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 (90,398)

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 289 (108,425)

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 (146,337)

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 212 (148,337)

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 193 (161,903)

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 116 (246,446)

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 92 (288,581)

Abstract:

8.

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 (300,989)

Abstract:

9.

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 86 (300,989)

Citation 4

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 74 (329,093)

Citation 5

Abstract:

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 65 (353,024)

Citation 7

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 63 (358,802)

Citation 5

Abstract:

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 61 (364,777)

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 61 (364,777)

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 58 (373,788)

Abstract:

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 56 (380,247)

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 (383,485)

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 (386,769)

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 52 (393,271)

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 50 (400,106)

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 - Shidler College of Business

Downloads 50 (400,106)

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 (410,526)

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 44 (421,801)

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 44 (421,801)

Abstract:

25.

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 (421,801)

Citation 1

Abstract:

26.

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 44 (421,801)

Abstract:

27.

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 (425,572)

Abstract:

28.

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 42 (429,433)

Abstract:

29.

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 (433,309)

Citation 1

Abstract:

30.

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 40 (437,444)

Citation 1

Abstract:

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 39 (441,626)

Citation 6

Abstract:

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 (445,797)

Citation 2

Abstract:

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 (445,797)

Citation 1

Abstract:

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 - Shidler College of Business

Downloads 38 (445,797)

Abstract:

35.

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

Downloads 38 (445,797)

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 (455,662)

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.

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 (449,935)

Abstract:

37.

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 (449,935)

Citation 2

Abstract:

38.

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 (454,267)

Abstract:

39.

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 34 (462,984)

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 (462,984)

Add to Cart

Abstract:

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 (462,984)

Citation 4

Abstract:

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 (467,453)

Abstract:

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 (472,105)

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 (472,105)

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 (476,925)

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 (481,869)

Abstract:

47.

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 (486,822)

Abstract:

48.

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 28 (492,035)

Abstract:

49.

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 (497,327)

Abstract:

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 27 (497,327)

Abstract:

51.

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

Downloads 27 (497,327)

Add to Cart

Abstract:

52.

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

Downloads 27 (497,327)

Add to Cart

Abstract:

53.

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 26 (502,920)

Abstract:

54.

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 (502,920)

Abstract:

55.

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 25 (508,453)

Abstract:

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 25 (508,453)

Citation 1

Abstract:

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

Downloads 24 (514,189)

Citation 1

Add to Cart

Abstract:

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 (514,189)

Abstract:

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 (514,189)

Abstract:

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 22 (525,952)

Abstract:

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 (537,787)

Abstract:

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 (537,787)

Abstract:

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 (543,988)

Citation 1

Abstract:

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 (550,055)

Abstract:

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 (562,080)

Abstract:

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 (568,273)

Abstract:

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 (574,646)

Abstract:

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

Downloads 2 (658,500)

Add to Cart

Abstract:

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 (670,461)

Citation 1

Add to Cart

Abstract:

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

Downloads 0 (687,442)

Citation 1

Add to Cart

Abstract:

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

71

Top 13,053

3,765

Top 1,178

46

814

Scholarly Papers (71)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

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

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

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

Abstract:

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

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

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

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: