1-6-1 Nishi-Waseda
Shinjuku-ku, Tokyo 169-8050, Tokyo 169-8050
Japan
Waseda University - School of Political Science and Economics
Working Paper, Azerbaijan, Government expenditures, Economic growth, Public investment, Oil revenues
term structure of interest rate; maturity structure; debt management; Japan; bond yield; preferred habitat
decay factor, Nelson Siegel, term premium, yield curve control, Japan, nonlinear state space model
Sovereign Debt, Default Risk, Maximum Simulated Likelihood Estimation
monetary policy, effective lower bound, forward guidance, structural vector autoregression, maximum likelihood
Quantitative Easing, Effective Lower Bound, Structural Vector Autoregression, Monetary Policy, Taylor Rule, Impulse Responses, Bank of Japan
Working Paper
Forward guidance, effective lower bound (ELB), liftoff, term structure, shadow rate, macro finance, unspanned macro factors, yield curve control, Japan
forward guidance, effective lower bound (ELB), liftoff, term structure, shadow rate, macro finance, unspanned macro factors, yield curve control, Japan
debt overhang, debt relief, participation constraint, low-income countries, dynamic programming
forward guidance, effective lower bound (ELB), liftoff, term structure, shadow rate, macro finance, unspanned macro factors
Zero interest rate policy, Endogenous regime shifts, Term structure of interest rates, Financial markets and the macroeconomy
E43, E44, E52, E58 forward guidance, effective lower bound (ELB), liftoff, term structure, shadow rate, macro finance, unspanned macro factors