BoJ paper incorporates financial sector into macro-model


A Bank of Japan paper, published on January 30, develops a new macroeconometric model that captures changes in the financial sector.

Atsushi Ishikawa, Koichiro Kamada, Yoshiyuki Kurachi, Kentaro Nasu and Yuki Teranish, the paper’s authors, build a structural financial macroeconometric model comprising two sectors: a financial sector and a macroeconomic sector, to capture the complex interaction between financial activities and the macroeconomy. The model permits the conduct of a wide variety of

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