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

1,506

SSRN CITATIONS

8

CROSSREF CITATIONS

6

Scholarly Papers (9)

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 386 (117,252)
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 186 (244,636)

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Sovereign Debt, Default Risk, Maximum Simulated Likelihood Estimation

3.
Downloads 172 (261,794)
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 137 (316,357)
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 2022
Fumio Hayashi and Junko Koeda
National Graduate Institute for Policy Studies and Waseda University - School of Political Science and Economics
Downloads 35 (675,555)
Citation 1

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4.

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 165 (271,378)

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Working Paper

5.

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 153 (288,895)

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

6.

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 140 (310,262)

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

7.

Government Debt Maturity and the Term Structure in Japan

Number of pages: 38 Posted: 28 Jan 2022 Last Revised: 30 Sep 2022
Junko Koeda and Yosuke Kimura
Waseda University - School of Political Science and Economics and Tokyo Institute of Technology - School of Engineering
Downloads 135 (319,115)

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

8.

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 135 (319,115)
Citation 6

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

9.

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 34 (664,688)

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