Tatsuyoshi Okimoto

Crawford School of Public Policy, Australian National University

Associate Professor

132 Lennox Crossing, ANU

Acton, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

5

DOWNLOADS

179

SSRN CITATIONS
Rank 25,232

SSRN RANKINGS

Top 25,232

in Total Papers Citations

15

CROSSREF CITATIONS

22

Scholarly Papers (5)

Increasing Trends in the Excess Comovement of Commodity Prices

Asian Finance Association (AsianFA) 2014 Conference Paper
Number of pages: 30 Posted: 24 Jan 2014
Kazuhiko Ohashi and Tatsuyoshi Okimoto
Hitotsubashi University - Graduate School of International Corporate Strategy and Crawford School of Public Policy, Australian National University
Downloads 86 (397,600)

Abstract:

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commodity; excess comovement; time-varying correlation; smooth transition model; DCC model; financialization

2.

Japanese Government Debt and Sustainability of Fiscal Policy

NBER Working Paper No. w17305
Number of pages: 60 Posted: 29 Aug 2011 Last Revised: 15 Apr 2022
Takero Doi, Takeo Hoshi and Tatsuyoshi Okimoto
Keio University, Faculty of Economics, University of California at San Diego and Crawford School of Public Policy, Australian National University
Downloads 47 (532,240)
Citation 5

Abstract:

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Sources of Variation in Holding Returns for Fed Funds Futures Contracts

NBER Working Paper No. w15736
Number of pages: 38 Posted: 10 Feb 2010 Last Revised: 01 Jan 2022
James D. Hamilton and Tatsuyoshi Okimoto
University of California at San Diego and Crawford School of Public Policy, Australian National University
Downloads 16 (750,012)

Abstract:

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4.

Uncertainty and Sign-Dependent Effects of Oil Market Shocks

CAMA Working Paper No. 10/2019
Number of pages: 47 Posted: 05 Feb 2019
Bao Nguyen, Tatsuyoshi Okimoto and Trung Duc Tran
School of Economics, University of Economics Ho Chi Minh City (UEH), Vietnam; Development Policy Centre, Crawford School of Public Policy, ANU; Centre for Applied Macroeconomic Analysis, ANU, Crawford School of Public Policy, Australian National University and University of Melbourne - Department of Economics
Downloads 28 (635,366)
Citation 2

Abstract:

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oil price uncertainty, STVAR model, asymmetric effect

5.

Regime Shifts in the Effects of Japan's Unconventional Monetary Policies

The Manchester School, Vol. 88, Issue 6, pp. 749-772, 2020
Number of pages: 24 Posted: 09 Oct 2020
Ryuzo Miyao and Tatsuyoshi Okimoto
University of Tokyo - Faculty of Economics and Crawford School of Public Policy, Australian National University
Downloads 2 (859,413)
Citation 3

Abstract:

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inflation target, smooth‐transition VAR, quantitative easing

Other Papers (1)

Total Downloads: 6
1.

Increasing Trends in the Excess Comovement of Commodity Prices

Number of pages: 27 Posted: 26 Jan 2013
Kazuhiko Ohashi and Tatsuyoshi Okimoto
Hitotsubashi University - Graduate School of International Corporate Strategy and Crawford School of Public Policy, Australian National University
Downloads 6

Abstract:

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Smooth transition model, DCC model, Time-varying correlation