Shigenori Shiratsuka
Biographic Data
| ID | 9595512 |
|---|---|
| NAME | Shigenori Shiratsuka |
| GIVEN NAMES | Shigenori |
| FAMILY NAME | Shiratsuka |
| SIGNATURE | SHIRATSUKA S |
| AFFILIATIONS | Faculty of Economics Keio University 2‐13‐45 Mita Minato‐ku 108‐8345 Tokyo Japan |
| ORCID | 0000-0003-0834-6498 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Monetary Policy Effectiveness under the Ultra‐Low Interest Rate Environment
I examine the effectiveness of monetary policy under the ultra‐low interest rate environment in Japan through the lens of yield curve dynamics. To that end, I employ the dynamic Nelson–Siegel model with time‐varying parameters, thereby computing indicators for tracing monetary easing effects. I show that the estimation performance of the yield curve models is sufficiently improved even under the ultra‐low interest rate environment by extending th…
Consumer price measurement under the first wave of the Covid-19 spread in Japan
In this paper, we examine the CPI (consumer price index) measurement errors under the first wave of the COVID-19 spread in Japan. To address this question, we construct high-frequency quality-adjusted price indices by employing daily scanner data from retail stores in Tokyo. We demonstrate the importance of using price data with the wide-ranging coverage of products and outlets by making explicit adjustments for temporary sales effects and retail…
No prominent works on this page.
Consumer price measurement under the first wave of the Covid-19 spread in Japan
In this paper, we examine the CPI (consumer price index) measurement errors under the first wave of the COVID-19 spread in Japan. To address this question, we construct high-frequency quality-adjusted price indices by employing daily scanner data from retail stores in Tokyo. We demonstrate the importance of using price data with the wide-ranging coverage of products and outlets by making explicit adjustments for temporary sales effects and retail…
Monetary Policy Effectiveness under the Ultra‐Low Interest Rate Environment
I examine the effectiveness of monetary policy under the ultra‐low interest rate environment in Japan through the lens of yield curve dynamics. To that end, I employ the dynamic Nelson–Siegel model with time‐varying parameters, thereby computing indicators for tracing monetary easing effects. I show that the estimation performance of the yield curve models is sufficiently improved even under the ultra‐low interest rate environment by extending th…
Econometrics (2 works) · Economics (2 works) · Monetary economics (2 works) · Monetary policy (2 works) · Central bank (1 work) · Consumer Market Behavior and Pricing (1 work) · COVID-19 Pandemic Impacts (1 work) · Credit Risk and Financial Regulations (1 work) · Demographic economics (1 work) · Economics of Agriculture and Food Markets (1 work)