Bank of Japan Working Paper Series

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07-e-19: Price Setting Behavior and Hazard Functions: Evidence from Japanese CPI Micro Data

Daisuke Ikeda and Shinichi Nishioka

07-e-18: Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment

Hibiki Ichiue and Yoichi Ueno

07-e-17: A Macro-Finance Analysis of the Term Structure and Monetary Policy in Japan: Using a Model with Time-Variant Equilibrium Rates of Real Interest and Inflation and with the Zero Lower Bound of Nominal Interest Rates

Nobuyuki Oda and Takashi Suzuki

07-e-16: Uncertainty about Perceived Inflation Target and Monetary Policy

Kosuke Aoki and Takeshi Kimura

07-e-15: Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys

Hibiki Ichiue and Tomonori Yuyama

07-e-14: Consumption, Working Hours, and Wealth Determination in a Life Cycle Model

Naohito Abe, Noriko Inakura and Tomoaki Yamada

07-e-13: Money Market Operations in China: Monetary Policy or FX Policy?

Shigeto Nagai and Hong Wang

07-e-12: Price Discovery from Cross-Currency and FX Swaps: A Structural Analysis

Yasuaki Amatatsu and Naohiko Baba

07-e-11: Credit Rating Gaps in Japan: Differences between Solicited and Unsolicited Ratings, and "Rating Splits"

Naoto Shimoda and Yuko Kawai

07-e-10: The Costs and Benefits of Inflation: Evaluation for Japan's Economy

Hitoshi Fuchi, Nobuyuki Oda and Hiroshi Ugai

07-e-9: A Contemporary Aspect of Japanese Commercial Banking: Expansion of Fee-Based Business and Its Impact on Management Stability

Kei-ichiro Inaba and Masazumi Hattori

07-e-8: Land Prices and Fundamentals

Koji Nakamura and Yumi Saita

07-e-7: Determinants of Land-Price Movements in Japan

Koichiro Kamada, Wataru Hirata and Hajime Wago

07-e-6: Distortions in Resource Allocation and Bank Lending: The Malfunction of Financial Intermediation

Akira Otani, Shigenori Shiratsuka and Takeshi Yamada

07-e-5: Phillips Correlation and Trend Inflation under the Kinked Demand Curve

Toyoichiro Shirota

07-e-4: The determinants of credit spread changes in Japan

Shinsuke Ohyama and Takuya Sugimoto

07-e-3: Multi-Sector Menu Cost Model, Decreasing Hazard, and Phillips Curve

Hidetaka Enomoto

07-e-2: Estimating a DSGE Model for Japan: Evaluating and Modifying a CEE/SW/LOWW Model

Tomohiro Sugo and Kozo Ueda

07-e-1: Optimal Trend Inflation and Monetary Policy under Trending Relative Prices

Toyoichiro Shirota

06-e-21: Funding Levels for the New Accounts in the BOJ-NET

Kei Imakubo and James McAndrews

06-e-20: How Far Apart Are Two ACUs from Each Other?: Asian Currency Unit and Asian Currency Union

Shingo Watanabe and Masanobu Ogura

06-e-19: An Efficient Monte Carlo Method for a Large and Nongranular Credit Portfolio

Hideaki Higo

06-e-18: The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis

Shin-ichi Fukuda, Munehisa Kasuya and Kentaro Akashi

06-e-17: Evaluating Japanese Monetary Policy under the Non-negativity Constraint on Nominal Short-term Interest Rates

Koichiro Kamada and Tomohiro Sugo

06-e-16: Monetary Policy and the Yield Curve at Zero Interest: The Macro-Finance Model of Interest Rates as Options

Hibiki Ichiue and Yoichi Ueno

06-e-15: The Use of the Black Model of Interest Rates as Options for Monitoring the JGB Market Expectations

Yoichi Ueno, Naohiko Baba and Yuji Sakurai

06-e-14: Monetary Policy Responses to the Exchange Rate: Empirical Evidence from Three East Asian Inflation-Targeting Countries

Naoto Osawa

06-e-13: Discussions and Issues Related to Estimation Method of "Travel"

Maiko Wada

06-e-12: Panel Analysis of Chinese Corporate Debt -- How Far Have Market Mechanisms Penetrated? --

Hideto Sakashita and Ko Nakayama

06-e-11: Roles of Technology and Nontechnology Shocks in the Business Cycles

Shingo Watanabe

06-e-10: Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses

Hiroshi Ugai

06-e-9: Monetary policy conduct of the Swiss National Bank: the experience from 2001 to 2004

Shinsuke Ohyama and Junko Tanigawa

06-e-8: An Empirical Analysis of Price Stickiness and Price Revision Behavior in Japan Using Micro CPI Data

Katsurako Sonoda

06-e-7: Estimating Continuous Time Transition Matrices From Discretely Observed Data

Yasunari Inamura

06-e-6: U.S. R&D and Japanese Medium Term Cycles

R. Braun, Toshihiro Okada and Nao Sudou

06-e-5: Survival Analysis of Hedge Funds

Naohiko Baba and Hiromichi Goko

06-e-4: Default Intensity and Expected Recovery of Japanese Banks and "Government": New Evidence from the CDS Market

Yoichi Ueno and Naohiko Baba

06-e-3: Improvement of Statistics on International Workers' Remittances -- International Discussions and Present Situation in Japan --

Hidenori Satake and Michelle Hassine

06-e-2: Determinacy and Expectational Stability of Equilibrium in a Monetary Sticky-Price Model with Taylor Rule

Takushi Kurozumi

06-e-1: Nonlinear Income Variance Profile and Consumption Inequality over the Life Cycle

Naohito Abe and Tomoaki Yamada

05-e-15: Trade Patterns in Japan's Machinery Sector

Hitoshi Sasaki and Yuko Koga

05-e-14: How Do Monetary Policy Rules Affect Term Premia?

Hibiki Ichiue

05-e-13: Impaired Bank Health and Default Risk

Shin-ichi Fukuda, Munehisa Kasuya and Kentaro Akashi

05-e-12: Changes in the Demand for Skilled Labor within Japan's Manufacturing Sector:Effects of Skill-Biased Technological Change and Globalization

Hitoshi Sasaki and Kenichi Sakura

05-e-11: FATS Statistics:Producing Statistics for Broadly-Defined Trade in Services

Eika Yamaguchi

05-e-10: The Decline of Japan's Saving Rate and Demographic Effects

Maiko Koga

05-e-9: Inflation Dynamics in China

Ryota Kojima, Shinya Nakamura and Shinsuke Ohyama

05-e-8: A Historical Evaluation of Financial Accelerator Effects in Japan's Economy

Hitoshi Fuchi, Ichiro Muto and Hiroshi Ugai

05-e-7: Monetary Policy Uncertainty and Market Interest Rates

Ryo Kato and Yoshifumi Hisata

05-e-6: The Effects of the Bank of Japan's Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach

Nobuyuki Oda and Kazuo Ueda