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 1 1 21 0 1 3 41
Are Household Inflation Expectations Anchored in Japan? 0 0 3 33 0 1 6 79
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
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 50 0 0 0 233
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 2 4 180 0 2 12 389
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 1 9 706 2 3 27 1,978
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy 0 2 5 175 0 4 15 361
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 40 0 0 0 64
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 2 48 0 1 5 23
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 1 65 0 1 2 68
Characteristics of Uncertainty Indices in the Macroeconomy 0 0 1 25 0 2 7 94
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress 0 1 1 90 0 1 1 251
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 2 228
Disagreement in households' inflation expectations and its evolution 0 0 2 56 0 1 8 128
EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns 0 1 2 341 0 1 5 790
Effectiveness of unconventional monetary policies in a low interest rate environment 0 0 2 108 0 2 8 186
Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 1 1 2 62 1 2 15 146
Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis 0 0 2 29 0 1 12 58
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 6 382
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 0 0 0 70 0 0 5 136
Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 0 0 0 55 1 2 4 82
How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks? 0 1 1 2 0 1 1 60
How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? 0 2 2 77 0 2 7 237
Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 0 0 3 110 0 1 9 189
Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market 0 0 0 63 0 0 2 162
Identifying oil price shocks and their consequences: the role of expectations in the crude oil market 0 0 0 79 0 5 9 193
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 65
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 111 0 0 0 228
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 1 237 0 0 5 451
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 1 2 43 0 3 6 76
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 0 29 0 0 0 58
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 3 86 0 1 14 501
Steady-state growth 1 2 5 43 11 59 196 392
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 1 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 1 1 6 348
Stochastic Volatility with Leverage: Fast Likelihood Inference 0 0 0 171 0 0 0 379
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 2 94
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 0 0 0 5 60
Stochastic volatility with leverage: fast likelihood inference 0 0 0 336 0 0 2 910
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 1 3 29 0 1 7 85
Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model 0 1 4 22 1 5 16 62
Taylor Rule Yield Curve 0 0 7 71 2 8 21 162
The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis 0 0 3 320 1 2 10 744
The Evolution of Loan Rate Stickiness Across the Euro Area 0 0 0 72 0 0 1 262
The Role of Corporate Governance in Japanese Unlisted Companies 0 1 1 13 1 3 3 62
The natural yield curve: its concept and developments in Japan 0 1 2 58 0 1 3 108
The natural yield curve: its concept and measurement 0 1 3 66 0 2 4 163
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 21 0 1 1 91
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 4 13 68 2,627 21 59 321 6,782
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - 0 0 5 59 0 1 8 161
Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey 0 0 1 16 2 7 20 53
What do negative inflation risk premia tell us? 0 0 1 73 0 0 8 312
Total Working Papers 6 33 152 7,570 44 189 833 20,253

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 1 1 1 18 1 1 1 65
Bayesian Analysis of Latent Threshold Dynamic Models 3 4 13 95 3 6 27 384
Bayesian analysis of multivariate stochastic volatility with skew return distribution 0 1 1 13 0 1 4 46
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy 0 2 8 165 0 5 28 690
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models 0 0 0 31 1 1 3 115
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes 0 0 0 3 0 1 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 2 26
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach 0 1 1 30 0 1 3 85
Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model 0 0 3 11 0 0 3 27
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 1 15 0 1 4 46
Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model 0 2 7 20 0 2 15 67
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach 0 1 5 161 1 2 13 469
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market 0 0 0 5 0 0 3 30
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 66 0 0 1 170
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 1 1 3 123 1 3 18 322
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 0 3 0 1 2 19
On the reliability of Japanese inflation expectations using purchasing power parity 0 0 1 5 0 0 2 41
Skew selection for factor stochastic volatility models 0 1 1 3 0 1 1 11
Steady‐state growth 0 0 0 4 1 4 16 61
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution 0 0 0 37 0 1 6 88
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 0 0 3 88 1 2 7 174
Stochastic volatility with leverage: Fast and efficient likelihood inference 0 3 9 203 0 3 21 550
The natural yield curve: its concept and measurement 0 1 9 24 0 4 22 87
The role of corporate governance in Japanese unlisted companies 0 0 0 9 0 2 5 74
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 12 1 1 4 68
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 16 40 173 945 40 122 643 3,159
Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- 0 0 5 29 0 1 12 76
Total Journal Articles 21 58 244 2,126 50 166 867 6,990

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Statistics updated 2024-09-04