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High-frequency identification of monetary policy shocks in Japan

Kubota, Hiroyuki; Shintani, Mototsugu - 2021 - This version: December 2021

Persistent link: https://www.econbiz.de/10012813666

Macroeconomic Effects of Monetary Policy in Japan an Analysis Using Interest Rate Futures Surprises

Kubota, Hiroyuki; Shintani, Mototsugu - 2022

This paper estimates the effects of monetary policy on real economic activity and prices in Japan, during the last three decades when the effective lower bound (ELB) on interest rates was occasionally binding. To identify monetary policy shocks, we use the monetary policy surprises from the...

Persistent link: https://www.econbiz.de/10013307834

High-frequency identification of monetary policy shocks in Japan

Kubota, Hiroyuki; Shintani, Mototsugu - In: The Japanese economic review : the journal of the … 73 (2022) 3, pp. 483-513

Persistent link: https://www.econbiz.de/10013274066

Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises

Kubota, Hiroyuki; Shintani, Mototsugu - 2023

Persistent link: https://www.econbiz.de/10014228025

Excess smoothness of consumption in Japan

Shintani, Mototsugu - 1994 - Rev

Persistent link: https://www.econbiz.de/10000897699

Cointegration and tests of the permanent income hypothesis : Japanese evidence with international comparisons

Shintani, Mototsugu - In: Journal of the Japanese and international economies : … 8 (1994) 2, pp. 144-172

Persistent link: https://www.econbiz.de/10001167309

Nonlinear forecasting analysis using diffusion indexes : an application to Japan

Shintani, Mototsugu - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 517-538

Persistent link: https://www.econbiz.de/10003012730

Ryo Okui awarded the 2020 Japanese Economic Association Nakahara Prize

Shintani, Mototsugu - In: The Japanese economic review : the journal of the … 72 (2021) 2, pp. 167-168

Persistent link: https://www.econbiz.de/10012498700

The effects of demographics on the Japanese housing market

Ōtake, Fumio; Shintani, Mototsugu - 1995

Persistent link: https://www.econbiz.de/10000925129

Excess smoothness of consumption in Japan

Shintani, Mototsugu - 1993

Persistent link: https://www.econbiz.de/10000867803

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