Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Shinsuke Ohyama"'
Publikováno v:
International Finance. 24:53-76
This paper proposes a simple but comprehensive structural vector autoregressive model to examine the underlying factors of oil price dynamics. The distinguishing feature is to explicitly assess the role of expectations about future aggregate demand a
Publikováno v:
Journal of the Japanese and International Economies. 26:179-185
The premium on interbank money market rates arises over year-end periods as a result of the Japanese business practice of periodic settlement. This paper examines to what extent the Bank of Japan’s liquidity provision reduced the year-end premium i
Autor:
Shinsuke Ohyama, Yasuo Hirose
Publikováno v:
International Finance. 13:461-483
How do we evaluate the effects of unconventional monetary policy measures? To answer this question, we propose a simple structural model that enables us to identify the effects of liquidity facilities during financial turmoil. Specifically, we develo
To what extent did the Bank of Japan's liquidity provisions reduce the premium on money market rates over the year-ends in Japan? To answer this question, we propose a simple structural model that illustrates the year-end operations and the year-end
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::ed81a5b51a1dc712ea60e2d20c7a9d24
http://www.boj.or.jp/en/research/wps_rev/wps_2009/data/wp09e06.pdf
http://www.boj.or.jp/en/research/wps_rev/wps_2009/data/wp09e06.pdf
Autor:
Yasuo Hirose, Shinsuke Ohyama
To what extent did the Bank of Japan's liquidity facilities for corporate financing reduce commercial paper (CP) issue-rates in Japan? To answer this question, we propose a simple structural model that illustrates the market for the CP operations and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::07c18f07b15a85ed9dc5fc610c874a70
http://www.boj.or.jp/en/research/wps_rev/wps_2009/data/wp09e07.pdf
http://www.boj.or.jp/en/research/wps_rev/wps_2009/data/wp09e07.pdf
Autor:
Shinsuke Ohyama, Takuya Sugimoto
In this paper, we examine the relationship between credit spread changes in Japan and financial and macroeconomic variables such as the risk-free interest rate and stock price indices. We use a model that belongs to the class of so-called structural
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::491a362ef83246e701e3cca738b44a6f
http://www.boj.or.jp/en/research/wps_rev/wps_2007/data/wp07e04.pdf
http://www.boj.or.jp/en/research/wps_rev/wps_2007/data/wp07e04.pdf
Autor:
Shinsuke Ohyama, Junko Tanigawa
The economy of Switzerland experienced a slowdown and disinflation from 2001 to2003 and the Swiss National Bank (hereafter SNB) aggressively lowered its target range for the three-month Libor rate to the zero lower bound. Owing to the effects of mone
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::ab04aa5dc3c5b879352bedf834f958f1
http://www.boj.or.jp/en/research/wps_rev/wps_2006/data/wp06e09.pdf
http://www.boj.or.jp/en/research/wps_rev/wps_2006/data/wp06e09.pdf
This paper comprehensively investigates inflation dynamics in China. First, we estimate a structural vector autoregression to verify the 'consensus view' of inflation dynamics in China. We provide the results of basic empirical analyses on inflation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::50abedd8a88f3fec205d81bc3e45f6d4
http://www.boj.or.jp/en/research/wps_rev/wps_2005/data/wp05e09.pdf
http://www.boj.or.jp/en/research/wps_rev/wps_2005/data/wp05e09.pdf
Autor:
Shinsuke Ohyama
A shock to one country affects output growth in other countries not only through bilateral trade channels but also via output fluctuations in third countries. This paper attempts to quantify the impact of external shocks on growth rates and show how
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::74b490c6f96777e27f7b6a479e4f4954
http://www.boj.or.jp/en/research/wps_rev/wps_2004/data/wp04e12.pdf
http://www.boj.or.jp/en/research/wps_rev/wps_2004/data/wp04e12.pdf
Publikováno v:
In Japan & The World Economy March 2021 57