KOEDA JUNKO 小枝淳子

… Alternative Names

Koeda Junko 小枝淳子

Yoshimura Junko 吉村淳子

小枝淳子

吉村淳子(小枝淳子) ヨシムラジュンコ

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Researcher Number	30549275
Other IDs	https://orcid.org/0000-0003-4419-7266
Affiliation (Current)	2025: 早稲田大学, 政治経済学術院, 教授
Affiliation (based on the past Project Information) *help	2021 – 2024: 早稲田大学, 政治経済学術院, 教授 2019 – 2020: 財務省財務総合政策研究所(総務研究部), 総務研究部, 総括主任研究官 2014 – 2018: 早稲田大学, 政治経済学術院, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Economic policy Except Principal Investigator Medium-sized Section 7:Economics, business administration, and related fields
Keywords	Principal Investigator 国債市場 / イールドカーブ / 国債管理政策 / 金融政策 / 政府債務 / 国際金融 / マクロ経済学 / 金融 / マクロ効果 / 非伝統的金融政策 … More / マクロ経済 / 市場の分断 / 需給要因 / イールドカーブコントロール / フォーワードガイダンス / マイナス金利 / 量的質的緩和（QQE) / マクロファイナンス / ソブリン債務 / 日本国債 / 国債管理 / 満期構成 / 出口戦略 / 政府債務モデル / ゼロ金利制約 … More Except Principal Investigator コロナ禍 / アンケート調査 / 不完全情報 / 行動マクロ経済学 / 期待形成 / インフレ予想 Less

Demand and Supply Factors and the Maturity Structure in the Japanese Government Bond MarketsPrincipal Investigator
- Principal Investigator
  
  小枝淳子
- Project Period (FY)
  2022 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Waseda University
Behavioral Macroeconomics under Imperfect Information
- Principal Investigator
  
  敦賀貴之
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Osaka University
Exiting from unconventional monetary policy with large government debtPrincipal Investigator
- Principal Investigator
  
  Koeda Junko
- Project Period (FY)
  2018 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Waseda University
  Ministry of Finance, Policy Research Institute
Macroeconomic effects of unconvensional monetary policy and Japanese government bond marketsPrincipal Investigator
- Principal Investigator
  
  Yoshimura Junko
- Project Period (FY)
  2014 – 2017
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic policy
- Research Institution
  Waseda University

All 2023 2022 2021 2020 2019 2018 2017 2016 2015

All Journal Article Presentation

[Journal Article] Nelson-Siegel Decay Factor and Term Premia in Japan2022
- Author(s)
  Junko Koeda, Atsushi Sekine
- Journal Title
  
  Journal of the Japanese and International Economies
  
  Volume: 64 Pages: 101204-101204
- DOI
  10.1016/j.jjie.2022.101204
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K13525, KAKENHI-PROJECT-22K01583, KAKENHI-PROJECT-21H04397
[Journal Article] 『序文』、＜特集＞国の債務と債務管理に関する分析2021
- Author(s)
  小枝淳子
- Journal Title
  
  フィナンシャル・レビュー
  
  Volume: 146 Pages: 1-4
- Open Access
- Data Source
  KAKENHI-PROJECT-18K01710
[Journal Article] 『年限構成からみる国債管理政策』、＜特集＞国の債務と債務管理に関する分析2021
- Author(s)
  小枝淳子
- Journal Title
  
  ファイナンシャルレビュー
  
  Volume: 146 Pages: 110-124
- Open Access
- Data Source
  KAKENHI-PROJECT-18K01710
[Journal Article] Exiting from QE2019
- Author(s)
  Fumio Hayashi and Junko Koeda
- Journal Title
  
  Quantitative economics
  
  Volume: forthcoming
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01710
[Journal Article] Macroeconomic effects of quantitative and qualitative monetary easing measures2019
- Author(s)
  Junko Koeda
- Journal Title
  
  Journal of the Japanese and International Economies
  
  Volume: forthcoming Pages: 121-141
- DOI
  10.1016/j.jjie.2018.12.006
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01710
[Journal Article] 1.Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan2016
- Author(s)
  Junko Koeda
- Journal Title
  
  Japan Economic Review
- DOI
  10.1111/jere.12117
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-26870124
[Journal Article] Maturity Structure and Supply Factors in Japanese Government Bond Markets2015
- Author(s)
  Junko Koeda
- Journal Title
  
  Monetary and Economic Studies
  
  Volume: 33 Pages: 45-96
- Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870124
[Journal Article] The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach2015
- Author(s)
  Junko Koeda and Ryo Kato
- Journal Title
  
  Applied economics
  
  Volume: 47 Pages: 3710-3722
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870124
[Journal Article] The Role of Uncertainty in the Term Structure of Interest Rates: A GARCH-ATSM Approach2015
- Author(s)
  Junko Koeda and Ryo Kato
- Journal Title
  
  Applied Economics
  
  Volume: 47 Pages: 3710-3722
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-26870124
[Presentation] Forward Guidance and its Effectiveness: A Macro-Finance Shadow-Rate Framework2023
- Author(s)
  小枝　淳子
- Organizer
  Northen Finance Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] Forward Guidance and its Effectiveness: A Macro-Finance Shadow-Rate Framework2023
- Author(s)
  Junko Koeda
- Organizer
  Northen Finance Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01583
[Presentation] Forward Guidance and its Effectiveness: A Macro-Finance Shadow-Rate Framework2023
- Author(s)
  小枝　淳子
- Organizer
  29th International Conference Computing in Economics and Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] Forward Guidance and its Effectiveness: A Macro-Finance Shadow-Rate Framework2023
- Author(s)
  Junko Koeda
- Organizer
  29th International Conference Computing in Economics and Finance
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-22K01583
[Presentation] Government Debt Maturity in Japan: 1965 to the Present2021
- Author(s)
  小枝淳子
- Organizer
  日本経済学会
- Data Source
  KAKENHI-PROJECT-18K01710
[Presentation] マクロ環境と国債管理リスク－コロナショックとリーマンショック時の比較－2020
- Author(s)
  小枝淳子
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-18K01710
[Presentation] Model-Based Estimation of Sovereign Default Risk2018
- Author(s)
  Junko Koeda
- Organizer
  Asian Meeting of the Econometric Society
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01710
[Presentation] Model based estimation of sovereign default risk2017
- Author(s)
  小枝淳子
- Organizer
  日本経済学会
- Data Source
  KAKENHI-PROJECT-26870124
[Presentation] Exiting from QE2015
- Author(s)
  Fumio Hayashi and Junko Koeda
- Organizer
  American Economic Association Meeting
- Place of Presentation
  Boston, USA
- Year and Date
  2015-01-03
- Data Source
  KAKENHI-PROJECT-26870124
[Presentation] Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan2015
- Author(s)
  Junko Koeda
- Organizer
  Japan economic association annual meeting
- Place of Presentation
  東京
- Year and Date
  2015-10-11
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26870124

1. 敦賀貴之 (40511720)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. 山形孝志 (20813231)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. 廣瀬康生 (50583663)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. 中園善行 (10707483)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. 片山宗親 (20718134)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. 相馬尚人 (50897543)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. YOO DONGHOON (20868541)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. 明坂弥香 (40844593)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. 関根篤史

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

KOEDA JUNKO 小枝 淳子

Koeda Junko 小枝 淳子

Yoshimura Junko 吉村 淳子

小枝淳子

吉村 淳子(小枝淳子) ヨシムラ ジュンコ

Research Projects

Research Products

Co-Researchers

Demand and Supply Factors and the Maturity Structure in the Japanese Government Bond MarketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Behavioral Macroeconomics under Imperfect Information

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Exiting from unconventional monetary policy with large government debtPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Macroeconomic effects of unconvensional monetary policy and Japanese government bond marketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Nelson-Siegel Decay Factor and Term Premia in Japan2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] 『序文』、＜特集＞国の債務と債務管理に関する分析2021

Author(s)

Journal Title

Data Source

[Journal Article] 『年限構成からみる国債管理政策』、＜特集＞国の債務と債務管理に関する分析2021

Author(s)

Journal Title

Data Source

[Journal Article] Exiting from QE2019

Author(s)

Journal Title

Data Source

[Journal Article] Macroeconomic effects of quantitative and qualitative monetary easing measures2019

Author(s)

Journal Title

DOI

Data Source

[Journal Article] 1.Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan2016

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Maturity Structure and Supply Factors in Japanese Government Bond Markets2015

Author(s)

Journal Title

Data Source

[Journal Article] The role of uncertainty in the term structure of interest rates: A GARCH-ATSM approach2015

Author(s)

Journal Title

Data Source

[Journal Article] The Role of Uncertainty in the Term Structure of Interest Rates: A GARCH-ATSM Approach2015

Author(s)

Journal Title

Data Source

[Presentation] Forward Guidance and its Effectiveness: A Macro-Finance Shadow-Rate Framework2023

Author(s)

Organizer

Data Source

[Presentation] Forward Guidance and its Effectiveness: A Macro-Finance Shadow-Rate Framework2023

Author(s)

Organizer

Data Source

[Presentation] Forward Guidance and its Effectiveness: A Macro-Finance Shadow-Rate Framework2023

KOEDA JUNKO 小枝淳子

Koeda Junko 小枝淳子

Yoshimura Junko 吉村淳子

吉村淳子(小枝淳子) ヨシムラジュンコ

[Presentation] マクロ環境と国債管理リスク－コロナショックとリーマンショック時の比較－2020