Atsushi Sekine

School of Political Science and Economics, Meiji University

Senior Assistant Professor

1-1 Kanda Surugadai

Surugadai, Chiyoda, 101-8301

Japan

SCHOLARLY PAPERS

3

DOWNLOADS

335

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Nelson-Siegel Decay Factor and Term Premia in Japan

Number of pages: 30 Posted: 17 Mar 2020 Last Revised: 07 May 2021
Junko Koeda and Atsushi Sekine
Waseda University - School of Political Science and Economics and School of Political Science and Economics, Meiji University
Downloads 207 (274,008)
Citation 1

Abstract:

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decay factor, Nelson Siegel, term premium, yield curve control, Japan, nonlinear state space model

2.

Commodity Price Pass-Through and Inflation in Japan: A Nonlinear Time Series Analysis

Number of pages: 8 Posted: 14 Jun 2023 Last Revised: 30 Oct 2023
Atsushi Sekine
School of Political Science and Economics, Meiji University
Downloads 79 (570,566)

Abstract:

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commodity price, pass-through, inflation, threshold autoregressive model

3.

Exchange Rate Pass-through into Inflation: A STAR Approach

Number of pages: 18 Posted: 11 Sep 2023
Atsushi Sekine
School of Political Science and Economics, Meiji University
Downloads 49 (725,031)

Abstract:

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import price, exchange rate pass-through, inflation, smooth transition autoregressive model