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

9

DOWNLOADS

1,187

SSRN CITATIONS

8

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

Impact of Government Expenditure on Growth: The Case of Azerbaijan

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 338 (116,700)
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 160 (239,487)

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Sovereign Debt, Default Risk, Maximum Simulated Likelihood Estimation

3.
Downloads 157 (243,359)
Citation 4

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 128 (287,007)
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 Dec 2021
Fumio Hayashi and Junko Koeda
National Graduate Institute for Policy Studies and Waseda University - School of Political Science and Economics
Downloads 29 (615,225)
Citation 1

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4.

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

Number of pages: 24 Posted: 31 Oct 2006
Junko Koeda
Waseda University - School of Political Science and Economics
Downloads 138 (270,088)

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

5.

Informality and Bank Credit: Evidence from Firm-Level Data

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 134 (276,250)

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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 121 (298,035)
Citation 6

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

7.

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 Graduate School of Social Sciences, Chiba University
Downloads 116 (307,072)

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

8.

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 22 (645,655)

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

9.

Government Debt Maturity and the Term Structure in Japan

Number of pages: 37
Junko Koeda and Yosuke Kimura
Waseda University - School of Political Science and Economics and Tokyo Institute of Technology - School of Engineering
Downloads 1

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