Junko Koeda

Waseda University - School of Political Science and Economics

1-6-1 Nishi-Waseda

Shinjuku-ku, Tokyo 169-8050, Tokyo 169-8050

Japan

SCHOLARLY PAPERS

11

DOWNLOADS

1,905

SSRN CITATIONS

17

CROSSREF CITATIONS

6

Scholarly Papers (11)

1.

Impact of Government Expenditure on Growth: The Case of Azerbaijan

IMF Working Paper No. 08/115
Number of pages: 20 Posted: 01 Jul 2008
Junko Koeda and V. Kramarenko
Waseda University - School of Political Science and Economics and International Monetary Fund (IMF)
Downloads 406 (131,002)
Citation 1

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Working Paper, Azerbaijan, Government expenditures, Economic growth, Public investment, Oil revenues

2.

Model-Based Estimation of Sovereign Default

Number of pages: 37 Posted: 23 Oct 2017 Last Revised: 03 Aug 2018
Inci Gumus and Junko Koeda
Sabanci University and Waseda University - School of Political Science and Economics
Downloads 221 (246,930)

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Sovereign Debt, Default Risk, Maximum Simulated Likelihood Estimation

3.
Downloads 197 (274,512)
Citation 6

Exiting From QE

Number of pages: 67 Posted: 03 Feb 2018
Fumio Hayashi and Junko Koeda
National Graduate Institute for Policy Studies and Waseda University - School of Political Science and Economics
Downloads 151 (346,127)
Citation 1

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Quantitative Easing, Effective Lower Bound, Structural Vector Autoregression, Monetary Policy, Taylor Rule, Impulse Responses, Bank of Japan

Exiting from QE

NBER Working Paper No. w19938
Number of pages: 68 Posted: 03 Mar 2014 Last Revised: 25 Jun 2023
Fumio Hayashi and Junko Koeda
National Graduate Institute for Policy Studies and Waseda University - School of Political Science and Economics
Downloads 46 (731,436)
Citation 1

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4.

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 191 (282,250)
Citation 1

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

5.

Informality and Bank Credit: Evidence from Firm-Level Data

IMF Working Paper No. 08/94
Number of pages: 39 Posted: 01 Jul 2008
Junko Koeda and Era Dabla-Norris
Waseda University - School of Political Science and Economics and International Monetary Fund (IMF)
Downloads 187 (287,689)

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Working Paper

6.

Macroeconomic Effects of Quantitative and Qualitative Monetary Easing Measures

Number of pages: 51 Posted: 23 Apr 2018 Last Revised: 10 Sep 2018
Junko Koeda
Waseda University - School of Political Science and Economics
Downloads 184 (291,909)
Citation 8

Abstract:

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monetary policy, effective lower bound, forward guidance, structural vector autoregression, maximum likelihood

7.

Government Debt Maturity and the Term Structure in Japan

Number of pages: 38 Posted: 28 Jan 2022 Last Revised: 17 Apr 2023
Junko Koeda and Yosuke Kimura
Waseda University - School of Political Science and Economics and Tokyo Institute of Technology - School of Engineering
Downloads 181 (296,110)
Citation 1

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term structure of interest rate; maturity structure; debt management; Japan; bond yield

8.

A Debt Overhang Model for Low-Income Countries: Implications for Debt Relief

IMF Working Paper No. 06/224
Number of pages: 24 Posted: 31 Oct 2006
Junko Koeda
Waseda University - School of Political Science and Economics
Downloads 163 (324,358)

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debt overhang, debt relief, participation constraint, low-income countries, dynamic programming

9.

Quantifying Forward Guidance and Yield Curve Control

Number of pages: 36 Posted: 09 Jan 2024 Last Revised: 17 Jan 2024
Junko Koeda and Bin Wei
Waseda University - School of Political Science and Economics and Federal Reserve Bank of Atlanta
Downloads 92 (502,006)

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Forward guidance, effective lower bound (ELB), liftoff, term structure, shadow rate, macro finance, unspanned macro factors, yield curve control, Japan

10.

Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields

Number of pages: 35 Posted: 26 Feb 2013 Last Revised: 20 Oct 2017
Junko Koeda
Waseda University - School of Political Science and Economics
Downloads 46 (714,655)

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Zero interest rate policy, Endogenous regime shifts, Term structure of interest rates, Financial markets and the macroeconomy

11.

Forward Guidance and its Effectiveness: A Macro Finance Shadow-Rate Framework

FRB Atlanta Working Paper No. 2023-16
Number of pages: 61 Posted: 18 Oct 2023
Junko Koeda and Bin Wei
Waseda University - School of Political Science and Economics and Federal Reserve Bank of Atlanta
Downloads 37 (776,479)
Citation 1

Abstract:

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forward guidance, effective lower bound (ELB), liftoff, term structure, shadow rate, macro finance, unspanned macro factors