Link

Preprints

  • “A simple model for the macroscopic fluctuations of temporal networks”, T. Kobayashi and Mathieu Génois, arXiv:2005.09445, May 2020.

  • “Detecting multi-timescale consumption patterns from receipt data: A non-negative tensor factorization approach”, Akira Matsui, T. Kobayashi, Daisuke Moriwaki and Emilio Ferrara, arXiv:2004.13277, April 2020.

  • “Irreversible monetary policy at the zero lower bound”, with Kohei Hasui and Tomohiro Sugo, Discussion Paper No. 1906, Graduate School of Economics, Kobe University, April 2019.

Journal papers: Complex networks

  1. “The structured backbone of temporal social ties”, T. Kobayashi, Taro Takaguchi, Alain Barrat, Nature Communications 10: 220, 2019. [Matlab code for the ST filter] <Press release>

  2. “Identifying relationship lending in the interbank market: A network approach”, T. Kobayashi and Taro Takaguchi, Journal of Banking & Finance 97, 20-36, 2018. [Matlab code for the extraction of relationship lending]

  3. “Extracting the multi-timescale activity patterns of online financial markets”, T. Kobayashi, Anna Sapienza and Emilio Ferrara, Scientific Reports 8, 11184, 2018.

  4. “Social dynamics of financial networks”, T. Kobayashi and Taro Takaguchi,  EPJ Data Science 7:15, 2018. Supplementary Material [Matlab code for generating daily interbank networks]

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

  6. “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]

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

  8. “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

  9. “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]

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

  11. “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.