Current Position
Head of Macro Modeling
Research and Statistics 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
Working Papers
- Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with an Affine Term Structure Model (old version)
- Which Risks Are Paid for with the Term Premium? (old version: How Do Monetary Policy Rules Affect Term Premia?)
- 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)
- Biases in Monetary Policy Expectations Extracted from Fed Funds Futures and Surveys (with Tomonori Yuyama)
- Equilibrium Interest Rate and the Yield Curve in a Low Interest Rate Environment (with Yoichi Ueno)
- Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity (with Kentaro Koyama)
- Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach (with Takushi Kurozumi and Takeki Sunakawa)
Non-technical Papers
- Development of Japan’s Credit Markets, BIS Papers chapters, in: Bank for International Settlements (ed.), Developing corporate bond markets in Asia, 2006, volume 26, pages 88-95
Links
To be constructed