Current Position

Deputy Head of Policy Studies Division
Monetary Affairs Department, Bank of Japan

Contact 

hibiki.ichiue "at" boj.or.jp 
hichiue "at" gmail.com

Education

Ph.D. in Economics, University of California, San Diego (2005)

Interest

Macroeconomics, Finance

1. Using Survey Data to Correct the Bias in Policy Expectations Extracted from Fed Funds Futures (with Tomonori Yuyama), Journal of Money, Credit and Banking, November 2009, 41(8), 1631-1647.

2. Real-time Analysis on Japan's Labor Productivity Dynamics (with Naoko Hara), Journal of the Japanese and International Economies, June 2011, 25(2), 107-130.
3. Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity (with Kentaro Koyama), Journal of International Money and Finance, November 2011, 30(7), 1436-1450.
4. Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach (with Takushi Kurozumi and Takeki Sunakawa), Economic Inquiry, forthcoming.

1. Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with an Affine Term Structure Model (old version).
2. Which Risks Are Paid for with the Term Premium? (old version: How Do Monetary Policy Rules Affect Term Premia?).
3. Monetary Policy and the Yield Curve at Zero Interest (with Yoichi Ueno, old version: Monetary Policy and the Yield Curve at Zero Interest: The Macro-finance Model of Interest Rates as Options).
4. Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment (with Yoichi Ueno).
5. Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy (with Takuji Fueki, Ichiro Fukunaga, and Toyoichiro Shirota).

Links

To be constructed