Access Statistics for Jouchi Nakajima

Author contact details at EconPapers.

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 6 149
An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion 0 0 1 22 4 5 25 74
Are Household Inflation Expectations Anchored in Japan? 0 0 0 33 2 7 26 112
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 39 0 0 12 232
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 8 0 1 12 81
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 50 0 0 5 238
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 2 185 0 1 21 423
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 0 709 0 3 33 2,017
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy 0 0 0 178 2 3 17 389
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 1 66 0 1 9 78
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 48 0 0 7 35
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 40 1 2 15 87
Characteristics of Uncertainty Indices in the Macroeconomy 0 1 3 29 1 3 18 117
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress 0 0 0 90 0 0 4 256
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 28 0 1 14 247
Disagreement in households' inflation expectations and its evolution 0 0 0 57 0 0 8 138
EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns 0 0 1 343 1 3 19 810
Effectiveness of unconventional monetary policies in a low interest rate environment 0 0 1 112 0 3 25 224
Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 0 1 3 75 0 2 23 194
Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis 0 0 0 29 1 2 13 75
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 17 1 2 6 59
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 86 0 0 15 399
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 8 0 1 9 93
Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model 0 0 0 73 0 1 19 163
Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 0 0 0 55 1 1 10 93
How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks? 0 0 1 3 0 0 9 72
How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? 0 0 0 78 1 1 8 247
Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 1 1 2 112 3 3 9 201
Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market 0 0 0 63 1 3 40 207
Identifying oil price shocks and their consequences: the role of expectations in the crude oil market 0 0 0 80 0 0 16 215
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 1 1 9 75
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 112 0 0 14 245
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 0 237 0 0 10 463
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 3 47 1 1 22 106
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 1 31 0 2 20 82
On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 1 1 1 51 1 1 14 90
Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown 1 1 1 88 1 5 26 533
Steady-state growth 1 1 3 50 3 9 59 523
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution 0 0 0 32 0 0 9 185
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models 0 0 0 39 0 0 7 105
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution 0 0 2 23 2 2 15 95
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution 0 0 0 147 0 2 13 366
Stochastic Volatility with Leverage: Fast Likelihood Inference 0 0 1 172 0 0 16 397
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 0 12 110
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution 0 0 0 1 0 0 18 121
Stochastic volatility with leverage: fast likelihood inference 0 0 0 0 0 1 10 83
Stochastic volatility with leverage: fast likelihood inference 0 0 0 336 0 1 18 934
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) 0 0 2 33 0 1 27 122
Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model 0 0 1 25 0 4 27 108
Taylor Rule Yield Curve 1 1 4 83 2 3 26 220
The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis 0 1 2 329 1 3 17 772
The Evolution of Loan Rate Stickiness Across the Euro Area 0 0 2 76 0 0 10 277
The Role of Corporate Governance in Japanese Unlisted Companies 0 0 0 13 0 1 12 76
The natural yield curve: its concept and developments in Japan 0 0 1 60 1 1 9 120
The natural yield curve: its concept and measurement 0 0 0 67 0 1 10 179
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 21 0 0 28 124
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 0 6 17 2,678 7 23 157 7,153
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - 0 0 2 65 0 1 19 188
Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey 0 0 1 17 0 2 15 78
What do negative inflation risk premia tell us? 0 0 0 74 2 2 17 331
Total Working Papers 5 14 59 7,731 41 116 1,119 21,986

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 0 19 0 1 6 74
Bayesian Analysis of Latent Threshold Dynamic Models 1 1 5 103 1 2 88 482
Bayesian analysis of multivariate stochastic volatility with skew return distribution 0 0 1 14 0 0 11 62
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy 0 1 6 176 3 9 40 753
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models 0 0 0 31 0 1 12 131
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes 0 0 1 4 0 2 14 42
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress 0 0 0 3 0 0 8 22
Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” 0 0 0 5 0 0 11 38
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach 1 1 2 34 2 3 12 101
Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model 0 0 0 13 0 0 9 40
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 16 0 0 10 58
Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model 0 0 1 21 0 2 15 88
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach 0 0 1 163 1 3 16 499
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market 0 0 0 7 0 2 15 54
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 66 1 2 8 180
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 1 2 128 0 1 19 350
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 1 4 0 1 10 33
On the reliability of Japanese inflation expectations using purchasing power parity 0 0 0 5 0 1 17 63
Skew selection for factor stochastic volatility models 0 0 0 3 0 0 10 22
Steady‐state growth 0 0 0 7 1 1 28 104
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution 0 0 4 42 0 2 24 117
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 1 1 1 93 2 2 13 193
Stochastic volatility with leverage: Fast and efficient likelihood inference 0 1 2 214 1 6 30 599
The natural yield curve: its concept and measurement 0 0 2 31 0 0 26 130
The role of corporate governance in Japanese unlisted companies 0 0 0 9 0 0 22 101
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 12 0 1 21 96
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 6 17 65 1,134 14 67 372 4,058
Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- 0 0 0 30 1 1 6 84
Total Journal Articles 9 23 94 2,387 27 110 873 8,574

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Statistics updated 2026-10-11