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List of Research Papers Related to Monetary Policy

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List of Research Papers
Date Title
Sept. 30, 2015 Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 
July 30, 2015 Money Market Operations in Fiscal 2014 
July 30, 2015 A new technique for estimating currency premiums 
July  9, 2015 Are Household Inflation Expectations Anchored in Japan? 
July  9, 2015 What do negative inflation risk premia tell us? 
June  4, 2015 The natural yield curve: its concept and measurement 
May   1, 2015 Quantitative and Qualitative Monetary Easing: Assessment of Its Effects in the Two Years since Its Introduction 
May   1, 2015 The natural yield curve: its concept and developments in Japan 
May   1, 2015 Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model 
Apr. 16, 2015 Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 
Aug. 12, 2014 Money Market Operations in Fiscal 2013 
June 19, 2014 Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: A Fact Finding Analysis Using the Flow of Funds Accounts Statistics 
June 19, 2014 Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows 
Apr. 11, 2014 Confidence Erosion and Herding Behavior in Bond Markets: An Essay on Central Bank Communication Strategy 
Nov.  8, 2013 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' 
Sept. 20, 2013 On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 
June 19, 2013 Money Market Operations in Fiscal 2012 
May   8, 2013 Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields 
May   2, 2013 Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 
Feb. 28, 2013 Monetary Policy and Inflation Dynamics in Asset Price Bubbles 
Nov.  2, 2012 Identification of Structural Shocks under the Zero Lower Bound on Nominal Interest Rates 
June 11, 2012 Money Market Operations in Fiscal 2011 
Feb. 27, 2012 The Effects of Demographic Changes on the Real Interest Rate in Japan 
Aug. 10, 2011 A Global Game Analysis of Emergent Liquidity Provision and the Role of Creditors' Aggregate Behavior as Signaling 
May  31, 2011 Money Market Operations in Fiscal 2010 
May  27, 2011 A Positive Theory of Fixed-Rate Funds-Supplying Operations in an Accommodative Financial Environment 
May  27, 2011 What has caused the surge in global commodity prices and strengthened cross-market linkage? 
Mar. 30, 2011 Changes in the Federal Reserve Communication Strategy: A Structural Investigation 
Sept.  1, 2010 Fund-Provisioning Measure to Support Strengthening the Foundations for Economic Growth 
July 30, 2010 Money Market Operations in Fiscal 2009 
Aug. 31, 2009 Money Market Operations in Fiscal 2008 
Mar. 27, 2009 Central Bank Responses to the Money Market Turmoil Stemming from Subprime Woes: Review of the Initial Phase from August 2007 until July 2008 
Sept. 26, 2008 Background to the High Level of Banknotes in Circulation and Demand Deposits 
Aug. 29, 2008 Money Market Operations in Fiscal 2007 
July 16, 2008 Cross-currency transmission of money market tensions 
Dec. 28, 2007 Stabilization in the Volatility of Output: A Decline in Cross-industry Comovements 
Aug. 29, 2007 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 
July 31, 2007 Money Market Operations in Fiscal 2006 
May   2, 2007 The Costs and Benefits of Inflation: Evaluation for Japan's Economy 
Feb.  5, 2007 Estimating a DSGE Model for Japan: Evaluating and Modifying a CEE/SW/LOWW Model 
Jan. 31, 2007 Developments in the Money Stock in Japan 
Nov. 20, 2006 Core Indicators of Japan's Consumer Price Index 
Oct.  3, 2006 Evaluating Japanese Monetary Policy under the Non-negativity Constraint on Nominal Short-term Interest Rates 
Aug. 31, 2006 Money Market Operations in Fiscal 2005 
July 27, 2006 Effects of the Quantitative Easing Policy:A Survey of Empirical Analyses 
May  16, 2006 The New Estimates of Output Gap and Potential Growth Rate 
Feb. 17, 2006 Determinacy and Expectational Stability of Equilibrium in a Monetary Sticky-Price Model with Taylor Rule 
Oct.  4, 2005 How Do Monetary Policy Rules Affect Term Premia? 
Aug. 19, 2005 Money Market Operations in Fiscal 2004 
June  3, 2005 Monetary Policy Uncertainty and Market Interest Rates