finance
   International Journal of Multimedia Data Engineering and Management (IJMDEM), 2018, 9, (1), 22-35
3. Cross-country evidence on determinants of fiscal policy effectiveness: the role of trade and capital flows
   Applied Economics, 2018, 50, (32), 3493-3514

2016

4. Source of Underestimation of the Monetary Policy Effect: Re-Examination of the Policy Effectiveness in Japan's 1990s
   Manchester School, 2016, 84, (6), 795-810 View citations (1)
   See also Working Paper (2014)
5. Understanding regional growth dynamics in Japan: Panel co-integration approach utilizing the PANIC method
   Journal of the Japanese and International Economies, 2016, 40, (C), 17-30 View citations (3)
   See also Working Paper (2016)

2014

6. Exchange rate adjustment, monetary policy and fiscal stimulus in Japan's escape from the Great Depression
   Explorations in Economic History, 2014, 53, (C), 1-18 View citations (17)
   See also Working Paper (2014)
7. Individual Stock Returns and Monetary Policy: Evidence from Japanese Data
   The Japanese Economic Review, 2014, 65, (3), 375-396 View citations (1)
   See also Working Paper (2010)
8. Note on the interpretation of the convergence speed in the dynamic panel model
   Applied Economics Letters, 2014, 21, (8), 533-535
   See also Working Paper (2011)

2012

9. Structural Change in Current Account and Real Exchange Rate Dynamics: Evidence from the G 7 Countries
   Pacific Economic Review, 2012, 17, (5), 619-634 View citations (5)
   See also Working Paper (2012)

2008

10. The estimation of monetary policy reaction function in a data-rich environment: The case of Japan
    Japan and the World Economy, 2008, 20, (4), 497-520 View citations (8)

2007

11. AN ANALYSIS OF MONETARY POLICY SHOCKS IN JAPAN: A FACTOR AUGMENTED VECTOR AUTOREGRESSIVE APPROACH*
    The Japanese Economic Review, 2007, 58, (4), 484-503 View citations (21)