Author Page for Takatoshi Ito

1.

Bank Fragility in Japan, 1995-2003

CESifo Working Paper Series No. 1137

Number of pages: 54 Posted: 05 Apr 2004

Takatoshi Ito and Kimie Harada

University of Tokyo - Faculty of Economics and Chuo University - Faculty of Commerce

Downloads 341 (94,477)

Abstract:

2.

Monetary Policy and Financial Stability: Is Inflation Targeting Passé?

Asian Development Bank Economics Working Paper Series No. 206

Number of pages: 26 Posted: 02 Aug 2010

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 294 (111,178)

Citation 8

Abstract:

3.

The Political Economy of Japan?S Big Bang

Arizona State University Working Paper No. 99/8

Number of pages: 31 Posted: 13 Jan 2000

Takatoshi Ito and Michael Melvin

University of Tokyo - Faculty of Economics and University of California, San Diego (UCSD) - Rady School of Management

Downloads 215 (152,537)

Abstract:

4.

Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s

NBER Working Paper No. w8914

Number of pages: 39 Posted: 25 Apr 2002 Last Revised: 20 Nov 2009

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 213 (153,861)

Citation 3

Abstract:

5.

Explaining Asset Bubbles in Japan

NBER Working Paper No. w5358

Number of pages: 62 Posted: 27 Aug 2000 Last Revised: 24 Sep 2010

Takatoshi Ito and Tokuo Iwaisako

University of Tokyo - Faculty of Economics and Hitotsubashi University - Institute of Economic Research

Downloads 195 (167,128)

Citation 1

Abstract:

6.

Race to the Center: Competition for the Nikkei 225 Futures Trade

IMF Working Paper No. 96/117

Number of pages: 50 Posted: 15 Feb 2006

Takatoshi Ito and Wenling Lin

University of Tokyo - Faculty of Economics and Office of Comptroller of Currency

Downloads 117 (254,655)

Abstract:

7.

Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through

NBER Working Paper No. w12395

Number of pages: 49 Posted: 03 Aug 2006 Last Revised: 20 Oct 2006

Takatoshi Ito and Kiyotaka Sato

University of Tokyo - Faculty of Economics and Yokohama National University - Department of Economics

Downloads 94 (295,766)

Abstract:

8.

Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia

NBER Working Paper No. w5979

Number of pages: 37 Posted: 26 Jul 2000

Takatoshi Ito, Peter Isard and Steven Symansky

University of Tokyo - Faculty of Economics, International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Fiscal Affairs Department

Downloads 87 (310,490)

Citation 4

Abstract:

9.

The Bank of Canada's Monetary Policy Framework: Have Recent Changes Enhanced Central Bank Credibility?

IMF Working Paper No. 97/171

Number of pages: 25 Posted: 15 Feb 2006

Brenda González-Hermosillo and Takatoshi Ito

International Monetary Fund and University of Tokyo - Faculty of Economics

Downloads 86 (312,679)

Abstract:

10.

Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market

NBER Working Paper No. w2609

Number of pages: 28 Posted: 18 Jun 2004 Last Revised: 22 Aug 2010

Robert F. Engle, Takatoshi Ito and Wenling Lin

New York University - Leonard N. Stern School of Business - Department of Economics, University of Tokyo - Faculty of Economics and Office of Comptroller of Currency

Downloads 78 (331,588)

Citation 8

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11.

Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns

NBER Working Paper No. w3911

Number of pages: 39 Posted: 12 Apr 2004 Last Revised: 12 Sep 2010

Wenling Lin, Robert F. Engle and Takatoshi Ito

Office of Comptroller of Currency, New York University - Leonard N. Stern School of Business - Department of Economics and University of Tokyo - Faculty of Economics

Downloads 67 (360,954)

Citation 10

Abstract:

12.

One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System

NBER Working Paper No. t0179

Number of pages: 133 Posted: 20 Sep 2000 Last Revised: 30 Jun 2010

Charles Goodhart, Takatoshi Ito and Richard Payne

London School of Economics & Political Science (LSE) - Financial Markets Group, University of Tokyo - Faculty of Economics and City University London - Sir John Cass Business School

Downloads 64 (369,524)

Citation 6

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13.

Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-Day Activity Revealed in the Electronic Broking System

NBER Working Paper No. w10856

Number of pages: 45 Posted: 14 Sep 2006 Last Revised: 01 Sep 2010

Takatoshi Ito and Yuko Hashi

University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics

Downloads 63 (372,557)

Abstract:

14.

High-Frequency Contagion between the Exchange Rates and Stock Prices

NBER Working Paper No. w10448

Number of pages: 38 Posted: 10 May 2004 Last Revised: 21 Jul 2010

Yuko Hashimoto and Takatoshi Ito

Toyo University - Faculty of Economics and University of Tokyo - Faculty of Economics

Downloads 62 (375,565)

Abstract:

15.

Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks

NBER Working Paper No. w14518

Number of pages: 51 Posted: 08 Dec 2008 Last Revised: 04 Sep 2010

Kimie Harada and Takatoshi Ito

Chuo University - Faculty of Commerce and University of Tokyo - Faculty of Economics

Downloads 59 (384,862)

Citation 1

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16.

Random Walk or a Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements Based on Conditional Probability

NBER Working Paper No. w14160

Number of pages: 30 Posted: 16 Jul 2008 Last Revised: 11 Sep 2010

Yuko Hashi, Takatoshi Ito, Takaaki Ohnishi, Misako Takayasu, Hideki Takayasu and Tsutomu Watanabe

Toyo University - Faculty of Economics, University of Tokyo - Faculty of Economics, University of Tokyo - Graduate School of Law and Politics, Tokyo Institute of Technology, Sony Computer Science Laboratories and Hitotsubashi University - Institute of Economic Research

Downloads 57 (391,335)

Abstract:

17.

Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises

NBER Working Paper No. w7997

Number of pages: 40 Posted: 03 Nov 2000 Last Revised: 14 Sep 2001

Takatoshi Ito and Kimie Harada

University of Tokyo - Faculty of Economics and Chuo University - Faculty of Commerce

Downloads 55 (398,007)

Citation 1

Abstract:

18.

Defying Gravity: How Long Will Japanese Government Bond Prices Remain High?

NBER Working Paper No. w18287

Number of pages: 63 Posted: 10 Aug 2012

Takeo Hoshi and Takatoshi Ito

University of California at San Diego and University of Tokyo - Faculty of Economics

Downloads 54 (401,376)

Abstract:

19.

Capital Flows in Asia

NBER Working Paper No. w7134

Number of pages: 53 Posted: 06 Mar 2000 Last Revised: 12 Oct 2010

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 53 (404,733)

Citation 2

Abstract:

20.

Inflation Targeting and Japan: Why Has the Bank of Japan Not Adopted Inflation Targeting?

NBER Working Paper No. w10818

Number of pages: 49 Posted: 19 Oct 2004 Last Revised: 25 Jul 2010

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 51 (411,556)

Citation 1

Abstract:

21.

News from the U. S. And Japan: Which Moves the Yen/Dollar Exchange Rate?

NBER Working Paper No. w1853

Number of pages: 47 Posted: 19 Jun 2004 Last Revised: 27 Jul 2010

Takatoshi Ito and V. Vance Roley

University of Tokyo - Faculty of Economics and University of Hawaii at Manoa - Shidler College of Business

Downloads 50 (415,171)

Citation 2

Abstract:

22.

Japan's Big Bang and the Transformation of Financial Markets

NBER Working Paper No. w7247

Number of pages: 27 Posted: 28 Apr 2000 Last Revised: 16 Mar 2010

Takatoshi Ito and Michael Melvin

University of Tokyo - Faculty of Economics and University of California, San Diego (UCSD) - Rady School of Management

Downloads 47 (426,152)

Abstract:

23.

Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies

NBER Working Paper No. w16182

Number of pages: 44 Posted: 12 Jul 2010 Last Revised: 20 Sep 2010

Kimie Harada, Takatoshi Ito and Shuhei Takahashi

Chuo University - Faculty of Commerce, University of Tokyo - Faculty of Economics and affiliation not provided to SSRN

Downloads 46 (429,953)

Abstract:

24.

Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives

NBER Working Paper No. w9589

Number of pages: 47 Posted: 28 Mar 2003 Last Revised: 01 Nov 2010

Takatoshi Ito and Kimie Harada

University of Tokyo - Faculty of Economics and Chuo University - Faculty of Commerce

Downloads 45 (433,798)

Abstract:

25.

Impacts of the Basle Capital Standard on Japanese Banks' Behavior

NBER Working Paper No. w6730

Number of pages: 54 Posted: 24 Oct 1998 Last Revised: 12 May 2000

Takatoshi Ito and Yuri Nagataki Sasaki

University of Tokyo - Faculty of Economics and Takachiho University - Department of Commerce

Downloads 45 (433,798)

Citation 2

Abstract:

26.

Capital Controls and Covered Interest Parity

NBER Working Paper No. w1187

Number of pages: 34 Posted: 06 Apr 2004 Last Revised: 22 Sep 2008

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 44 (437,678)

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27.

On the Desirability of a Regional Basket Currency Arrangement

NBER Working Paper No. w8002

Number of pages: 44 Posted: 13 Nov 2000 Last Revised: 25 Jun 2001

Eiji Ogawa and Takatoshi Ito

Hitotsubashi University and University of Tokyo - Faculty of Economics

Downloads 44 (437,678)

Citation 1

Abstract:

28.

What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function

NBER Working Paper No. w10456

Number of pages: 27 Posted: 14 May 2004 Last Revised: 29 Jul 2010

Takatoshi Ito and Tomoyoshi Yabu

University of Tokyo - Faculty of Economics and Keio University - Faculty of Business and Commerce

Downloads 43 (441,702)

Citation 4

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29.

Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System

NBER Working Paper No. w12413

Number of pages: 42 Posted: 13 Aug 2006 Last Revised: 20 Oct 2006

Takatoshi Ito and Yuko Hashimoto

University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics

Downloads 41 (449,755)

Citation 1

Abstract:

30.

High Frequency Contagion of Currency Crises in Asia

NBER Working Paper No. w9376

Number of pages: 60 Posted: 07 Dec 2002 Last Revised: 31 Oct 2010

Takatoshi Ito and Yuko Hashimoto

University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics

Downloads 41 (449,755)

Citation 4

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31.

Where Does the Meteor Shower Come from? the Role of Stochastic Policy Coordination

NBER Working Paper No. w3504

Number of pages: 32 Posted: 08 Jan 2008 Last Revised: 10 Aug 2010

Takatoshi Ito, Robert F. Engle and Wenling Lin

University of Tokyo - Faculty of Economics, New York University - Leonard N. Stern School of Business - Department of Economics and Office of Comptroller of Currency

Downloads 40 (454,002)

Citation 1

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32.

International Reserves and the Global Financial Crisis

NBER Working Paper No. w17362

Number of pages: 45 Posted: 29 Aug 2011 Last Revised: 10 Nov 2013

Kathryn M.E. Dominguez, Yuko Hashimoto and Takatoshi Ito

University of Michigan at Ann Arbor - Gerald R. Ford School of Public Policy, International Monetary Fund (IMF) and University of Tokyo - Faculty of Economics

Downloads 38 (462,395)

Citation 3

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33.

Housing Finance Imperfections and Private Saving: a Comparative Simulation Analysis of the U.S. And Japan

NBER Working Paper No. w2272

Number of pages: 33 Posted: 30 Jul 2001 Last Revised: 17 May 2015

Fumio Hayashi, Takatoshi Ito and Joel B. Slemrod

National Graduate Institute for Policy Studies, University of Tokyo - Faculty of Economics and University of Michigan, Stephen M. Ross School of Business

Downloads 38 (462,395)

Citation 2

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34.

Intraday Yen/Dollar Exchange Rate Movements: News or Noise?

NBER Working Paper No. w2703

Number of pages: 34 Posted: 23 Aug 2000

Takatoshi Ito and V. Vance Roley

University of Tokyo - Faculty of Economics and University of Hawaii at Manoa - Shidler College of Business

Downloads 38 (462,395)

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35.

Is There Private Information in the FX Market? The Tokyo Experiment

Downloads 38 (462,395)

Citation 2

2

Is There Private Information in the FX Market? The Tokyo Experiment

NBER Working Paper No. w5936

Number of pages: 29 Posted: 20 Sep 2000 Last Revised: 05 Oct 2010

Takatoshi Ito, Richard K. Lyons and Michael Melvin

University of Tokyo - Faculty of Economics, University of California, Berkeley and University of California, San Diego (UCSD) - Rady School of Management

Downloads 38 (472,597)

Citation 2

Abstract:

Is There Private Information in the FX Market? The Tokyo Experiment

JOURNAL OF FINANCE

Posted: 11 Sep 1997

Richard K. Lyons, Takatoshi Ito and Michael Melvin

University of California, Berkeley, University of Tokyo - Faculty of Economics and University of California, San Diego (UCSD) - Rady School of Management

Abstract:

36.

Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets

NBER Working Paper No. w18541

Number of pages: 54 Posted: 20 Nov 2012 Last Revised: 27 Nov 2012

Takatoshi Ito, Kenta Yamada, Misako Takayasu and Hideki Takayasu

University of Tokyo - Faculty of Economics, Waseda University - Waseda Institute for Advanced Study, Tokyo Institute of Technology and Sony Computer Science Laboratories

Downloads 37 (466,697)

Abstract:

37.

Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets

NBER Working Paper No. w4592

Number of pages: 35 Posted: 12 Jun 2000 Last Revised: 22 Jul 2010

Takatoshi Ito and Wenling Lin

University of Tokyo - Faculty of Economics and Office of Comptroller of Currency

Downloads 37 (466,697)

Abstract:

38.

How Did the Dollar Peg Fail in Asia?

NBER Working Paper No. w6729

Number of pages: 68 Posted: 18 Oct 1998 Last Revised: 13 May 2000

Takatoshi Ito, Eiji Ogawa and Yuri Nagataki Sasaki

University of Tokyo - Faculty of Economics, Hitotsubashi University and Takachiho University - Department of Commerce

Downloads 37 (466,697)

Citation 2

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39.

News and the Dollar/Yen Exchange Rate, 1931-1933: the End of the Gold Standard, Imperialism, and the Great Depression

NBER Working Paper No. w2683

Number of pages: 43 Posted: 19 Jun 2004

Takatoshi Ito, Kunio Okina and Juro Teranishi

University of Tokyo - Faculty of Economics, Bank of Japan and Hitotsubashi University - Institute of Economic Research

Downloads 36 (471,092)

Abstract:

40.

Retrospective on the Bubble Period and its Relationship to Developments in the 1990s

The World Economy, Vol. 26, pp. 283-300, March 2003

Number of pages: 18 Posted: 06 Jun 2003

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 34 (480,193)

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41.

Bequest Taxes and Accumulation of Household Wealth: U.S. - Japan Comparison

NBER Working Paper No. w3692

Number of pages: 109 Posted: 27 Apr 2000 Last Revised: 11 Aug 2010

Thomas A. Barthold and Takatoshi Ito

Government of the United States of America - Joint Committee on Taxation and University of Tokyo - Faculty of Economics

Downloads 34 (480,193)

Citation 6

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42.

Disequilibrium Growth Theory: the Kaldor Model

NBER Working Paper No. w0281

Number of pages: 49 Posted: 11 Apr 2004

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 33 (484,867)

Citation 1

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43.

Endogenous Election Timings and Political Business Cycles in Japan

NBER Working Paper No. w3128

Number of pages: 41 Posted: 30 Jul 2001 Last Revised: 21 Jul 2010

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 32 (489,724)

Abstract:

44.

Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market

NBER Working Paper No. w5376

Number of pages: 45 Posted: 05 Sep 2000 Last Revised: 24 Sep 2010

Graham Elliott and Takatoshi Ito

University of California, San Diego (UCSD) - Department of Economics and University of Tokyo - Faculty of Economics

Downloads 32 (489,724)

Abstract:

45.

Foreign Exchange Rate Expectations: Micro Survey Data

NBER Working Paper No. w2679

Number of pages: 45 Posted: 03 May 2004

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 31 (494,646)

Abstract:

46.

Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity

NBER Working Paper No. w1493

Number of pages: 25 Posted: 05 Jul 2004 Last Revised: 04 Aug 2010

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 30 (499,730)

Abstract:

47.

Two Decades of Japanese Monetary Policy and the Deflation Problem

NBER Working Paper No. w10878

Number of pages: 73 Posted: 22 Sep 2012

Takatoshi Ito and Frederic S. Mishkin

University of Tokyo - Faculty of Economics and Columbia Business School - Finance and Economics

Downloads 29 (505,063)

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48.

Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture

NBER Working Paper No. w15020

Number of pages: 47 Posted: 01 Jun 2009 Last Revised: 18 Jul 2010

Yuko Hashi and Takatoshi Ito

Toyo University - Faculty of Economics and University of Tokyo - Faculty of Economics

Downloads 29 (505,063)

Abstract:

49.

On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market

NBER Working Paper No. w2678

Number of pages: 32 Posted: 19 Jun 2004 Last Revised: 01 Sep 2008

Fabio Canova and Takatoshi Ito

Bi norwegian business school and University of Tokyo - Faculty of Economics

Downloads 29 (505,063)

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50.

Price Impacts of Deals and Predictability of the Exchange Rate Movements

NBER Working Paper No. w12682

Number of pages: 35 Posted: 20 Nov 2006 Last Revised: 03 Nov 2010

Takatoshi Ito and Yuko Hashimoto

University of Tokyo - Faculty of Economics and Toyo University - Faculty of Economics

Downloads 28 (510,460)

Abstract:

51.

Great Inflation and Central Bank Independence in Japan

NBER Working Paper No. w15726

Number of pages: 47 Posted: 08 Feb 2010 Last Revised: 26 Feb 2010

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 27 (515,882)

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52.

The Exchange Rate in the Japanese Economy: The Past, Puzzles, and Prospects

Japanese Economic Review, Vol. 56, No. 1, pp. 1-38, March 2005

Number of pages: 38 Posted: 24 Feb 2005

Takatoshi Ito

University of Tokyo - Faculty of Economics

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53.

Exchange Rate Regimes and Monetary Cooperation: Lessons from East Asia and Latin America

Japanese Economic Review, Vol. 55, No. 3, pp. 240-266, September 2004

Number of pages: 27 Posted: 18 Sep 2004

Takatoshi Ito

University of Tokyo - Faculty of Economics

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54.

Why Has the Yen Failed to Become a Dominant Invoicing Currency in Asia? A Firm-Level Analysis of Japanese Exporters' Invoicing Behavior

NBER Working Paper No. w16231

Number of pages: 38 Posted: 02 Aug 2010 Last Revised: 15 Aug 2010

Takatoshi Ito, Satoshi Koibuchi, Kiyotaka Sato and Junko Shimizu

University of Tokyo - Faculty of Economics, University of Tokyo - Faculty of Economics, Yokohama National University - Department of Economics and Senshu University - Faculty of Commerce

Downloads 26 (521,572)

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55.

Efficiency of the Tokyo Housing Market

NBER Working Paper No. w4382

Number of pages: 50 Posted: 22 Aug 2007 Last Revised: 24 Jun 2010

Takatoshi Ito and Keiko Nosse Hirono

University of Tokyo - Faculty of Economics and Nihon University - Graduate School of Business

Downloads 26 (521,572)

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56.

On the Consistency of Short-Run and Long-Run Exchange Rate Expectations

NBER Working Paper No. w2577

Number of pages: 35 Posted: 23 Aug 2000 Last Revised: 19 Jul 2010

Kenneth Froot and Takatoshi Ito

National Bureau of Economic Research (NBER) and University of Tokyo - Faculty of Economics

Downloads 26 (521,572)

Citation 1

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57.

Asian Currency Crisis and the International Monetary Fund, 10 Years Later: Overview

Asian Economic Policy Review, Vol. 2, No. 1, pp. 16-49, June 2007

Number of pages: 34 Posted: 30 Aug 2007

Takatoshi Ito

University of Tokyo - Faculty of Economics

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58.

Is the Bank of Japan a Closet Monetarist? Monetary Targeting in Japan, 1978-1988

NBER Working Paper No. w2879

Number of pages: 42 Posted: 29 Jul 2000 Last Revised: 02 Apr 2010

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 24 (533,347)

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59.

International Impacts on Domestic Political Economy: A Case of Japanese General Elections

NBER Working Paper No. w3499

Number of pages: 33 Posted: 10 Jul 2000 Last Revised: 26 Jul 2010

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 24 (533,347)

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60.

The Intra-Daily Exchange Rate Dynamics and Monetary Policies after the G5 Agreement

NBER Working Paper No. w2048

Number of pages: 32 Posted: 16 Jul 2004 Last Revised: 08 Aug 2010

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 23 (539,291)

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61.

Is the Japanese Distribution System Really Inefficient?

NBER Working Paper No. w3306

Number of pages: 57 Posted: 03 Jul 2007 Last Revised: 16 Jul 2010

Takatoshi Ito and Masayoshi Maruyama

University of Tokyo - Faculty of Economics and Graduate School of Business Administration, Kobe University

Downloads 20 (557,918)

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62.

Bonuses, Overtime, and Employment: Korea vs. Japan

NBER Working Paper No. w3012

Number of pages: 40 Posted: 29 Dec 2006 Last Revised: 28 Sep 2010

Takatoshi Ito and Kyoungsik Kang

University of Tokyo - Faculty of Economics and affiliation not provided to SSRN

Downloads 20 (557,918)

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63.

Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: an Application to Uncovered Interest Parity

NBER Working Paper No. t0050

Number of pages: 44 Posted: 06 Jan 2007 Last Revised: 23 Aug 2010

Danny Quah and Takatoshi Ito

National University of Singapore (NUS), Lee Kuan Yew School of Public Policy, Students and University of Tokyo - Faculty of Economics

Downloads 19 (564,352)

Citation 1

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64.

Short-Run and Long-Run Expectations of the Yen/Dollar Exchange Rate

NBER Working Paper No. w4545

Number of pages: 37 Posted: 13 Nov 2007

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 18 (570,571)

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65.

A Note on Stochastic Rationing Mechanisms

NBER Working Paper No. w0313

Number of pages: 28 Posted: 06 Sep 2001 Last Revised: 01 Jan 2002

Takatoshi Ito

University of Tokyo - Faculty of Economics

Downloads 16 (583,137)

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66.

Non-Trivial Equilibrium in an Economy with Stochastic Rationing

NBER Working Paper No. w0322

Number of pages: 43 Posted: 19 Jun 2004

Seppo Honkapohja and Takatoshi Ito

Aalto University School of Business and University of Tokyo - Faculty of Economics

Downloads 15 (589,597)

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67.

A Stochastic Approach to Disequilibrium Macroeconomics

NBER Working Paper No. t0001

Number of pages: 39 Posted: 27 Jun 2007 Last Revised: 04 Aug 2010

Seppo Honkapohja and Takatoshi Ito

Aalto University School of Business and University of Tokyo - Faculty of Economics

Downloads 14 (596,271)

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68.

China as Number One: How About the Renminbi?

Asian Economic Policy Review, Vol. 5, No. 2, pp. 249-276, 2010

Number of pages: 28 Posted: 03 Jan 2011

Takatoshi Ito

University of Tokyo - Faculty of Economics

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69.

Defying Gravity: Can Japanese Sovereign Debt Continue to Increase Without a Crisis?

Economic Policy, Vol. 29, Issue 77, pp. 5-44, 2014

Number of pages: 40 Posted: 11 Mar 2014

Takeo Hoshi and Takatoshi Ito

University of California at San Diego and University of Tokyo - Faculty of Economics

Downloads 1 (694,372)

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70.

Is the Sky the Limit? Can Japanese Government Bonds Continue to Defy Gravity?

Asian Economic Policy Review, Vol. 8, Issue 2, pp. 218-247, 2013

Number of pages: 30 Posted: 21 Dec 2013

Takeo Hoshi and Takatoshi Ito

University of California at San Diego and University of Tokyo - Faculty of Economics

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71.

Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market

UCSD Economics Discussion Paper No. 98-06

Posted: 08 Oct 1998

Graham Elliott and Takatoshi Ito

University of California, San Diego (UCSD) - Department of Economics and University of Tokyo - Faculty of Economics

Takatoshi Ito

University of Tokyo - Faculty of Economics

National Bureau of Economic Research (NBER)

Ministry of Finance, Tokyo

Deputy Vice Minister for International Affairs

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Retrospective on the Bubble Period and its Relationship to Developments in the 1990s

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The Exchange Rate in the Japanese Economy: The Past, Puzzles, and Prospects

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Exchange Rate Regimes and Monetary Cooperation: Lessons from East Asia and Latin America

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Asian Currency Crisis and the International Monetary Fund, 10 Years Later: Overview

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