テイラー・ルールによる金融政策分析
地主敏樹、黒木祥弘、宮尾龍蔵、「1980年代後半以降の日本の金融政策：政策対応の遅れとその理由」、in 三木谷良一、A.;ポーゼン『日本の金融危機』、東洋経済新報社、2001年、115−155ページ
Kuttner, Kennth N. and Adam S. Posen (2004). “The Difficulty of Discerning What’s Too Tight: Taylor Rules and Japanese Monetary Policy.” The North American Journal of Economics and Finance, 2004 Vol. 15, pp53-74
Okina, Kunio; Masaaki Shirakawa, and Shigenori Shiratsuka (2001), “The Asset Price Bubble and Monetary Policy: Japan’s Experience in the Late 1980s and the Lessons” Background Paper
for the conference: Monetary and Economic Studies (special edition) February: 395-450.
Oda, Nobuyuki and Kazuo Ueda (2005). "The Effects of the Bank of Japan's Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach" Grad School of Economics, Univ of Tokyo, Discussion paper, CIRJE-F-336, April 2005
中央銀行の独立性
Cargill, Thomas F., Michael M. Hutchison and Takatoshi Ito, (2001), Financial policy and Central Banking in Japan, Cambridge, MA: MIT Press.
Cukierman, Alex, Steven B. Webb, and Bilin Neyapti, 1992. “Measuring the Independence of Central Banks and Its Effect on Policy Outcome,” World Bank Economic Review, vol. 6: 353-398.
為替レートの変動分析
Ito, Takatoshi and Yuko Hashimoto, “Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System” Journal of the Japanese and International Economies, vol. 20, no. 4, December 2006: 637-664.
Takatoshi Ito and Yuko Hashimoto (2008). “Price Impacts of Deals and Predictability of the Exchange Rate Movements,” in T. Ito and A. Rose (eds.) International Financial Issues in the Pacific Rim, NBER East Asia Seminar on Economics, Volume 17, Chicago: University of Chicago Press, 2008: 177-215.
為替介入の分析
Ito, Takatoshi, (2007). “Myths and reality of foreign exchange interventions: An application to Japan”, International Journal of Finance & Economics, Volume 12, Issue 2, April 2007: 133-154.
Ito, Takatoshi and Tomoyoshi Yabu, “What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function” Journal of International Money and Finance, vol. 26, no.2, March 2007: 193-212. [NBER working paper. No. 10456, May 2004.]
