Access Statistics for Jouchi Nakajima

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"GH skew Student's t-distribution in stochastic volatility model with application to stock returns" (in Japanese) 0 0 0 69 0 0 0 142
An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion 0 0 1 21 1 3 5 45
Are Household Inflation Expectations Anchored in Japan? 0 0 2 33 2 4 9 84
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 50 0 0 0 233
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 39 0 0 0 220
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 7 0 0 0 66
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 5 181 2 2 14 395
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 3 708 0 0 14 1,981
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy 0 0 3 175 1 2 15 367
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 1 48 0 2 7 26
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 40 1 2 3 67
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 65 1 1 2 69
Characteristics of Uncertainty Indices in the Macroeconomy 0 0 1 25 0 0 7 95
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress 0 0 1 90 0 1 2 252
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress (Subsequently published in "Journal of the Asia Pacific Economy" Vo.11, No.4, December 2006, pp.482-501. ) 0 0 0 27 0 0 1 229
Disagreement in households' inflation expectations and its evolution 0 1 2 57 0 1 8 129
EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns 0 1 2 342 0 1 3 791
Effectiveness of unconventional monetary policies in a low interest rate environment 0 0 2 110 2 2 10 194
Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 1 3 6 67 2 4 14 154
Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis 0 0 0 29 0 0 6 59
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 17 0 0 1 52
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 86 0 1 3 383
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 8 0 0 0 83
Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model 1 1 2 72 4 6 8 143
Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 0 0 0 55 0 0 2 82
How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks? 0 0 1 2 1 1 2 61
How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? 0 0 3 78 0 0 3 238
Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 0 0 1 110 1 2 5 191
Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market 0 0 0 63 2 3 4 166
Identifying oil price shocks and their consequences: the role of expectations in the crude oil market 0 0 0 79 2 2 7 195
Leverage, Heavy-Tails and Correlated Jumps in Stochastic Volatility Models (Revised in January 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2335-2353. April 2009. ) 0 0 0 21 0 0 0 65
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 1 112 0 0 1 229
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 0 237 0 0 1 451
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 1 43 0 2 6 78
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 0 29 1 1 2 60
On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 0 0 0 50 0 0 0 74
Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown 0 0 2 87 1 2 8 504
Steady-state growth 0 3 8 47 1 17 199 449
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution 0 0 0 32 0 0 0 172
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models 0 0 0 39 0 0 0 97
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution 0 0 0 21 0 0 0 79
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution 0 0 0 147 0 0 4 350
Stochastic Volatility with Leverage: Fast Likelihood Inference 0 0 0 171 0 1 1 380
Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in "Journal of Econometrics", 140, 425-449, 2007. ) 0 0 0 18 0 1 2 95
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution 0 0 0 1 0 0 0 101
Stochastic volatility with leverage: fast likelihood inference 0 0 0 336 1 2 5 913
Stochastic volatility with leverage: fast likelihood inference 0 0 0 0 3 6 14 72
Supplementary Paper Series for the "Assessment" (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconomic Model (Q-JEM) 1 1 3 30 1 4 10 91
Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model 0 0 3 22 4 6 21 74
Taylor Rule Yield Curve 1 1 5 73 5 7 29 180
The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis 1 1 5 323 1 2 9 749
The Evolution of Loan Rate Stickiness Across the Euro Area 1 1 1 73 1 1 1 263
The Role of Corporate Governance in Japanese Unlisted Companies 0 0 1 13 0 0 3 62
The natural yield curve: its concept and developments in Japan 0 1 2 59 0 1 3 109
The natural yield curve: its concept and measurement 0 0 2 66 0 1 4 164
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 21 1 1 3 93
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 0 6 53 2,648 13 44 263 6,896
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - 1 1 4 60 1 1 8 164
Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey 0 0 0 16 2 2 18 58
What do negative inflation risk premia tell us? 0 0 1 73 0 0 4 312
Total Working Papers 7 21 128 7,621 58 142 774 20,576

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
BAYESIAN ANALYSIS OF GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY AND STOCHASTIC VOLATILITY: MODELING LEVERAGE, JUMPS AND HEAVY‐TAILS FOR FINANCIAL TIME SERIES 0 0 1 18 0 0 1 65
Bayesian Analysis of Latent Threshold Dynamic Models 0 0 8 98 0 2 19 392
Bayesian analysis of multivariate stochastic volatility with skew return distribution 0 0 1 13 2 3 5 49
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy 1 2 8 168 2 6 30 705
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models 0 0 0 31 0 0 4 117
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes 0 0 0 3 0 0 1 26
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress 0 0 0 3 0 0 0 14
Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” 0 0 0 5 0 0 1 26
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach 0 0 2 31 0 0 2 86
Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model 1 1 2 12 1 2 3 29
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 1 16 0 0 2 47
Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model 0 0 4 20 0 2 12 71
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach 0 0 2 162 1 5 17 480
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market 0 1 1 6 2 3 6 35
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 66 0 1 2 171
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 3 124 0 1 13 328
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 0 3 0 0 3 20
On the reliability of Japanese inflation expectations using purchasing power parity 0 0 0 5 1 1 4 44
Skew selection for factor stochastic volatility models 0 0 1 3 0 0 1 11
Steady‐state growth 0 1 1 5 0 1 13 65
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution 0 0 0 37 2 3 4 91
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 0 0 1 88 0 0 4 175
Stochastic volatility with leverage: Fast and efficient likelihood inference 0 1 12 210 1 3 23 564
The natural yield curve: its concept and measurement 0 2 8 28 0 9 22 100
The role of corporate governance in Japanese unlisted companies 0 0 0 9 0 1 5 75
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 12 2 2 7 72
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 8 31 161 1,012 42 115 585 3,412
Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- 0 0 2 29 0 1 7 77
Total Journal Articles 10 39 219 2,217 56 161 796 7,347

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Statistics updated 2025-03-03