Details about Ryo Kato

Access statistics for papers by Ryo Kato.

Last updated 2023-08-31. Update your information in the RePEc Author Service.

Short-id: pka55

Working Papers

2022

1. Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE Estimation
   Discussion Papers, Graduate School of Economics, Kobe University

2021

2. Sectoral inflation persistence, market concentration, and imperfect common knowledge
   Working Papers, Tokyo Center for Economic Research View citations (2)
   Also in ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2020) View citations (3)
   See also Journal Article Sectoral inflation persistence, market concentration, and imperfect common knowledge, Journal of Economic Behavior & Organization, Elsevier (2021) View citations (1) (2021)

2020

3. Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility
   ISER Discussion Paper, Institute of Social and Economic Research, Osaka University
   See also Journal Article Pecuniary externalities, bank overleverage, and macroeconomic fragility, International Journal of Economic Theory, The International Society for Economic Theory (2022) View citations (1) (2022)

2017

4. Market Concentration and Sectoral Inflation under Imperfect Common Knowledge
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (9)

2014

5. Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   See also Journal Article Prudential capital controls or bailouts? The impact of different collateral constraint assumptions, Economic Theory, Springer (2017) View citations (2) (2017)
6. Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy
   Bank of Japan Working Paper Series, Bank of Japan
7. The Safer, the Riskier: A Model of Financial Instability and Bank Leverage
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   See also Journal Article The safer, the riskier: A model of financial instability and bank leverage, Economic Modelling, Elsevier (2016) View citations (6) (2016)

2013

8. Bank Overleverage and Macroeconomic Fragility
   Discussion papers, Graduate School of Economics Project Center, Kyoto University View citations (1)
   Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2011) View citations (4)
9. Managing Financial Crises: Lean or Clean?
   2013 Meeting Papers, Society for Economic Dynamics View citations (2)
   Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2012) View citations (2)
10. Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions
    Discussion papers, Graduate School of Economics Project Center, Kyoto University

2011

11. On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints
    TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University View citations (4)
12. The Safer, the Riskier:A Model of Bank Leverage and Financial Instability
    Discussion papers, Graduate School of Economics Project Center, Kyoto University View citations (2)

2010

13. Calibrating the Level of Capital: The Way We See It
    Bank of Japan Working Paper Series, Bank of Japan View citations (21)
14. The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (1)
15. The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010)

2004

16. Liquidity, Infinite Horizons and Macroeconomic Fluctuations
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (13)
    See also Journal Article Liquidity, infinite horizons and macroeconomic fluctuations, European Economic Review, Elsevier (2006) View citations (11) (2006)

2003

17. Measuring Productivity Growth over the 90s: Is the New Economy Still Alive?
    Bank of Japan Working Paper Series, Bank of Japan

2002

18. Optimal Monetary Policy When Interest Rates are Bounded at Zero
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (6)
    Also in Working Papers, Ohio State University, Department of Economics (2001) View citations (4)
    See also Journal Article Optimal monetary policy when interest rates are bounded at zero, Journal of Economic Dynamics and Control, Elsevier (2005) View citations (71) (2005)

Journal Articles

2022

1. Pecuniary externalities, bank overleverage, and macroeconomic fragility
   International Journal of Economic Theory, 2022, 18, (4), 554-577 View citations (1)
   See also Working Paper Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility, ISER Discussion Paper (2020) (2020)

2021

2. Sectoral inflation persistence, market concentration, and imperfect common knowledge
   Journal of Economic Behavior & Organization, 2021, 192, (C), 500-517 View citations (1)
   See also Working Paper Sectoral inflation persistence, market concentration, and imperfect common knowledge, Working Papers (2021) View citations (2) (2021)

2017

3. Prudential capital controls or bailouts? The impact of different collateral constraint assumptions
   Economic Theory, 2017, 63, (4), 943-960 View citations (2)
   See also Working Paper Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions, CAMA Working Papers (2014) View citations (1) (2014)

2016

4. The safer, the riskier: A model of financial instability and bank leverage
   Economic Modelling, 2016, 52, (PA), 71-77 View citations (6)
   See also Working Paper The Safer, the Riskier: A Model of Financial Instability and Bank Leverage, CAMA Working Papers (2014) (2014)

2015

5. The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach
   Applied Economics, 2015, 47, (34-35), 3710-3722

2008

6. A note on pitfalls of credit crunch regressions
   Economics Letters, 2008, 99, (3), 504-507

2006

7. Liquidity, infinite horizons and macroeconomic fluctuations
   European Economic Review, 2006, 50, (5), 1105-1130 View citations (11)
   See also Working Paper Liquidity, Infinite Horizons and Macroeconomic Fluctuations, Econometric Society 2004 Far Eastern Meetings (2004) View citations (13) (2004)

2005

8. Optimal monetary policy when interest rates are bounded at zero
   Journal of Economic Dynamics and Control, 2005, 29, (1-2), 97-133 View citations (71)
   See also Working Paper Optimal Monetary Policy When Interest Rates are Bounded at Zero, Computing in Economics and Finance 2002 (2002) View citations (6) (2002)

Software Items

2003

1. Matlab code for Kiyotaki-Moore credit cycles
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
2. Matlab code for Sbordone's estimation for a sticky price model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
3. Matlab code for a standard New IS-LM model with interest rate shocks
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. Matlab code for the Phelan-Trejos model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

2002

5. Matlab code for a standard RBC model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations (1)
6. Matlab code for a sticky wage/price model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
7. Matlab code for the Carlstrom-Fuerst AER (1997) model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

2001

8. Matlab code for the McCallum/Nelson model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

Undated

9. Matlab code for a standard New IS-LM model with money shocks
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles