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Equilibrium indeterminacy and asset price fluctuation in Japan : a Bayesian investigation

Hirose, Yasuo - In: Journal of money, credit and banking : JMCB 40 (2008) 5, pp. 968-999

Persistent link: https://www.econbiz.de/10003741050

A new technique for simultaneous estimation of potential output and the Phillips curve

Hirose, Yasuo; Kamada, Koichiro - In: Monetary and economic studies 21 (2003) 2, pp. 93-112

Persistent link: https://www.econbiz.de/10001781890

Essays on equilibrium indeterminacy and microeconomic dynamics

Hirose, Yasuo - 2006

Persistent link: https://www.econbiz.de/10009689100

Changes in the federal reserve communication strategy : a structural investigation

Hirose, Yasuo; Kurozumi, Takushi - 2011

Persistent link: https://www.econbiz.de/10008935241

Identifying new shocks with forecast data

Hirose, Yasuo; Kurozumi, Takushi - 2012

Persistent link: https://www.econbiz.de/10009561233

Monetary policy, trend inflation, and the great moderation: an alternative interpretation : omment based on system estimation

Hirose, Yasuo; Kurozumi, Takushi; Van Zandweghe, Willem - 2015

Persistent link: https://www.econbiz.de/10011484704

The natural rate of interest in a nonlinear DSGE model

Hirose, Yasuo; Sunakawa, Takeki - 2017

Persistent link: https://www.econbiz.de/10011747745

Parameter bias in an estimated DSGE model : does nonlinearity matter?

Hirose, Yasuo; Sunakawa, Takeki - 2015

Persistent link: https://www.econbiz.de/10011758109

Identifying News Shocks with Forecast Data

Hirose, Yasuo - 2020

The empirical importance of news shocksâ€”anticipated future shocksâ€”in business cycle fluctuations has been explored by using only actual data when estimating models augmented with news shocks. This paper additionally exploits forecast data to identify news shocks in a canonical...

Persistent link: https://www.econbiz.de/10012847203

Identifying news shocks with forecast data

Hirose, Yasuo; Kurozumi, Takushi - In: Macroeconomic dynamics 25 (2021) 6, pp. 1442-1471

Persistent link: https://www.econbiz.de/10012618220