Bank of Japan Working Paper Series

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19e02: Digital Innovation, Data Revolution and Central Bank Digital Currency

Noriyuki Yanagawa and Hiromi Yamaoka

19e01: Competition and Bank Systemic Risk: New Evidence from Japan's Regional Banking

Wataru Hirata and Mayumi Ojima

18e20: The Labor Share, Capital-Labor Substitution, and Factor Augmenting Technologies

Naohisa Hirakata and Yasutaka Koike

18e19: What Drives China's Growth? Evidence from Micro-level Data

Tomoyuki Iida, Kanako Shoji and Shunichi Yoneyama

18e18: Nowcasting Japanese GDPs

Kyosuke Chikamatsu, Naohisa Hirakata, Yosuke Kido, Kazuki Otaka

18e17: Private Information and Analyst Coverage: Evidence from Firm Survey Data

Yoshiyuki Nakazono, Maiko Koga and Tomohiro Sugo

18e16: Do Market Segmentation and Preferred Habitat Theories Hold in Japan?: Quantifying Stock and Flow Effects of Bond Purchases

Nao Sudo and Masaki Tanaka

18e15: New Facts about Firms' Inflation Expectations: Short- versus Long-Term Inflation Expectations

Yosuke Uno, Saori Naganuma and Naoko Hara

18e14: New Facts about Firms' Inflation Expectations: Simple Tests for a Sticky Information Model

Yosuke Uno, Saori Naganuma and Naoko Hara

18e13: Compilation of Experimental Price Indices Using Big Data and Machine Learning:A Comparative Analysis and Validity Verification of Quality Adjustments

Nobuhiro Abe and Kimiaki Shinozaki

18e12: Interaction between Business Cycles and Economic Growth

Sohei Kaihatsu, Maiko Koga, Tomoya Sakata and Naoko Hara

18e11: A structural credit risk model based on purchase order information

Suguru Yamanaka and Misaki Kinoshita

18e10: Productivity Improvement and Economic Growth

Koji Nakamura, Sohei Kaihatsu and Tomoyuki Yagi

18e09: Firm Performance and Macro Forecast Accuracy

Mari Tanaka, Nicholas Bloom, Maiko Koga and Haruko Kato

18e08: The Anchoring of Inflation Expectations in Japan: A Learning-Approach Perspective

Yoshihiko Hogen and Ryoichi Okuma

18e07: Global Stock Return Comovements: Trends and Determinants

Kei-Ichiro Inaba

18e06: Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --

Yosuke Okazaki and Nao Sudo

18e05: Recurrent Bubbles, Economic Fluctuations, and Growth

Pablo Guerron, Tomohiro Hirano and Ryo Jinnai

18e04: Risk-Taking, Inequality and Output in the Long-Run

Shuhei Aoki, Makoto Nirei and Kazufumi Yamana

18e03: Dynamic Analysis of Budget Policy Rules in Japan

Koichi Futagami and Kunihiko Konishi

18e02: Adjustments of regular and non-regular workers to exogenous shocks: Evidence from exchange rate fluctuation

Izumi Yokoyama, Kazuhito Higa and Daiji Kawaguchi

18e01: Population Aging and the Real Interest Rate in the Last and Next 50 Years -- A tale told by an Overlapping Generations Model --

Nao Sudo and Yasutaka Takizuka

17e11: Myths and Observations on Unconventional Monetary Policy -- Takeaways from Post-Bubble Japan --

Yuto Iwasaki and Nao Sudo

17e10: Why Did the BOJ Not Achieve the 2 Percent Inflation Target with a Time Horizon of About Two Years? -- Examination by Time Series Analysis --

Takuji Kawamoto and Moe Nakahama

17e09: Behavioral Biases in Firms' Growth Expectations

Maiko Koga and Haruko Kato

17e08: Large Firm Dynamics and Secular Stagnation: Evidence from Japan and the U.S

Yoshihiko Hogen, Ko Miura and Koji Takahashi

17e07: Do Term Premiums Matter? Transmission via Exchange Rate Dynamics

Mitsuru Katagiri and Koji Takahashi

17e06: Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models

Yuichiro Ito, Yasutaka Takizuka and Shigeaki Fujiwara

17e05: Phillips Curve and Price-Change Distribution under Declining Trend Inflation

Sohei Kaihatsu, Mitsuru Katagiri and Noriyuki Shiraki

17e04: Impact of Japanese Banks' Strategic Stockholdings on their Cost of Capital

Kei Ikeda

17e03: Effects of Monetary Policy Shocks on Inequality in Japan

Masayuki Inui, Nao Sudo and Tomoaki Yamada

17e02: Structural Reforms, Innovation and Economic Growth

Kosuke Aoki, Naoko Hara and Maiko Koga

17e01: Empirical Evidence on "Systemic as a Herd": The Case of Japanese Regional Banks

Naohisa Hirakata, Yosuke Kido and Jie Liang Thum

16e20: Estimating Japan's Gross Domestic Income Based on Taxation Data

Hiroyuki Fujiwara and Yasutaka Ogawa

16e19: Advanced Lending Operations and Credit Risk Assessment Using Purchase Order Information

Suguru Yamanaka

16e18: TIPS: The Trend Inflation Projection System and Estimation Results

Koji Takahashi

16e17: Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market

Takuji Fueki, Hiroka Higashi, Naoto Higashio, Jouchi Nakajima, Shinsuke Ohyama and Yoichiro Tamanyu

16e16: The Power of Unconventional Monetary Policy in a Liquidity Trap

Masayuki Inui and Sohei Kaihatsu

16e15: Supplementary Paper Series for the "Comprehensive Assessment" (3): Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) -- Assessment Based on Bank of Japan's Large-scale Macroeconomic Model (Q-JEM) --

Kazutoshi Kan, Yui Kishaba and Tomohiro Tsuruga

16e14: Regulatory Reforms and the Dollar Funding of Global Banks: Evidence from the Impact of Monetary Policy Divergence

Tomoyuki Iida, Takeshi Kimura and Nao Sudo

16e13: Determinants of Launch Spreads on EM USD-Denominated Corporate Bonds

Naoto Higashio, Takahiro Hirakawa, Ryo Nagaushi, Shinsuke Ohyama and Atsushi Takanashi

16e12: Coordination in Price Setting and the Zero Lower Bound: A Global Games Approach

Mitsuru Katagiri

16e11: The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan

Masazumi Hattori, Steven Kong, Frank Packer and Toshitaka Sekine

16e10: Firms' Inflation Expectations and Wage-setting Behaviors

Sohei Kaihatsu and Noriyuki Shiraki

16e09: Does a Higher Frequency of Micro-level Price Changes Matter for Macro Price Stickiness?: Assessing the Impact of Temporary Price Changes

Yoshiyuki Kurachi, Kazuhiro Hiraki and Shinichi Nishioka

16e08: Measuring Underlying Inflation Using Dynamic Model Averaging

Yuto Iwasaki and Sohei Kaihatsu

16e07: Effects of Inflation and Wage Expectations on Consumer Spending: Evidence from Micro Data

Yuichiro Ito and Sohei Kaihatsu

16e06: Forward Guidance as a Monetary Policy Rule

Mitsuru Katagiri

16e05: Pricing Patterns over Product Life-Cycle and Quality Growth at Product Turnover: Empirical Evidence from Japan

Nobuhiro Abe, Yojiro Ito, Ko Munakata, Shinsuke Ohyama and Kimiaki Shinozaki

16e04: Household Portfolios in a Secular Stagnation World: Evidence from Japan

Kosuke Aoki, Alexander Michaelides and Kalin Nikolov