Osaka University
Institute of Social and Economic Research
Associate professor
Ph.D., Hitotsubashi University
[Research Interests]
Macroeconomics, monetary policy, economic forecasting, applied time series econonometrics
HARA, Naoko
Ph.D., Hitotsubashi University
[Research Interests]
Macroeconomics, monetary policy, economic forecasting, applied time series econonometrics
Selected Publications
- “Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields” (with Rasmus Fatum and Yohei Yamamoto), forthcoming in Journal of Money, Credit, and Banking.
- “Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances” (with Yohei Yamamoto), Journal of Applied Econometrics 37(4), 722–745, 2022.
- “The Effects of Asset Purchases and Normalization of U.S. Monetary Policy” (with Ryuzo Miyao and Tatsuyoshi Okimoto), Economic Inquiry 58(3), 1279–1296, 2020.
- “Real-time Analysis on Japan’s Labor Productivity” (with Hibiki Ichiue), Journal of the Japanese and International Economies 25(2), 107–130, 2011.
- “Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?” (with Ippei Fujiwara, Naohisa Hirakata, Shinichiro Watanabe, and Kentaro Yoshimura), International Finance 8(3), 471–508, 2005.