Preprints

• “Extracting the multi-timescale activity patterns of online financial markets”, T. Kobayashi, Anna Sapienza and Emilio Ferrara, arXiv:1802.07405, Feb 2018.

• “Significant ties: Identifying relationship lending in temporal interbank networks”, T. Kobayashi and Taro Takaguchi, arXiv:1708.08594, Aug 2017.

• “Social dynamics of financial networks”, T. Kobayashi and Taro Takaguchi, arXiv:1703.10832, Mar 2017. [Matlab code for generating daily interbank networks (Zenodo)]
  

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Journal papers: Networks

1. “Network models of financial systemic risk: A review”,  Fabio Caccioli, Paolo Barucca and T. Kobayashi, Journal of Computational Social Science 1, 81-114, 2018.

2. “Fragmenting networks by targeting collective influencers at a mesoscopic level”, T. Kobayashi and Naoki Masuda, Scientific Reports 6, 37778, 2016.  [Matlab code for the CbCI algorithm (Zenodo)]

3. “Trend-driven information cascades on random networks”, T. Kobayashi, Physical Review E 92, 062823, 2015.

4. “Cascades in multiplex financial networks with debts of different seniority”, Charles D. Brummitt and T. Kobayashi, Physical Review E 91, 062813, 2015.

   – This article is featured by APS Physics and Kobe University News

5. “A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades”, T. Kobayashi, Economics Letters 124, 113-116, 2014.  [Matlab code]
   

6.  “Efficient immunization strategies to prevent financial contagion”, T. Kobayashi and Kohei Hasui, Scientific Reports 4, no. 3834, 2014. [Matlab code]
   

7. “Network versus portfolio structure in financial systems”, T. Kobayashi, European Physical Journal B, 2013, 86, 10, 434.

Journal papers: Monetary policy

1. “A note on expectational stability under non-zero trend inflation”, (with Ichiro Muto). Supplementary Appendix,
   Macroeconomic Dynamics, 2013, 17 (3), 681-693. (W.P. version)
   

2. “Firm entry, credit availability and monetary policy”, Journal of Economic Dynamics and Control, 2011, 35, (8), 1245-1272.

3. “Policy irreversibility and interest rate smoothing”, The B.E. Journal of Macroeconomics, 2010, Vol. 10 : Iss. 1 (Topics), Article 30.　[Matlab code]
   

4. “Announcements and the effectiveness of monetary policy: A view from the US prime rate,” Journal of Banking & Finance, 2009, 33, (12), 2253-2266.

5. “Incomplete interest rate pass-through and optimal monetary policy,” International Journal of Central Banking, 2008, 4, (3), 77-118.

6. “Optimal monetary policy and the role of hybrid inflation-price-level targets,” Applied Economics, 2005, 37, (18), 2119-2125.

7. “A model of monetary unification under asymmetric information,” International Review of Economics & Finance, 2005, 14, (1), 1-15.

8. “Hybrid inflation-price-level targeting in an economy with output persistence,” Scottish Journal of Political Economy, 2004, 51, (5), 641-653.

9. “Monetary policy uncertainty and interest rate targeting,” Journal of Macroeconomics, 2004, 26, (4), 725-735.

10. “On the relationship between short- and long-term interest rates,” International Finance, 2004, 7, (2), 261-286.

11. “Multiplicative uncertainty in a model without inflationary bias,” Economics Letters, 2003, 80, (3), 317-321.