Akito Matsumoto

International Monetary Fund (IMF)

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

10

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1,038

SSRN CITATIONS
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SSRN RANKINGS

Top 10,576

in Total Papers Citations

15

CROSSREF CITATIONS

92

Scholarly Papers (10)

1.

Oil Prices and the Global Economy

IMF Working Paper No. 17/15
Number of pages: 31 Posted: 23 Mar 2017
International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF), CBA, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 215 (156,863)

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Oil prices, Oil sector, Supply and demand, Oil production, Econometric models, Oil market; macroeconomic model; depletion; consumption efficiency; technology; cycle.

2.
Downloads 163 (201,084)
Citation 2

New Shocks, Exchange Rates and Equity Prices

IMF Working Paper No. 08/284
Number of pages: 38 Posted: 18 Dec 2008
International Monetary Fund (IMF), Bank of Italy, Bank of Italy and Johns Hopkins University - Carey Business School
Downloads 83 (331,199)

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Working Paper

News Shocks and Asset Price Volatility in General Equilibrium

IDB Working Paper No. IDB-WP-252
Number of pages: 38 Posted: 15 Aug 2011
International Monetary Fund (IMF), Bank of Italy, Bank of Italy and Johns Hopkins University - Carey Business School
Downloads 44 (457,897)
Citation 2

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New Shocks and Asset Price Volatility in General Equilibrium

IMF Working Paper No. 11/110
Number of pages: 35 Posted: 20 May 2011
International Monetary Fund (IMF), Bank of Italy, Bank of Italy and Johns Hopkins University - Carey Business School
Downloads 36 (494,569)

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Asset prices, Business cycles, Economic models, External shocks, Monetary policy, Productivity, Stock prices

Portfolio Choice in a Monetary Open-Economy DSGE Model

IMF Working Paper No. 05/165
Number of pages: 43 Posted: 03 Mar 2006
Charles M. Engel and Akito Matsumoto
University of Wisconsin - Madison - Department of Economics and International Monetary Fund (IMF)
Downloads 91 (312,449)

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Home bias, international portfolio choice

Portfolio Choice in a Monetary Open-Economy DSGE Model

NBER Working Paper No. w12214
Number of pages: 50 Posted: 25 May 2006 Last Revised: 24 Mar 2010
Charles M. Engel and Akito Matsumoto
University of Wisconsin - Madison - Department of Economics and International Monetary Fund (IMF)
Downloads 57 (407,725)

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4.

The International Diversification Puzzle When Goods Prices are Sticky: It's Really about Exchange-Rate Hedging, Not Equity Portfolios

IMF Working Paper No. 09/12
Number of pages: 49 Posted: 11 Mar 2009
Charles M. Engel and Akito Matsumoto
University of Wisconsin - Madison - Department of Economics and International Monetary Fund (IMF)
Downloads 116 (263,198)
Citation 8

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Private investment, Foreign exchange, Commodity prices, Capital markets, Asset management, Economic models

5.

The Role of Nonseparable Utility and Nontradeables in International Business Cycle and Portfolio Choice

IMF Working Paper No. 07/163
Number of pages: 34 Posted: 23 Aug 2007
Akito Matsumoto
International Monetary Fund (IMF)
Downloads 100 (291,835)

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Working Paper, Asset management, Business cycles, Financial integration, Investment, Risk management, Economic models

6.

Real Exchange Rate Persistence and Systematic Monetary Policy Behaviour

Bank of England Working Paper No. 231
Number of pages: 53 Posted: 21 Feb 2005
Jan J. Groen and Akito Matsumoto
Federal Reserve Bank of New York and International Monetary Fund (IMF)
Downloads 87 (318,815)
Citation 8

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Dynamic stochastic general equilibrium models, GMM, monetary policy feedback rules, real exchange rate persistence

7.

International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?

IMF Working Paper No. 09/138
Number of pages: 46 Posted: 28 Jul 2009
Charles M. Engel and Akito Matsumoto
University of Wisconsin - Madison - Department of Economics and International Monetary Fund (IMF)
Downloads 75 (348,253)

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Asset prices, Bonds, Consumer goods, Domestic investment, Economic models, Exchange rates, Financial risk, Flexible pricing policy, Foreign exchange, Hedge funds, Price elasticity, Prices, Private investment, Stock prices

8.

International Risk Sharing During the Globalization Era

IMF Working Paper No. 09/209
Number of pages: 39 Posted: 13 Oct 2009
Akito Matsumoto, Robert P. Flood and Nancy Peregrim Marion
International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department and Dartmouth College - Department of Economics
Downloads 73 (353,585)

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Business cycles, Consumption, Cross country analysis, Economic growth, Economic integration, Economic models, Globalization, International trade, Risk management, Welfare

9.

Global Liquidity: Availability of Funds for Safe and Risky Assets

IMF Working Paper No. 11/136
Number of pages: 37 Posted: 14 Jun 2011
Akito Matsumoto
International Monetary Fund (IMF)
Downloads 60 (391,679)

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Asset prices, Cross country analysis, Economic models, Emerging markets, External shocks, Financial risk, Investment, Latin America, Liquidity, Risk premium

10.

International Risk Sharing During the Globalization Era - Le Partage International Du Risque Dans Une Ère De Mondialisation

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 45, Issue 2, pp. 394-416, 2012
Number of pages: 23 Posted: 04 May 2012
Robert P. Flood, Nancy Peregrim Marion and Akito Matsumoto
International Monetary Fund (IMF) - Research Department, Dartmouth College - Department of Economics and International Monetary Fund (IMF)
Downloads 1 (714,601)
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