Research
Publications in Refereed Journals
"Commodity Price Pass-through and Inflation in Japan: A Nonlinear Time Series Analysis," Applied Economics Letters, forthcoming. [Working Paper]
"Nelson-Siegel Decay Factor and Term Premia in Japan," (with J. Koeda), Journal of the Japanese and International Economies, 2022, Article 101204. [Working Paper]
"Oil Price Pass-Through to Consumer Prices and the Inflationary Environment: A STAR Approach," Applied Economics Letters, 2020, 27(6), pp. 484-488. [Working Paper]
"Effects of Commodity Price Shock on Inflation: A Cross-Country Analysis," (with T. Tsuruga), Oxford Economic Papers, 2018, 70(4), pp. 1108-1135. [Working Paper]
"Effects of Mineral-Commodity Price Shocks on Monetary Policy in Developed Countries," Applied Economics, 2015, 47(31), pp. 3332-3346. [Working Paper]
Publications in Non-refereed Journals
"Estimating the Yield Curve Using the Nelson-Siegel Model: Evidence from Daily Yield Data," Public Policy Review, 2022, 18(1), pp. 1-14. [Japanese Version]
Work in Progress
Ph.D. Dissertation
"Essays on Effects of Commodity Price Shocks on the Global Economy"
Last updated: April 1, 2024