IMES Discussion Paper Series

From Institute for Monetary and Economic Studies, Bank of Japan
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10-E-01: Partially Binding Platforms: Political Promises as a Partial Commitment Device

Yasushi Asako

09-E-32: Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form

Jouchi Nakajima, Tsuyoshi Kunihama, Yasuhiro Omori and Sylvia Fruwirth-Scnatter

09-E-31: Global Liquidity Trap: A Simple Analytical Investigation

Ippei Fujiwara, Nao Sudo and Yuki Teranishi

09-E-30: Chained Credit Contracts and Financial Accelerators

Naohisa Hirakata, Nao Sudo and Kozo Ueda

09-E-29: International Business Cycle Accounting

Keisuke Otsu

09-E-28: Accounting for Japanese Business Cycles: a Quest for Labor Wedges

Keisuke Otsu

09-E-27: Demand for Currency, New Technology and the Adoption of Electronic Money: Evidence Using Individual Household Data

Hiroshi Fujiki and Migiwa Tanaka

09-E-26: Incentives to Issue Low-Quality Securitized Products in the OTD Business Model

Masazumi Hattori and Kazuhiko Ohashi

09-E-25: Size and Composition of the Central Bank Balance Sheet: Revisiting Japan fs Experience of the Quantitative Easing Policy

Shigenori Shiratsuka

09-E-24: The Effects of Oil Price Changes on the Industry-Level Production and Prices in the U.S. and Japan

Ichiro Fukunaga, Naohisa Hirakata and Nao Sudo

09-E-23: Inconsistency of a Unit Root Test against Stochastic Unit Root Processes

Daisuke Nagakura

09-E-22: Part-Paid Stock, Corporate Finance, and Investment: Economic Consequences of the Part-Paid Stock System and Supplementary Installments in the Early 1930s of Japan

Takashi Nanjo and Makoto Kasuya

09-E-21: Asset Prices and Monetary Policy

Ichiro Fukunaga and Masashi Saito

09-E-20: Financial System and Monetary Policy Implementation: Summary of the 2009 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan

Shigenori Shiratsuka, Wataru Takahashi and Kozo Ueda

09-E-19: A Financial System Perspective on Japan's Experience in the Late 1980s

Masazumi Hattori, Hyun Song Shin and Wataru Takahashi

09-E-18: Lenders of Last Resort in a Globalized World

Maurice Obstfeld

09-E-17: The Role of "Determinacy" in Monetary Policy Analysis

Bennett McCallum

09-E-16: On the Establishment Dynamics in the United States and Japan

Toshihiko Mukoyama

09-E-15: Did the Structure of Trade and Foreign Debt Affect Reserve Currency Composition? Evidence form Interwar Japan

Mariko Hatase and Mari Ohnuki

09-E-14: Credit Spread and Monetary Policy

Yuki Teranishi

09-E-13: Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy

Jouchi Nakajima, Munehisa Kasuya and Toshiaki Watanabe

09-E-12: Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?

Rasmus Fatum

09-E-11: A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component

Daisuke Nagakura and Toshiaki Watanabe

09-E-10: The Evolution of Loan Rate Stickiness Across the Euro Area

Jouchi Nakajima and Yuki Teranishi

09-E-09: Financial Stability in Open Economies

Ippei Fujiwara and Yuki Teranishi

09-E-08: Determinants of Households' Inflation Expectations

Kozo Ueda

09-E-07: Dynamic Model of Credit Risk in Relationship Lending: A Game- theoretic Real Options Approach

Takashi Shibata and Tetsuya Yamada

09-E-06: A New Method for Identifying the Effects of Foreign Exchange Interventions

Chih-nan Chen, Tsutomu Watanabe and Tomoyoshi Yabu

09-E-05: Central Bank Communication and Multiple Equilibria

Kozo Ueda

09-E-04: Consumption Smoothing without Secondary Markets for Small Durable Goods

Michio Suzuki

09-E-03: Bank Ties and Firm Performance in Japan: Some Evidence since FY2002

Patrick McGuire

09-E-02: Dimensions of Inequality in Canada

Matthew Brzozowski, Martin Gervais, Paul Klein and Michio Suzuki

09-E-01: Accounting for Oil Price Variation and Weakening Impact of the Oil Crisis

Naohisa Hirakata and Nao Sudo

08-E-25: Optimal Monetary Policy under Imperfect Financial Integration

Nao Sudo and Yuki Teranishi

08-E-24: How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models

Daisuke Nagakura

08-E-23: EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns

Jouchi Nakajima

08-E-22: The Global Impact of Chinese Growth

Ippei Fujiwara, Keisuke Otsu and Masashi Saito

08-E-21: Growth Expectation

Ippei Fujiwara

08-E-20: The Zero Interest Rate Policy

Tomohiro Sugo and Yuki Teranishi

08-E-19: Inventory-Theoretic Model of Money Demand, Multiple Goods, and Price Dynamics

Hirokazu Ishise and Nao Sudo

08-E-18: Frontiers in Monetary Theory and Policy: Summary of the 2008 International Conference Organized by the Institute for Monetary and Economic Studies of the Bank of Japan

Ippei Fujiwara, Kazuo Fukuda, Ichiro Muto, Yosuke Shigemi and Wataru Takahashi

08-E-17: Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities

Hiroshi Fujiki and Cheng Hsiao

08-E-16: Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach

Ippei Fujiwara, Yasuo Hirose and Mototsugu Shintani

08-E-15: Sectoral Co-Movement, Monetary-Policy Shock, and Input-Output Structure

Nao Sudo

08-E-14: The Way Back to Stability and Growth in the Global Economy: The Mayekawa Lecture

John Taylor

08-E-13: Inflation Targeting and Monetary Policy Activism

Toshitaka Sekine and Yuki Teranishi

08-E-12: Institutions, Competition, and Capital Market Integration in Japan

Kris James Mitchener and Mari Ohnuki

08-E-11: Real Exchange Rate Dynamics under Staggered Loan Contracts

Ippei Fujiwara and Yuki Teranishi

08-E-10: Crises and Sudden Stops: Evidence from International Bond and Syndicated-Loan Markets

Graciela Kaminsky

08-E-09: Spurious Regressions in Technical Trading: Momentum or Contrarian?

Mototsugu Shintani, Tomoyoshi Yabu and Daisuke Nagakura