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Volumn 49, Issue 4, 1997, Pages 379-392

The effect of economic regimes on the relation between term structure and real activity in Japan

Author keywords

Economic regimes; Japan; Term structure

Indexed keywords


EID: 0000381330     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(97)00012-x     Document Type: Article
Times cited : (20)

References (13)
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    • Andrews, D.W.K.1
  • 3
    • 0000706085 scopus 로고
    • A simple, positive semi-definite, heteroscedascity and autocorrelation consistent covariance matrix
    • May
    • Newey, W. K., and West, K. D. May 1987. A simple, positive semi-definite, heteroscedascity and autocorrelation consistent covariance matrix. Econometrica 55(3):703-708.
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    • Newey, W.K.1    West, K.D.2
  • 4
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    • Generalized methods of moments: Econometric applications
    • G. S. Maddala, C. R. Rao, and H. D. Vinod, eds.. Holland: Elsevier Science Publisher
    • Ogaki, M. 1993. Generalized methods of moments: Econometric applications. In Handbook of Statistics (G. S. Maddala, C. R. Rao, and H. D. Vinod, eds.). Holland: Elsevier Science Publisher, pp. 455-488.
    • (1993) Handbook of Statistics , pp. 455-488
    • Ogaki, M.1
  • 5
    • 0001836050 scopus 로고
    • Market operations in Japan: Theory and practice
    • K. J. Singleton, ed.. Chicago: University of Chicago Press
    • Okina, K. 1993. Market operations in Japan: Theory and practice. In Japanese Monetary Policy (K. J. Singleton, ed.). Chicago: University of Chicago Press, pp. 31-62.
    • (1993) Japanese Monetary Policy , pp. 31-62
    • Okina, K.1
  • 6
    • 0001443582 scopus 로고
    • International term structures and real economic growth
    • Feb.
    • Plosser, C. I., and Rouwenhorst, K. G. Feb. 1994. International term structures and real economic growth. Journal of Monetary Economics 33(1):133-155.
    • (1994) Journal of Monetary Economics , vol.33 , Issue.1 , pp. 133-155
    • Plosser, C.I.1    Rouwenhorst, K.G.2
  • 7
    • 85185435382 scopus 로고
    • The secondary government bond market in Japan
    • S. Takagi, ed.. Cambridge: Basil Blackwell
    • Takahashi, T. 1993. The secondary government bond market in Japan. In Japanese Capital Markets (S. Takagi, ed.). Cambridge: Basil Blackwell, pp. 249-276.
    • (1993) Japanese Capital Markets , pp. 249-276
    • Takahashi, T.1
  • 10
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    • Financing and economic development in postwar Japan
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    • Teranishi, J. 1991. Financing and economic development in postwar Japan. Working Paper, Hitosubashi University.
    • (1991) Working Paper
    • Teranishi, J.1
  • 11
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    • The term structure of interest rates and the effects of macroeconomic policy
    • Aug.
    • Turnovsky, S. J. Aug. 1989. The term structure of interest rates and the effects of macroeconomic policy. Journal of Money, Credit, and Banking 21(3):321-347.
    • (1989) Journal of Money, Credit, and Banking , vol.21 , Issue.3 , pp. 321-347
    • Turnovsky, S.J.1
  • 12
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    • The Fisher effect and the term structure of interest rates: Tests of cointegration
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    • Wallace, M. S., and Warner, J. T. May 1993. The Fisher effect and the term structure of interest rates: Tests of cointegration. Review of Economics and Statistics 75(2):320-324.
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    • Wallace, M.S.1    Warner, J.T.2
  • 13
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    • The Japanese bond market
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    • Yamamoto, S. 1993. The Japanese bond market. In Japanese Capital Markets (S. Takagi, ed.). Cambridge: Basil Blackwell pp. 215-248.
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    • Yamamoto, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.