Iiboshi Hirokuni

飯星博邦 | Iiboshi Hirokuni

Affiliation and department：
Homepage URL (1)： https://sites.google.com/view/iiboshihirokuni/home

Research field (2)： Economic statistics , Economic policy

Research keywords (9)：マクロ計量経済モデル , 動学的確率的一般均衡モデル , DSGEモデル , ニューケインジアンモデル , ベイズ統計学 , マルコフ連鎖モンテカルロ法 , 経済政策 , 金融政策 , 財政政策

Research theme for competitive and other funds (8)：

2019 - 2024 Estimating nonlinear behavioral macroeconomic models with the zero lower bound of nominal interest rates
2021 - 2024 An Application of Macroeconomic Heterogenous Agent Model to Monetary and Fiscal Policies and Social Security Systems in Japan
2018 - 2021 Numerical Simulation and Empirical Study of Term Structure model by nonlinear DSGE model under ZLB
2015 - 2018 Developing new methods for improving prediction performance of both macro time series and effects of monetary and fiscal policies by combining multiple DSGE models
2012 - 2015 Developing DSGE macromodel with balance sheet conditions and zero lower band on nominal interest rates

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Papers (28)：

Yasuo Hirose, Hirokuni Iiboshi, Mototsugu Shintani, Kozo Ueda. "Estimating a Behavioral New Keynesian Model with the Zero Lower Bound,". Journal of Money, Credit & Banking (forthcoming). 2023
Yasuharu Iwata, Hirokuni IIboshi. The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter*. Oxford Bulletin of Economics and Statistics. 2023. 85. 4. 830-858
Hirokuni Iiboshi, Mototsugu Shintani, Kozo Ueda. Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan. JOURNAL OF MONEY CREDIT AND BANKING. 2022. 54. 6. 1637-1671
Hirokuni Iiboshi, Daisuke Ozaki. The Impact of the Social Security Reforms on Welfare: Who benefits and Who loses across Generations, Gender, and Employment Type?. 2022
Dana McQuestin, Joseph Drew, Hirokuni Iiboshi. The temporal dependence of public policy evaluation: the case of local government amalgamation. Local Government Studies. 2022. 1-22

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MISC (5)：

Monetary and Fiscal Policy Switching in Nonlinear New Keynesian Models. 2017. 15. 15. 43-52
飯星博邦. 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. 景気とサイクル / 景気循環学会編. 2016. 特別号. 74-81
Hirokuni Iiboshi. Measuring the Effects of Monetary Policy: A DSGE-DFM Approach. 内閣府経済社会総合研究所 Discussion Paper Series No.292. 2012
飯星博邦. Regime Shifts in a Dynamic Term Structure Model of Japanese Government Bond Yields. 日本ファイナンス学会第18回大会予稿集. 2010. 250-259
飯星博邦, 渡部敏明. 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. 日経研月報 = The Japan Economic Research Institute monthly report. 2006. 331. 26-35

Books (2)：

Education (4)：

Work history (7)：

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Committee career (2)：

Awards (2)：

2014/11 - The Japan Association of Business Cycle studies (JABC), Nakahara Encouraging Prize
2002/01 - 大阪大学社会経済研究所森口賞入選

Association Membership(s) (4)：

American Statistical Association , American Economic Association , THE JAPAN STATISTICAL SOCIETY , JAPANESE ECONOMIC ASSOCIATION

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