Takatoshi Ito
Columbia University
School of International and Public Affairs
International Affairs Building
Room 927, (MC 3333)
420 West 118th Street
New York, NY 10027
Tel: 212-854-6401
Fax: 212-749-1497
E-Mail: 
WWW: https://sipa.columbia.edu/faculty/takatoshi-ito
NBER Program Affiliations:
IFM
NBER Affiliation: Research Associate
Institutional Affiliation: Columbia University
NBER Working Papers and Publications
| April 2017 | Did the Reform Fix the London Fix Problem?
with Masahiro Yamada: w23327
Published: Takatoshi Ito & Masahiro Yamada, 2017. "Did the Reform Fix the London Fix problem?," Journal of International Money and Finance, .
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| November 2016 | Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks
with Masahiro Yamada: w22820
Published: Takatoshi Ito and Masahiro Yamada, "Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing" Journal of International Economics Volume 109, November 2017, Pages 214-234.
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| October 2016 | A New Financial Order in Asia: Will a RMB bloc emerge?
w22755
Published: Takatoshi Ito, 2017. "A new financial order in Asia: Will a RMB bloc emerge?," Journal of International Money and Finance, vol 74, pages 232-257.
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| February 2016 | Japanization: Is it Endemic or Epidemic?
w21954
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| September 2015 | Was the Forex Fixing Fixed?
with Masahiro Yamada: w21518
Published: This working paper was heavily revised and superseded by the following two working papers: (1) Takatoshi Ito and Masahiro Yamada, 'Puzzles in the Forex Tokyo "Fixing": Order Imbalances and Biased Pricing by Banks' NBER working paper, no. 22820. (2) Takatoshi Ito and Masahiro Yamada, 'Did the Reform Fix the London Fix Problem?' NBER working paper, no. 23327. Please use these two working papers for citation.
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| April 2015 | High-frequency, Algorithmic Spillovers Between NASDAQ and Forex
with Masahiro Yamada: w21122
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| March 2015 | Exchange Rate Exposure and Risk Management: The case of Japanese Exporting Firms
with Satoshi Koibuchi, Kiyotaka Sato, Junko Shimizu: w21040
Published: Takatoshi Ito & Satoshi Koibuchi & Kiyotaka Sato & Junko Shimizu, 2016. "Exchange Rate Exposure and Risk Management: The Case of Japanese Exporting Firms," Journal of the Japanese and International Economies, .
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| December 2013 | Comment on "The International Monetary System: Living with Asymmetry"
in Globalization in an Age of Crisis: Multilateral Economic Cooperation in the Twenty-First Century, Robert C. Feenstra and Alan M. Taylor, editors
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| June 2013 | Great Inflation and Central Bank Independence in Japan
in The Great Inflation: The Rebirth of Modern Central Banking, Michael D. Bordo and Athanasios Orphanides, editors
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| November 2012 | Free Lunch! Arbitrage Opportunities in the Foreign Exchange Markets
with Kenta Yamada, Misako Takayasu, Hideki Takayasu: w18541
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| August 2012 | Defying Gravity: How Long Will Japanese Government Bond Prices Remain High?
with Takeo Hoshi: w18287
Published: “Defying Gravity: Can Japanese sovereign debt continue to increase without a crisis?” (Joint with Takatoshi Ito) Economic Policy, January 2014, 5-44.
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| August 2011 | International Reserves and the Global Financial Crisis
with Kathryn M.E. Dominguez, Yuko Hashimoto: w17362
forthcoming in the Journal of International Economics citation courtesy of 
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| June 2011 | International Reserves and the Global Financial Crisis
with Kathryn M. E. Dominguez, Yuko Hashimoto
in Global Financial Crisis, Charles Engel, Kristin Forbes, and Jeffrey Frankel, organizers
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| February 2011 | Introduction to "Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20"
with Andrew K. Rose
in Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, Takatoshi Ito and Andrew K. Rose, editors
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| Indexes
with Andrew K. Rose
in Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, Takatoshi Ito and Andrew K. Rose, editors
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| Front matter, table of contents, acknowledgments
with Andrew K. Rose
in Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, Takatoshi Ito and Andrew K. Rose, editors
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| August 2010 | Introduction to "The Economic Consequences of Demographic Change in East Asia"
with Andrew Rose
in The Economic Consequences of Demographic Change in East Asia, NBER-EASE Volume 19, Takatoshi Ito and Andrew Rose, editors
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| Front matter, acknowledgments, table of contents
with Andrew Rose
in The Economic Consequences of Demographic Change in East Asia, NBER-EASE Volume 19, Takatoshi Ito and Andrew Rose, editors
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| List of contributors, indexes
with Andrew Rose
in The Economic Consequences of Demographic Change in East Asia, NBER-EASE Volume 19, Takatoshi Ito and Andrew Rose, editors
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| July 2010 | Why has the yen failed to become a dominant invoicing currency in Asia? A firm-level analysis of Japanese Exporters' invoicing behavior
with Satoshi Koibuchi, Kiyotaka Sato, Junko Shimizu: w16231
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| Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies
with Kimie Harada, Shuhei Takahashi: w16182
Published: "Is the Distance to Default a Good Measure in Predicting Bank Failures? A case Study of Japanese Major Banks", (with Takatoshi Ito and Shuhei Takahashi ), Japan and the World Economy, 2013, vol. 27.
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| February 2010 | Great Inflation and Central Bank Independence in Japan
w15726
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| June 2009 | Financial Globalization: Editor's Introduction
with Takeo Hoshi
in Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR, Takeo Hoshi and Takatoshi Ito, organizers
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| May 2009 | Effects of Japanese Macroeconomic Announcements on the Dollar/Yen Exchange Rate: High-Resolution Picture
with Yuko Hashimoto: w15020
Published: Journal of the Japanese and International Economies Volume 24, Issue 3, September 2010, Pages 334–354 Cover image Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture Yuko Hashimotoa, E-mail the corresponding author, Takatoshi Itob, c, Corresponding author contact information, E-mail the corresponding author
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| February 2009 | Introduction to "Financial Sector Development in the Pacific Rim, East Asia Seminar on Economics Volume 18"
with Andrew K. Rose
in Financial Sector Development in the Pacific Rim, East Asia Seminar on Economics, Volume 18, Takatoshi Ito and Andrew K. Rose, editors
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| Front matter, acknowledgments
with Andrew K. Rose
in Financial Sector Development in the Pacific Rim, East Asia Seminar on Economics, Volume 18, Takatoshi Ito and Andrew K. Rose, editors
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| December 2008 | Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks
with Kimie Harada: w14518
Published: Harada, Kimie & Ito, Takatoshi, 2011. "Did mergers help Japanese mega-banks avoid failure? Analysis of the distance to default of banks," Journal of the Japanese and International Economies, Elsevier, vol. 25(1), pages 1-22, March. citation courtesy of
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| July 2008 | Front matter, table of contents, acknowledgments
with Andrew K. Rose
in International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy (NBER-EASE Volume 17), Takatoshi Ito and Andrew K. Rose, editors
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| Introduction to "International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy (NBER-EASE Volume 17)"
with Andrew K. Rose
in International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy (NBER-EASE Volume 17), Takatoshi Ito and Andrew K. Rose, editors
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| Price Impacts of Deals and Predictability of the Exchange Rate Movements
with Yuko Hashimoto
in International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy (NBER-EASE Volume 17), Takatoshi Ito and Andrew K. Rose, editors
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| List of Contributors, Indexes
with Andrew K. Rose
in International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy (NBER-EASE Volume 17), Takatoshi Ito and Andrew K. Rose, editors
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| Random Walk or A Run: Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability
with Yuko Hashimoto, Takaaki Ohnishi, Misako Takayasu, Hideki Takayasu, Tsutomu Watanabe: w14160
Published: Yuko Hashimoto & Takatoshi Ito & Takaaki Ohnishi & Misako Takayasu & Hideki Takayasu & Tsutomu Watanabe, 2012. "Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability," Quantitative Finance, vol 12(6), pages 893-905.
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| October 2007 | Introduction to "Fiscal Policy and Management in East Asia, NBER-East Asia Seminar on Economics, Volume 16"
with Andrew K. Rose
in Fiscal Policy and Management in East Asia, NBER-EASE, Volume 16, Takatoshi Ito and Andrew K. Rose, editors
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| Contributors, Index
with Andrew K. Rose
in Fiscal Policy and Management in East Asia, NBER-EASE, Volume 16, Takatoshi Ito and Andrew K. Rose, editors
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| Front matter, table of contents, acknowledgment
with Andrew K. Rose
in Fiscal Policy and Management in East Asia, NBER-EASE, Volume 16, Takatoshi Ito and Andrew K. Rose, editors
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| November 2006 | Price Impacts of Deals and Predictability of the Exchange Rate Movements
with Yuko Hashimoto: w12682
Published: Ito, T. 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.
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| September 2006 | Front matter, Monetary Policy with Very Low Inflation in the Pacific Rim
with Andrew K. Rose
in Monetary Policy with Very Low Inflation in the Pacific Rim, NBER-EASE, Volume 15, Takatoshi Ito and Andrew K. Rose, editors
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| Introduction to EASE-15: Monetary Policy with Very Low Inflation in the Pacific Rim
with Andrew K. Rose
in Monetary Policy with Very Low Inflation in the Pacific Rim, NBER-EASE, Volume 15, Takatoshi Ito and Andrew K. Rose, editors
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| Two Decades of Japanese Monetary Policy and the Deflation Problem
with Frederic S. Mishkin
in Monetary Policy with Very Low Inflation in the Pacific Rim, NBER-EASE, Volume 15, Takatoshi Ito and Andrew K. Rose, editors
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| August 2006 | Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System
with Yuko Hashimoto: w12413
Published: Ito, Takatoshi & Hashimoto, Yuko, 2006. "Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system," Journal of the Japanese and International Economies, Elsevier, vol. 20(4), pages 637-664, December. citation courtesy of
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| July 2006 | Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through
with Kiyotaka Sato: w12395
Published: Ito, Takaytoshi and Kiyotaka Sato. "Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: Vector Autoregression Analysis of the Exchange Rate Pass-Through." Journal of Money, Credit and Banking 40, 7 (October 2008): 1407–1438.
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| August 2005 | Front matter, International Trade in East Asia
with Andrew K. Rose
in International Trade in East Asia, NBER-East Asia Seminar on Economics, Volume 14, Takatoshi Ito and Andrew K. Rose, editors
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| Introduction
with Andrew K. Rose
in International Trade in East Asia, NBER-East Asia Seminar on Economics, Volume 14, Takatoshi Ito and Andrew K. Rose, editors
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| November 2004 | Two Decades of Japanese Monetary Policy and the Deflation Problem
with Frederic S. Mishkin: w10878
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| October 2004 | Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System
with Yuko Hashimoto: w10856
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| Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?
w10818
Published: Takatoshi Ito, 2004. "Inflation Targeting and Japan: Why has the Bank of Japan not Adopted Inflation Targeting?," RBA Annual Conference Volume, in: Christopher Kent & Simon Guttmann (ed.), The Future of Inflation Targeting Reserve Bank of Australia.
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| June 2004 | Front matter, acknowledgments, table of contents
with Andrew K. Rose
in Growth and Productivity in East Asia, NBER-East Asia Seminar on Economics, Volume 13, Takatoshi Ito and Andrew K. Rose, editors
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| Introduction to "Growth and Productivity in East Asia, NBER-East Asia Seminar on Economics, Volume 13"
with Andrew K. Rose
in Growth and Productivity in East Asia, NBER-East Asia Seminar on Economics, Volume 13, Takatoshi Ito and Andrew K. Rose, editors
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| List of Contributors, Indexes
with Andrew K. Rose
in Growth and Productivity in East Asia, NBER-East Asia Seminar on Economics, Volume 13, Takatoshi Ito and Andrew K. Rose, editors
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| May 2004 | What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function
with Tomoyoshi Yabu: w10456
Published: Ito, Takatoshi & Yabu, Tomoyoshi, 2007. "What prompts Japan to intervene in the Forex market? A new approach to a reaction function," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 193-212, March. citation courtesy of
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| April 2004 | High-Frequency Contagion Between the Exchange Rates and Stock Prices
with Yuko Hashimoto: w10448
Published: Dungey, Mardi and Demosthenes N.Tambakis (eds.) Identifying International Financial Contagion: Progress and Challenges CERF Finance and the Economy series. Oxford and New York: Oxford University Press, 2005.
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| January 2004 | Front matter, Governance, Regulation,and Privatization in the Asia-Pacific Region
with Anne O. Krueger
in Governance, Regulation, and Privatization in the Asia-Pacific Region, NBER East Asia Seminar on Economics, Volume 12, Takatoshi Ito and Anne O. Krueger, editors
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| Introduction to "Governance, Regulation, and Privatization in the Asia-Pacific Region, NBER East Asia Seminar on Economics, Volume 12"
with Anne O. Krueger
in Governance, Regulation, and Privatization in the Asia-Pacific Region, NBER East Asia Seminar on Economics, Volume 12, Takatoshi Ito and Anne O. Krueger, editors
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| March 2003 | Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives
with Kimie Harada: w9589
Published: Ito, Takatoshi and Kimie Harada. "Credit Derivatives Premium As A New Japan Premium," Journal of Money, Credit and Banking, 2004, v36(5,Oct), 965-968.
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| January 2003 | Introduction to "Trade in Services in the Asia Pacific Region, NBER East Asia Seminar on Economics (EASE), Volume 11"
with Anne O. Krueger
in Trade in Services in the Asia Pacific Region, NBER East Asia Seminar on Economics (EASE), Volume 11, Takatoshi Ito and Anne O. Krueger, editors
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| Front matter, Trade in Services in the Asia-Pacific Region
with Anne O. Krueger
in Trade in Services in the Asia Pacific Region, NBER East Asia Seminar on Economics (EASE), Volume 11, Takatoshi Ito and Anne O. Krueger, editors
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| December 2002 | High Frequency Contagion of Currency Crises in Asia
with Yuko Hashimoto: w9376
Published: Ito, Takatoshi and Yuko Hashimoto. "High-Frequency Contagion Of Currency Crises In Asia," Asian Economic Journal, 2005, v19(4,Dec), 357-381. citation courtesy of
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| April 2002 | Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s
w8914
Published: Mizen, Paul (ed.) Monetary History, Exchange Rates and Financial Markets, Essays in Honour of Charles Goodhart, Volume 2. Cheltenham U.K. : Edward Elgar Pub, 2003.
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| January 2001 | Front matter, acknowledgment, table of contents
with Anne O. Krueger
in Regional and Global Capital Flows: Macroeconomic Causes and Consequences, NBER-EASE Volume 10, Takatoshi Ito and Anne O. Krueger, editors
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| Introduction to "Regional and Global Capital Flows: Macroeconomic Causes and Consequences, NBER-EASE Volume 10"
with Anne O. Krueger
in Regional and Global Capital Flows: Macroeconomic Causes and Consequences, NBER-EASE Volume 10, Takatoshi Ito and Anne O. Krueger, editors
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| List of Contributors, Indexes
with Anne O. Krueger
in Regional and Global Capital Flows: Macroeconomic Causes and Consequences, NBER-EASE Volume 10, Takatoshi Ito and Anne O. Krueger, editors
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| Comment on "The Impacts of Bank Loans on Economic Development: An Implication for East Asia from an Equilibrium Contract Theory"
in Regional and Global Capital Flows: Macroeconomic Causes and Consequences, NBER-EASE Volume 10, Takatoshi Ito and Anne O. Krueger, editors
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| Comment on "Credibility of Hong Kong's Currency Board: The Role of Institutional Arrangements"
in Regional and Global Capital Flows: Macroeconomic Causes and Consequences, NBER-EASE Volume 10, Takatoshi Ito and Anne O. Krueger, editors
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| November 2000 | Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises
with Kimie Harada: w7997
Published:
- as "Credit Derivatives Premium As A New Japan Premium," Journal of Money, Credit and Banking, Vol. 36, no. 5 (October 2004): 965-968
- International Journal of Finance & Economics, Vol. 10, no. 3 (July 2005): 195-211 citation courtesy of
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| On the Desirability of a Regional Basket Currency Arrangement
with Eiji Ogawa: w8002
Published: Ogawa, Eiji and Takatoshi Ito. "On The Desirability Of A Regional Basket Currency Arrangement," Journal of the Japanese and International Economies, 2002, v16(3,Sep), 317-334. citation courtesy of
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| January 2000 | Capital Flows in Asia
in Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, Sebastian Edwards, editor
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| Front matter, acknowledgments, table of contents
with Anne O. Krueger
in Deregulation and Interdependence in the Asia-Pacific Region, NBER-EASE Volume 8, Takatoshi Ito and Anne O. Krueger, editors
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| Introduction to "Deregulation and Interdependence in the Asia-Pacific Region"
with Anne O. Krueger
in Deregulation and Interdependence in the Asia-Pacific Region, NBER-EASE Volume 8, Takatoshi Ito and Anne O. Krueger, editors
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| List of contributors, Indexes
with Anne O. Krueger
in Deregulation and Interdependence in the Asia-Pacific Region, NBER-EASE Volume 8, Takatoshi Ito and Anne O. Krueger, editors
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| Front Matter to "Role of Foreign Direct Investment in East Asian Economic Development, The (NBER-EASE volume 9)"
with Anne O. Krueger
in The Role of Foreign Direct Investment in East Asian Economic Development, NBER-EASE Volume 9, Takatoshi Ito and Anne O. Krueger, editors
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| Introduction to "Role of Foreign Direct Investment in East Asian Economic Development, The (NBER-EASE volume 9)"
with Anne O. Krueger
in The Role of Foreign Direct Investment in East Asian Economic Development, NBER-EASE Volume 9, Takatoshi Ito and Anne O. Krueger, editors
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| August 1999 | How Did the Dollar Peg Fail in Asia?
with Eiji Ogawa, Yuri Nagataki Sasaki: w6729
Published: Ito, Takatoshi & Ogawa, Eiji & Sasaki, Yuri Nagataki, 1998. "How Did the Dollar Peg Fail in Asia?," Journal of the Japanese and International Economies, Elsevier, vol. 12(4), pages 256-304, December. citation courtesy of
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| July 1999 | Japan's Big Bang and the Transformation of Financial Markets
with Michael Melvin: w7247
Published: Blomstrom, M., B. Gangnes, S. La Croix (eds.) Japan’s New Economy. Oxford University Press, January 2001.
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| May 1999 | Capital Flows in Asia
w7134
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| January 1999 | Introduction to "Changes in Exchange Rates in Rapidly Development Countries: Theory, Practice, and Policy Issues (NBER-EASE volume 7)"
with Anne O. Krueger
in Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues (NBER-EASE volume 7), Takatoshi Ito and Anne O. Krueger, editors
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| Capital Flows to East Asia
with Kathryn M. Dominguez, Moeen Qureshi, Zhang Shengman, Masaru Yoshitomi
in International Capital Flows, Martin Feldstein, editor
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| Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia
with Peter Isard, Steven Symansky
in Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues (NBER-EASE volume 7), Takatoshi Ito and Anne O. Krueger, editors
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| September 1998 | Impacts of the Basle Capital Standard on Japanese Banks' Behavior
with Yuri Nagatake Sasaki: w6730
Published: Ito, Takatoshi and Yuri Nagataki Sasaki. "Impacts Of The Basle Capital Standard On Japanese Banks' Behavior," Journal of the Japanese and International Economies, 2002, v16(3,Sep), 372-397. citation courtesy of
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| March 1997 | Economic Growth and Real Exchange Rate: An Overview of the Balassa-Samuelson Hypothesis in Asia
with Peter Isard, Steven Symansky: w5979
Published: Ito, Takatoshi and Krueger, Anne O. 1999. Changes in Exchange Rates in Rapidly Developing Countries: Theory, Practice, and Policy Issues. Chicago: The University of Chicago Press. pp. 109-130.
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| February 1997 | Is There Private Information in the FX Market? The Tokyo Experiment
with Richard K. Lyons, Michael T. Melvin: w5936
Published: Journal of Finance (June 1998): 1111-1130. citation courtesy of
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| January 1997 | Introduction to "Regionalism versus Multilateral Trade Arrangements"
with Anne O. Krueger
in Regionalism versus Multilateral Trade Arrangements, NBER-EASE Volume 6, Takatoshi Ito and Anne O. Krueger, Eds.
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| January 1996 | Front matter, acknowledgment, table of contents
with Anne O. Krueger
in Financial Deregulation and Integration in East Asia, NBER-EASE Volume 5, Takatoshi Ito and Anne O. Krueger, editors
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| Introduction to "Financial Deregulation and Integration in East Asia, NBER-EASE Volume 5"
with Anne O. Krueger
in Financial Deregulation and Integration in East Asia, NBER-EASE Volume 5, Takatoshi Ito and Anne O. Krueger, editors
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| List of Contributors, Indexes
with Anne O. Krueger
in Financial Deregulation and Integration in East Asia, NBER-EASE Volume 5, Takatoshi Ito and Anne O. Krueger, editors
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| One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading System
with Charles Goodhart, Richard Payne
in The Microstructure of Foreign Exchange Markets, Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini, editors
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| December 1995 | Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market
with Graham Elliott: w5376
Published: Journal of Monetary Economics, Vol. 43, no. 2 (April 1999): 435-456.
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| November 1995 | Explaining Asset Bubbles in Japan
with Tokuo Iwaisako: w5358
Published: Bank of Japan, Monetary and Economic Studies. Vol. 14, July, 1996: 143-193. citation courtesy of
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| April 1995 | One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
with Charles Goodhart, Richard Payne: t0179
Published: Frankel, Jeffrey A., Giampaolo Galli and Alberto Giovannini (eds.) The Microstructure of Foreign Exchange Markets. Chicago: University of Chicago Press, 1996.
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| January 1995 | Front matter, table of contents, acknowledgment
with Anne O. Krueger
in Growth Theories in Light of the East Asian Experience, NBER-EASE Volume 4, Takatoshi Ito and Anne O. Krueger, editors
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| List of Contributors, Indexes
with Anne O. Krueger
in Growth Theories in Light of the East Asian Experience, NBER-EASE Volume 4, Takatoshi Ito and Anne O. Krueger, editors
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| January 1994 | Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets
with Wen-Ling Lin
in The Internationalization of Equity Markets , Jeffrey A. Frankel, editor
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| Front matter, table of contents, acknowledgments
with Anne O. Krueger
in Macroeconomic Linkage: Savings, Exchange Rates, and Capital Flows, NBER-EASE Volume 3, Takatoshi Ito and Anne O. Krueger, editors
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| Introduction to "Macroeconomic Linkage: Savings, Exchange Rates, and Capital Flows, NBER-EASE Volume 3"
with Anne O. Krueger
in Macroeconomic Linkage: Savings, Exchange Rates, and Capital Flows, NBER-EASE Volume 3, Takatoshi Ito and Anne O. Krueger, editors
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| On Recent Movements of Japanese Current Accounts and Capital Flows
in Macroeconomic Linkage: Savings, Exchange Rates, and Capital Flows, NBER-EASE Volume 3, Takatoshi Ito and Anne O. Krueger, editors
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| List of Contributors, Indexes
with Anne O. Krueger
in Macroeconomic Linkage: Savings, Exchange Rates, and Capital Flows, NBER-EASE Volume 3, Takatoshi Ito and Anne O. Krueger, editors
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| Public Policy and Housing in Japan
in Housing Markets in the United States and Japan, Yukio Noguchi and James M. Poterba, editors
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| Public Policies and Household Saving in Japan
with Yukinobu Kitamura
in Public Policies and Household Savings, James M. Poterba, editor
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| December 1993 | Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets
with Wen-Ling Lin: w4592
Published: The Internationalization of Equity Markets, Jeffrey A. Frankel, ed., pp. 309-333, (Chicago: University of Chicago Press: 1994).
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| November 1993 | Short-run and Long-run Expectations of the Yen/Dollar Exchange Rate
w4545
Published: Journal of the Japanese and International Economies, vol. 8, no. 2, June 1994, pp. 119-143. citation courtesy of
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| June 1993 | Efficiency of the Tokyo Housing Market
with Keiko Nosse Hirono: w4382
Published: Bank of Japan Monetary and Economic Studies, vol. 11, no. 1, pp. 1-32 July 1993 citation courtesy of
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| January 1993 | Front matter, table of contents
with Anne O. Krueger
in Trade and Protectionism, NBER-EASE Volume 2, Takatoshi Ito and Anne O. Krueger, editors
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| Introduction to "Trade and Protectionism: NBER-East Asia Seminar on Economics, Volume 2"
with Anne O. Krueger
in Trade and Protectionism, NBER-EASE Volume 2, Takatoshi Ito and Anne O. Krueger, editors
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| List of Contributors, Indexes
with Anne O. Krueger
in Trade and Protectionism, NBER-EASE Volume 2, Takatoshi Ito and Anne O. Krueger, editors
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| U.S. Political Pressure and Economic Liberalization in East Asia
in Regionalism and Rivalry: Japan and the United States in Pacific Asia, Jeffrey Frankel and Miles Kahler, editors
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| January 1992 | Front matter, preface, table of contents
with Anne O. Krueger
in The Political Economy of Tax Reform, NBER-EASE Volume 1, Takatoshi Ito and Anne O. Krueger, editors
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| Introduction to "The Political Economy of Tax Reform, NBER-EASE Volume 1"
with Anne O. Krueger
in The Political Economy of Tax Reform, NBER-EASE Volume 1, Takatoshi Ito and Anne O. Krueger, editors
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| Bequest Taxes and Accumulation of Household Wealth: U.S.-Japan Comparison
with Thomas A. Barthold
in The Political Economy of Tax Reform, NBER-EASE Volume 1, Takatoshi Ito and Anne O. Krueger, editors
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| List of Contributors, Indexes
with Anne O. Krueger
in The Political Economy of Tax Reform, NBER-EASE Volume 1, Takatoshi Ito and Anne O. Krueger, editors
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| November 1991 | Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns
with Wen-Ling Lin, Robert F. Engle: w3911
Published: Review of Financial Studies, Volume 7, Number 3. pp 507-538. (1994)
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| May 1991 | Bequest Taxes and Accumulation of Household Wealth: U.S. - Japan Comparison
with Thomas A. Barthold: w3692
Published: Takatoshi Ito and Anne O. Krueger, eds. The Political Economy of Tax Reform . Chicago: The University of Chicago Press, 1992.
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| January 1991 | Is the Japanese Distribution System Really Inefficient?
with Masayoshi Maruyama
in Trade with Japan: Has the Door Opened Wider?, Paul Krugman, editor
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| October 1990 | International Impacts on Domestic Political Economy: A Case of Japanese General Elections
w3499
Published: Journal of International Money and Finance, Vol. 10, pp. S73-S89, (1991). citation courtesy of
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| Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination
with Robert F. Engle, Wen-Ling Lin: w3504
Published: Journal of International Economics, Vol. 32, pp. 221-240 (1992). citation courtesy of
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| March 1990 | Is the Japanese Distribution System Really Inefficient?
with Masayoshi Maruyama: w3306
Published: Trade With Japan: Has the Door Opened Wider?, ed. Paul Krugman. Chicago: The University of Chicago Press, 1991, pp. 149-173.
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| September 1989 | Estimation and Hypothesis Testing with Restricted Spectral Density Matrices: An Application to Uncovered Interest Parity
with Danny Quah: t0050
Published: "Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity" From International Economic Review, Vol. 30, No. 1, pp. 203-215, (February 1989).
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| Endogenous Election Timings and Political Business Cycles in Japan
w3128
Published: "The Timing of Elections and Political Business Cycles in Japan," Journal of Asian Economics, Vol. 1, No. 1, March 1990, pp. 135-156.
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| Exchange Rates
NBER Reporter Reporter_archive
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| June 1989 | Bonuses, Overtime, and Employment: Korea vs. Japan
with Kyoungsik Kang: w3012
Published: Journal of the Japanese and International Economies, Vol.3, No. 4, pp. 424- 450, (1989). citation courtesy of
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| March 1989 | Is the Bank of Japan a Closet Monetarist? Monetary Targeting in Japan, 1978-1988
w2879
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| September 1988 | Intraday Yen/Dollar Exchange Rate Movements: News or Noise?
with V. Vance Roley: w2703
Published: Journal of International Financial Markets, Institutions and Money, Vol. 1, No. 1, pp. 1-31, (1991).
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| August 1988 | On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market
with Fabio Canova: w2678
Published: "The Time-Series Properties of the Risk Premium in the Yen/Dollar Exchange Market." From Journal of Applied Econometrics, Vol. 6, pp. 125-142, (1991) .
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| Foreign Exchange Rate Expectations: Micro Survey Data
w2679
Published: The American Economic Review, Vol. 80, No. 3, pp. 434-449, (June 1990), pp. 434-449 citation courtesy of
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| News and the Dollar/Yen Exchange Rate, 1931-1933: The End of the Gold Standard, Imperialism, and the Great Depression
with Kunio Okina, Juro Teranishi: w2683
Published: Ito, Takatoshi, Kunio Okina and Juro Teranishi. "New And The Dollar/Yen Exchange Rate, 1931-1933: The End Of The Gold Standard, Imperialism, And The Great Depression," Journal of the Japanese and International Economies, 1993, v7(2,Jun), 107-131. citation courtesy of
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| June 1988 | Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
with Robert F. Engle, Wen-Ling Lin: w2609
Published: Econometrica 1990, Vol. 58, No. 3, pp. 525-542, (May 1990). citation courtesy of
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| May 1988 | On the Consistency of Short-run and Long-run Exchange Rate Expectations
with Kenneth A. Froot: w2577
Published: Froot, Kenneth A. and Takatoshi Ito. "On the Consistency of Short-run and Long-run Exchange Rate Expectations." Journal of International Money and Finance, Vol. 8, no. 4, pp. 487-510, (December 1989). citation courtesy of
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| June 1987 | Housing Finance Imperfections and Private Saving: A Comparative Simulation Analysis of the U.S. and Japan
with Fumio Hayashi, Joel Slemrod: w2272
Published: Journal of the Japanese and International Economies, Vol. 2, (1988), pp. 21 5-238.
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| October 1986 | The Intra-Daily Exchange Rate Dynamics and Monetary Policies After the G5 Agreement
w2048
Published: Ito, Takatoshi. "The Intra-Daily Exchange rate Dynamic and Monetary Policies After the G5 Agreement," Journal of the Japanese and International Economies, Vol. 1, 1987, pp. 275-298.
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| March 1986 | News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?
with V. Vance Roley: w1853
Published: Ito, Takatoshi and V. Vance Roley. "News from the U.S. and Japan: Which Moves the Yen/Dollar Exchange Rate?" Journal of Monetary Economics, Vol. 19, No. 2, 1987, pp. 255-277. citation courtesy of
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| November 1984 | Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity
w1493
Published: The Review of Economics and Statistics, Vol. LXX, No. 2, (May 1988), pp. 29 6-305. citation courtesy of
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| August 1983 | Capital Controls and Covered Interest Parity
w1187
Published: Ito, Takatoshi. "Capital Controls and Covered Interest Parity Between the Dollar and the Yen," Economic Studies Quarterly, Vol. 37, No. 3, September 1986, pp. 223-241.
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| September 1979 | A Stochastic Approach to Disequilibrium Macroeconomics
with Seppo Honkapohja: t0001
Published: Honkapohja, Seppo and Takatoshi Ito. "On Macroeconomic Equilibrium with Stochastic Rationing." Scandinavian Journal of Economics, Vol. 87, No. 1, 1985, pp. 66-88.
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| February 1979 | Non-Trivial Equilibrium in an Economy With Stochastic Rationing
with Seppo Honkapohja: w0322
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| 1979 | A Note on Stochastic Rationing Mechanisms
w0313
Published: Ito, Takatoshi. "An Example of a Non-Walrasian Equilibrium with Stochastic Rationing at the Walrasian Equilibrium Prices." Economic Letters, Vol. 2,(1979), pp. 13-19.
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| September 1978 | Disequilibrium Growth Theory: The Kaldor Model
w0281
Published: Ito, Takatoshi. "Disequilibrium Growth Theory." Journal of Economic Theory , Vol. 23, No. 3, (December 1980), pp. 380-409.
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