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 4 142
An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion 0 0 1 20 1 1 10 40
Are Household Inflation Expectations Anchored in Japan? 0 0 4 31 0 0 7 74
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 50 0 0 0 233
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 7 0 0 0 66
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 1 4 15 703 1 5 36 1,962
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 1 176 2 2 13 381
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy 2 2 5 172 2 2 19 351
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 1 65 0 0 2 67
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 1 40 0 0 1 64
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 1 47 0 0 3 19
Characteristics of Uncertainty Indices in the Macroeconomy 0 0 1 24 0 1 8 88
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress 0 0 0 89 0 0 0 250
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 1 2 31 228
Disagreement in households' inflation expectations and its evolution 1 1 3 55 1 1 5 121
EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns 1 1 1 340 1 3 6 788
Effectiveness of unconventional monetary policies in a low interest rate environment 0 2 3 108 0 3 11 184
Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 0 1 1 61 2 5 9 139
Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis 0 0 5 29 2 3 19 52
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 17 0 0 1 51
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 1 86 1 2 11 380
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 1 70 2 2 6 134
Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 0 0 1 55 0 2 6 80
How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks? 0 0 0 1 0 0 0 59
How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? 0 0 0 75 0 3 6 234
Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 0 2 3 109 1 5 8 186
Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market 0 0 0 63 0 1 6 162
Identifying oil price shocks and their consequences: the role of expectations in the crude oil market 0 0 0 79 1 1 7 187
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 2 21 0 1 4 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 1 1 3 237 4 4 10 450
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 1 41 0 0 3 71
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 1 29 0 0 1 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 1 4 85 0 7 23 496
Steady-state growth 0 1 3 39 5 31 106 241
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 1 2 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 2 147 1 3 11 346
Stochastic Volatility with Leverage: Fast Likelihood Inference 0 0 1 171 0 0 9 379
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 1 2 93
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution 0 0 0 1 0 0 5 101
Stochastic volatility with leverage: fast likelihood inference 0 0 0 0 2 3 8 58
Stochastic volatility with leverage: fast likelihood inference 0 0 1 336 0 0 1 908
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 27 0 3 11 81
Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model 0 0 1 19 2 3 12 51
Taylor Rule Yield Curve 0 1 13 66 0 4 28 148
The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis 0 0 6 318 1 2 14 740
The Evolution of Loan Rate Stickiness Across the Euro Area 0 0 0 72 1 1 3 262
The Role of Corporate Governance in Japanese Unlisted Companies 0 0 0 12 0 0 1 59
The natural yield curve: its concept and developments in Japan 0 0 3 57 0 0 8 106
The natural yield curve: its concept and measurement 0 1 3 64 0 1 6 160
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 2 21 0 0 6 90
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 3 13 82 2,591 22 85 391 6,606
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - 0 0 0 54 0 0 3 154
Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey 0 0 2 16 2 4 15 40
What do negative inflation risk premia tell us? 0 0 2 72 0 1 18 308
Total Working Papers 9 32 184 7,482 58 199 936 19,746


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 17 0 0 2 64
Bayesian Analysis of Latent Threshold Dynamic Models 1 6 14 89 3 11 46 371
Bayesian analysis of multivariate stochastic volatility with skew return distribution 0 0 0 12 1 2 4 44
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy 1 2 6 159 5 10 32 674
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models 0 0 1 31 0 1 3 113
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes 0 0 0 3 0 0 1 25
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress 0 0 1 3 0 0 1 14
Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” 0 0 0 5 0 1 1 25
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach 0 0 0 29 0 0 3 84
Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model 0 1 3 9 0 1 4 25
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 1 15 0 0 3 45
Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model 0 0 3 15 0 2 6 57
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach 1 3 6 159 2 4 11 462
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market 0 0 0 5 1 2 6 29
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 66 0 0 0 169
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 2 120 6 8 16 313
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 1 3 0 0 2 17
On the reliability of Japanese inflation expectations using purchasing power parity 0 0 1 5 0 0 3 40
Skew selection for factor stochastic volatility models 0 0 0 2 0 0 0 10
Steady‐state growth 0 0 0 4 0 2 10 50
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution 0 0 1 37 0 2 9 86
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 0 1 3 87 1 3 6 171
Stochastic volatility with leverage: Fast and efficient likelihood inference 0 1 9 196 2 4 54 537
The natural yield curve: its concept and measurement 0 2 6 18 1 4 12 73
The role of corporate governance in Japanese unlisted companies 0 0 0 9 0 0 2 69
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 12 0 0 4 65
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 12 36 200 840 48 158 747 2,783
Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- 0 0 3 27 0 0 7 70
Total Journal Articles 15 52 261 1,977 70 215 995 6,485


Statistics updated 2024-02-04