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List of Reports & Research Papers 2019

List (excluding Research Papers Released by IMES)

Table :List of Reports & Research Papers 2019 List (excluding Research Papers Released by IMES)
Date Author Title
Apr. 26, 2019 Makoto Chiba, Mikari Kashima, Kenta Sekiguchi Legal Responsibility in Investment Decisions Using Algorithms and AI 
Apr. 19, 2019 Kunihiro Akutsu, Yasutaka Koike Analysis of private consumption using weather data 
Apr. 17, 2019 Financial System Report (April 2019) 
Apr.  9, 2019 Toshitaka Maruyama, Kenji Suganuma Inflation Expectations Curve in Japan 
Apr.  8, 2019 Regional Economic Report (Summary) (April 2019) 
Mar. 29, 2019 Maiko Koga, Koichi Yoshino, Tomoya Sakata Strategic Complementarity and Asymmetric Price Setting among Firms 
Mar. 13, 2019 Pablo A. Guerron-Quintana, Ryo Jinnai On Liquidity Shocks and Asset Prices 
Mar.  1, 2019 Nobuhiro Abe, Takuji Fueki, Sohei Kaihatsu Estimating a Markov Switching DSGE Model with Macroeconomic Policy Interaction 
Feb. 19, 2019 Noriyuki Yanagawa, Hiromi Yamaoka Digital Innovation, Data Revolution and Central Bank Digital Currency 
Jan. 31, 2019 Wataru Hirata, Mayumi Ojima Competition and Bank Systemic Risk: New Evidence from Japan's Regional Banking 
Jan. 10, 2019 Regional Economic Report (Summary) (January 2019) 

List of Research Papers Released by IMES

Table : List of Reports & Research Papers 2018 List of Research Papers Released by IMES
Date Author Title
May 17, 2019 Shiori Inoue, Masashi Une Security Analysis of Machine Learning Systems for the Financial Sector
Mar. 1, 2019 Hidehiko Matsumoto Foreign Reserve Accumulation, Foreign Direct Investment, and Economic Growth
Feb. 22, 2019 Carlo Pizzinelli, Konstantinos Theodoridis, Francesco Zanetti State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications
Feb. 13, 2019 Rasmus Fatum, Naoko Hara, Yohei Yamamoto Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields
Jan. 25, 2019 Tetsuya Adachi, Takumi Sueshige, Toshinao Yoshiba Wrong-way Risk in Credit Valuation Adjustment of Credit Default Swap with Copulas