A Flow-of-Funds Analysis of Quantitative Monetary Policy

Kazusuke Tsujimura and Masako Tsujimura
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Kazusuke Tsujimura: Faculty of Economics, Keio University, Japan
Masako Tsujimura: Keio Economic Observatory, Keio University, Japan

Chapter 8 in Macroeconometric Modeling of Japan, 2010, pp 173-193 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionAsset Liability MatrixE- and R-tablesY- and Y*-tablesMethodologiesALM with BOJ as exogenous institutional sectorEvaluation of quantitative monetary policyContributing factors to fluctuations in NIIEstimation ResultsMonthly fluctuations and the degree of contribution to NIIExamination of money market operation methodsPolicy ImplicationsAppendixY and Y* matricesεY and ρY in the Y-tableεY and ρY in the Y*-tableReferences

Keywords: Forecasting Models; Growth Models; Detailed Examination of the Lost Decade in the 1990s; Applications of Input-Output Models; CGE Models; Social Accounting Models; Model Analyses of Econometric Policies; Survey Data; Diffusion Index (search for similar items in EconPapers)
Date: 2010
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