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What explains the recent fluctuations in Japan's output? A structural factor analysis of Japan's industrial production

Muto, Ichiro; Kumano, Yusuke; Nakano, Akihiro - 2013

Since the mid-2000s, Japan's industrial production (IP) has been characterized by increasing volatility. To examine the background to this, we apply the structural factor analysis developed by Foerster, Sarte, and Watson (2011) and decompose variations in Japan's IP into aggregate and sectoral...

Persistent link: https://www.econbiz.de/10015237978

What explains the recent fluctuations in Japan's output? : a structural factor analysis of Japan's industrial production

Kumano, Yusuke; Muto, Ichiro; Nakano, Akihiro - 2013

Persistent link: https://www.econbiz.de/10009778495

Liquidity in JGB markets : an evaluation from transaction data

Kurosaki, Tetsuo; Kumano, Yusuke; Okabe, Kota; Nagano, … - 2015

Persistent link: https://www.econbiz.de/10012178058

Monetary policy announcements and algorithmic news trading in the foreign exchange market

Goshima, Keiichi; Kumano, Yusuke - In: Monetary and economic studies 37 (2019), pp. 71-98

Persistent link: https://www.econbiz.de/10012140430

Monetary policy announcement and algorithmic news trading in the foreign exchange market

Goshima, Keiichi; Kumano, Yusuke - 2018

Persistent link: https://www.econbiz.de/10013447834

Estimating a new Keynesian Phillips curve with a corrected measure of real marginal cost : evidence in Japan

Muto, Ichiro - In: Economic inquiry : journal of the Western Economic … 47 (2009) 4, pp. 667-684

Persistent link: https://www.econbiz.de/10003908165

Monetary policy and learning from the central bank's forecast

Muto, Ichiro - In: Journal of economic dynamics & control 35 (2011) 1, pp. 52-66

Persistent link: https://www.econbiz.de/10009127689

Productivity growth, transparency, and monetary policy

Muto, Ichiro - In: Journal of economic dynamics & control 37 (2013) 1, pp. 329-344

Persistent link: https://www.econbiz.de/10009703571

A simple interest rate model with unobserved components : the role of the interbank reference rate

Muto, Ichiro - 2012

Persistent link: https://www.econbiz.de/10009683467

Productivity growth, transparency, and monetary policy

Muto, Ichiro - 2007

Persistent link: https://www.econbiz.de/10003492477

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