Working Papers & Work in Progress
2024
"Estimating QE in a DSGE Model with the Zero Lower Bound," (with Yasuo Hirose, Mototsugu Shintani, Kozo Ueda) in progress.
"Macroeconomic Effects of Unconventional Monetary Policy in Japan: An Analysis Using Narrative Sign Restrictions," (with Shumpei Fujita, Mototsugu Shintani) in progress.
"The International Forward Guidance Transmission under a Global Liquidity Trap," (with Daisuke Ida) in progress.
"Estimating a Medium-scale New Keynesian Model under the Zero Lower Bound for Japan," (with Masataka Eguchi) in progress
2023"Child Care, Time Allocation, and Life Cycle " (with Daikuke Ozaki, Yui Yoshii)
2022
"The Impact of the Social Security Reforms on Welfare: Who benefits and who loses across Generations, Gender and Employment Types?" (with Daisuke Ozaki ) Fortran & Matlab Codes
2021
"The Interaction of Forward Guidance in a Two-Country New Keynesian Model” (2021) (with Daisuke Ida) MATLAB & Dynare Code
2020
"Estimating monetary policy rules and trend inflation by Markov switching DSGE models" (2020) (with Ryo Hasumi, Mototsugu Shintani)
2019
"A Bayesian Estimation of HANK models with Continuous Time Approach: Comparison between US and Japan," (2019) (with Ryo Hasumi) MPRA Paper 92292, University Library of Munich, Germany. MATLAB code
"Time-varying Fiscal Multipliers Identified by Systematic Component: A Bayesian Approach to TVP-SVAR model," (2019) (with Yasuharu Iwata, Yuto Kajita & Naoto Soma) MPRA Paper 92631, University Library of Munich, Germany. MATLAB Codes
2016
"Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model,” (2016) (with Mototsugu Shintani)