1. Uncertainty in the Formation of Inflation Expectations in Japan: An Analysis Using the Macroeconomic Model Q-JEM. (2025). Fukunaga, Ichiro ; Shibata, Nao ; Yoneyama, Shunichi ; Kishaba, Yui.
   In: Bank of Japan Working Paper Series.
   RePEc:boj:bojwps:wp25e03.

   Full description at Econpapers || Download paper

2. Measuring Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE): An Analysis Using the Macroeconomic Model Q-JEM. (2025). Izawa, Kimihiko ; Haba, Shunsuke ; Kishaba, Yui ; Takahashi, Yusuke ; Yoneyama, Shunichi.
   In: Bank of Japan Working Paper Series.
   RePEc:boj:bojwps:wp25e02.

   Full description at Econpapers || Download paper

3. Estimating the macroeconomic effects of Japan’s expansionary monetary policy under Quantitative and Qualitative Monetary Easing during 2013–2020. (2023). Kishaba, Yui ; Kawamoto, Takuji ; Nakazawa, Takashi ; Matsumura, Kohei ; Nakajima, Jouchi.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:78:y:2023:i:c:p:208-224.

   Full description at Econpapers || Download paper

4. Supplementary Paper Series for the Assessment (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model. (2021). Nakajima, Jouchi ; Mikami, Tomoaki ; Kawamoto, Takuji.
   In: Bank of Japan Working Paper Series.
   RePEc:boj:bojwps:wp21e09.

   Full description at Econpapers || Download paper

5. Supplementary Paper Series for the Assessment (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconomic Model (Q-JEM). (2021). Nakajima, Jouchi ; Kishaba, Yui ; Kawamoto, Takuji ; Nakazawa, Takashi ; Matsumura, Kohei.
   In: Bank of Japan Working Paper Series.
   RePEc:boj:bojwps:wp21e04.

   Full description at Econpapers || Download paper

6. MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy. (2019). Rees, Daniel ; Nodari, Gabriela ; Guttmann, Rochelle ; Cusbert, Tom ; Kendall, Elizabeth ; Ballantyne, Alexander ; Hamilton, Adam ; Evans, Richard ; McCririck, Rachael ; Hambur, Jonathan.
   In: RBA Research Discussion Papers.
   RePEc:rba:rbardp:rdp2019-07.

   Full description at Econpapers || Download paper

7. The Quarterly Japanese Economic Model (Q-JEM): 2019 version. (2019). Kido, Yosuke ; Hirakata, Naohisa ; Kishaba, Yui ; Murakoshi, Tomonori ; Shinohara, Takeshi ; Kan, Kazutoshi ; Kanafuji, Akihiro.
   In: Bank of Japan Working Paper Series.
   RePEc:boj:bojwps:wp19e07.

   Full description at Econpapers || Download paper

8. Macroeconomic Policies and Transmission Dynamics in India. (2018). Kapur, Muneesh.
   In: MPRA Paper.
   RePEc:pra:mprapa:88566.

   Full description at Econpapers || Download paper

9. TIPS: The Trend Inflation Projection System and Estimation Results. (2016). Takahashi, Koji.
   In: Bank of Japan Working Paper Series.
   RePEc:boj:bojwps:wp16e18.

   Full description at Econpapers || Download paper

10. Supplementary Paper Series for the Comprehensive Assessment (3): Policy Effects since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) -- Assessment Based on Bank of Japans Large-scale Macroeconomic Model (Q-JEM) --. (2016). Kishaba, Yui ; Tsuruga, Tomohiro ; Kan, Kazutoshi.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp16e15.

    Full description at Econpapers || Download paper

11. On the Impact of the Global Financial Crisis on the Euro Area. (2013). Kuper, Gerard ; Jacobs, Jan ; He, Xiaoli ; Ligthart, Jenny E. ; Jacobs, Jan P. A. M., .
    In: Working Papers.
    RePEc:tas:wpaper:17209.

    Full description at Econpapers || Download paper

12. Macro-Econometric System Modelling @75. (2013). pagan, adrian ; Jacobs, Jan ; Hall, Anthony.
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2013_7.

    Full description at Econpapers || Download paper

13. On the impact of the global financial crisis on the euro area. (2013). Kuper, Gerard ; Jacobs, Jan ; He, Xiaoli ; Ligthart, Jenny.
    In: Research Report.
    RePEc:gro:rugsom:13011-eef.

    Full description at Econpapers || Download paper

14. Macro-Econometric System Modelling @75. (2013). pagan, adrian ; Jacobs, Jan ; Hall, Anthony.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-67.

    Full description at Econpapers || Download paper

15. On the impact of the global financial crisis on the euro area. (2013). He, Xiaoli ; Ligthart, Jenny ; Jacobs, Jan ; Kuper, Gerard .
    In: Research Report.
    RePEc:dgr:rugsom:13011-eef.

    Full description at Econpapers || Download paper

16. Monetary Transmission Mechanism in India: A Quarterly Model. (2012). Kapur, Muneesh ; Behera, Harendra.
    In: MPRA Paper.
    RePEc:pra:mprapa:70631.

    Full description at Econpapers || Download paper

17. Introduction to the Financial Macro-econometric Model. (2012). Teranishi, Yuki ; Kurachi, Yoshiyuki ; Kamada, Koichiro ; Nasu, Kentaro ; Ishikawa, Atsushi .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:12-e-1.

    Full description at Econpapers || Download paper

18. Assessing the Effects of Fiscal Policy in Japan with Estimated and Calibrated DSGE Models. (2011). Fukunaga, Ichiro ; Fueki, Takuji ; Saito, Masashi .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:11-e-9.

    Full description at Econpapers || Download paper

1. Bodenstein, M., Erceg, C. J., and Guerrieri, L. (2009), “The Effects of Foreign Shocks When Interest Rates Are at Zero,” International Finance Discussion Papers, 983, Federal Reserve Board.
   Paper not yet in RePEc: Add citation now
   
2. Brayton, F. and Tinsley, P. (1996), “A Guide to FRB/US: A Macroeconomic Model of the United States,” Finance and Economics Discussion Series 1996-42, Federal Reserve Board.
   Paper not yet in RePEc: Add citation now
   

3. Brayton, F., Mauskopf, E., Reifschneider, D., Tinsley, P., and Williams, J. (1997), “The Role of Expectations in the FRB/US Macroeconomic Model,” Federal Reserve Bulletin, April 1997, 227–245.

4. Cogley, T. and Sbordone, A. M. (2008), “Trend Inflation, Indexation, and Inflation Persistence in the New Keynesian Philips Curve,” American Economic Review, 98(5), 2101–2126.

5. Cogley, T., Primiceri, G. E., and Sargent, T. J. (2010), “Inflation-Gap Persistence in the US,” American Economic Journal: Macroeconomics, 2(1), 43–69.

6. Fueki, T., Fukunaga, I., Ichiue, H., and Shirota, T. (2010), “Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy,” Bank of Japan Working Paper, 10-E-13.

7. Fuhrer, J. C., Olivei, G. P., and Tootell, G. M. B. (2010), “Inflation Dynamics when Inflation is Near Zero,” presented at Federal Reserve Bank of Boston 55th Economic Conference on “Revisiting Monetary Policy in a Low Inflation Environment.”
   Paper not yet in RePEc: Add citation now
   

8. Fujiwara, I., Hara, N., Hirose, Y., and Teranishi, Y. (2005), “The Japanese Economic Model (JEM),” Monetary and Economic Studies, 23(2), 61–142.

9. Graeve, F. D., Emiris, M. and Wouters, R. (2009), “A Structural Decomposition of the U.S. Yield Curve,” Journal of Monetary Economics, 56(4), 545–559.
   Paper not yet in RePEc: Add citation now
   
10. Hamilton, J. D. (1994), Time Series Analysis, Princeton, New Jersey: Princeton University Press.
    Paper not yet in RePEc: Add citation now
    

11. Hara, N., Hirakata, N., Inomata, Y., Ito, S., Kawamoto, T., Kurozumi, T., Minegishi, M., and Takagawa, I. (2006), “The New Estimates of Output Gap and Potential Growth Rate,” Bank of Japan Review, 06E -3.

12. Hara, N., Ichiue, H., Kojima, S., Nakamura, K., and Shirota, T. (2009) “Practical Use of Macroeconomic Models at Central Banks,” Bank of Japan Review, 09-E-1.

13. Harvey, A. C. (1989), Forecasting, Structural Time Series Models and the Kalman Filter, Cambridge; New York: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
    

14. Ichiue, H. and Ueno, Y. (2007) “Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment,” Bank of Japan Working Paper, 07-E-18.

15. Ichiue, H., Kitamura, T., Kojima, S., Shirota, T., Nakamura, K., and Hara, N. (2009) “A Hybrid-type Model of Japan’s Economy: the Quarterly Japanese Economic Model (Q-JEM),” Bank of Japan Working Paper, 09-J-6 (in Japanese only).
    Paper not yet in RePEc: Add citation now
    

16. Ichiue, H., Kurozumi, T., and Sunakawa, T. (2008), “Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach,” Bank of Japan Working Paper, 08-E-9.

17. Ireland, P. T. (2007), “Changes in the Federal Reserve’s Inflation Target: Causes and Consequences,” Journal of Money, Credit, and Banking, 39(8), 1851–1882.

18. Kim, D. H. and A. Orphanides (2005), “Term Structure Estimation with Survey Data on Interest Rate Forecasts,” Finance and Economics Discussion Series 2005-48, Federal Reserve Board.

19. Sugo, T., and Ueda, K. (2008), “Estimating a Dynamic Stochastic General Equilibrium Model for Japan,” Journal of the Japanese and International Economies, 22(4), 476–502.

20. Taylor, J. (1993), “Discretion Versus Policy Rules in Practice,” Carnegie-Rochester Conference Series on Public Policy, 39, 195–214.

21. Tetlow, R. J. and Ironside, B. (2007), “Real-Time Model Uncertainty in the United States: The Fed, 1996–2003,” Journal of Money, Credit, and Banking, 39(7), 1533–1561. Inflation (Core CPI )
    Paper not yet in RePEc: Add citation now
    

1. Housing wealth isnt wealth. (2010). Buiter, Willem.
   In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
   RePEc:zbw:ifweej:201022.

   Full description at Econpapers || Download paper

2. The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach. (2010). pagan, adrian ; Catão, Luis ; Cato, Luis.
   In: NCER Working Paper Series.
   RePEc:qut:auncer:2009_66.

   Full description at Econpapers || Download paper

3. Housing wealth isnt wealth. (2009). Buiter, Willem.
   In: Economics Discussion Papers.
   RePEc:zbw:ifwedp:200956.

   Full description at Econpapers || Download paper

4. Evaluating New Keynesian Phillips Curve under VAR-Based Learning. (2008). Fanelli, Luca.
   In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
   RePEc:zbw:ifweej:7400.

   Full description at Econpapers || Download paper

5. Evaluating the New Keynesian Phillips Curve under VAR-Based Learning. (2008). Fanelli, Luca.
   In: Economics Discussion Papers.
   RePEc:zbw:ifwedp:7257.

   Full description at Econpapers || Download paper

6. Housing Wealth Isnt Wealth. (2008). Buiter, Willem.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:14204.

   Full description at Econpapers || Download paper

7. An empirical assessment of the relationships among inflation and short- and long-term expectations. (2008). Davig, Troy ; Clark, Todd.
   In: Research Working Paper.
   RePEc:fip:fedkrw:rwp08-05.

   Full description at Econpapers || Download paper

8. What is the optimal inflation rate?. (2008). Kahn, George ; Billi, Roberto.
   In: Economic Review.
   RePEc:fip:fedker:y:2008:i:qii:p:5-28:n:v.93no.2.

   Full description at Econpapers || Download paper

9. Challenges in macro-finance modeling. (2008). Kim, Don.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2008-06.

   Full description at Econpapers || Download paper

10. Housing Wealth isnt Wealth. (2008). Buiter, Willem.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6920.

    Full description at Econpapers || Download paper

11. Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area. (2007). Fanelli, Luca.
    In: MPRA Paper.
    RePEc:pra:mprapa:1617.

    Full description at Econpapers || Download paper

12. Evaluating the New Keynesian Phillips Curve under VAR-based learning. (2007). Fanelli, Luca.
    In: MPRA Paper.
    RePEc:pra:mprapa:1616.

    Full description at Econpapers || Download paper

13. Housing and the monetary transmission mechanism. (2007). Mishkin, Frederic.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2007:p:359-413.

    Full description at Econpapers || Download paper

14. Housing, credit and consumer expenditure. (2007). muellbauer, john.
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2007:p:267-334.

    Full description at Econpapers || Download paper

15. Gauging the uncertainty of the economic outlook from historical forecasting errors. (2007). Tulip, Peter ; Reifschneider, David.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-60.

    Full description at Econpapers || Download paper

16. The Bank of Canadas Version of the Global Economy Model (BoC-GEM). (2007). Muir, Dirk ; Lalonde, Rene.
    In: Technical Reports.
    RePEc:bca:bocatr:98.

    Full description at Econpapers || Download paper

17. Monetary Policy and Inflation Dynamics. (2006). Roberts, John.
    In: MPRA Paper.
    RePEc:pra:mprapa:812.

    Full description at Econpapers || Download paper

18. Monetary Policy and Inflation Dynamics. (2006). Roberts, John.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2006:q:3:a:6.

    Full description at Econpapers || Download paper

19. Averaging forecasts from VARs with uncertain instabilities. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-12.

    Full description at Econpapers || Download paper

20. Forecasting of small macroeconomic VARs in the presence of instabilities. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-09.

    Full description at Econpapers || Download paper

21. Real-time model uncertainty in the United States: the Fed from 1996-2003. (2006). Tetlow, Robert ; Ironside, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-08.

    Full description at Econpapers || Download paper

22. Real-time model uncertainty in the United States: the Fed from 1996-2003. (2006). Tetlow, Robert ; Ironside, Brian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006610.

    Full description at Econpapers || Download paper

23. Optimal Policy Projections. (2005). Tetlow, Robert ; Svensson, Lars.
    In: MPRA Paper.
    RePEc:pra:mprapa:839.

    Full description at Econpapers || Download paper

24. Optimal Policy Projections. (2005). Tetlow, Robert ; Svensson, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11392.

    Full description at Econpapers || Download paper

25. Optimal Policy Projections. (2005). Tetlow, Robert ; Svensson, Lars.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2005:q:4:a:6.

    Full description at Econpapers || Download paper

26. Optimal policy projections. (2005). Tetlow, Robert ; Svensson, Lars.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-34.

    Full description at Econpapers || Download paper

27. The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning and Expectations. (2005). Williams, John ; Orphanides, Athanasios.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4865.

    Full description at Econpapers || Download paper

28. The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations. (2004). Williams, John ; Orphanides, Athanasios.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:144.

    Full description at Econpapers || Download paper

29. The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations. (2004). Williams, John ; Orphanides, Athanasios.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:804.

    Full description at Econpapers || Download paper

30. The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations. (2004). Williams, John ; Orphanides, Athanasios.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004337.

    Full description at Econpapers || Download paper

31. The New Keynesian Hybrid Phillips Curve: An Assessment of Competing Specifications for the United States. (2004). Dupuis, David .
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-31.

    Full description at Econpapers || Download paper

32. Productive capacity, product varieties, and the elasticities approach to the trade balance. (2003). Gagnon, Joseph.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:781.

    Full description at Econpapers || Download paper

33. Take your model bowling: forecasting with general equilibrium models. (2003). Schorfheide, Frank ; Del Negro, Marco.
    In: Economic Review.
    RePEc:fip:fedaer:y:2003:i:q4:p:35-50:n:v.88no.4.

    Full description at Econpapers || Download paper

34. Consumption, habit persistence, imperfect information and the lifetime budget constraint. (2003). Willman, Alpo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003251.

    Full description at Econpapers || Download paper

35. Un modèle « PAC » danalyse et de prévision des dépense des ménages américains. (2003). Lalonde, Rene ; Gosselin, Marc-Andre.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-13.

    Full description at Econpapers || Download paper

36. Imperfect knowledge, inflation expectations, and monetary policy. (2002). Williams, John ; Orphanides, Athanasios.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2002-27.

    Full description at Econpapers || Download paper

37. Identification of dynamic economic models from reduced form VECM structures: an application of covariance restrictions. (2001). .
    In: Working Papers.
    RePEc:fip:fedlwp:2000-011.

    Full description at Econpapers || Download paper

38. Dynamic specifications in optimizing trend-deviation macro models. (2001). Kozicki, Sharon.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp01-03.

    Full description at Econpapers || Download paper

39. Measuring the natural rate of interest. (2001). Williams, John.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-56.

    Full description at Econpapers || Download paper

40. The effect of past and future economic fundamentals on spending and pricing behavior in the FRB/US macroeconomic model. (2001). von zur Muehlen, Peter.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-12.

    Full description at Econpapers || Download paper

41. Leffet de la richesse sur la consommation aux États-Unis. (2001). Desnoyers, Yanick.
    In: Staff Working Papers.
    RePEc:bca:bocawp:01-14.

    Full description at Econpapers || Download paper

42. Monetary policy when the nominal short-term interest rate is zero. (2000). Orphanides, Athanasios ; Henderson, Dale ; Clouse, James ; Small, David.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-51.

    Full description at Econpapers || Download paper

43. The Puzzling Income Elasticity of US Imports. (2000). Marquez, Jaime.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1128.

    Full description at Econpapers || Download paper

44. Two approaches to macroeconomic forecasting. (1999). Webb, Roy H..
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1999:i:sum:p:23-40.

    Full description at Econpapers || Download paper

45. Predicting the effects of Federal Reserve policy in a sticky-price model: an analytical approach. (1999). McGrattan, Ellen.
    In: Working Papers.
    RePEc:fip:fedmwp:598.

    Full description at Econpapers || Download paper

46. Errors in the measurement of the output gap and the design of monetary policy. (1999). Tetlow, Robert ; Orphanides, Athanasios ; Finan, Frederico ; Porter, Richard D. ; Reifschneider, David.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-45.

    Full description at Econpapers || Download paper

47. Three lessons for monetary policy in a low inflation era. (1999). Williams, John ; Reifschneider, David.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-44.

    Full description at Econpapers || Download paper

48. Simple rules for monetary policy. (1999). Williams, John.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-12.

    Full description at Econpapers || Download paper

49. Opportunistic and deliberate disinflation under imperfect credibility. (1998). Rudebusch, Glenn ; Bomfim, Antulio.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1998-01.

    Full description at Econpapers || Download paper

50. A guide to FRB/Global. (1997). Rogers, John ; Levin, Andrew ; Tryon, Ralph W..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:588.

    Full description at Econpapers || Download paper

Report date: 2025-10-03 21:34:31 || Missing content? Let us know