{"_buckets": {"deposit": "32ace301-2e6f-4510-a029-2a7ef4b89c3e"}, "_deposit": {"id": "28611", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "28611"}, "status": "published"}, "_oai": {"id": "oai:nagoya.repo.nii.ac.jp:00028611"}, "item_9_biblio_info_6": {"attribute_name": "\u66f8\u8a8c\u60c5\u5831", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2019-09-30", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "1-2", "bibliographicPageEnd": "49", "bibliographicPageStart": "31", "bibliographicVolumeNumber": "67", "bibliographic_titles": [{"bibliographic_title": "\u7d4c\u6e08\u79d1\u5b66"}]}]}, "item_9_description_4": {"attribute_name": "\u6284\u9332", "attribute_value_mlt": [{"subitem_description": "We evaluate stabilizing effects of heightened and time-varying minimum capital requirements on the financial sector and the economy. Under the current Basel regulations with time-varying capital requirements, when financial intermediaries incur losses on capital, they can release extra capital accumulated in advance during normal times. As a result, they do not need to contract credit supply in order to keep their capital ratios high enough during bad times. Our simulation results show that a taxing scheme, which works as capital distribution constraints on intermediaries, significantly enhances stabilizing effects of time-varying minimum capital requirements. This evidence partly provides support for the current Basel III counter-cyclical capital buffer regulations.", "subitem_description_type": "Abstract"}]}, "item_9_identifier_registration": {"attribute_name": "ID\u767b\u9332", "attribute_value_mlt": [{"subitem_identifier_reg_text": "10.18999/ecos.67.1-2.31", "subitem_identifier_reg_type": "JaLC"}]}, "item_9_publisher_32": {"attribute_name": "\u51fa\u7248\u8005", "attribute_value_mlt": [{"subitem_publisher": "\u540d\u53e4\u5c4b\u5927\u5b66\u5927\u5b66\u9662\u7d4c\u6e08\u5b66\u7814\u7a76\u79d1"}]}, "item_9_select_15": {"attribute_name": "\u8457\u8005\u7248\u30d5\u30e9\u30b0", "attribute_value_mlt": [{"subitem_select_item": "publisher"}]}, "item_9_source_id_61": {"attribute_name": "ISSN\uff08Online\uff09", "attribute_value_mlt": [{"subitem_source_identifier": "2434-5741", "subitem_source_identifier_type": "ISSN"}]}, "item_9_source_id_7": {"attribute_name": "ISSN\uff08print\uff09", "attribute_value_mlt": [{"subitem_source_identifier": "0022-9725", "subitem_source_identifier_type": "ISSN"}]}, "item_creator": {"attribute_name": "\u8457\u8005", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "SATO, Yoshiaki"}], "nameIdentifiers": [{"nameIdentifier": "93685", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "\u30d5\u30a1\u30a4\u30eb\u60c5\u5831", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2019-10-08"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "03_SATO-Yoshiaki.pdf", "filesize": [{"value": "4.3 MB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 4300000.0, "url": {"label": "03_SATO-Yoshiaki.pdf", "url": "https://nagoya.repo.nii.ac.jp/record/28611/files/03_SATO-Yoshiaki.pdf"}, "version_id": "95f9b75e-5eba-48b2-b5c3-e0d2c0bb9e0a"}]}, "item_keyword": {"attribute_name": "\u30ad\u30fc\u30ef\u30fc\u30c9", "attribute_value_mlt": [{"subitem_subject": "capital requirements", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Basel III", "subitem_subject_scheme": "Other"}, {"subitem_subject": "DSGE model", "subitem_subject_scheme": "Other"}, {"subitem_subject": "capital distribution constraints", "subitem_subject_scheme": "Other"}, {"subitem_subject": "countercyclical capital buffer", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "\u8a00\u8a9e", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"resourcetype": "departmental bulletin paper", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_title": "Time-varying Bank Capital Requirements with Capital Distribution Constraints : A DSGE Approach", "item_titles": {"attribute_name": "\u30bf\u30a4\u30c8\u30eb", "attribute_value_mlt": [{"subitem_title": "Time-varying Bank Capital Requirements with Capital Distribution Constraints : A DSGE Approach"}]}, "item_type_id": "9", "owner": "1", "path": ["659/853/854/2436"], "permalink_uri": "https://doi.org/10.18999/ecos.67.1-2.31", "pubdate": {"attribute_name": "\u516c\u958b\u65e5", "attribute_value": "2019-10-08"}, "publish_date": "2019-10-08", "publish_status": "0", "recid": "28611", "relation": {}, "relation_version_is_last": true, "title": ["Time-varying Bank Capital Requirements with Capital Distribution Constraints : A DSGE Approach"], "weko_shared_id": null}