Hiroshi Morita
Biographic Data
| ID | 5934982 |
|---|---|
| NAME | Hiroshi Morita |
| GIVEN NAMES | Hiroshi |
| FAMILY NAME | Morita |
| SIGNATURE | MORITA H |
| AFFILIATIONS | School of Engineering Tokyo Institute of Technology Meguro Japan |
| ORCID | 0000-0003-3967-7388 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Central bank information effects in Japan
This study identifies central bank information shocks and pure monetary policy shocks for Japan by combining high-frequency identification with sign restrictions. The empirical findings provide robust evidence of the central bank information effect in Japan. Specifically, the central bank’s optimistic outlook, conveyed through contractionary monetary actions, reduces economic uncertainty and leads to increases in stock prices and output. Addition…
Nonlinear effects of uncertainty shocks
The nonlinear effects of uncertainty shocks on U.S. macroeconomy are examined using a smooth transition VAR model in which the dynamic relationship between the variables changes with the level of economic policy uncertainty. Our results show that the nonlinear effects of uncertainty shocks depend on the current level of uncertainty, with uncertainty shocks behaving more like stronger demand shocks in the high‐uncertainty period than in the low pe…
No prominent works on this page.
Nonlinear effects of uncertainty shocks
The nonlinear effects of uncertainty shocks on U.S. macroeconomy are examined using a smooth transition VAR model in which the dynamic relationship between the variables changes with the level of economic policy uncertainty. Our results show that the nonlinear effects of uncertainty shocks depend on the current level of uncertainty, with uncertainty shocks behaving more like stronger demand shocks in the high‐uncertainty period than in the low pe…
Central bank information effects in Japan
This study identifies central bank information shocks and pure monetary policy shocks for Japan by combining high-frequency identification with sign restrictions. The empirical findings provide robust evidence of the central bank information effect in Japan. Specifically, the central bank’s optimistic outlook, conveyed through contractionary monetary actions, reduces economic uncertainty and leads to increases in stock prices and output. Addition…
Econometrics (2 works) · Economics (2 works) · Market Dynamics and Volatility (2 works) · Monetary Policy and Economic Impact (2 works) · Asymmetry (1 work) · Central bank (1 work) · Computer Science (1 work) · Dependency (UML (1 work) · Energy, Environment, Economic Growth (1 work) · Global Financial Crisis and Policies (1 work)