Bank of Japan Working Paper Series

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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

16e03: Productivity Slowdown in Japan's Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?

Ichiro Muto, Nao Sudo and Shunichi Yoneyama

16e02: Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data

Arito Ono, Kosuke Aoki, Shinichi Nishioka, Kohei Shintani and Yosuke Yasui

16e01: Inflation expectations and monetary policy under disagreements

Yoshiyuki Nakazono

15e11: Is macroprudential policy instrument blunt?

Katsurako Sonoda and Nao Sudo

15e10: Fiscal Conditions and Long-term Interest Rates

Koji Nakamura and Tomoyuki Yagi

15e09: A new technique for estimating currency premiums

Kei Imakubo, Koichiro Kamada and Kazutoshi Kan

15e08: Are Household Inflation Expectations Anchored in Japan?

Koichiro Kamada, Jouchi Nakajima and Shusaku Nishiguchi

15e07: An Empirical Study of the Dynamic Correlation of Japanese Stock Returns

Takashi Isogai

15e06: How Do Japanese Banks Set Loan Interest Rates?: Estimating Pass-Through Using Bank-Level Data

Tomiyuki Kitamura, Ichiro Muto and Ikuo Takei

15e05: The natural yield curve: its concept and measurement

Kei Imakubo, Haruki Kojima and Jouchi Nakajima

15e04: Changing Exchange Rate Pass-Through in Japan: Does It Indicate Changing Pricing Behavior?

Naoko Hara, Kazuhiro Hiraki and Yoshitaka Ichise

15e03: Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model

Sohei Kaihatsu and Jouchi Nakajima

15e02: Liquidity in JGB Markets: An Evaluation from Transaction Data

Tetsuo Kurosaki, Yusuke Kumano, Kota Okabe and Teppei Nagano

15e01: Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model

Kei Imakubo and Jouchi Nakajima

14e09: Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy

Naoko Hara, Munechika Katayama and Ryo Kato

14e08: Inter-industry labor reallocation and task distance

Ayako Kondo and Saori Naganuma

14e07: New Financial Activity Indexes: Early Warning System for Financial Imbalances in Japan

Yuichiro Ito, Tomiyuki Kitamura, Koji Nakamura and Takashi Nakazawa

14e06: Confidence Erosion and Herding Behavior in Bond Markets: An Essay on Central Bank Communication Strategy

Koichiro Kamada and Ko Miura

14e05: Winning the race against technology

Daiji Kawaguchi and Yuko Mori

14e04: An Empirical Study on the New Keynesian Wage Phillips Curve: Japan and the US

Ichiro Muto and Kohei Shintani

14e03: Outward FDI and Domestic Job Creation in the Service Sector

Kenichi Sakura and Takashi Kondo

14e02: Estimation of Firms' Default Rates in terms of Intangible Assets

Saiki Tsuchiya and Shinichi Nishioka

14e01: Benchmarking of Unconditional VaR and ES Calculation Methods: A Comparative Simulation Analysis with Truncated Stable Distribution

Takashi Isogai

13-e-16: Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration

Yoshiyuki Fukuda, Yuki Kimura, Nao Sudo and Hiroshi Ugai

13-e-15: Downward Rigidity in Households' Price Expectations: An Analysis Based on the Bank of Japan's 'Opinion Survey on the General Public's Views and Behavior'

Koichiro Kamada

13-e-14: New Monthly Estimation Approach for Nowcasting GDP Growth: The Case of Japan

Naoko Hara and Shotaro Yamane

13-e-13: On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity

Koichiro Kamada and Jouchi Nakajima

13-e-12: Risk Aggregation by a Copula with a Stressed Condition

Toshinao Yoshiba

13-e-11: Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence

Hibiki Ichiue and Shusaku Nishiguchi

13-e-10: What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production

Yusuke Kumano, Ichiro Muto and Akihiro Nakano

13-e-9: A Study of Missing Value Imputation in Business Surveys: The Case of the Short-Term Economic Survey of Enterprises in Japan (Tankan)

Takahiro Hirakawa and Junichiro Hatogai

13-e-8: Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields

Hibiki Ichiue and Yoichi Ueno

13-e-7: Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach

Takeshi Kimura and Jouchi Nakajima

13-e-6: Banks' Stockholdings and the Correlation between Bonds and Stocks: A Portfolio Theoretic Approach

Yoshiyuki Fukuda, Kazutoshi Kan and Yoshihiko Sugihara

13-e-5: What is the Major Determinant of Credit Flows through Cross-Border Banking?

Toyoichiro Shirota

13-e-4: Monetary Policy and Inflation Dynamics in Asset Price Bubbles

Daisuke Ikeda

13-e-3: Impact of Macroprudential Policy Measures on Economic Dynamics: Simulation Using a Financial Macro-econometric Model

Hiroshi Kawata, Yoshiyuki Kurachi, Koji Nakamura and Yuki Teranishi

13-e-2: The Effects of Settlement Methods on Liquidity Needs: Empirical Study based on Funds Transfer Data

Saiki Tsuchiya

13-e-1: Welfare Analysis of Policy Measures for Financial Stability

Ko Munakata, Koji Nakamura and Yuki Teranishi

12-e-13: Application of a Search Model to Appropriate Designing of Reference Rates: Actual Transactions and Expert Judgment

Shun Kobayashi

12-e-12: Financial Markets, Monetary Policy and Reference Rates: Assessments in DSGE Framework

Nao Sudou

12-e-11: Effects of the Loss and Correction of a Reference Rate on Japan's Economy and Financial System: Analysis Using the Financial Macro-econometric Model

Hiroshi Kawata, Tomiyuki Kitamura, Koji Nakamura, Yuki Teranishi and Saiki Tsuchiya

12-e-10: A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate

Ichiro Muto

12-e-9: Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model

Ichiro Muto, Takemasa Oda and Nao Sudo

12-e-8: Identification of Structural Shocks under the Zero Lower Bound on Nominal Interest Rates

Kosuke Aoki and Yoichi Ueno

12-e-7: Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US

Hibiki Ichiue and Yuhei Shimizu

12-e-6: Chronic Deflation in Japan

Kenji Nishizaki, Toshitaka Sekine and Yoichi Ueno

12-e-5: Asset Portfolio Choice of Banks and Inflation Dynamics

Kosuke Aoki and Nao Sudo