Details about Etsuro Shioji

Access statistics for papers by Etsuro Shioji.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: psh735

Working Papers

2017

1. Extracting fiscal policy expectations from a cross section of daily stock returns
   UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics View citations (3)

2015

2. Money creation at the zero lower bound on interest rates in Japan"（in Japanese) 「ゼロ金利下における日本の信用創造
   UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics
3. Time varying pass-through: Will the yen depreciation help Japan hit the inflation
   Working Papers, Tokyo Center for Economic Research View citations (23)
4. Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?
   UTokyo Price Project Working Paper Series, University of Tokyo, Graduate School of Economics View citations (24)
   See also Journal Article Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?, Journal of the Japanese and International Economies, Elsevier (2015) View citations (22) (2015)

2012

5. Aging and Household Stockholdings: Evidence from Japanese Household Survey Data
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (9)

2011

6. Physical Capital Accumulation in Asia-12: Past Trends and Future Projection
   ADB Economics Working Paper Series, Asian Development Bank
   See also Journal Article Physical capital accumulation in Asia 12: Past trends and future projections, Japan and the World Economy, Elsevier (2012) View citations (6) (2012)

2010

7. Pass-Through of Oil Prices to Japanese Domestic Prices
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
   See also Chapter Pass-Through of Oil Prices to Japanese Domestic Prices, NBER Chapters, National Bureau of Economic Research, Inc (2011) View citations (9) (2011)
8. Time Variations in the Exchange Rate Pass-Through in Japan: A reexamination using the time-varying parameter VAR (Japanese)
   Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI)

2007

9. Macroeconomic Implications of Declines in Nominal Exchange Rate Pass-through Rates (Japanese)
   Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI) View citations (6)

2006

10. Chinese Exchange Rate Regimes and the Optimal Basket Weights for the Rest of East Asia
    Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (3)

2004

11. Building a new framework for analyzing effects of Japanese shocks on Asia
    Econometric Society 2004 Far Eastern Meetings, Econometric Society
12. Who killed the Japanese money multiplier? A micro-data analysis of banks
    Econometric Society 2004 Far Eastern Meetings, Econometric Society

2003

13. Aggregate Risk in Japanese Equity Markets
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
14. Monetary Policy and Economic Activity in Japan and the United States
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (5)
15. Monetary Policy and the Term Structure of Interest Rates in Japan
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (4)
    See also Journal Article Monetary Policy and the Term Structure of Interest Rates in Japan, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (12) (2006)

2001

16. HUMAN CAPITAL INVESTMENT IN THE PRESENCE OF UNEMPLOYMENT: APPLICATION TO UNIVERSITY ENROLMENT IN SPAIN
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (5)
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2001) View citations (6)

1997

17. Convergence in panel data: Evidence from the skipping estimation
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (12)
18. Identifying Monetary Policy Shocks in Japan
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1997) View citations (3)
    See also Journal Article Identifying Monetary Policy Shocks in Japan, Journal of the Japanese and International Economies, Elsevier (2000) View citations (34) (2000)
19. It's still 2%: evidence on convergence from 116 years of the US States panel data
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (13)
20. Monetary policy transmission in the EMS: A VAR approach
    Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (5)
21. Spanish monetary policy: A structural VAR analysis
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (9)

1996

22. Regional Growth in Japan
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (1995) View citations (14)

1995

23. Regional allocation of skills
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra

Journal Articles

2022

1. Is There a Trade‐Off between COVID‐19 Control and Economic Activity? Implications from the Phillips Curve Debate
   Asian Economic Policy Review, 2022, 17, (1), 66-85 View citations (5)

2021

2. Does the Japanese Financial Market Believe in Fiscal Sustainability?: Analysis of the Market for the JGB Futures Options
   Public Policy Review, 2021, 17, (2), 1-33
3. Pass-through of oil supply shocks to domestic gasoline prices: evidence from daily data
   Energy Economics, 2021, 98, (C) View citations (2)

2019

4. Quantitative `flooding' and bank lending: Evidence from 18 years of near-zero interest rate
   Journal of the Japanese and International Economies, 2019, 52, (C), 107-120 View citations (11)

2016

5. Introduction to the Special Issue
   The Developing Economies, 2016, 54, (1), 3-5

2015

6. Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?
   Journal of the Japanese and International Economies, 2015, 37, (C), 43-58 View citations (22)
   See also Working Paper Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?, UTokyo Price Project Working Paper Series (2015) View citations (24) (2015)

2014

7. A Pass-Through Revival
   Asian Economic Policy Review, 2014, 9, (1), 120-138 View citations (18)

2012

8. Physical capital accumulation in Asia 12: Past trends and future projections
   Japan and the World Economy, 2012, 24, (2), 138-149 View citations (6)
   See also Working Paper Physical Capital Accumulation in Asia-12: Past Trends and Future Projection, ADB Economics Working Paper Series (2011) (2011)
9. The Evolution of the Exchange Rate Pass-Through in Japan:A Re-evaluation Based on Time-Varying Parameter VARs
   Public Policy Review, 2012, 8, (1), 67-92 View citations (24)

2010

10. Construction of a Goods‐group Level Nominal Effective Exchange Rate Data Set and Re‐examination of the Exchange Rate Pass‐Through in Japan
    Economic Review, 2010, 61, (1), 47-67 View citations (1)

2006

11. Bank Health Concerns, Low Interest Rates, and Money Demand: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities
    Monetary and Economic Studies, 2006, 24, (2), 73-124 View citations (8)
12. COMMENT: THE DECLINE OF JAPAN'S SAVING RATE AND DEMOGRAPHIC EFFECTS
    The Japanese Economic Review, 2006, 57, (2), 322-323 View citations (1)
13. Invoicing currency and the optimal basket peg for East Asia: Analysis using a new open economy macroeconomic model
    Journal of the Japanese and International Economies, 2006, 20, (4), 569-589 View citations (17)
14. Monetary Policy and the Term Structure of Interest Rates in Japan
    Journal of Money, Credit and Banking, 2006, 38, (1), 141-162 View citations (12)
    See also Working Paper Monetary Policy and the Term Structure of Interest Rates in Japan, CIRJE F-Series (2003) View citations (4) (2003)

2004

15. Initial Values and Income Convergence: Do "The Poor Stay Poor"?
    The Review of Economics and Statistics, 2004, 86, (1), 444-446 View citations (8)
16. Technology Shocks and Aggregate Work Hours―Evidence from Japan―
    Economic Review, 2004, 55, (4), 289-298 View citations (1)

2001

17. Composition Effect of Migration and Regional Growth in Japan
    Journal of the Japanese and International Economies, 2001, 15, (1), 29-49 View citations (23)
18. Public Capital and Economic Growth: A Convergence Approach
    Journal of Economic Growth, 2001, 6, (3), 205-27 View citations (123)

2000

19. Identifying Monetary Policy Shocks in Japan
    Journal of the Japanese and International Economies, 2000, 14, (1), 22-42 View citations (34)
    See also Working Paper Identifying Monetary Policy Shocks in Japan, CEPR Discussion Papers (1997) View citations (3) (1997)

Chapters

2011

1. Pass-Through of Oil Prices to Japanese Domestic Prices
   A chapter in Commodity Prices and Markets, 2011, pp 155-189 View citations (9)
   See also Working Paper Pass-Through of Oil Prices to Japanese Domestic Prices, National Bureau of Economic Research, Inc (2010) View citations (16) (2010)