Graduate School of Economics
SHIOJI Etsuro
  • Curriculum Vitae
  • Research Results
  • Educational and Social Activities

日本語

Paper

1.Is there a Trade-off Between COVID-19 Control and Economic Activities? Implications from the Phillips Curve Debate(jointly worked)
Asian Economic Policy Review Vol.17,No.1 2022 Academic journal
ISSN 1748-3131doi
2.Pass-through of Oil Supply Shocks to Domestic Gasoline Prices: Evidence from Daily Data
Energy Economics Vol.98 2021 Academic journal
doi
3.Response of Lending to the Bank of Japan's Quantitative and Qualitative Easing Policy: Evidence from a Panel Data of Regional Banks
Seoul Journal of Economics Vol.33,No.3,pp.355-394 2020 Academic journal
ISSN 1225-0279doi
4.Quantitative `flooding' and bank lending: Evidence from 18 years of near-zero interest rate
Journal of the Japanese and International Economies 2019 Academic journal
5.Time varying pass-through: will the yen depreciation help Japan hit the inflation target?
Journal of the Japanese and International Economies Vol.37,pp.43-58 2015 Academic journal
doi
6."A Pass-through Revival"
Asian Economic Policy Review Vol.9,No.1,pp.120-138 2014 Academic journal
7.The Bubble Burst and Stagnation of Japan
Randall E. Parker and Robert M. Whaples eds., The Routledge Handbook of Major Events in Economic History (Routledge International Handbooks) (2013年1月)第27章 2013 Book
ISBN 978-0415677035
8.The Evolution of the Exchange Rate Pass-Through in Japan: A Re-evaluation Based on Time-Varying Parameter VARs
Public Policy Review Vol.8,No.1,pp.67-92 2012 Academic journal
ISSN 1880-0955
9.Physical capital accumulation in Asia 12: Past trends and future projections(jointly worked)
Japan and the World Economy Vol.24,No.2,pp.138-149 2012 Academic journal
ISSN 0922-1425
10.Fiscal policy in a New Keynesian Overlapping Generations Model of a Small Open Economy(jointly worked)
経済研究(一橋大学経済研究所) Vol.62,No.1,pp.30-43 2011 Bulletin of university, institute, etc.
HERMES-IR
11.Pass-Through of Oil Prices to Japanese Domestic Prices(jointly worked)
Takatoshi Ito and Andrew Rose eds., Commodity Prices and Markets, University of Chicago Press pp.155-189 2011 Book
ISBN 978-0226386898
12.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 Vol.20,No.4,pp.569-589 2006 Academic journal
ISSN 0889-1583doi
13.Monetary policy and economic activity in Japan, Korea and the United States(jointly worked)
Seoul Journal of Economics Vol.19,No.1 2006 Academic journal
ISSN 1225-0279
14.Term Structure of Interest Rates and Monetary Policy in Japan
Journal of Money, Credit, and Banking Vol.38,No.1,pp.141-162 2006 Academic journal
ISSN 0022-2879
15.Estimating urban agglomeration economies for Japanese metropolitan areas: is Tokyo too large?(jointly worked)
Chapter 16 of GIS-based Studies in the Humanities and Social Sciences, Taylor & Francis Group, LLC (edited by Atsuyuki Okabe) 2006 Academic journal
ISBN 978-0849327131
16.Initial Values and Income Convergence: do "the Poor Stay Poor"?
Review of Economics and Statistics Vol.86,No.1,pp.444-446 2004 Academic journal
ISSN 0034-6535
17.Public Capital and Economic Growth: a Convergence Approach
Journal of Economic Growth   No.6,pp.205-227 2001 Academic journal
ISSN 1381-4338
18.Composition Effect of Migration and Regional Growth in Japan
Journal of the Japanese and International Economies Vol.15,pp.29-49 2001 Academic journal
ISSN 0889-1583
19.Identifying Monetary Policy Shocks in Japan
Journal of the Japanese and International Economies Vol.14,pp.22-42 2000 Academic journal
ISSN 0889-1583
20.Convergence in Output per Capita and Public Capital in Japan: Evidence from the Corrected LSDV Method
エコノミア Vol.49,No.3・4,pp.33-48 1999 Academic journal
ISSN 0012-9712
21.Regional Growth and Migration
Ph.D. thesis, Yale University 1995 Academic journal

Other

1.Aging and Household Stockholdings: Evidence from Japanese Household Survey Data(jointly worked)
Institute of Monetary and Economic Studies Discussion Paper 2012-E-17 2012 Bulletin of university, institute, etc.
Link
2.External Shocks and Japanese Business Cycles: Impact of the "Great Trade Collapse" on the Automobile Industry(jointly worked)
Center on Japanese Economy and Business (Columbia University) Working Paper Series No.300 2012 Bulletin of university, institute, etc.
Link
3.Chinese Exchange Rate Regimes and the Optimal Basket Weights for the Rest of East Asia
RIETI Discussion Paper 06-E-024 2006 Other
Link

Academic Award Received

NOAcademic AwardYear
1.Best Paper Award2002.07

Oral Presentation

NOName of subject/Conference NameYearSite
1.Extracting fiscal policy expectations from daily stock returns(10th International Conference on Computational and Financial Econometrics (CFE 2016))
2016.12Higher Technical School of Engineering, University of Seville
2.Quantitative 'Flooding' and Bank Lending: Evidence from 14 Years of Near-Zero Interest Rate(31st Annual Congress of the European Economic Association (国際学会))
2016.08Geneva School of Economics and Management、the Graduate Institute of International and Development Studies of Geneva、ジュネーブ市(スイス)
3.Quantitative 'Flooding' and Bank Lending: Evidence from 14 Years of Near-Zero Interest Rate(The 2016 Asian Meeting of the Econometric Society (国際学会))
2016.08同志社大学(京都府京都市)
4.Extracting fiscal policy expectations from daily stock returns(Time Series Workshop on Macro and Financial Economics (国際学会))
2016.05成均館大学(ソウル市(韓国))
5.Quantitative 'Flooding' and Bank Lending: Evidence from 14 Years of Near-Zero Interest Rate(Korea University's Money/Macro seminar (joint with the Inclusive Growth & Economic Stability Research Center in Korea economic team for BK21+))
2016.05高麗大学(ソウル市(韓国))
6.A New Daily Indicator for Fiscal News in Japan(AJRC and HIAS joint conference on recent issues in finance and macroeconomics(国際学会))
2016.03オーストラリア国立大学(メルボルン市(オーストラリア))
7.Construction of Stock Market-Based Daily Index of Fiscal News for Japan(EEA 30th Annual Congress(国際学会))
2015.08マンハイム大学(マンハイム市(ドイツ))
8.Construction of Stock Market-Based Daily Index of Fiscal News for Japan(PET15 Luxemburg(国際学会))
2015.07ルクセンブルク大学(ルクセンブルク市(ルクセンブルク))
9."Construction of stock-market based daily index of fiscal news for Japan" (Japan Economic Seminar)
2015.02Columbia University, United States of America
10."Time varying pass-through: will the yen depreciation help Japan hit the inflation target ?" (Econometric Society European Meeting)
2014.08University of Toulouse 1, France
11."Time varying pass-through: will the yen depreciation help Japan hit the inflation target ? " (22nd Symposium of the Society for Nonlinear Dynamics and Econometrics )
2014.04University of New York, Baruch College
12."Time varying effects of public investment and a Stone-Geary production technology" (Econometric Society European Meeting)
2013.08The University of Gothenburg,Sweden
13." A pass-through revival" (Asian Economic Policy Review Conference )
2013.07Tokyo
14."Time varying effects of public investment and a Stone-Geary production technology" (Association for Public Economic Theory)
2013.07Lisbon, Portugal
15." Exchange rate and prices in a dynamic two country model of bilateral oligopoly"(日本経済学会2013年度春季大会)
2013.06富山大学
16.Time varying effects of public investment and a Stone-Geary production technology(Western Economic Association International 10th Biennial Pacific Rim Conference)
2013.03Keio University, Japan
17.Export shares, import shares, and exchange rate pass-through(University of Colorado Seminar)
2012.09University of Colorado at Boulder
18.Export shares, import shares, and exchange rate pass-through(International Trade Colloquium)
2012.09Columbia University
19.Time varying effects of public investment and a Stone-Geary production technology(Indiana University Seminar)
2012.08Indiana University
20.Pass‐through in a two country model with bilateral oligopoly(Federal Reserve Bank of Atlanta Seminar)
2012.06Federal Reserve Bank of Atlanta
21.External Shocks and Japanese Business Cycles: Impact of the "Great Trade Collapse" on the Japanese Automobile Industry(Midwest International Trade Conference, Spring 2012)
2012.05Indiana University
22.External Shocks and Japanese Business Cycles: Impact of the "Great Trade Collapse" on the Japanese Automobile Industry (joint with Taisuke Uchino) (2012 Midwest Macroeconomics Meetings)
2012.05University of Notre Dame
23.Pass‐through in a two country model with bilateral oligopoly (joint with Taisuke Uchino)(Monetary Economics Colloquium)
2012.04Columbia University
24.Elderly households' portfolio choice in Japan: evidence from Nikkei RADAR 2004-2006(Center on Japanese Economy and Business, Visiting Faculty Seminar)
2012.03Columbia University
25.Effects of public investment after massive capital destruction in a growth model with a Stone-Geary technology(Triangle Dynamic Macro Workshop)
2012.03Duke University
26.External Shocks and Japanese Business Cycles: Impact of the "Great Trade Collapse" on the Japanese Automobile Industry (joint with Taisuke Uchino)(Japan Economic Seminar)
2012.02Columbia University
27.Panel Discussion(The 2010 Autumn Annual Meeting (The Japan Society of Monetary Economics))
2010.09Kobe University, Japan
28.Projection of Investment and Capital Stock for Asia (joint with Vu Tuan Khai)(Finalization Workshop: Long-term projections of Asian GDP and Trade, Asian Development Bank and the Chinese University of Hong Kong)
2010.07Chinese University of Hong Kong
29.Pass-Through of Oil Prices to Japanese Domestic Prices (joint with Taisuke Uchino)(The 2010 Spring Meeting (Japanese Economic Association))
2010.06Chiba University, Japan
30.*Effects of External and Fiscal Policy Shocks in Japan: Evidence from an Open Economy DSGE Model with Partial Exchange Rate Pass-through(Yonsei Macroeconomics Conference)
2010.03Yonsei University, Seoul, South Korea
31.Uncertainty shocks and financial intermediation in a dynamic general equilibrium model: a Markovian Jump Linear Quadratic Approach(European Economic Association Summer Meeting)
2009.08Universitat Pompeu Fabra, Barcelona, Spain
32.Shocks and Incomplete Exchange Rate Pass-through in Japan: Evidence from an Open Economy DSGE Model (joint with Vu Tuan Khai, Hiroko Takeuchi)(2009 Far East and South Asia Meeting of the Econometric Society)
2009.08Tokyo, Japan
33.Uncertainty shocks and financial intermediation in a dynamic general equilibrium model: a Markovian Jump Linear Quadratic Approach(Macroeconomics Workshop)
2009.04University of Tokyo, Japan
34.Non-tradable goods, Incomplete Nominal Exchange Rate Pass-through and the Effects of Fiscal policy in a Small Open Economy (joint with Vu Tuan Khai, Hiroko Takeuchi)
2008.03Osaka, Japan
35.Fiscal policy in a New Keynesian Overlapping Generations Model of a Small Open Economy (joint with Vu Tuan Khai, Hiroko Takeuchi)(Seminar (Research Institute for Economics & Business Administration) )
2007.12Kobe University, Japan
36.Fiscal policy in a New Keynesian Overlapping Generations Model of a Small Open Economy (joint with Vu Tuan Khai, Hiroko Takeuchi)(Seminar (Nihon University))
2007.12Nihon University, Japan
37.Fiscal policy in a New Keynesian Overlapping Generations Model of a Small Open Economy (joint with Vu Tuan Khai, Hiroko Takeuchi)(The 10th ISR Conference)
2007.09Japan
38.Investment Specific Technological Changes in Japan(Seoul Journal of Economics Conference)
2006.11Seoul, South Korea
39.Panel Discussion(The 2006 Fall Meeting (Japanese Economic Association))
2006.10Osaka City University, Japan

Scientific Research Funds Results

NOResearch subjectResearch itemYear
1.
Scientific Research (C)2015-
2.
Scientific Research (S)2012-2016
3.
Scientific Research (C)2012-2014
4.
Young Scientists (S)2011-2013
5.
Scientific Research (A)2010-2012
6.
Scientific Research (C)2009-2011
7.
Scientific Research on Priority Areas2000-2006
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