Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Hibiki Ichiue : Citation Profile


Are you Hibiki Ichiue?

Bank of Japan

8

H index

5

i10 index

142

Citations

RESEARCH PRODUCTION:

9

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2004 - 2016). See details.
   Cites by year: 11
   Journals where Hibiki Ichiue has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 4 (2.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pic2
   Updated: 2018-01-13    RAS profile: 2018-01-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Nakazono, Yoshiyuki (3)

Fujiwara, Ippei (3)

Shigemi, Yosuke (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hibiki Ichiue.

Is cited by:

Fukunaga, Ichiro (9)

Hirose, Yasuo (9)

Shirota, Toyoichiro (5)

Kurozumi, Takushi (5)

Miyamoto, Hiroaki (5)

Alfarano, Simone (4)

Weber, Michael (4)

Nakazono, Yoshiyuki (4)

Colasante, Annarita (4)

de Haan, Jakob (3)

Morley, Bruce (3)

Cites to:

Rudebusch, Glenn (12)

Mishkin, Frederic (11)

Piazzesi, Monika (8)

Kurozumi, Takushi (7)

Hamilton, James (6)

Williams, John (5)

Lopez-Salido, David (5)

Jones, John (5)

french, eric (5)

De Nardi, Mariacristina (5)

Laubach, Thomas (5)

Main data


Where Hibiki Ichiue has published?


Journals with more than one article published# docs
Economic Inquiry2
Journal of the Japanese and International Economies2

Working Papers Series with more than one paper published# docs
Bank of Japan Working Paper Series / Bank of Japan12
IMF Working Papers / International Monetary Fund2
Bank of Japan Review Series / Bank of Japan2

Recent works citing Hibiki Ichiue (2017 and 2016)


YearTitle of citing document
2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

Full description at Econpapers || Download paper

2016Carry trades and exchange rate volatility: a TVAR approach. (2016). Anzuini, Alessio ; Brusa, Francesca . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1046_15.

Full description at Econpapers || Download paper

2016UK term structure decompositions at the zero lower bound.. (2016). Mouabbi, Sarah ; Carriero, Andrea ; Vangelista, E. In: Working papers. RePEc:bfr:banfra:589.

Full description at Econpapers || Download paper

2016Capital inflows — the good, the bad and the bubbly. (2016). Reinhardt, Dennis ; Hoggarth, Glenn ; Jung, Carsten . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0040.

Full description at Econpapers || Download paper

2016Effects of Inflation and Wage Expectations on Consumer Spending: Evidence from Micro Data. (2016). Kaihatsu, Sohei ; Ito, Yuichiro . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e07.

Full description at Econpapers || Download paper

2016Does a Higher Frequency of Micro-level Price Changes Matter for Macro Price Stickiness?: Assessing the Impact of Temporary Price Changes. (2016). Kurachi, Yoshiyuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp16e09.

Full description at Econpapers || Download paper

2016Unconventional Fiscal Policy, Inflation Expectations, and Consumption Expenditure. (2016). Weber, Michael ; Hoang, Daniel ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5793.

Full description at Econpapers || Download paper

2016The Effect of Unconventional Fiscal Policy on Consumption Expenditure. (2016). Weber, Michael ; D'Acunto, Francesco ; Hoang, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6059.

Full description at Econpapers || Download paper

2016Are Consumers Planning Consumption According to an Euler Equation?. (2016). Dräger, Lena ; Drager, Lena . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6249.

Full description at Econpapers || Download paper

2017Impact of International Monetary Policy in Uruguay: A favar Approach. (2017). Bucacos, Elizabeth . In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:3-10.

Full description at Econpapers || Download paper

2017International Spillovers of Monetary Policy. (2017). Ortiz, Alberto. In: Investigación Conjunta-Joint Research. RePEc:cml:incoes:3.

Full description at Econpapers || Download paper

2016Individual inflation expectations in a declining-inflation environment: Evidence from survey data. (2016). de Castro Campos, Malka ; Teppa, Federica . In: DNB Working Papers. RePEc:dnb:dnbwpp:508.

Full description at Econpapers || Download paper

2016The great moderation in international capital flows: a global phenomenon?. (2016). Schmitz, Martin ; McQuade, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20161952.

Full description at Econpapers || Download paper

2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

Full description at Econpapers || Download paper

2016The Chilean peso exchange-rate carry trade and turbulence. (2016). Cox, Paulo ; Carreo, Jose Gabriel . In: Revista CEPAL. RePEc:ecr:col070:41256.

Full description at Econpapers || Download paper

2017Staying at zero with affine processes: An application to term structure modelling. (2017). Monfort, Alain ; Roussellet, Guillaume ; Pegoraro, Fulvio ; Renne, Jean-Paul . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:348-366.

Full description at Econpapers || Download paper

2017Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium. (2017). Chung, Tsz-Kin ; Li, Ka-Fai ; Hui, Cho-Hoi . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:100-106.

Full description at Econpapers || Download paper

2016Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan. (2016). Yoshino, Naoyuki ; McNelis, Paul. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:122-136.

Full description at Econpapers || Download paper

2017Declined effectiveness of fiscal and monetary policies faced with aging population in Japan. (2017). Miyamoto, Hiroaki ; Yoshino, Naoyuki . In: Japan and the World Economy. RePEc:eee:japwor:v:42:y:2017:i:c:p:32-44.

Full description at Econpapers || Download paper

2017The great moderation in international capital flows: A global phenomenon?. (2017). Schmitz, Martin ; McQuade, Peter. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:188-212.

Full description at Econpapers || Download paper

2017Fed speak on main street: Central bank communication and household expectations. (2017). Binder, Carola. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:52:y:2017:i:c:p:238-251.

Full description at Econpapers || Download paper

2017Stock index hedging using a trend and volatility regime-switching model involving hedging cost. (2017). Su, Ender . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:233-254.

Full description at Econpapers || Download paper

2016Are Consumers Planning Consumption According to an Euler Equation?. (2016). Dräger, Lena ; Drager, Lena . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201605.

Full description at Econpapers || Download paper

2016Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy. (2016). Shirota, Toyoichiro ; Fukunaga, Ichiro ; Ichiue, Hibiki ; Fueki, Takuji . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2016:q:1:a:1.

Full description at Econpapers || Download paper

2017Term Structure Models with Negative Interest Rates. (2017). Ueno, Yoichi . In: IMES Discussion Paper Series. RePEc:ime:imedps:17-e-01.

Full description at Econpapers || Download paper

2016Post-crisis International Banking; An Analysis with New Regulatory Survey Data. (2016). Lambert, Frederic ; Ichiue, Hibiki . In: IMF Working Papers. RePEc:imf:imfwpa:16/88.

Full description at Econpapers || Download paper

2016Unemployment and Wage Rigidity in Japan: A DSGE Model Perspective. (2016). Miyamoto, Hiroaki ; Kuo, Chun-Hung. In: Working Papers. RePEc:iuj:wpaper:ems_2016_06.

Full description at Econpapers || Download paper

2017Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach. (2017). Gallegati, Mauro ; Colasante, Annarita ; Alfarano, Simone ; Camacho-Cuena, Eva . In: Working Papers. RePEc:jau:wpaper:2017/03.

Full description at Econpapers || Download paper

2016Are Consumers Planning Consumption According to an Euler Equation?. (2016). Dräger, Lena ; Drager, Lena . In: Working Papers. RePEc:jgu:wpaper:1621.

Full description at Econpapers || Download paper

2016Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization-Adjusted TFP Data. (2016). Sims, Eric ; Lester, Robert ; Garin, Julio. In: NBER Working Papers. RePEc:nbr:nberwo:22311.

Full description at Econpapers || Download paper

2016The Effect of Unconventional Fiscal Policy on Consumption Expenditure. (2016). Weber, Michael ; Dacunto, Francesco ; Hoang, Daniel. In: NBER Working Papers. RePEc:nbr:nberwo:22563.

Full description at Econpapers || Download paper

2017Exchange Rate Prediction Redux: New Models, New Data, New Currencies. (2017). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie ; Zhang, YI. In: NBER Working Papers. RePEc:nbr:nberwo:23267.

Full description at Econpapers || Download paper

2017Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach. (2017). Colasante, Annarita ; Alfarano, Simone ; Gallegati, Mauro ; Cuena, Eva Camacho . In: MPRA Paper. RePEc:pra:mprapa:77618.

Full description at Econpapers || Download paper

2017What is the effect of inflation on consumer spending behaviour in Ghana?. (2017). Nyamekye, Gabriel Effah ; Poku, Eugene Adusei . In: MPRA Paper. RePEc:pra:mprapa:81081.

Full description at Econpapers || Download paper

2016Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies. (2016). Poghosyan, Tigran ; Arslanalp, Serkan . In: Journal of Banking and Financial Economics. RePEc:sgm:jbfeuw:v:2:y:2016:i:6:p:45-67.

Full description at Econpapers || Download paper

2016Are groups less behavioral? The case of anchoring. (2016). Proeger, Till ; Meub, Lukas . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:188r.

Full description at Econpapers || Download paper

2016The effect of unconventional fiscal policy on consumption expenditure. (2016). Weber, Michael ; D'Acunto, Francesco ; Hoang, Daniel. In: Working Paper Series in Economics. RePEc:zbw:kitwps:94.

Full description at Econpapers || Download paper

Works by Hibiki Ichiue:


YearTitleTypeCited
2006Development of Japan’s credit markets In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter1
2013INFLATION DYNAMICS AND LABOR MARKET SPECIFICATIONS: A BAYESIAN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM APPROACH FOR JAPANS ECONOMY In: Economic Inquiry.
[Full Text][Citation analysis]
article20
2008Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach.(2008) In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2011Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japans economy.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2015INFLATION EXPECTATIONS AND CONSUMER SPENDING AT THE ZERO BOUND: MICRO EVIDENCE In: Economic Inquiry.
[Full Text][Citation analysis]
article14
2013Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence.(2013) In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2009Practical Use of Macroeconomic Models at Central Banks In: Bank of Japan Review Series.
[Full Text][Citation analysis]
paper1
2010Measuring Potential Growth in Japan: Some Practical Caveats In: Bank of Japan Review Series.
[Full Text][Citation analysis]
paper1
2004Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with an Affine Term Structure Model In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper0
2005How Do Monetary Policy Rules Affect Term Premia? In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper0
2006Monetary Policy and the Yield Curve at Zero Interest: The Macro-Finance Model of Interest Rates as Options In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper8
2007Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper0
2007Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper8
2007Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper27
2011Regime switches in exchange rate volatility and uncovered interest parity.(2011) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
2010Measuring Potential Growth with an Estimated DSGE Model of Japans Economy In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper20
2016Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy.(2016) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2010Real-time Analysis on Japans Labor Productivity In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper2
2011Real-time analysis on Japans labor productivity.(2011) In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2012Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper1
2013Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]
paper9
2004Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
paper5
2013Financial markets forecasts revisited: Are they rational, stubborn or jumpy? In: Economics Letters.
[Full Text][Citation analysis]
article8
2015Determinants of long-term yields: A panel data analysis of major countries In: Japan and the World Economy.
[Full Text][Citation analysis]
article1
2015Monetary policy and the yield curve at zero interest In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article1
2012Financial markets forecasts revisited: are they rational, herding or bold? In: Globalization and Monetary Policy Institute Working Paper.
[Full Text][Citation analysis]
paper10
2012Financial Markets Forecasts Revisited: Are they Rational, Herding or Bold?.(2012) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2015Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets In: IMF Working Papers.
[Full Text][Citation analysis]
paper1
2016Post-crisis International Banking; An Analysis with New Regulatory Survey Data In: IMF Working Papers.
[Full Text][Citation analysis]
paper2
2009Using Survey Data to Correct the Bias in Policy Expectations Extracted from Fed Funds Futures In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team