Details about Nao Sudo
Access statistics for papers by Nao Sudo.
Last updated 2024-10-09. Update your information in the RePEc Author Service.
Short-id: psu191
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Working Papers
2024
- Demographic Trends and Household Savings and Investment
Bank of Japan Research Laboratory Series, Bank of Japan 
- On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs
Working Papers on Central Bank Communication, University of Tokyo, Graduate School of Economics
Also in Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University (2023)
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2023)
- Online Appendix: On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs
Working Papers on Central Bank Communication, University of Tokyo, Graduate School of Economics
2023
- Analysis of the Transmission of Carbon Tax using a Multi-Sector Dynamic Stochastic General Equilibrium Model
Bank of Japan Working Paper Series, Bank of Japan
- Old and New Challenges for Monetary Policy Summary of the 2023 BOJ-IMES Conference
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan
See also Journal Article Old and New Challenges for Monetary Policy Summary of the 2023 BOJ-IMES Conference, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan (2023) View citations (1) (2023)
- On the estimation of the natural yield curve
Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
2022
- Flood Risk Perception and its Impact on Land Prices in Japan
Bank of Japan Working Paper Series, Bank of Japan View citations (1)
- How Do Floods Affect the Economy? An Empirical Analysis using Japanese Flood Data
Bank of Japan Working Paper Series, Bank of Japan View citations (2)
- Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications
Bank of Japan Working Paper Series, Bank of Japan
- Physical risks from climate change faced by Japan's financial institutions: Impact of floods on real economy, land prices, and FIs' financial conditions
Bank of Japan Review Series, Bank of Japan
- The Demand for Money at the Zero Interest Rate Bound
CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
- Transmission of Flood Damage to the Real Economy and Financial Intermediation: Simulation Analysis using a DSGE Model
Bank of Japan Working Paper Series, Bank of Japan View citations (5)
2021
- A Quest for Monetary Policy Shocks in Japan by High Frequency Identification
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (5)
- Monetary Policy Shocks and the Employment of Young, Middle-Aged, and Old Workers
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (2)
- Predictive power of the Financial Activity Indexes - A case study of banking crisis in multiple countries -
Bank of Japan Review Series, Bank of Japan
2020
- Necessities, Home Production, and Economic Impacts of Stay-at-Home Policies
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan
2019
- Central Bank Design under a Continued Low Inflation and Interest Rate Environment Summary of the 2019 BOJ-IMES Conference
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan
See also Journal Article Central Bank Design under a Continued Low Inflation and Interest Rate Environment Summary of the 2019 BOJ-IMES Conference, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan (2019) (2019)
- Prolonged Low Interest Rates and Banking Stability
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (2)
2018
- Determinants of the Natural Rate of Interest in Japan \ Approaches based on a DSGE model and OG model \
Bank of Japan Research Laboratory Series, Bank of Japan View citations (6)
- Do Market Segmentation and Preferred Habitat Theories Hold in Japan?: Quantifying Stock and Flow Effects of Bond Purchases
Bank of Japan Working Paper Series, Bank of Japan View citations (7)
- Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --
Bank of Japan Working Paper Series, Bank of Japan View citations (8)
- Population Aging and the Real Interest Rate in the Last and Next 50 Years -- A tale told by an Overlapping Generations Model --
Bank of Japan Working Paper Series, Bank of Japan View citations (11)
See also Journal Article POPULATION AGING AND THE REAL INTEREST RATE IN THE LAST AND NEXT 50 YEARS: A TALE TOLD BY AN OVERLAPPING GENERATIONS MODEL, Macroeconomic Dynamics, Cambridge University Press (2020) View citations (11) (2020)
2017
- Effects of Monetary Policy Shocks on Inequality in Japan
Bank of Japan Working Paper Series, Bank of Japan View citations (55)
Also in BIS Working Papers, Bank for International Settlements (2017) View citations (65)
- Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --
Bank of Japan Working Paper Series, Bank of Japan View citations (8)
2016
- Is macroprudential policy instrument blunt?
BIS Working Papers, Bank for International Settlements View citations (1)
Also in Bank of Japan Working Paper Series, Bank of Japan (2015) View citations (8)
- Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence
Bank of Japan Working Paper Series, Bank of Japan View citations (25)
- Supplementary Paper Series for the "Comprehensive Assessment" (2): Developments in the Natural Rate of Interest in Japan
Bank of Japan Review Series, Bank of Japan View citations (19)
2015
- Japan's Financial Crisis and Lost Decades
Working Papers, HAL
Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) View citations (4)
See also Journal Article Japan's financial crises and lost decades, Japan and the World Economy, Elsevier (2016) View citations (4) (2016)
2014
- Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades
UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics View citations (3)
Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014) View citations (6)
CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2014) View citations (3)
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (8)
See also Journal Article Working Less and Bargain Hunting More: Macroimplications of Sales during Japan's Lost Decades, Journal of Money, Credit and Banking, Blackwell Publishing (2018) View citations (12) (2018)
2013
- Bank’s regulation, asset portfolio choice of banks, and macroeconomic dynamics
CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (8)
- Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration
Bank of Japan Working Paper Series, Bank of Japan View citations (10)
- Global liquidity trap
AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University View citations (24)
Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2010) View citations (14)
KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (7)
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2010) View citations (27)
NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (10)
See also Journal Article Global liquidity trap, Journal of Monetary Economics, Elsevier (2013) View citations (21) (2013)
- Heterogeneous bank loan responses to monetary policy and bank capital shocks: a VAR analysis based on Japanese disaggregated data
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (1)
- Is the net worth of financial intermediaries more important than that of non-financial firms?
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (2)
- Micro Price Dynamics during Japan's Lost Decades
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) View citations (3)
See also Journal Article Micro Price Dynamics during Japan's Lost Decades, Asian Economic Policy Review, Japan Center for Economic Research (2014) View citations (22) (2014)
- Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?
Dynare Working Papers, CEPREMAP View citations (8)
Also in Bank of Japan Working Paper Series, Bank of Japan View citations (5)
- Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades
Working Papers, Human Capital and Economic Opportunity Working Group View citations (12)
See also Journal Article Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) View citations (67) (2014)
2012
- Asset Portfolio Choice of Banks and Inflation Dynamics
Bank of Japan Working Paper Series, Bank of Japan View citations (14)
- Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework
Bank of Japan Working Paper Series, Bank of Japan View citations (3)
- Inequalities in Japanese Economy during the Lost Decades
CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (4)
Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2012) View citations (5)
- Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model
Bank of Japan Working Paper Series, Bank of Japan View citations (8)
Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (8)
See also Journal Article Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model, IMF Economic Review, Palgrave Macmillan (2016) View citations (14) (2016)
2011
- Accounting for the Decline in the Velocity of Money in the Japanese Economy
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (7)
- Capital Injection, Monetary Policy, and Financial Accelerators
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (16)
See also Journal Article Capital Injection, Monetary Policy, and Financial Accelerators, International Journal of Central Banking, International Journal of Central Banking (2013) View citations (29) (2013)
- Do banking shocks matter for the U.S. economy?
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (40)
Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2010) View citations (10)
See also Journal Article Do banking shocks matter for the U.S. economy?, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (44) (2011)
- Will a Growth Miracle Reduce Debt in Japan?
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (11)
See also Journal Article Will a Growth Miracle Reduce Debt in Japan?, Economic Review, Hitotsubashi University (2011) View citations (18) (2011)
2010
- How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks?
Discussion papers, Graduate School of Economics Project Center, Kyoto University View citations (5)
Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2010) View citations (5)
- Productivity and Fiscal Policy in Japan: Short Term Forecasts from the Standard Growth Model
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (26)
See also Journal Article Productivity and Fiscal Policy in Japan: Short-Term Forecasts from the Standard Growth Model, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan (2011) View citations (10) (2011)
- The Effects of Oil Price Changes on the Industry-Level Production and Prices in the U.S. and Japan
NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2009) View citations (7)
2009
- Accounting for Oil Price Variation and Weakening Impact of the Oil Crisis
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (5)
- Chained Credit Contracts and Financial Accelerators
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (39)
See also Journal Article CHAINED CREDIT CONTRACTS AND FINANCIAL ACCELERATORS, Economic Inquiry, Western Economic Association International (2017) View citations (5) (2017)
- Global Liquidity Trap: A Simple Analytical Investigation
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (2)
2008
- Inventory-Theoretic Model of Money Demand, Multiple Goods, and Price Dynamics
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan
See also Journal Article Inventory-Theoretic Money Demand and Relative Price Dynamics, Journal of Money, Credit and Banking, Blackwell Publishing (2013) (2013)
- Optimal Monetary Policy under Imperfect Financial Integration
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (4)
- Sectoral Co-Movement, Monetary-Policy Shock, and Input-Output Structure
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (4)
See also Journal Article Sectoral Comovement, Monetary Policy Shocks, and Input-Output Structure, Journal of Money, Credit and Banking, Blackwell Publishing (2012) View citations (20) (2012)
- U.S. R&D and Japanese Medium Term Cycles
Discussion Paper Series, School of Economics, Kwansei Gakuin University View citations (9)
Also in Bank of Japan Working Paper Series, Bank of Japan (2006) View citations (4)
2005
- A Comparison of the Japanese and U.S. Business Cycles
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
See also Journal Article A comparison of the Japanese and U.S. business cycles, Japan and the World Economy, Elsevier (2006) View citations (16) (2006)
Journal Articles
2024
- Analysis of the transmission of carbon taxes using a multi-sector DSGE
Energy Economics, 2024, 136, (C) View citations (1)
- Assessing monetary policy surprises in Japan by high frequency identification
Journal of the Japanese and International Economies, 2024, 71, (C) View citations (1)
2023
- Old and New Challenges for Monetary Policy Summary of the 2023 BOJ-IMES Conference
Monetary and Economic Studies, 2023, 41, 1-26 View citations (1)
See also Working Paper Old and New Challenges for Monetary Policy Summary of the 2023 BOJ-IMES Conference, IMES Discussion Paper Series (2023) (2023)
- Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?
Oxford Bulletin of Economics and Statistics, 2023, 85, (1), 159-207
2021
- Quantifying Stock and Flow Effects of QE
Journal of Money, Credit and Banking, 2021, 53, (7), 1719-1755 View citations (14)
2020
- POPULATION AGING AND THE REAL INTEREST RATE IN THE LAST AND NEXT 50 YEARS: A TALE TOLD BY AN OVERLAPPING GENERATIONS MODEL
Macroeconomic Dynamics, 2020, 24, (8), 2060-2103 View citations (11)
See also Working Paper Population Aging and the Real Interest Rate in the Last and Next 50 Years -- A tale told by an Overlapping Generations Model --, Bank of Japan Working Paper Series (2018) View citations (11) (2018)
2019
- Central Bank Design under a Continued Low Inflation and Interest Rate Environment Summary of the 2019 BOJ-IMES Conference
Monetary and Economic Studies, 2019, 37, 1-16
See also Working Paper Central Bank Design under a Continued Low Inflation and Interest Rate Environment Summary of the 2019 BOJ-IMES Conference, IMES Discussion Paper Series (2019) (2019)
2018
- Deviations from Covered Interest Rate Parity and the Dollar Funding of Global Banks
International Journal of Central Banking, 2018, 14, (4), 275-325 View citations (14)
- Working Less and Bargain Hunting More: Macroimplications of Sales during Japan's Lost Decades
Journal of Money, Credit and Banking, 2018, 50, (2-3), 449-478 View citations (12)
See also Working Paper Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades, UTokyo Price Project Working Paper Series (2014) View citations (3) (2014)
2017
- CHAINED CREDIT CONTRACTS AND FINANCIAL ACCELERATORS
Economic Inquiry, 2017, 55, (1), 565-579 View citations (5)
See also Working Paper Chained Credit Contracts and Financial Accelerators, IMES Discussion Paper Series (2009) View citations (39) (2009)
2016
- Japan's financial crises and lost decades
Japan and the World Economy, 2016, 40, (C), 31-46 View citations (4)
See also Working Paper Japan's Financial Crisis and Lost Decades, Working Papers (2015) (2015)
- Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model
IMF Economic Review, 2016, 64, (3), 408-442 View citations (14)
See also Working Paper Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model, Bank of Japan Working Paper Series (2012) View citations (8) (2012)
2014
- Micro Price Dynamics during Japan's Lost Decades
Asian Economic Policy Review, 2014, 9, (1), 44-64 View citations (22)
See also Working Paper Micro Price Dynamics during Japan's Lost Decades, CAMA Working Papers (2013) View citations (3) (2013)
- Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades
Review of Economic Dynamics, 2014, 17, (4), 582-612 View citations (67)
See also Working Paper Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades, Working Papers (2013) View citations (12) (2013)
Software Item Code and data files for "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades", Computer Codes (2013) (2013)
2013
- Capital Injection, Monetary Policy, and Financial Accelerators
International Journal of Central Banking, 2013, 9, (2), 101-145 View citations (29)
See also Working Paper Capital Injection, Monetary Policy, and Financial Accelerators, IMES Discussion Paper Series (2011) View citations (16) (2011)
- Global liquidity trap
Journal of Monetary Economics, 2013, 60, (8), 936-949 View citations (21)
See also Working Paper Global liquidity trap, AJRC Working Papers (2013) View citations (24) (2013)
- Inventory-Theoretic Money Demand and Relative Price Dynamics
Journal of Money, Credit and Banking, 2013, 45, (2-3), 299-326
See also Working Paper Inventory-Theoretic Model of Money Demand, Multiple Goods, and Price Dynamics, IMES Discussion Paper Series (2008) (2008)
2012
- Sectoral Comovement, Monetary Policy Shocks, and Input-Output Structure
Journal of Money, Credit and Banking, 2012, 44, (6), 1225-1244 View citations (20)
Also in Journal of Money, Credit and Banking, 2012, 44, (6), 1225-1244 (2012) View citations (2)
See also Working Paper Sectoral Co-Movement, Monetary-Policy Shock, and Input-Output Structure, IMES Discussion Paper Series (2008) View citations (4) (2008)
2011
- Do banking shocks matter for the U.S. economy?
Journal of Economic Dynamics and Control, 2011, 35, (12), 2042-2063 View citations (44)
See also Working Paper Do banking shocks matter for the U.S. economy?, Globalization Institute Working Papers (2011) View citations (40) (2011)
- Productivity and Fiscal Policy in Japan: Short-Term Forecasts from the Standard Growth Model
Monetary and Economic Studies, 2011, 29, 73-106 View citations (10)
See also Working Paper Productivity and Fiscal Policy in Japan: Short Term Forecasts from the Standard Growth Model, IMES Discussion Paper Series (2010) View citations (26) (2010)
- Real and Financial Linkage and Monetary Policy: Summary of the 2011 Annual International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan by Ryo Kato, Nobuyuki Oda, Nao Sudo, and Tomoo Yoshida
Monetary and Economic Studies, 2011, 29, 1-18 View citations (1)
- Will a Growth Miracle Reduce Debt in Japan?
Economic Review, 2011, 62, (1), 44-56 View citations (18)
See also Working Paper Will a Growth Miracle Reduce Debt in Japan?, IMES Discussion Paper Series (2011) View citations (11) (2011)
2010
- The Zero Lower Bound and Monetary Policy in a Global Economy: A Simple Analytical Investigation
International Journal of Central Banking, 2010, 6, (1), 103-134 View citations (24)
2006
- A comparison of the Japanese and U.S. business cycles
Japan and the World Economy, 2006, 18, (4), 441-463 View citations (16)
See also Working Paper A Comparison of the Japanese and U.S. Business Cycles, CIRJE F-Series (2005) (2005)
Chapters
2011
- The Effects of Oil Price Changes on the Industry-Level Production and Prices in the United States and Japan
A chapter in Commodity Prices and Markets, 2011, pp 195-231 View citations (10)
Software Items
2013
- Code and data files for "Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades"
Computer Codes, Review of Economic Dynamics
See also Journal Article Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) View citations (67) (2014)
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