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

12

DOWNLOADS

2,352

TOTAL CITATIONS

16

Scholarly Papers (12)

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 420 (144,418)
Citation 1

Abstract:

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

2.

Government Debt Maturity and the Term Structure in Japan

Number of pages: 34 Posted: 28 Jan 2022 Last Revised: 30 Jan 2025
Junko Koeda and Yosuke Kimura
Waseda University - School of Political Science and Economics and Tokyo Institute of Technology - School of Engineering
Downloads 283 (222,076)
Citation 1

Abstract:

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

3.

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 257 (244,906)
Citation 1

Abstract:

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

4.

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 240 (262,193)

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Sovereign Debt, Default Risk, Maximum Simulated Likelihood Estimation

5.

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 234 (268,588)
Citation 8

Abstract:

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

6.
Downloads 213 (293,934)
Citation 2

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 163 (373,936)
Citation 1

Abstract:

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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 50 (807,985)
Citation 1

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7.

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 205 (304,683)

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Working Paper

8.
Downloads 178 (346,690)
Citation 1

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 143 (417,801)
Citation 1

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

Quantifying Forward Guidance and Yield Curve Control

FRB Atlanta Working Paper No. 2024-8
Number of pages: 41 Posted: 02 Dec 2024
Junko Koeda and Bin Wei
Waseda University - School of Political Science and Economics and Federal Reserve Bank of Atlanta
Downloads 35 (933,672)

Abstract:

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

9.

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 172 (357,199)

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

10.

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 96 (561,369)
Citation 2

Abstract:

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

11.

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 54 (763,386)

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

12.

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

Number of pages: 60
Junko Koeda and Bin Wei
Waseda University - School of Political Science and Economics and Federal Reserve Bank of Atlanta
Downloads 0

Abstract:

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E43, E44, E52, E58 forward guidance, effective lower bound (ELB), liftoff, term structure, shadow rate, macro finance, unspanned macro factors