IIBOSHI HIROKUNI
| College of Economics | Professor |
Researcher Information
Field Of Study
Career
- Apr. 2022 - Present
Nihon University, College of Economics, 教授 - 2008 - 2021
Tokyo Metropolitan University - Aug. 2015 - Mar. 2016
米国 Vanderbilt University, 客員研究員 - 2005 - 2007
近畿大学大学院 経済研究科 - 2004 - 2005
日本銀行 金融研究所 - 2003 - 2004
Tokyo Metropolitan University - 1987 - 1997
東京電力 株式会社 - 2007 - 2022
- 2015 - 2016
- 2007 - 2022
- 2015 - 2016
- 2007 - 2022
- 2015 - 2016
Educational Background
Research activity information
Award
Paper
- "Estimating a Behavioral New Keynesian Model with the Zero Lower Bound,"
Yasuo Hirose; Hirokuni Iiboshi; Mototsugu Shintani; Kozo Ueda
Journal of Money, Credit & Banking (forthcoming), Nov. 2023, Refereed, Not invited - The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter*
Yasuharu Iwata; Hirokuni IIboshi
Oxford Bulletin of Economics and Statistics, Mar. 2023, Refereed - Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan
Hirokuni Iiboshi; Mototsugu Shintani; Kozo Ueda
JOURNAL OF MONEY CREDIT AND BANKING, Sep. 2022, Refereed, Not invited
Lead - The Impact of the Social Security Reforms on Welfare: Who benefits and Who loses across Generations, Gender, and Employment Type?
Hirokuni Iiboshi; Daisuke Ozaki
May 2022 - The temporal dependence of public policy evaluation: the case of local government amalgamation
Dana McQuestin; Joseph Drew; Hirokuni Iiboshi
Local Government Studies, Feb. 2022, Refereed - The interaction of forward guidance in a two-country new Keynesian model
Daisuke Ida; Hirokuni Iiboshi
Mar. 2021 - Source of the Great Recession
Ryo Hasumi; Hirokuni Iiboshi; Tatsuyoshi Matsumae; Shin-Ichi Nishiyama
Financial Crises, Dec. 2019, Refereed, Not invited - Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods
Ryo Hasumi; Hirokuni Iiboshi; Tatsuyoshi Matsumae; Daisuke Nakamura
JOURNAL OF ASIAN ECONOMICS, Feb. 2019, Refereed, Not invited - Trends, cycles and lost decades: Decomposition from a DSGE model with endogenous growth
Ryo Hasumi; Hirokuni Iiboshi; Daisuke Nakamura
JAPAN AND THE WORLD ECONOMY, Jun. 2018, Refereed, Not invited - A multiple DSGE-VAR approach: Priors from a combination of DSGE models and evidence from Japan
Hirokuni Iiboshi
JAPAN AND THE WORLD ECONOMY, Dec. 2016, Refereed, Not invited - Public Debt, Ricardian Fiscal Policy, and Time-Varying Government Spending Multipliers
Yasuharu Iwata; Hirokuni Iiboshi
22nd Computing in Economics and Finace (Bordeaux, France), Jun. 2016, Not refereed, Not invited - Monetary policy regime shifts under the zero lower bound: An application of a stochastic rational expectations equilibrium to a Markov switching DSGE model
Hirokuni Iiboshi
ECONOMIC MODELLING, Jan. 2016, Refereed - Comparing Prediction Pool Methods for DSGE models: Is Financial Friction useful for improving prediction in Japan?
Hirokuni Iiboshi
日本経済学会秋季大会 (上智大学) 報告論文, Jun. 2015, Not refereed, Not invited - Estimating a DSGE model for Japan in a data-rich environment
Hirokuni Iiboshi; Tatsuyoshi Matsumae; Ryoichi Namba; Shin-Ichi Nishiyama
JOURNAL OF THE JAPANESE AND INTERNATIONAL ECONOMIES, Jun. 2015, Refereed, Not invited - Time-varying Fiscal Multipilers Identified with Sign and Zero Resrictions
Hirokuni Iiboshi; Yasuharu Iwata
21st Computing in Economics and Finance 2015 (台北) 報告論文, May 2015, Not refereed, Not invited - Sources of Great Recession: A Bayesian Approach of a Data Rich DSGE model with Time-Varying-Volatility Shocks
Hirokuni Iiboshi; with; Matsumae. T; Nishiyama, Shin-Ichi
内閣府 経済社会総合研究所 Discussion Paper Series No.313, 2014, Not refereed, Not invited - Prediction of Terms Structure with Potentially Misspecified Macro-Finance Models near the Zero Lower Bound
Hirokuni Iiboshi; with Tsz-Kin Chung
内閣府 経済社会総合研究所 Working Paper Series No.32,, 2014, Not refereed, Not invited - An Application of Hybrid MCMC and Simulation Smoother in Estimating a DSGE Model with Measurement Errors(
Applications of MCMC to Data on Economics and Management)
Matsumae Tatsuyoshi; Iiboshi Hirokuni; Namba Ryoichi; Nishiyama Shin-Ichi
Journal of the Japan Statistical Society Japanese issue, Sep. 2011, Refereed, Not invited - Forecasting of Coincident Composite Index Using an Affine Term Structure Model : A Macro-Finance Approach
Ichikawa Tatsuo; Iiboshi Hirokuni
Journal of the Japan Statistical Society Japanese issue, Mar. 2011, Refereed, Not invited - 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－
Hirokuni Iiboshi
内閣府 経済社会総合研究所 Discussion paper series No.261, 2011, Not refereed, Not invited - 景気循環の周期と位相偏移の推定-単変量および多変量バンドパスフィルタによる接近-
Hirokuni Iiboshi
内閣府 経済社会総合研究所 Discussion paper series No. 257., 2010, Not refereed, Not invited - 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
Hirokuni Iiboshi
ESRI Discussion paper series No. 219, 2009, Not refereed, Not invited - Does the Agency Cost Model Explain Business Fluctuations in Japan? : A Bayesian Approach to Estimate Agency Cost for Firms Classified by Size
Hirokuni Iiboshi with; Kazuo Ogawa
Journal of the Japan Statistical Society, 2008, Refereed, Not invited - Duration dependence of the business cycle in Japan: A Bayesian analysis of extended Markov switching model
Hirokuni Iiboshi
JAPAN AND THE WORLD ECONOMY, Jan. 2007, Refereed, Not invited - The index of agency cost and the financial accelerator: the case of Japan
H Uchiyama
JAPAN AND THE WORLD ECONOMY, Jan. 2006, Refereed, Not invited - Has the Business Cycle Changed in Japan? A Bayesian Analysis Based on a Markov Switching Model with Multiple Change Points
Hirokuni Iiboshi; with Toshiaki Watanabe
2005, Not refereed, Not invited - An Estimated Dynamic Stochastic General Equilibrium Model of the Japanese Economy: A Bayesian Analysis
Hirokuni Iiboshi; with Shin-Ichi Nishiyama; Toshiaki Watanabe
2005, Not refereed, Not invited - Do Structural Breaks Exist in Okun's Law? Evidence from the Lost Decade in Japan
Hirokuni Iiboshi; with Shigeru Wakit
2004, Not refereed, Not invited
MISC
- Monetary and Fiscal Policy Switching in Nonlinear New Keynesian Models
飯星 博邦
経営と制度, Mar. 2017 - 中原奨励賞受賞記念講演 景気循環と現代マクロ経済学—中原奨励賞10周年記念特別号
飯星 博邦
景気とサイクル / 景気循環学会 編, Nov. 2016 - Measuring the Effects of Monetary Policy: A DSGE-DFM Approach
Hirokuni Iiboshi
内閣府 経済社会総合研究所 Discussion Paper Series No.292, 2012, Not refereed, Not invited - Regime Shifts in a Dynamic Term Structure Model of Japanese Government Bond Yields
飯星 博邦
日本ファイナンス学会第18回大会予稿集, 2010 - 景気循環を語る(第14回)日本における景気循環の構造変化--複数の構造変化点を付加したマルコフ・スイッチングモデルのベイズ推定
飯星 博邦; 渡部 敏明
日経研月報 = The Japan Economic Research Institute monthly report, Jan. 2006
Books and other publications
Lectures, oral presentations, etc.
- Estimating a Medium-scale New Keynesian Model under the Zero Lower Bound for Japan
Hirokuni Iiboshi
国際学会 CEF 2024 (シンガポール 南洋理工大学), Jun. 2024, Not invited - "The Impact of the Social Security Reforms on Welfare: Who benefits and who loses across Generations, Gender and Employment Types?" (with Daisuke Ozaki )
15 Oct. 2022, Not invited - "A Bayesian Estimation of HANK models with Continuous Time Approach: Comparison between US and Japan,"
国際学会25th Computing in Economic& Finance, (CEF), Jun. 2019 - Time-varying Fiscal Multipliers Identified by Systematic Component: Bayesian Approach to TVP-SVAR model
15th International Conference,, Mar. 2019, Western Economic Association, Not invited - Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan
Vietnam Symposium in Banking and Finance (VSBF2018), Oct. 2018, Not invited - Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan
4th Annual meeting of International Association of Applied Economics (IAAE), Jun. 2017, Not invited - Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model
国際学会22nd Computing in Economic& Finance, (CEF), Jun. 2016 - Public Debt, Ricardian Fiscal Policy, and Time-Varying Government Spending Multipliers
国際学会22nd Computing in Economic& Finance, (CEF), Jun. 2016, Not invited - Time-varying Fiscal Multipliers Identified with Sign and Zero Restrictions
21st Computing in Economics & Finance (CEF), Jun. 2015 - Sources of Great Recession: A Bayesian Approach of a Data Rich DSGE model with Time-Varying-Volatility Shocks
国際学会46th Annual Conference of Money, Macro, Finance (MMF), Sep. 2014, Not invited - "The Impact of the Social Security Reforms on Welfare: Who benefits and who loses across Generations, Gender and Employment Types?" (with Daisuke Ozaki )
15 Oct. 2022, Not invited - "A Bayesian Estimation of HANK models with Continuous Time Approach: Comparison between US and Japan,"
国際学会25th Computing in Economic& Finance, (CEF), Jun. 2019 - Time-varying Fiscal Multipliers Identified by Systematic Component: Bayesian Approach to TVP-SVAR model
15th International Conference,, Mar. 2019, Western Economic Association, Not invited - Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan
Vietnam Symposium in Banking and Finance (VSBF2018), Oct. 2018, Not invited - Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan
4th Annual meeting of International Association of Applied Economics (IAAE), Jun. 2017, Not invited - Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model
国際学会22nd Computing in Economic& Finance, (CEF), Jun. 2016 - Public Debt, Ricardian Fiscal Policy, and Time-Varying Government Spending Multipliers
国際学会22nd Computing in Economic& Finance, (CEF), Jun. 2016, Not invited - Time-varying Fiscal Multipliers Identified with Sign and Zero Restrictions
21st Computing in Economics & Finance (CEF), Jun. 2015 - Sources of Great Recession: A Bayesian Approach of a Data Rich DSGE model with Time-Varying-Volatility Shocks
国際学会46th Annual Conference of Money, Macro, Finance (MMF), Sep. 2014, Not invited - "The Impact of the Social Security Reforms on Welfare: Who benefits and who loses across Generations, Gender and Employment Types?" (with Daisuke Ozaki )
15 Oct. 2022, Not invited - "A Bayesian Estimation of HANK models with Continuous Time Approach: Comparison between US and Japan,"
国際学会25th Computing in Economic& Finance, (CEF), Jun. 2019 - Time-varying Fiscal Multipliers Identified by Systematic Component: Bayesian Approach to TVP-SVAR model
15th International Conference,, Mar. 2019, Western Economic Association, Not invited - Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan
Vietnam Symposium in Banking and Finance (VSBF2018), Oct. 2018, Not invited - Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan
4th Annual meeting of International Association of Applied Economics (IAAE), Jun. 2017, Not invited - Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model
国際学会22nd Computing in Economic& Finance, (CEF), Jun. 2016 - Public Debt, Ricardian Fiscal Policy, and Time-Varying Government Spending Multipliers
国際学会22nd Computing in Economic& Finance, (CEF), Jun. 2016, Not invited - Time-varying Fiscal Multipliers Identified with Sign and Zero Restrictions
21st Computing in Economics & Finance (CEF), Jun. 2015 - Sources of Great Recession: A Bayesian Approach of a Data Rich DSGE model with Time-Varying-Volatility Shocks
国際学会46th Annual Conference of Money, Macro, Finance (MMF), Sep. 2014, Not invited
Affiliated academic society
Research Themes
- 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
日本学術振興会, 科学研究費助成事業, Apr. 2024 - Mar. 2027
飯星 博邦 - Estimating nonlinear behavioral macroeconomic models with the zero lower bound of nominal interest rates
Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 01 Apr. 2019 - 31 Mar. 2024
上田 晃三; 新谷 元嗣; 飯星 博邦 - An Application of Macroeconomic Heterogenous Agent Model to Monetary and Fiscal Policies and Social Security Systems in Japan
Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C), Apr. 2021 - Mar. 2024
飯星 博邦 - Numerical Simulation and Empirical Study of Term Structure model by nonlinear DSGE model under ZLB
Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C), Apr. 2018 - Mar. 2021
Iiboshi Hirokuni - Developing new methods for improving prediction performance of both macro time series and effects of monetary and fiscal policies by combining multiple DSGE models
Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C), Apr. 2015 - Mar. 2018
Iiboshi Horokuni - Developing DSGE macromodel with balance sheet conditions and zero lower band on nominal interest rates
Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 01 Apr. 2012 - 31 Mar. 2015
NISHIYAMA Shin-Ichi; IIBOSHI Hirokuni; MATSUMAE Tatsuyoshi; NAMBA Ryoichi; KATO Ryo; CHRISTENSEN Ian; CORRIGAN Paul; MENDICINO Caterina - データリッチ型ニューケインジアンモデルの開発と金融財政政策への応用
日本学術振興会, 科研費 基盤 c, Apr. 2012 - Mar. 2015
Hirokuni Iiboshi - Research on the financial risk management of a portfolio including alternative investments
Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 01 Apr. 2009 - 31 Mar. 2014
KIJIMA Masaaki; TANAKA Keiichi; NAKAOKA Hidetaka; YAMASHITA Hideaki; WATANABE Takahiro; NOGUCHI Masayoshi; SHIBATA Takashi; MUROMACHI Yukio; IIBOSHI Hirokuni; OGATA Hiroaki - Empirical study of Monetary Policy and Simulation of Optimal Policy in Japan Using Dynamic General Equilibrium Model
Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research, 2009 - 2011
IIBOSHI Hirokuni
