Ryo Kato
Names
Identifer
Contact
| postal address: |
Department of Economics, Asia University
Sakai 5-8, Musashino,
Tokyo 180-8629, JAPAN |
Affiliations
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Asia University
/ Faculty of Economics (weight: 80%)
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University of Tokyo
/ Graduate School of Public Policy (weight: 20%)
Research profile
author of:
- Pecuniary externalities, bank overleverage, and macroeconomic fragility (RePEc:bla:ijethy:v:18:y:2022:i:4:p:554-577)
by Ryo Kato & Takayuki Tsuruga - Measuring Productivity Growth over the 90s: Is the New Economy Still Alive? (RePEc:boj:bojwps:03-e-1i)
by Ryo Kato & Hironori Ishizaki - Calibrating the Level of Capital: The Way We See It (RePEc:boj:bojwps:10-e-6)
by Ryo Kato & Shun Kobayashi & Yumi Saita - Rising Skill Premium?: The Roles of Capital-Skill Complementarity and Sectoral Shifts in a Two-Sector Economy (RePEc:boj:bojwps:wp14e09)
by Naoko Hara & Munechika Katayama & Ryo Kato - The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective (RePEc:cfi:fseres:cf207)
by Junko Koeda & Ryo Kato - Matlab code for a standard RBC model (RePEc:dge:qmrbcd:108)
by Ryo Kato - Matlab code for a standard New IS-LM model with interest rate shocks (RePEc:dge:qmrbcd:109)
by Ryo Kato - Matlab code for a standard New IS-LM model with money shocks (RePEc:dge:qmrbcd:110)
by Ryo Kato & Shinichi Nishiyama - Matlab code for the McCallum/Nelson model (RePEc:dge:qmrbcd:111)
by Ryo Kato - Matlab code for the Carlstrom-Fuerst AER (1997) model (RePEc:dge:qmrbcd:112)
by Ryo Kato - Matlab code for Kiyotaki-Moore credit cycles (RePEc:dge:qmrbcd:113)
by Ryo Kato - Matlab code for a sticky wage/price model (RePEc:dge:qmrbcd:114)
by Ryo Kato & Takayuki Tsuruga - Matlab code for the Phelan-Trejos model (RePEc:dge:qmrbcd:115)
by Ryo Kato - Matlab code for Sbordone's estimation for a sticky price model (RePEc:dge:qmrbcd:116)
by Ryo Kato - Pecuniary Externalities, Bank Overleverage, and Macroeconomic Fragility (RePEc:dpr:wpaper:1078)
by Ryo Kato & Takayuki Tsuruga - Sectoral inflation persistence, market concentration and imperfect common knowledge (RePEc:dpr:wpaper:1082)
by Ryo Kato & Tatsushi Okuda & Takayuki Tsuruga - Liquidity, Infinite Horizons and Macroeconomic Fluctuations (RePEc:ecm:feam04:622)
by Ryo Kato - Optimal monetary policy when interest rates are bounded at zero (RePEc:eee:dyncon:v:29:y:2005:i:1-2:p:97-133)
by Kato, Ryo & Nishiyama, Shin-Ichi - The safer, the riskier: A model of financial instability and bank leverage (RePEc:eee:ecmode:v:52:y:2016:i:pa:p:71-77)
by Kato, Ryo & Tsuruga, Takayuki - A note on pitfalls of credit crunch regressions (RePEc:eee:ecolet:v:99:y:2008:i:3:p:504-507)
by Kato, Ryo - Liquidity, infinite horizons and macroeconomic fluctuations (RePEc:eee:eecrev:v:50:y:2006:i:5:p:1105-1130)
by Kato, Ryo - Sectoral inflation persistence, market concentration, and imperfect common knowledge (RePEc:eee:jeborg:v:192:y:2021:i:c:p:500-517)
by Kato, Ryo & Okuda, Tatsushi & Tsuruga, Takayuki - Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions (RePEc:een:camaaa:2014-25)
by Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga - The Safer, the Riskier: A Model of Financial Instability and Bank Leverage (RePEc:een:camaaa:2014-26)
by Ryo Kato & Takayuki Tsuruga - The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates (RePEc:ime:imedps:10-e-24)
by Junko Koeda & Ryo Kato - Bank Overleverage and Macroeconomic Fragility (RePEc:ime:imedps:11-e-15)
by Ryo Kato & Takayuki Tsuruga - Managing Financial Crises: Lean or Clean? (RePEc:ime:imedps:12-e-16)
by Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga - Market Concentration and Sectoral Inflation under Imperfect Common Knowledge (RePEc:ime:imedps:17-e-11)
by Ryo Kato & Tatsushi Okuda - Trend Inflation in the Japanese pre-2000s: A Markov-Switching DSGE Estimation (RePEc:koe:wpaper:2212)
by Ryo Kato & Junior Maih & Shin-Ichi Nishiyama - The Safer, the Riskier:A Model of Bank Leverage and Financial Instability (RePEc:kue:dpaper:e-10-014)
by Ryo Kato & Takayuki Tsuruga - Bank Overleverage and Macroeconomic Fragility (RePEc:kue:dpaper:e-12-002)
by Ryo Kato & Takayuki Tsuruga - Prudential Capital Controls: The Impact of Different Collateral Constraint Assumptions (RePEc:kue:dpaper:e-12-014)
by Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga - Optimal Monetary Policy When Interest Rates are Bound at Zero (RePEc:osu:osuewp:01-12)
by Ryo Kato & Shinichi Nishiyama - Managing Financial Crises: Lean or Clean? (RePEc:red:sed013:355)
by Takayuki Tsuruga & Ryo Kato & Mitsuru Katagiri - Optimal Monetary Policy When Interest Rates are Bounded at Zero (RePEc:sce:scecf2:8)
by R. Kato & S. Nishiyama - Prudential capital controls or bailouts? The impact of different collateral constraint assumptions (RePEc:spr:joecth:v:63:y:2017:i:4:d:10.1007_s00199-016-0975-2)
by Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga - The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach (RePEc:taf:applec:v:47:y:2015:i:34-35:p:3710-3722)
by Junko Koeda & Ryo Kato - Sectoral inflation persistence, market concentration, and imperfect common knowledge (RePEc:tcr:wpaper:e165)
by Ryo Kato & Tatsushi Okuda & Takayuki Tsuruga - The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective (RePEc:tky:fseres:2010cf724)
by Junko Koeda & Ryo Kato - On the Concavity of the Consumption Function with a Quadratic Utility under Liquidity Constraints (RePEc:toh:tergaa:274)
by Shin-Ichi Nishiyama & Ryo Kato