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 1 1 2 144
An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion 1 1 1 22 5 5 12 54
Are Household Inflation Expectations Anchored in Japan? 0 0 0 33 2 3 8 88
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 39 1 1 1 221
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 1 8 2 3 5 71
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 50 1 1 1 234
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 1 709 8 9 12 1,993
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 2 183 3 4 13 406
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 1 1 8 373
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 40 2 4 10 75
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 48 0 1 4 28
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 65 0 0 1 69
Characteristics of Uncertainty Indices in the Macroeconomy 1 1 2 27 2 3 6 101
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress 0 0 0 90 0 0 1 252
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 1 28 1 4 7 236
Disagreement in households' inflation expectations and its evolution 0 0 1 57 0 1 3 131
EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns 1 1 2 343 4 6 7 797
Effectiveness of unconventional monetary policies in a low interest rate environment 0 1 2 112 4 7 14 206
Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 0 1 8 72 1 3 22 172
Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis 0 0 0 29 0 1 4 63
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 86 0 3 4 386
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 17 2 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 2 3 86
Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model 0 0 2 73 3 4 11 148
Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 0 0 0 55 1 1 2 84
How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks? 0 1 1 3 1 2 5 65
How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? 0 0 0 78 0 0 1 239
Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 1 1 1 111 1 1 4 193
Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market 0 0 0 63 4 5 9 172
Identifying oil price shocks and their consequences: the role of expectations in the crude oil market 0 0 1 80 0 0 6 199
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 1 66
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 112 2 2 4 233
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 0 237 1 3 3 454
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 2 2 3 46 3 4 11 87
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 1 1 30 1 3 5 64
On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 0 0 0 50 2 6 7 81
Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown 0 0 0 87 1 2 6 508
Steady-state growth 0 1 4 48 2 5 37 469
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution 0 0 0 32 1 2 6 178
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models 0 0 0 39 1 3 4 101
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution 1 1 1 22 2 3 4 83
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution 0 0 0 147 0 0 3 353
Stochastic Volatility with Leverage: Fast Likelihood Inference 0 0 0 171 1 2 4 383
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 5 99
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution 0 0 0 1 2 8 10 111
Stochastic volatility with leverage: fast likelihood inference 0 0 0 336 1 2 7 918
Stochastic volatility with leverage: fast likelihood inference 0 0 0 0 0 2 9 75
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) 2 2 4 33 3 4 12 99
Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model 0 1 2 24 0 2 14 82
Taylor Rule Yield Curve 0 1 7 79 2 6 26 199
The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis 0 1 5 327 1 4 10 757
The Evolution of Loan Rate Stickiness Across the Euro Area 0 0 2 74 1 1 6 268
The Role of Corporate Governance in Japanese Unlisted Companies 0 0 0 13 1 3 4 66
The natural yield curve: its concept and developments in Japan 0 0 1 59 0 0 3 111
The natural yield curve: its concept and measurement 0 0 1 67 2 3 8 171
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 21 1 1 5 97
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 0 1 19 2,661 9 31 167 7,019
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - 1 2 6 65 1 3 9 172
Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey 0 0 0 16 1 4 10 66
What do negative inflation risk premia tell us? 0 0 1 74 2 3 5 317
Total Working Papers 10 20 86 7,686 95 191 594 21,028

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 4 69
Bayesian Analysis of Latent Threshold Dynamic Models 1 1 1 99 2 6 10 400
Bayesian analysis of multivariate stochastic volatility with skew return distribution 0 0 0 13 1 2 7 53
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy 0 2 6 172 3 6 19 718
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models 0 0 0 31 1 1 3 120
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes 0 0 0 3 0 1 2 28
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 2 2 3 29
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach 1 1 2 33 1 2 5 91
Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model 0 0 2 13 0 0 4 31
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 16 0 0 1 48
Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model 0 0 0 20 1 3 6 75
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach 0 0 0 162 0 0 8 483
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market 0 1 2 7 1 3 8 40
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 66 1 1 3 173
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 1 3 127 2 4 8 335
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 0 3 0 2 3 23
On the reliability of Japanese inflation expectations using purchasing power parity 0 0 0 5 2 4 7 50
Skew selection for factor stochastic volatility models 0 0 0 3 0 1 2 13
Steady‐state growth 0 0 3 7 2 5 15 79
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution 1 1 2 39 2 3 8 96
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 0 2 4 92 0 2 5 180
Stochastic volatility with leverage: Fast and efficient likelihood inference 0 1 4 213 4 12 20 581
The natural yield curve: its concept and measurement 0 0 3 29 1 3 16 107
The role of corporate governance in Japanese unlisted companies 0 0 0 9 0 3 7 81
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 12 1 4 8 78
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 6 21 105 1,086 29 105 456 3,753
Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- 0 0 1 30 0 2 4 80
Total Journal Articles 9 31 139 2,317 57 179 642 7,828

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06