IMES Discussion Paper Series

From Institute for Monetary and Economic Studies, Bank of Japan
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18-E-10: The Boundaries of Central Bank Independence: Lessons from Unconventional Times

Athanasios Orphanides

18-E-09: Whither Bank Regulation: Current Debates and Challenges

Raghuram Rajan

18-E-08: Missing Wage Inflation? Estimating the Natural Rate of Unemployment in a Nonlinear DSGE Model

Yuto Iwasaki, Ichiro Muto and Mototsugu Shintani

18-E-07: Optimal Trend Inflation

Klaus Adam and Henning Weber

18-E-06: Speed Limit Policy and Liquidity Traps

Taisuke Nakata, Sebastian Schmidt and Paul Yoo

18-E-05: A Survey-based Shadow Rate and Unconventional Monetary Policy Effects

Hibiki Ichiue and Yoichi Ueno

18-E-04: The Effects of the Bank of Japan's Corporate and Government Bond Purchases on Credit Spreads

Kenji Suganuma and Yoichi Ueno

18-E-03: The Implied Bail-in Probability in the Contingent Convertible Securities Market

Masayuki Kazato and Tetsuya Yamada

18-E-02: Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data

Koichiro Kamada, Tetsuo Kurosaki, Ko Miura and Tetsuya Yamada

18-E-01: Does Sovereign Risk in Local and Foreign Currency Differ?

Marlene Amstad, Frank Packer and Jimmy Shek

17-E-12: The Effect of Bank Monitoring on the Demand for Earnings Quality in Bond Contracts

Akinobu Shuto, Norio Kitagawa and Naoki Futaesaku

17-E-11: Market Concentration and Sectoral Inflation under Imperfect Common Knowledge

Ryo Kato and Tatsushi Okuda

17-E-10: Trend Inflation and Evolving Inflation Dynamics: A Bayesian GMM Analysis of the Generalized New Keynesian Phillips Curve

Yasufumi Gemma, Takushi Kurozumi and Mototsugu Shintani

17-E-09: Monetary Policy: Lessons Learned and Challenges Ahead. Summary of the 2017 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan

Ko Nakayama and Shigenori Shiratsuka

17-E-08: Rethinking the Power of Forward Guidance: Lessons from Japan

Mark Gertler

17-E-07: Fiscal Space under Demographic Shift

Christine Ma and Chung Tran

17-E-06: The Transactions Demand for Paper and Digital Currencies

Koichiro Kamada

17-E-05: Japanese and U.S. Inflation Dynamics in the 21st Century

Jeffrey Fuhrer

17-E-04: Monetary Policy According to HANK

Greg Kaplan, Benjamin Moll and Giovanni L. Violante

17-E-03: Guiding the Economy Toward the Target Inflation Rate: An Evolutionary Game Theory Approach

Yasushi Asako and Tatsushi Okuda

17-E-02: Banking Crises and the Japanese Legal Framework

Ignacio Tirado

17-E-01: Term Structure Models with Negative Interest Rates

Yoichi Ueno

16-E-13: Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach

Toshiyuki Sakiyama and Tetsuya Yamada

16-E-12: Quantitative Easing and Liquidity in the Japanese Government Bond Market

Kentaro Iwatsubo and Tomoki Taishi

16-E-11: Durations at the Zero Lower Bound

Richard Dennis

16-E-10: Sustainable International Monetary Policy Cooperation

Ippei Fujiwara, Timothy Kam and Takeki Sunakawa

16-E-09: Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model

Tetsuya Adachi, Takashi Asano and Tatsushi Okuda

16-E-08: Choice of Collateral Asset and the Cross-Border Effect of Automatic Stays

Hiroshi Fujiki and Charles Kahn

16-E-07: The Intraday Market Liquidity of Japanese Government Bond Futures

Naoshi Tsuchida, Toshiaki Watanabe and Toshinao Yoshiba

16-E-06: Money Illusion Matters for Consumption-Saving Decision-Making: An Experimental Investigation

Yasufumi Gemma

16-E-05: Optimal Inflation Rate in a Life-Cycle Economy

Takemasa Oda

16-E-04: Theoretical Foundations for Quantitative Easing

Sohei Kaihatsu, Koichiro Kamada and Mitsuru Katagiri

16-E-03: Forecast Disagreement and the Inflation Outlook: New International Evidence

Pierre Siklos

16-E-02: Upstreamness in the Global Value Chain: Manufacturing and Services

Kenji Suganuma

16-E-01: The Effects of Barriers to Technology Adoption on Japanese Prewar and Postwar Economic Growth

Daisuke Ikeda and Yasuko Morita

15-E-14: The Interaction between Funding Liquidity and Market Liquidity: Evidence from Subprime and European Crises

Azusa Takeyama and Naoshi Tsuchida

15-E-13: Monetary Policy: Its Effects and Implementation: Summary of the 2015 BOJ-IMES Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan

Yushi Endo, Takushi Kurozumi, Takemasa Oda and Kenichirou Watanabe

15-E-12: Bank of Japan's Monetary Policy in the 1980s: a View Perceived from Archived and Other Materials

Masanao Itoh, Ryoji Koike and Masato Shizume

15-E-11: Variation of Wrong-Way Risk Management and Its Impact on Security Price Changes

Tetsuya Adachi and Yoshihiko Uchida

15-E-10: Maturity Structure and Supply Factors in Japanese Government Bond Markets

Ichiro Fukunaga, Naoya Kato and Junko Koeda

15-E-09: A Model of Secular Stagnation

Gauti Eggertsson and Neil R. Mehrotra

15-E-08: Federal Reserve Tools for Managing Rates and Reserves

Antoine Martin, James McAndrews, Ali Palida and David Skeie

15-E-07: On the International Spillovers of US Quantitative Easing

Marcel Fratzscher, Marco Lo Duca and Roland Straub

15-E-06: Forward Guidance and Asset Prices

Yıldız Akkaya, Refet Gürkaynak, Burçin Kısacıkoğlu and Jonathan Wright

15-E-05: Wall of Worries: Reflections on the Secular Stagnation Debate

Barry Eichengreen

15-E-04: The ICA-based Factor Decomposition of the Eurozone Sovereign CDS Spreads

Frank Fabozzi, Rosella Giacometti and Naoshi Tsuchida

15-E-03: What Determines Institutional Arrangements for Macroprudential Policy?

Eri Egawa, Akira Otani and Toshiyuki Sakiyama

15-E-02: Revisiting the Model of Credit Cycles with Good and Bad Projects

Kiminori Matsuyama, Iryna Sushko and Laura Gardini

15-E-01: Risk Aggregation with Copula for Banking Industry

Toshinao Yoshiba

14-E-17: Normative Behavioral Economics Based on Unconditional Love and Moral Virtue

Vipul Bhatt, Masao Ogaki and Yuichi Yaguchi