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