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The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model. (2010). Moussa, Zakaria.
In: MPRA Paper.
RePEc:pra:mprapa:29429.

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Cited: 2

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Cites: 39

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Cocites: 31

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Coauthors: 0

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Citations received by this document

  1. Quantitative Easing Policy, Exchange Rates and Business Activity by Industry in Japan from 2001-2006. (2016). Matsubayashi, Yoichi ; Ijiri, Hiroyuki .
    In: Discussion Papers.
    RePEc:koe:wpaper:1611.

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  2. Quantitative Easing in Japan and the UK An Econometric Evaluation of the Impacts of Unconventional Monetary Policy on the Returns of Aggregate Output and Price Levels. (2015). Troug, Haytem ; Murray, Matt.
    In: MPRA Paper.
    RePEc:pra:mprapa:68707.

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References

References cited by this document

    References contributed by korobilis-13290

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  1. Quantitative easing and bank lending: Evidence from Japan. (2015). Bowman, David ; Kamin, Steven ; Davies, Sally ; Cai, Fang.
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  2. Interest Rates Close to Zero, Post-crisis Restructuring and Natural Interest Rate. (2014). Rzońca, Andrzej ; Ciżkowicz, Piotr ; Rzoca, Andrzej ; Cikowicz, Piotr.
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  3. Banking, Liquidity and Bank Runs in an Infinite Horizon Economy. (2014). Gertler, Mark ; Kiyotaki, Nobuhiro.
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  4. The financial cycle and macroeconomics: What have we learnt?. (2014). BORIO, Claudio.
    In: Journal of Banking & Finance.
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  5. Wpływ doświadczeń Banku Japonii na politykę pieniężną Systemu Rezerwy Federalnej w latach 2007-2011. (2013). Janus, Jakub .
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  6. Policy commitment and market expectations: Lessons learned from survey based evidence under Japans quantitative easing policy. (2013). Ueda, Kozo ; Nakazono, Yoshiyuki.
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  7. Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan. (2013). Moussa, Zakaria ; Kagraoka, Yusho .
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  8. Japan’s Great Stagnation. (2012). Garside, W. R..
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  10. Monetary policy effects on output and exchange rates: Results from US, UK and Japan. (2011). Saeidinezhad, Elham ; Mouratidis, Kostas ; Caglayan, Mustafa.
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  11. The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model. (2010). Moussa, Zakaria.
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    RePEc:pra:mprapa:29429.

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  12. UNCONVENTIONAL MONETARY POLICIES: AN APPRAISAL. (2010). Disyatat, Piti ; BORIO, Claudio.
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  13. Bank regulation and supervision in bank-dominated financial systems: a comparison between Japan and Germany. (2009). Dietrich, Diemo ; Bebenroth, Ralf.
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  14. Multi-factor Affine Term Structure Model with Single Regime Shift: Real Term Structure under Zero Interest Rate. (2009). .
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  16. Unconventional monetary policies: an appraisal. (2009). Disyatat, Piti ; BORIO, Claudio.
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  17. Risk taking by Japanese bond investors: Testing the reach for yields hypothesis in the Japanese bond markets. (2008). Baba, Naohiko ; Nishioka, Shinichi.
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  19. Extracting market expectations from yield curves augmented by money market interest rates: the case of Japan. (2008). Baba, Naohiko ; Nagano, Teppei .
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  20. Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses. (2007). Ugai, Hiroshi .
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  21. Inflation-output trade-offs in an optimization-based econometric framework applied to an open economy: The case of Japan. (2007). OKANO, Eiji.
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