Junko Koeda

Waseda University - School of Political Science and Economics

1-6-1 Nishi-Waseda

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

Japan

Ministry of Finance, Japan

3-1-1 Kasumigaseki

Chiyoda-ku

Tokyo, 100-8940

Japan

SCHOLARLY PAPERS

9

DOWNLOADS

943

SSRN CITATIONS

4

CROSSREF CITATIONS

10

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 249 (131,823)

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

2.
Downloads 147 (212,760)
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 122 (247,125)
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
Fumio Hayashi and Junko Koeda
National Graduate Institute for Policy Studies and Waseda University - School of Political Science and Economics
Downloads 25 (541,707)
Citation 1

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3.

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 137 (225,138)

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Sovereign Debt, Default Risk, Maximum Simulated Likelihood Estimation

4.

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 130 (234,560)

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

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 118 (252,266)
Citation 2

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

6.

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 114 (258,533)

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Working Paper

7.

The Nelson-Siegel Decay Factor in a Low Interest Rate Environment

Number of pages: 48 Posted: 17 Mar 2020 Last Revised: 27 Apr 2020
Junko Koeda and Atsushi Sekine
Waseda University - School of Political Science and Economics and Graduate School of Social Sciences, Chiba University
Downloads 26 (519,954)

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low interest rate, yield curve, decay factor, Nelson Siegel, bond yield, Japan, nonlinear state space model, impulse responses

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 (543,830)

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

9.

Bond Supply and Excess Bond Returns in Zero‐Lower Bound and Normal Environments: Evidence from Japan

The Japanese Economic Review, Vol. 68, Issue 4, pp. 443-457, 2017
Number of pages: 15 Posted: 07 Nov 2017
Junko Koeda
Waseda University - School of Political Science and Economics
Downloads 0 (710,038)
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