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 1 1 66 1 2 4 128
Are Household Inflation Expectations Anchored in Japan? 0 0 2 27 1 2 16 56
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 1 39 0 0 10 215
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 50 1 2 13 227
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 7 1 3 15 57
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 10 163 2 3 25 326
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 1 9 645 7 13 53 1,688
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy 1 1 7 140 1 1 18 266
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 1 1 64 1 3 11 59
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 2 37 1 1 10 56
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress 0 0 0 88 1 1 7 241
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 2 23 1 1 7 112
Disagreement in households' inflation expectations and its evolution 0 1 3 46 2 6 9 94
EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns 1 1 6 335 2 2 17 766
Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 0 0 3 55 1 2 12 112
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 1 83 0 2 11 357
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 17 0 0 5 45
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 8 3 3 4 80
Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model 0 0 8 68 0 1 14 118
Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 0 0 4 53 1 1 12 63
How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks? 0 0 0 1 0 2 6 53
How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? 0 0 5 70 2 6 33 191
Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 1 1 5 103 2 2 15 161
Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market 0 0 7 62 3 4 36 129
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 16 1 2 6 54
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 111 0 0 6 220
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 2 3 18 198 3 11 43 362
On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 0 0 3 48 1 3 10 62
Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown 1 1 17 74 4 14 183 371
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution 0 0 0 32 2 3 6 169
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models 0 0 1 39 1 1 7 89
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution 0 0 1 17 0 0 8 68
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution 0 0 0 141 0 1 11 322
Stochastic Volatility with Leverage: Fast Likelihood Inference 0 0 0 169 3 4 5 325
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 2 3 11 78
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution 0 0 0 1 1 2 8 90
Stochastic volatility with leverage: fast likelihood inference 0 0 0 335 0 1 10 876
The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis 1 5 22 285 4 12 71 639
The Evolution of Loan Rate Stickiness Across the Euro Area 0 0 1 65 2 3 15 245
The natural yield curve: its concept and developments in Japan 0 1 4 43 1 7 12 71
The natural yield curve: its concept and measurement 0 0 4 55 3 10 20 122
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 11 45 238 2,222 41 137 657 5,030
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - 0 0 5 45 2 4 17 133
What do negative inflation risk premia tell us? 1 3 7 56 2 15 70 184
Total Working Papers 19 65 398 6,220 107 296 1,539 15,110


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 11 0 0 4 50
Bayesian Analysis of Latent Threshold Dynamic Models 0 2 11 43 2 7 39 161
Bayesian analysis of multivariate stochastic volatility with skew return distribution 0 0 2 10 0 3 7 32
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy 2 2 14 132 7 11 48 507
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models 1 1 3 21 3 3 12 90
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach 0 0 0 20 0 3 11 61
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 1 2 12 0 1 5 38
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach 1 3 13 131 6 11 51 387
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 1 65 0 0 6 156
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 1 2 5 109 1 3 19 259
On the reliability of Japanese inflation expectations using purchasing power parity 0 0 1 3 0 1 5 24
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution 0 0 1 27 0 0 4 59
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 0 2 7 80 2 4 19 158
Stochastic volatility with leverage: Fast and efficient likelihood inference 1 5 17 150 3 12 30 345
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 4 21 75 259 10 50 237 888
Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- 0 0 4 19 1 3 16 48
Total Journal Articles 10 39 156 1,092 35 112 513 3,263


Statistics updated 2020-09-04