IIBOSHI Hirokuni 飯星博邦

Researcher Number	90381441
Other IDs
Affiliation (Current)	2025: 日本大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2022 – 2024: 日本大学, 経済学部, 教授 2020 – 2021: 東京都立大学, 経営学研究科, 教授 2018 – 2019: 首都大学東京, 経営学研究科, 教授 2016 – 2017: 首都大学東京, 社会科学研究科, 教授 2012 – 2015: 首都大学東京, 社会(科)学研究科, 教授 … More 2014: 首都大学東京, 社会科学研究科, 教授 2013: 首都大学, 東京・社会(科)学研究科, 教授 2010 – 2011: 首都大学東京, 社会科学研究科, 教授 2010 – 2011: 首都大学東京, 社会科学研究科・経営学専攻, 教授 2009: Tokyo Metropolitan University, 社会科学研究科, 准教授 Less
Review Section/Research Field	Principal Investigator Basic Section 07040:Economic policy-related / Economic policy Except Principal Investigator Basic Section 07040:Economic policy-related / Public finance/Monetary economics / Social systems engineering/Safety system
Keywords	Principal Investigator マクロ動学モデル / 非線形モデル / ニューケインジアンモデル / 金融政策 / 数値シミュレーション / ヘテロエージェント・モデル / ゼロ金利制約 / ベイズ統計学 / DSGEモデル / 経済政策 … More / マクロ計量経済モデル / 経済統計学 / 社会保障・年金制度 / 重複世代モデル / ライフサイクルモデル / 実証マクロ経済分析 / ヘテロエージェントモデル / 社会保障政策 / 政策関数 / 数値的解析 / 非線形ニューケインジアンモデル / 米国のマクロ経済の実証 / 日本のマクロ経済の実証 / ゼロ金利政策 / マクロ・ファイナンス / 金利の期間構造 / 金融政策ルール / 動学的一般均衡モデル / ベイズ推定 / 非線形マクロ動学モデル / 金融摩擦 / 自然利子率 / 非対称の調整コスト / 数値計算 / モンテカルロ法 / ニューケインジアン / モデル結合 / 予測分布 / マルコフ連鎖モンテカルロ法 / 非線形動学モデル / ベイズ統計(MCMC) / DPによる政策シミュレーション / ゼロ金利制約下での金融政策 / レジームスイッチ型DSGEモデル / MCMC / データリッチ・アプローチ / マクロ計量モデル / マルコフスイッチDSGEモデル / データリッチ / マクロ変数の予測分布 / マクロ変数の寄与度分解 / 政策シミュレーション / マクロ経済動学 / 動学一般均衡モデル … More Except Principal Investigator ゼロ金利制約 / 近視眼的行動 / 量的緩和政策 / 現金需要 / 限界消費性向 / 量的緩和 / ベイズ推計 / 行動経済学 / 金融政策 / DSGEモデル / 金融摩擦 / エージェンシーコスト / 金融ショック / 失われた10年 / 動学的一般均衡モデル / リアルオプション / 金融工学 / リスク管理 / 確率論 / システム工学 / 市場分析 / ポートフォリオ効果 / 代替投資 / 金融リスク管理 / ファイナンス Less

非線形DSGEモデルによる日本の非伝統的金融政策の効果の定量的計測Principal Investigator
- Principal Investigator
  
  飯星博邦
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Nihon University
An Application of Macroeconomic Heterogenous Agent Model to Monetary and Fiscal Policies and Social Security Systems in JapanPrincipal Investigator
- Principal Investigator
  
  IIBOSHI Hirokuni
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Nihon University
  Tokyo Metropolitan University
Estimating nonlinear behavioral macroeconomic models with the zero lower bound of nominal interest rates
- Principal Investigator
  
  Ueda Kozo
- Project Period (FY)
  2019 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Waseda University
Numerical Simulation and Empirical Study of Term Structure model by nonlinear DSGE model under ZLBPrincipal Investigator
- Principal Investigator
  
  Iiboshi Hirokuni
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Tokyo Metropolitan University
Developing new methods for improving prediction performance of both macro time series and effects of monetary and fiscal policies by combining multiple DSGE modelsPrincipal Investigator
- Principal Investigator
  
  Iiboshi Horokuni
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic policy
- Research Institution
  Tokyo Metropolitan University
Application of Data-rich DSGE models to monetary and fiscal policiesPrincipal Investigator
- Principal Investigator
  
  IIBOSHI Hirokuni
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic policy
- Research Institution
  Tokyo Metropolitan University
Developing DSGE macromodel with balance sheet conditions and zero lower band on nominal interest rates
- Principal Investigator
  
  NISHIYAMA Shin-Ichi
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Tohoku University
Research on the financial risk management of a portfolio including alternative investments
- Principal Investigator
  
  KIJIMA Masaaki
- Project Period (FY)
  2009 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Tokyo Metropolitan University
Empirical study of Monetary Policy and Simulation of Optimal Policy in Japan Using Dynamic General Equilibrium ModelPrincipal Investigator
- Principal Investigator
  
  IIBOSHI Hirokuni
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic policy
- Research Institution
  Tokyo Metropolitan University

[Journal Article] Estimating a Behavioral New Keynesian Model with the Zero Lower Bound2024
- Author(s)
  Yasuo Hirose, Hirokuni Iiboshi, Mototsugu Shintani, Kozo Ueda
- Journal Title
  
  Journal of Money, Credit and Banking
  
  Volume: －
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19H01491
[Journal Article] Estimating a Behavioral New Keynesian Model with the Zero Lower Bound2024
- Author(s)
  HIROSE, Y., IIBOSHI, H., SHINTANI, M. and UEDA, K
- Journal Title
  
  Journal of Money, Credit and Banking
  
  Volume: forthcoming
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01464
[Journal Article] The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter2023
- Author(s)
  Iwata, Y. and IIboshi, H
- Journal Title
  
  Oxford Bulletin of Economics and Statistics
  
  Volume: 85 Pages: 830-858
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01464
[Journal Article] Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan2022
- Author(s)
  IIBOSHI HIROKUNI、SHINTANI MOTOTSUGU、UEDA KOZO
- Journal Title
  
  Journal of Money, Credit and Banking
  
  Volume: Online Version Issue: 6 Pages: 1-35
- DOI
  10.1111/jmcb.12908
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K01464, KAKENHI-PROJECT-20H00073, KAKENHI-PROJECT-18H05217, KAKENHI-PROJECT-20H01482
[Journal Article] The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter2022
- Author(s)
  Yasuharu Iwata, Hirokuni Iiboshi
- Journal Title
  
  Oxford Bulletin of Economics and Statistics
  
  Volume: Forthcoming Issue: 4 Pages: 1-29
- DOI
  10.1111/obes.12547
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01464
[Journal Article] Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan2021
- Author(s)
  Iiboshi, Hirokuni, Mototsugu Shintani, and Kozo Ueda
- Journal Title
  
  Journal of Money, Credit and Banking
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19H01491
[Journal Article] “Estimating the Nonlinear New Keynesian Model with the Zero Lower Bound for Japan,”2021
- Author(s)
  Hirokuni Iiboshi, Mototsugu Shintani, & Kozo Ueda
- Journal Title
  
  Journal of Money, Credit and Banking (forthcoming)
  
  Volume: NA
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01575
[Journal Article] Source of the Great Recession2020
- Author(s)
  Ryo Hasumi, Hirokuni Iiboshi, Tatsuyoshi Matsumae and Shin-Ichi Nishiyama
- Journal Title
  
  In: Stelios Markoulis (Eds.) Financial Crises, INTECHOPEN LIMITED, London, UK, ISBN 978-1-78923-857-0
  
  Volume: 1 Pages: 1-21
- DOI
  10.5772/intechopen.90729
- ISBN
  9781789238570, 9781789238587
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01575, KAKENHI-PROJECT-18K01687, KAKENHI-PROJECT-19K23232
[Journal Article] Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods2019
- Author(s)
  Hasumi Ryo、Iiboshi Hirokuni、Matsumae Tatsuyoshi、Nakamura Daisuke
- Journal Title
  
  Journal of Asian Economics
  
  Volume: 60 Pages: 45-68
- DOI
  10.1016/j.asieco.2018.10.005
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01575, KAKENHI-PROJECT-17K03671
[Journal Article] Trends, cycles and lost decades: Decomposition from a DSGE model with endogenous growth2018
- Author(s)
  Hasumi Ryo、Iiboshi Hirokuni、Nakamura Daisuke
- Journal Title
  
  Japan and the World Economy
  
  Volume: in Press Pages: 119-119
- DOI
  10.1016/j.japwor.2018.02.003
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K03439
[Journal Article] A Multiple DSGE-VAR Approach: Priors from a Combination of DSGE Models and Evidence from Japan2016
- Author(s)
  Hirokuni IIBOSHI
- Journal Title
  
  Japan & The World Economy
  
  Volume: 40 Pages: 1-8
- DOI
  10.1016/j.japwor.2016.07.004
- Data Source
  KAKENHI-PROJECT-15K03439
[Journal Article] Sources of Great Recession: A Bayesian Approach of a Data Rich DSGE model with2015
- Author(s)
  Hirokuni Iiboshi, Matsumae. Tatsuyoshi., and Nishiyama, Shin-Ichi
- Journal Title
  
  内閣府　経済社会総合研究所　Discussion Paper No.313
  
  Volume: Discussion Paper No.313 Pages: 1-57
- Data Source
  KAKENHI-PROJECT-24530307
[Journal Article] Prediction of Terms Structure with Potentially Misspecified Macro‐Finance Models near the2015
- Author(s)
  Tsz‐Kin Chung　and Hirokuni Iiboshi
- Journal Title
  
  内閣府　経済社会総合研究所　Working Paper No.32
  
  Volume: Working Paper No.32 Pages: 1-45
- Data Source
  KAKENHI-PROJECT-24530307
[Journal Article] Monetary Policy Regime Shifts Under the Zero Lower Bound2015
- Author(s)
  Hirokuni Iiboshi
- Journal Title
  
  Economic Modelling (forthcoming)
  
  Volume: 未定 Pages: 186-205
- DOI
  10.1016/j.econmod.2014.11.026
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530307, KAKENHI-PROJECT-15K03439
[Journal Article] Estimating a DSGE Model for Japan in a Data-Rich Environment2015
- Author(s)
  Hirokuni Iiboshi, Matsumae. Tatsuyoshi., Namba, Ryoichi. and Nishiyama, Shin-Ichi
- Journal Title
  
  Journal of the Japanese and International Economies
  
  Volume: 36 Pages: 25-55
- DOI
  10.1016/j.jjie.2015.02.001
- NAID
  210000164895
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530307, KAKENHI-PROJECT-24730264, KAKENHI-PROJECT-15K03439
[Journal Article] Sources of the Great Recession：A Bayesian Approach of a Data-Rich DSGE model with Time-Varying Volatility Shocks2014
- Author(s)
  H. Iiboshi, T. Matsubara, S.I. Nishiyama
- Journal Title
  
  ESRI Discussion Paper Series
  
  Volume: 313 Pages: 1-38
- Open Access
- Data Source
  KAKENHI-PROJECT-24730264
[Journal Article] 観測誤差を伴うDSGEモデルの推定における複合MCMC法およびシミュレーションスムーザの適用2011
- Author(s)
  松前龍宜・飯星博邦・難波了一・西山慎一
- Journal Title
  
  日本統計学会誌
  
  Volume: 第41巻 Pages: 88-122
- NAID
  110008790498
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530264
[Journal Article] 量的緩和-レジームスイッチVARからみた2つの政策効果2011
- Author(s)
  飯星博邦・梅田雅信・脇田成著
- Journal Title
  
  世界同時不況と景気循環分析
  
  Pages: 201-220
- Data Source
  KAKENHI-PROJECT-21530264
[Journal Article] 金利の期間構造モデルによる景気一致指数の予測-アフィン型マクロ・ファイナンスモデルによる接近-2011
- Author(s)
  市川達夫, 飯星博邦
- Journal Title
  
  日本統計学会誌
  
  Volume: 40 Pages: 111-145
- NAID
  110008513466
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] 金利の期間構造モデルによる景気一致指数の予測-アフィン型マクロ・ファイナンスモデルによる接近-2011
- Author(s)
  市川達夫、飯星博邦
- Journal Title
  
  日本統計学会誌
  
  Volume: 40 Pages: 111-145
- NAID
  110008513466
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530264
[Journal Article] 金利の期間構造モデルによる景気一致指数の予測 -アフィン型マクロ・ファイナンスモデルによる接近-2011
- Author(s)
  市川達夫, 飯星博邦
- Journal Title
  
  日本統計学会誌
  
  Volume: 40 Pages: 111-145
- NAID
  110008513466
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] 量的緩和・レジームスイッチVARからみた2つの政策効果2011
- Author(s)
  飯星博邦・梅田雅信・脇田成著
- Journal Title
  
  世界同時不況と景気循環分析(東京大学出版会)(浅子和美・宮川努編)
  
  Pages: 201-220
- Data Source
  KAKENHI-PROJECT-21530264
[Journal Article] 金利の期間構造モデルによる景気一致指数の予測-アフィン型マクロ・ファイナンスモデルによる接近2011
- Author(s)
  市川達夫、飯星博邦
- Journal Title
  
  日本統計学会誌
  
  Volume: 第40巻 Pages: 111-145
- NAID
  110008513466
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530264
[Journal Article] 観測誤差を伴うDSGEモデルの推定における複合MCMC法およびシミュレーションスムーザの適用2011
- Author(s)
  松前龍宜, 飯星博邦, 難波了一, 西山慎一
- Journal Title
  
  日本統計学会誌
  
  Volume: 41 Pages: 88-121
- NAID
  110008790498
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Regime Shifts in a Dynamic Term Structure Model of Japanese Government Bond Yields2010
- Author(s)
  Tatsuo Ichikawa, Hirokuni Iiboshi
- Journal Title
  
  日本ファイナンス学会第18回大会予稿集
  
  Pages: 250-259
- Data Source
  KAKENHI-PROJECT-21530264
[Journal Article] Regime Shifts in a Dynamic Term Structure Model of Japanese Government Bond Yields2010
- Author(s)
  Ichikawa, T., Iiboshi, H.
- Journal Title
  
  日本ファイナンス学会第18回大会予稿集
  
  Pages: 250-259
- Data Source
  KAKENHI-PROJECT-21241040
[Journal Article] Regime Shifts in a Dynamic Term Structure Model of Japanese Government Bond Yields2010
- Author(s)
  Ichikawa, T., Iiboshi, H.
- Journal Title
  
  日本ファイナンス学会第18回大会予稿集
  
  Pages: 250-259
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530264
[Journal Article] 主成分分析によるマクロ経済パネルデータの共通ファクターの抽出とその利用2009
- Author(s)
  飯星博邦
- Journal Title
  
  内閣府経済社会総合研究所ディスカッションペーパーNo.219
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] Estimating a Behavioral New Keynesian Model with the Zero Lower Bound2023
- Author(s)
  廣瀬康生, 飯星博邦, 新谷元嗣, 上田晃三
- Organizer
  国際計算経済学・ファイナンス学会(CEF2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01464
[Presentation] Estimating a Behavioral New Keynesian Model with the Zero Lower Bound2023
- Author(s)
  廣瀬康生,,飯星博邦, 新谷元嗣, 上田晃三
- Organizer
  International Association for Applied Econometrics (IAAE) Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01464
[Presentation] “Child Care, Time Allocation, and Life Cycle”2023
- Author(s)
  飯星博邦, 尾崎大輔. 好井優衣
- Organizer
  2023年日本経済学会秋季大会(関西大学)
- Data Source
  KAKENHI-PROJECT-21K01464
[Presentation] "The Impact of the Social Security Reforms on Welfare: Who benefits and who loses across Generations, Gender and Employment Types?"2022
- Author(s)
  Ozaki Daisuke, Hirokuni Iiboshi
- Organizer
  日本経済学会　秋季大会　(慶応義塾大学)
- Data Source
  KAKENHI-PROJECT-21K01464
[Presentation] Bayesian Estimation of Heterogeneous Agent New Keynesian Models Using Macro Data2021
- Author(s)
  Ryo Hasumi & Hirokuni Iiboshi
- Organizer
  日本経済学会　秋季大会　(大阪大学)
- Data Source
  KAKENHI-PROJECT-21K01464
[Presentation] Estimating Fiscal Multiplier in Japan using a Markov Switching DSGE model with Fiscal and Monetary Policy Regimes”2020
- Author(s)
  江口允崇　・　飯星博邦
- Organizer
  日本経済学会秋季大会　(立正大学)
- Data Source
  KAKENHI-PROJECT-18K01575
[Presentation] Estimating monetary policy rules and trend inflation by Markov switching DSGE models2020
- Author(s)
  蓮見亮・飯星博邦・新谷元嗣
- Organizer
  日本経済学会春季大会　(九州大学)
- Data Source
  KAKENHI-PROJECT-18K01575
[Presentation] "The Interaction of Forward Guidance in a Two-Country New Keynesian Model”2020
- Author(s)
  井田大輔・　飯星博邦
- Organizer
  日本経済学会秋季大会　(立正大学)
- Data Source
  KAKENHI-PROJECT-18K01575
[Presentation] A Bayesian Estimation of HANK models with Continuous Time Approach: Comparison between US and Japan2019
- Author(s)
  R. Hasumi, H.Iiboshi
- Organizer
  Computing in Economics and Finance 2019, at Carlton Univ. in Ottawa, Canada
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01575
[Presentation] Time-varying Fiscal Multipliers Identified by Systematic Component: Bayesian Approach to TVP-SVAR model2019
- Author(s)
  H.Iiboshi, Y.Iwata, Y.Kajita, N.Soma
- Organizer
  15th International Conference Western Economic Association International
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01575
[Presentation] Estimating the Nonlinear New Keynesian Model with the Zero Lower Bound for Japan2018
- Author(s)
  Hirokuni Iiboshi, Mototsugu Shintani, Kozo Ueda
- Organizer
  The 26th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan2018
- Author(s)
  H.Iiboshi, M. Shintani, K.Ueda
- Organizer
  Vietnam Symposium in Banking and Finance (VSBF2018)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01575
[Presentation] Time-varying Fiscal Multipliers Identified by Systematic Component: Bayesian Approach to TVP-SVAR model2018
- Author(s)
  H.Iiboshi, Y.Iwata, Y.Kajita, N.Soma
- Organizer
  日本経済学会秋季大会 (学習院大学 )
- Data Source
  KAKENHI-PROJECT-18K01575
[Presentation] Time-Varying Fiscal Multipliers Identied with Sign and Zero Restrictions:2018
- Author(s)
  Hirokuni Iiboshi and Yasuharu Iwata
- Organizer
  The 26th Annual Symposium of the Society for Nonlinear Dynamics and Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] R&D Growth and Business Cycles Measured with an Endogenous Growth DSGE Model2017
- Author(s)
  蓮見亮、飯星博邦、中村大輔
- Organizer
  日本経済学会　秋季大会
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] Forecast Combination of Affine and Quadratic Term Structure Models near the Zero Lower Bound2017
- Author(s)
  鍾子健、飯星博邦、椋木信吾、大屋幸輔
- Organizer
  日本経済学会　秋季大会
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] Estimating the Nonlinear New Keynesian Model with the Zero Lower Bound for Japan2017
- Author(s)
  Hirokuni Iiboshi, Mototsugu Shintani, Kozo Ueda
- Organizer
  The fourth annual conference of the International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] Trends, Cycles and Lost Decades: A Decomposition from a DSGE Model with Endogenous Growth2016
- Author(s)
  Daisuke Nakamura, Hirokuni Iiboshi
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  早稲田大学
- Year and Date
  2016-09-10
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] Public Debt, Ricardian Fiscal Policy, and Time-Varying Government Spending Multipliers,2016
- Author(s)
  Hirokuni IIBOSHI, Yasuharu Iwata
- Organizer
  22nd Computing in Economics & Finance 2016
- Place of Presentation
  フランス、ボルドー
- Year and Date
  2016-06-26
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model2016
- Author(s)
  Hirokuni IIBOSHI,　Mototsugu SHINTANI
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  早稲田大学
- Year and Date
  2016-09-10
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model2016
- Author(s)
  Hirokuni IIBOSHI,　Mototsugu SHINTANI
- Organizer
  22nd Computing in Economics & Finance 2016
- Place of Presentation
  フランス、ボルドー
- Year and Date
  2016-06-26
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model2016
- Author(s)
  Hirokuni IIBOSHI,　Mototsugu SHINTANI
- Organizer
  Computing in Economics and Finance (CEF 2016)
- Place of Presentation
  フランス、ボルドー
- Year and Date
  2016-06-26
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] Comparing Prediction Pool Methods for DSGE Models:2015
- Author(s)
  松前龍宜、飯星博邦、中村大輔
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  上智大学　(東京都・千代田区)
- Year and Date
  2015-10-10
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] Time-varying Fiscal Multipliers identified with Sign and Zero Restrictions2015
- Author(s)
  Hirokuni IIBOSHI, Yasuharu Iwata
- Organizer
  Computing in Economics and Finance (CEF 2015)
- Place of Presentation
  台湾、台北
- Year and Date
  2015-06-20
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03439
[Presentation] 内閣府 ESRI-CEPREMAP joint workshop2014
- Author(s)
  Iiboshi, H.
- Organizer
  Monetary Policy Shifts Under the Zero Lower Bound
- Place of Presentation
  東京
- Year and Date
  2014-02-10
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Sources of Great Recession: A Bayesian Approach of a Data Rich DSGE Model with Time-Varying-Volatility2013
- Author(s)
  H. Iiboshi and S.I. Nishiyama
- Organizer
  ESRI-CEPREMAP Joint Workshop
- Place of Presentation
  Tokyo International Forum
- Data Source
  KAKENHI-PROJECT-24730264
[Presentation] Sources of Great Recession: A Bayesian Approach of a Data Rich DSGE model with Time-Varying-Volatility Shocks2013
- Author(s)
  H. Iiboshi, S.-I. Nishiyama, T. Matsumae
- Organizer
  Western Economic Association, 10th Biennial Pacific Rim Conference
- Place of Presentation
  慶応義塾大学
- Data Source
  KAKENHI-PROJECT-24530307
[Presentation] How Bad was Lehman Shock?: Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment2012
- Author(s)
  Shin-Ichi Nishiyama, Hirokuni Iiboshi, Tatsuyoshi Matsumae, Ryoichi Namba
- Organizer
  American Economic Association Annual Meeting
- Place of Presentation
  シカゴ
- Year and Date
  2012-01-08
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] "Measuring the Effects of Monetary Policy: A DSGE-DFM Approach"2012
- Author(s)
  Iiboshi, Hirokuni
- Organizer
  日本経済学会春季大会
- Place of Presentation
  北海道大学
- Data Source
  KAKENHI-PROJECT-24530307
[Presentation] How Bad was Lehman Shock? : Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment2012
- Author(s)
  Nishiyama, Iiboshi, Matsumae, Namba
- Organizer
  アメリカ経済学会
- Place of Presentation
  シカゴ
- Year and Date
  2012-01-08
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] How Bad was Lehman Shock? : Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment2012
- Author(s)
  Nishiyama, S., Iiboshi, H., Matsumae, T, Namba, R.
- Organizer
  アメリカ経済学会
- Place of Presentation
  シカゴ,アメリカ
- Year and Date
  2012-01-08
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Measuring the Effects of Monetary Policy: A DSGE-DFM Approach2012
- Author(s)
  Hirokuni Iiboshi
- Organizer
  日本経済学会春季大会
- Place of Presentation
  北海道大学（北海道）
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] How Bad was Lehman Shock? : Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment2011
- Author(s)
  Nishiyama, S., Iiboshi, H., Matsumae, T, Namba, R.
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  筑波大学,茨城
- Year and Date
  2011-10-29
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] How Bad was Lehman Shock? : Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment2011
- Author(s)
  Nishiyama, S., Iiboshi, H., Matsumae, T, Namba, R.
- Organizer
  17th International Conference on Computing in Economics and Finance (CFE 2011)
- Place of Presentation
  サンフランシスコ,アメリカ
- Year and Date
  2011-06-10
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] How Bad was Lehman Shock?: Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment2011
- Author(s)
  Shin-Ichi Nishiyama, Hirokuni Iiboshi, Tatsuyoshi Matsumae, Ryoichi Namba
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  筑波大学
- Year and Date
  2011-10-29
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] How Bad was Lehman Shock? : Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment2011
- Author(s)
  Nishiyama, Iiboshi, Matsumae, Namba
- Organizer
  17th International Conference on Computing in Economics and Finance (CFE 2011)
- Place of Presentation
  サンフランシスコ
- Year and Date
  2011-06-10
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] How Bad was Lehman Shock?: Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment2011
- Author(s)
  Shin-Ichi Nishiyama, Hirokuni Iiboshi, Tatsuyoshi Matsumae, Ryoichi Namba
- Organizer
  17th International Conference on Computing in Economics and Finance(CFE 2011)
- Place of Presentation
  サンフランシスコ
- Year and Date
  2011-06-10
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] How Bad was Lehman Shock? : Estimating a DSGE model with Firm and Bank Balance Sheets in a Data-Rich Environment2011
- Author(s)
  Nishiyama, Iiboshi, Matsumae, Namba
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  筑波大学
- Year and Date
  2011-10-29
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] Regime Shifts in a Dynamic Term Structure Model of Japanese Government Bond Yields2010
- Author(s)
  市川達夫、飯星博邦
- Organizer
  日本ファイナンス学会
- Place of Presentation
  上智大学
- Year and Date
  2010-05-22
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] 金利の期間構造モデルによる景気一致指数の予測-アフィン型マクロ・ファイナンスモデルによる接近-2010
- Author(s)
  飯星博邦・市川達夫
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  関西学院大学
- Year and Date
  2010-09-19
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] マクロ経済変数のトレンドとサイクルの分離法の検証-日本の実質GDPと失業率への応用-2010
- Author(s)
  飯星博邦
- Organizer
  日本経済学会春季大会
- Place of Presentation
  千葉大学
- Year and Date
  2010-06-06
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] マクロ経済変数のトレンドとサイクルの分離法の検証-日本の実質GDPと失業率への応用2010
- Author(s)
  飯星博邦
- Organizer
  日本経済学会春季大会
- Place of Presentation
  千葉大学
- Year and Date
  2010-06-06
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] マクロ経済変数のトレンドとサイクルの分離法の検証 -日本の実質GDPと失業率への応用-2010
- Author(s)
  飯星博邦
- Organizer
  日本経済学会春季大会
- Place of Presentation
  千葉大学
- Year and Date
  2010-06-06
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Regime Shifts in a Dynamic Term Structure Model of Japanese Government Bond Yields2010
- Author(s)
  市川達夫・飯星博邦
- Organizer
  日本ファイナンス学会
- Place of Presentation
  上智大学
- Year and Date
  2010-05-22
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] 金利の期間構造モデルによる景気一致指数の予測-アフィン型マクロ・ファイナンスモデルによる接近2010
- Author(s)
  市川達夫・飯星博邦
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  関西学院大学
- Year and Date
  2010-09-19
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] 金利の期間構造モデルによる景気一致指数の予測 -アフィン型マクロ・ファイナンスモデルによる接近-2010
- Author(s)
  市川達夫、飯星博邦
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  関西学院大学
- Year and Date
  2010-09-19
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] 主成分分析によるマクロ経済パネルデータの共通ファクターの抽出とその利用2009
- Author(s)
  飯星博邦
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  専修大学
- Year and Date
  2009-10-10
- Data Source
  KAKENHI-PROJECT-21530264
[Presentation] 主成分分析によるマクロ経済パネルデータの共通ファクターの抽出とその利用2009
- Author(s)
  飯星博邦
- Organizer
  日本経済学会秋季大会
- Place of Presentation
  専修大学
- Year and Date
  2009-10-10
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Sources of Great Recession: A Bayesian Approach of a Data Rich DSGE model with
- Author(s)
  Hirokuni Iiboshi
- Organizer
  46th Annual Conference of Money, Macro and Finance, Durham University
- Place of Presentation
  イギリス、ダラム大学
- Year and Date
  2015-09-17 – 2015-09-19
- Data Source
  KAKENHI-PROJECT-24530307
[Presentation] Sources of Great Recession: A Bayesian Approach of a Data Rich DSGE model with Time-Varying-Volatility Shocks
- Author(s)
  Hirokuni Iiboshi
- Organizer
  Western Economic Association, 10th Biennial Pacific Rim Conference
- Place of Presentation
  慶応大学（東京都）
- Data Source
  KAKENHI-PROJECT-21241040
[Presentation] Monetary Policy Regime Shifts under the Zero Lower Bound
- Author(s)
  飯星　博邦
- Organizer
  内閣府　ESRI-CEPREMAP Joint workshop
- Place of Presentation
  東京
- Data Source
  KAKENHI-PROJECT-24530307
[Presentation] Monetary Policy Regime Shifts Under the Zero Lower Bound
- Author(s)
  Hirokuni Iiboshi
- Organizer
  3rd International Symposium in Computational Economics and Finance
- Place of Presentation
  フランス、パリ
- Year and Date
  2015-04-10 – 2015-04-12
- Data Source
  KAKENHI-PROJECT-24530307
[Presentation] Monetary Policy Regime Shifts Under the Zero Lower Bound
- Author(s)
  飯星　博邦
- Organizer
  日本経済学会　春季大会
- Place of Presentation
  同志社大学
- Year and Date
  2015-06-14 – 2015-06-15
- Data Source
  KAKENHI-PROJECT-24530307

1. KIJIMA Masaaki (00186222)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. TANAKA Keiichi (00381442)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. NAKAOKA Hidetaka (20516025)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. YAMASHITA Hideaki (30200687)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. WATANABE Takahiro (70220895)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. NOGUCHI Masayoshi (70237832)

# of Collaborated Projects: 1 results

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7. SHIBATA Takashi (70372597)

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8. MUROMACHI Yukio (70514719)

# of Collaborated Projects: 1 results

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9. OGATA Hiroaki (30454086)

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10. NISHIYAMA Shin-Ichi (70614006)

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# of Collaborated Products: 2 results
11. Ueda Kozo (30708558)

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# of Collaborated Products: 2 results
12. 新谷元嗣 (00252718)

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# of Collaborated Products: 2 results
13. MATSUMAE Tatsuyoshi

# of Collaborated Projects: 1 results

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14. NAMBA Ryoichi

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15. KATO Ryo

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16. CHRISTENSEN Ian

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17. CORRIGAN Paul

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18. MENDICINO Caterina

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IIBOSHI Hirokuni 飯星 博邦

Research Projects

Research Products

Co-Researchers

非線形DSGEモデルによる日本の非伝統的金融政策の効果の定量的計測Principal Investigator

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An Application of Macroeconomic Heterogenous Agent Model to Monetary and Fiscal Policies and Social Security Systems in JapanPrincipal Investigator

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Estimating nonlinear behavioral macroeconomic models with the zero lower bound of nominal interest rates

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Numerical Simulation and Empirical Study of Term Structure model by nonlinear DSGE model under ZLBPrincipal Investigator

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Developing new methods for improving prediction performance of both macro time series and effects of monetary and fiscal policies by combining multiple DSGE modelsPrincipal Investigator

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Application of Data-rich DSGE models to monetary and fiscal policiesPrincipal Investigator

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Developing DSGE macromodel with balance sheet conditions and zero lower band on nominal interest rates

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Research on the financial risk management of a portfolio including alternative investments

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Empirical study of Monetary Policy and Simulation of Optimal Policy in Japan Using Dynamic General Equilibrium ModelPrincipal Investigator

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[Journal Article] Estimating a Behavioral New Keynesian Model with the Zero Lower Bound2024

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[Journal Article] Estimating a Behavioral New Keynesian Model with the Zero Lower Bound2024

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[Journal Article] The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter2023

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[Journal Article] Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan2022

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[Journal Article] The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter2022

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IIBOSHI Hirokuni 飯星博邦