Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises
Year of publication: |
2025
|
---|---|
Authors: | Kubota, Hiroyuki ; Shintani, Mototsugu |
Subject: | Effective lower bound | External instruments | High-frequency identification | Structural vector autoregressive models | Unconventional monetary policy | Geldpolitik | Monetary policy | VAR-Modell | VAR model | Japan | Wirkungsanalyse | Impact assessment | Zinsderivat | Interest rate derivative | Geldpolitische Transmission | Monetary transmission | Niedrigzinspolitik | Low-interest-rate policy | Zinspolitik | Interest rate policy |
-
Kubota, Hiroyuki, (2023)
-
Effectiveness of unconventional monetary policies in a low interest rate environment
Filardo, Andrew J., (2018)
-
High-frequency identification of monetary policy shocks in Japan
Kubota, Hiroyuki, (2022)
- More ...
-
High-frequency identification of monetary policy shocks in Japan
Kubota, Hiroyuki, (2021)
-
Macroeconomic Effects of Monetary Policy in Japan an Analysis Using Interest Rate Futures Surprises
Kubota, Hiroyuki, (2022)
-
High-frequency identification of monetary policy shocks in Japan
Kubota, Hiroyuki, (2022)
- More ...