Hibiki Ichiue : Citation Profile


Are you Hibiki Ichiue?

Bank of Japan

8

H index

5

i10 index

153

Citations

RESEARCH PRODUCTION:

9

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 10
   Journals where Hibiki Ichiue has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 11 (6.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pic2
   Updated: 2018-11-10    RAS profile: 2018-07-04    
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Relations with other researchers


Works with:

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

Is cited by:

Hirose, Yasuo (9)

Colasante, Annarita (6)

Miyamoto, Hiroaki (6)

Alfarano, Simone (6)

Nakazono, Yoshiyuki (5)

Kurozumi, Takushi (5)

Fukunaga, Ichiro (4)

Camacho Cuena, Eva (4)

Weber, Michael (4)

Dräger, Lena (4)

Morley, Bruce (3)

Cites to:

Rudebusch, Glenn (13)

Mishkin, Frederic (11)

Swanson, Eric (8)

Piazzesi, Monika (8)

Williams, John (8)

Hamilton, James (7)

Kurozumi, Takushi (7)

Gertler, Mark (6)

Wu, Jing Cynthia (5)

Gürkaynak, Refet (5)

De Nardi, Mariacristina (5)

Main data


Where Hibiki Ichiue has published?


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

Working Papers Series with more than one paper published# docs
Bank of Japan Working Paper Series / Bank of Japan12
Bank of Japan Review Series / Bank of Japan2
IMF Working Papers / International Monetary Fund2
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan2

Recent works citing Hibiki Ichiue (2018 and 2017)


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.

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2018Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models. (2018). Taboga, Marco ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1189_18.

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2017Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan. (2017). Koeda, Junko. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:4:p:443-457.

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2018Do Market Segmentation and Preferred Habitat Theories Hold in Japan? : Quantifying Stock and Flow Effects of Bond Purchases. (2018). Sudo, Nao ; Tanaka, Masaki . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e16.

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

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

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2018How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2018). Williams, Tomas ; Levy-Yeyati, Eduardo ; Converse, Nathan. In: DOUMENTOS DE TRABAJO LACEA. RePEc:col:000518:016200.

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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.

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2018Cross-border banking in the EU since the crisis: what is driving the great retrenchment?. (2018). Schmitz, Martin ; Tirpak, Marcel ; Emter, Lorenz. In: Working Paper Series. RePEc:ecb:ecbwps:20182130.

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

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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.

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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.

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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.

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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.

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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.

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2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:314.

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2018Subjective intertemporal substitution. (2018). topa, giorgio ; Tambalotti, Andrea ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:734.

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2018How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2018). Williams, Tomas ; Levy Yeyati, Eduardo ; Levy-Yeyati, Eduardo ; Converse, Nathan. In: Working Papers. RePEc:gwi:wpaper:2018-1.

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

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2017Government Financial Assets and Debt Sustainability. (2017). Arbelaez, Camila Henao ; Sobrinho, Nelson . In: IMF Working Papers. RePEc:imf:imfwpa:17/173.

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

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2018Are Consumers’ Spending Decisions in Line With an Euler Equation?. (2018). Nghiem, Giang ; Dräger, Lena ; Drager, Lena. In: Working Papers. RePEc:jgu:wpaper:1802.

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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.

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

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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.

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2018The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment. (2018). Colasante, Annarita ; Alfarano, Simone ; Camacho-Cuena, Eva. In: MPRA Paper. RePEc:pra:mprapa:84835.

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2017Decreased Effectiveness of Fiscal and Monetary Policies in Japan’s Aging Society. (2017). Miyamoto, Hiroaki ; Yoshino, Naoyuki. In: ADBI Working Papers. RePEc:ris:adbiwp:0691.

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2018What do Swiss franc Libor futures really tell us?. (2018). Fuhrer, Lucas ; Juttner, Matthias ; Guggenheim, Basil. In: Working Papers. RePEc:snb:snbwpa:2018-06.

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2017How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2017). Levy-Yeyati, Eduardo ; Williams, Tomas ; Converse, Nathan. In: School of Government. RePEc:udt:wpgobi:2017-12.

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2018Role of Expectation in a Liquidity Trap. (2018). Teranishi, Yuki ; Nakazono, Yoshiyuki ; Hasui, Kohei. In: UTokyo Price Project Working Paper Series. RePEc:upd:utppwp:081.

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Works by Hibiki Ichiue:


YearTitleTypeCited
2006Development of Japan’s credit markets In: BIS Papers chapters.
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chapter1
2013INFLATION DYNAMICS AND LABOR MARKET SPECIFICATIONS: A BAYESIAN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM APPROACH FOR JAPANS ECONOMY In: Economic Inquiry.
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article19
2008Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach.(2008) In: Bank of Japan Working Paper Series.
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This paper has another version. Agregated cites: 19
paper
2011Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japans economy.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 19
paper
2015INFLATION EXPECTATIONS AND CONSUMER SPENDING AT THE ZERO BOUND: MICRO EVIDENCE In: Economic Inquiry.
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article15
2013Inflation Expectations and Consumer Spending at the Zero Bound: Micro Evidence.(2013) In: Bank of Japan Working Paper Series.
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This paper has another version. Agregated cites: 15
paper
2009Practical Use of Macroeconomic Models at Central Banks In: Bank of Japan Review Series.
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paper1
2010Measuring Potential Growth in Japan: Some Practical Caveats In: Bank of Japan Review Series.
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paper0
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.
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paper0
2005How Do Monetary Policy Rules Affect Term Premia? In: Bank of Japan Working Paper Series.
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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.
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paper6
2007Biases in Monetary Policy Expectations Extracted From Fed Funds Futures and Surveys In: Bank of Japan Working Paper Series.
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paper0
2007Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment In: Bank of Japan Working Paper Series.
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paper9
2007Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity In: Bank of Japan Working Paper Series.
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paper28
2011Regime switches in exchange rate volatility and uncovered interest parity.(2011) In: Journal of International Money and Finance.
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article
2010Measuring Potential Growth with an Estimated DSGE Model of Japans Economy In: Bank of Japan Working Paper Series.
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paper23
2016Measuring Potential Growth with an Estimated DSGE Model of Japan’s Economy.(2016) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 23
article
2010Real-time Analysis on Japans Labor Productivity In: Bank of Japan Working Paper Series.
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paper2
2011Real-time analysis on Japans labor productivity.(2011) In: Journal of the Japanese and International Economies.
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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.
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paper1
2013Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields In: Bank of Japan Working Paper Series.
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paper8
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.
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paper5
2013Financial markets forecasts revisited: Are they rational, stubborn or jumpy? In: Economics Letters.
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article9
2015Determinants of long-term yields: A panel data analysis of major countries In: Japan and the World Economy.
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article2
2015Monetary policy and the yield curve at zero interest In: Journal of the Japanese and International Economies.
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article2
2012Financial markets forecasts revisited: are they rational, herding or bold? In: Globalization and Monetary Policy Institute Working Paper.
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paper11
2012Financial Markets Forecasts Revisited: Are they Rational, Herding or Bold?.(2012) In: IMES Discussion Paper Series.
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paper
2018A Survey-based Shadow Rate and Unconventional Monetary Policy Effects In: IMES Discussion Paper Series.
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paper0
2015Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets In: IMF Working Papers.
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paper4
2016Post-crisis International Banking; An Analysis with New Regulatory Survey Data In: IMF Working Papers.
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paper3
2009Using Survey Data to Correct the Bias in Policy Expectations Extracted from Fed Funds Futures In: Journal of Money, Credit and Banking.
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article4

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