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 2 3 4 146
An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion 0 1 1 22 3 12 17 61
Are Household Inflation Expectations Anchored in Japan? 0 0 0 33 5 9 13 95
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 1 8 3 6 9 75
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 39 3 7 7 227
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 50 0 1 1 234
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 1 709 10 20 24 2,005
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 2 183 4 9 19 412
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy 0 0 3 178 6 7 13 379
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 40 3 6 13 79
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 48 1 1 3 29
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 1 1 1 66 2 3 4 72
Characteristics of Uncertainty Indices in the Macroeconomy 0 2 3 28 3 7 11 106
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress 0 0 0 90 1 2 2 254
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 1 28 2 5 11 240
Disagreement in households' inflation expectations and its evolution 0 0 0 57 3 4 6 135
EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns 0 1 1 343 1 8 10 801
Effectiveness of unconventional monetary policies in a low interest rate environment 0 0 2 112 3 12 22 214
Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 0 0 6 72 1 3 22 174
Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis 0 0 0 29 2 4 8 67
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 86 4 6 9 392
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 17 0 2 3 55
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 8 1 3 5 88
Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model 0 0 2 73 3 6 12 151
Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 0 0 0 55 6 7 8 90
How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks? 0 0 1 3 5 6 10 70
How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? 0 0 0 78 3 5 6 244
Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 0 1 1 111 1 3 5 195
Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market 0 0 0 63 7 23 27 191
Identifying oil price shocks and their consequences: the role of expectations in the crude oil market 0 0 1 80 3 4 10 203
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 2 4 5 70
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 112 4 6 8 237
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 0 237 2 5 7 458
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 1 30 4 7 11 70
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 2 3 46 3 9 15 93
On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 0 0 0 50 2 4 9 83
Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown 0 0 0 87 5 7 11 514
Steady-state growth 1 1 2 49 6 15 34 482
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution 0 0 0 32 1 3 8 180
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models 0 0 0 39 0 1 4 101
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution 0 1 1 22 1 3 5 84
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution 0 0 0 147 2 4 7 357
Stochastic Volatility with Leverage: Fast Likelihood Inference 1 1 1 172 5 9 11 391
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 5 6 10 105
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution 0 0 0 1 2 7 15 116
Stochastic volatility with leverage: fast likelihood inference 0 0 0 336 3 5 10 922
Stochastic volatility with leverage: fast likelihood inference 0 0 0 0 3 3 9 78
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 2 4 33 9 14 20 110
Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model 0 0 2 24 6 8 20 90
Taylor Rule Yield Curve 1 2 9 81 5 11 33 208
The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis 0 0 5 327 0 1 9 757
The Evolution of Loan Rate Stickiness Across the Euro Area 0 0 2 74 1 3 8 270
The Role of Corporate Governance in Japanese Unlisted Companies 0 0 0 13 3 5 8 70
The natural yield curve: its concept and developments in Japan 0 0 0 59 3 5 7 116
The natural yield curve: its concept and measurement 0 0 1 67 4 7 12 176
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 21 4 8 12 104
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 0 2 15 2,663 15 50 177 7,060
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - 0 1 6 65 5 6 14 177
Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey 0 0 0 16 2 4 13 69
What do negative inflation risk premia tell us? 0 0 1 74 4 8 11 323
Total Working Papers 4 18 80 7,694 202 422 837 21,355

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 19 1 2 5 70
Bayesian Analysis of Latent Threshold Dynamic Models 1 4 4 102 43 73 79 471
Bayesian analysis of multivariate stochastic volatility with skew return distribution 1 1 1 14 3 6 11 58
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy 0 0 5 172 5 10 22 725
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models 0 0 0 31 5 6 8 125
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes 1 1 1 4 4 4 6 32
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress 0 0 0 3 4 4 4 18
Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” 0 0 0 5 3 6 7 33
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach 0 1 2 33 3 5 9 95
Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model 0 0 2 13 3 4 7 35
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 16 3 4 5 52
Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model 0 0 0 20 6 10 13 84
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach 0 0 0 162 2 5 9 488
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market 0 0 1 7 4 5 11 44
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 66 2 5 6 177
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 3 127 3 11 16 344
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 0 3 1 3 6 26
On the reliability of Japanese inflation expectations using purchasing power parity 0 0 0 5 2 6 11 54
Skew selection for factor stochastic volatility models 0 0 0 3 2 4 6 17
Steady‐state growth 0 0 2 7 10 24 36 101
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution 0 1 2 39 6 10 15 104
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 0 0 4 92 4 5 10 185
Stochastic volatility with leverage: Fast and efficient likelihood inference 0 0 3 213 3 9 23 586
The natural yield curve: its concept and measurement 0 1 2 30 6 15 21 121
The role of corporate governance in Japanese unlisted companies 0 0 0 9 6 9 15 90
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 12 4 7 14 84
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 5 15 91 1,095 31 90 444 3,814
Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- 0 0 1 30 1 1 4 81
Total Journal Articles 8 24 125 2,332 170 343 823 8,114

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