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Shiratsuka, Shigenori 1965-

Overview
Works: 65 works in 228 publications in 1 language and 955 library holdings
Roles: Author
Classifications: HG201, 332.41
Publication Timeline
Key
Publications about Shigenori Shiratsuka
Publications by Shigenori Shiratsuka
Most widely held works by Shigenori Shiratsuka
Asset price fluctuation and price indices by Shigenori Shiratsuka( Book )
6 editions published in 1999 in English and held by 45 libraries worldwide
Measurement errors in Japanese consumer price index by Shigenori Shiratsuka( Book )
7 editions published in 1999 in English and held by 43 libraries worldwide
Extracting market expectations from option prices : case studies in Japanese option markets by Hisashi Nakamura( Book )
8 editions published between 1998 and 1999 in English and Undetermined and held by 38 libraries worldwide
Inflation measures for monetary policy : measuring underlying inflation trend and its implication for monetary policy implementation by Shigenori Shiratsuka( Book )
7 editions published in 1997 in English and held by 31 libraries worldwide
Is there a desirable rate of inflation? : a theoretical and empirical survey by Shigenori Shiratsuka( Book )
6 editions published in 2000 in English and held by 31 libraries worldwide
The credit risk of Japanese banks during the bubble period : a pilot study of macro stress simulation by Tokiko Shimizu( Book )
6 editions published in 2000 in English and held by 31 libraries worldwide
Policy responses to the post-bubble adjustments in Japan : a tentative review by Naruki Mori( Book )
6 editions published in 2000 in English and held by 29 libraries worldwide
The asset price bubble and monetary policy : Japan's experience in the late 1980s and the lessons by Kunio Okina( Book )
6 editions published in 2000 in English and held by 29 libraries worldwide
Financial market globalization : present and future by Masaaki Shirakawa( Book )
6 editions published in 1997 in English and held by 29 libraries worldwide
Policy duration effect under the zero interest rate policy in 1999-2000 : evidence from Japan's money market data by Hiroshi Fujiki( Book )
8 editions published in 2001 in English and held by 29 libraries worldwide
Monetary policy under zero interest rate : viewpoints of central bank economists by Hiroshi Fujiki( Book )
5 editions published in 2000 in English and held by 29 libraries worldwide
Financial crises as the failure of arbitrage : implications for monetary policy by Makoto Saito( Book )
6 editions published in 2000 in English and held by 28 libraries worldwide
Asset prices, financial stability, and monetary policy : based on Japan's experience of the asset price bubble by Shigenori Shiratsuka( Book )
6 editions published in 2000 in English and held by 28 libraries worldwide
Asset price bubbles, price stability, and monetary policy : Japan's experience by Kunio Okina( Book )
5 editions published in 2001 in English and held by 28 libraries worldwide
Information content of implied probability distributions : empirical studies on Japanese stock price index options by Shigenori Shiratsuka( Book )
5 editions published in 2001 in English and held by 26 libraries worldwide
Precautionary motives versus waiting options : evidence from aggregate household saving in Japan by Makoto Saito( Book )
4 editions published in 2003 in English and held by 25 libraries worldwide
Distortions in factor markets and structural adjustments in the economy by Masayuki Nakakuki( Book )
5 editions published in 2004 in English and held by 24 libraries worldwide
Policy commitment and expectation formations : Japan's experience under zero interest rates by Kunio Okina( Book )
4 editions published in 2003 in English and held by 22 libraries worldwide
Asset price bubble in Japan in the 1980s : lessons for financial and macroeconomic stability by Shigenori Shiratsuka( Book )
5 editions published in 2003 in English and held by 22 libraries worldwide
Policy duration effect under zero interest rates an application of wavelet analysis ; presented at Venice Summer Institute, Workshop on Economic Stagnation in Japan, July 2003 by Kunio Okina( Book )
4 editions published in 2004 in English and held by 10 libraries worldwide
A major feature of recent monetary policy in Japan has been heavy reliance on the so-called policy duration effect. This policy employs a commitment to compensate for the central bank s inability to lower the interest rate below zero by altering the anticipated course of monetary policy actions. This paper analyzes the behavior of the yield curve and examines the effectiveness and limitations of monetary policy commitment under zero interest rates with four indicators for policy duration effect. Specifically, we extend our previous study (Okina and Shiratsuka (2003)) by applying wavelet analysis to indicators for policy duration effect. As in the previous study, the policy duration effect was found to be highly effective in stabilizing market expectations for the path of short-term interest rates, thereby reducing longer-term interest rates and flattening the yield curve. The policy duration effect, however, failed to reverse deflationary expectations in financial markets
 
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Alternative Names
Shiratsuka, Shigenori
Shiratsuka, Shigenori 1965-
シラツカ, シゲノリ 1965-
白塚重典 1965-
Languages
English (114)
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