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 3 7 149
An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion 0 0 1 22 3 7 21 68
Are Household Inflation Expectations Anchored in Japan? 0 0 0 33 3 6 17 101
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 1 8 4 4 13 79
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 39 5 5 12 232
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 50 2 2 3 236
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 1 1 1 184 4 7 19 419
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 0 709 5 6 28 2,011
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy 0 0 1 178 5 6 16 385
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 48 2 4 7 33
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 40 4 6 16 85
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 1 66 2 4 7 76
Characteristics of Uncertainty Indices in the Macroeconomy 0 0 2 28 4 8 16 114
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress 0 0 0 90 0 1 3 255
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 4 4 13 244
Disagreement in households' inflation expectations and its evolution 0 0 0 57 1 3 9 138
EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns 0 0 1 343 3 6 16 807
Effectiveness of unconventional monetary policies in a low interest rate environment 0 0 2 112 2 5 25 219
Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 1 2 6 74 10 18 31 192
Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis 0 0 0 29 3 4 12 71
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 86 4 5 14 397
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 17 2 2 5 57
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 8 3 3 8 91
Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model 0 0 1 73 4 10 18 161
Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 0 0 0 55 0 1 9 91
How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks? 0 0 1 3 0 1 8 71
How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? 0 0 0 78 2 2 7 246
Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 0 0 1 111 0 3 7 198
Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market 0 0 0 63 2 12 37 203
Identifying oil price shocks and their consequences: the role of expectations in the crude oil market 0 0 1 80 7 12 19 215
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 4 4 9 74
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 112 3 8 16 245
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 0 237 1 4 11 462
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 1 1 2 31 6 10 19 80
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 2 46 7 10 23 103
On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 0 0 0 50 2 5 14 88
Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown 0 0 0 87 5 11 20 525
Steady-state growth 0 0 2 49 7 22 51 504
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution 0 0 0 32 2 4 12 184
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models 0 0 0 39 2 3 7 104
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution 1 1 2 23 5 7 11 91
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution 0 0 0 147 3 6 13 363
Stochastic Volatility with Leverage: Fast Likelihood Inference 0 0 1 172 3 5 16 396
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 3 5 14 110
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution 0 0 0 1 2 5 19 121
Stochastic volatility with leverage: fast likelihood inference 0 0 0 0 2 4 10 82
Stochastic volatility with leverage: fast likelihood inference 0 0 0 336 3 9 18 931
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 0 3 33 4 8 26 118
Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model 0 1 3 25 2 11 26 101
Taylor Rule Yield Curve 0 1 6 82 0 8 27 216
The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis 0 0 3 327 4 8 15 765
The Evolution of Loan Rate Stickiness Across the Euro Area 0 0 1 74 3 5 10 275
The Role of Corporate Governance in Japanese Unlisted Companies 0 0 0 13 5 5 13 75
The natural yield curve: its concept and developments in Japan 0 1 1 60 2 3 8 119
The natural yield curve: its concept and measurement 0 0 0 67 0 1 10 177
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 21 5 13 22 117
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 1 5 16 2,668 15 44 179 7,104
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - 0 0 4 65 4 8 19 185
Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey 0 0 0 16 1 2 13 71
What do negative inflation risk premia tell us? 0 0 1 74 4 5 16 328
Total Working Papers 5 13 68 7,707 200 403 1,090 21,758

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 19 2 3 7 73
Bayesian Analysis of Latent Threshold Dynamic Models 0 0 4 102 3 4 82 475
Bayesian analysis of multivariate stochastic volatility with skew return distribution 0 0 1 14 1 3 12 61
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy 2 2 6 174 8 9 27 734
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models 0 0 0 31 3 5 12 130
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes 0 0 1 4 3 7 13 39
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress 0 0 0 3 0 3 7 21
Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” 0 0 0 5 3 4 11 37
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach 0 0 2 33 1 2 10 97
Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model 0 0 1 13 3 3 9 38
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 16 4 5 10 57
Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model 0 0 0 20 1 1 14 85
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach 0 0 0 162 2 5 11 493
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market 0 0 1 7 7 7 16 51
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 66 0 0 6 177
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 2 127 0 2 17 346
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 1 1 1 4 3 6 12 32
On the reliability of Japanese inflation expectations using purchasing power parity 0 0 0 5 6 6 15 60
Skew selection for factor stochastic volatility models 0 0 0 3 4 5 11 22
Steady‐state growth 0 0 2 7 1 1 37 102
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution 0 2 3 41 3 7 19 111
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 0 0 4 92 3 5 14 190
Stochastic volatility with leverage: Fast and efficient likelihood inference 0 0 3 213 5 7 29 593
The natural yield curve: its concept and measurement 0 1 3 31 2 8 28 129
The role of corporate governance in Japanese unlisted companies 0 0 0 9 8 10 23 100
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 12 6 8 19 92
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 7 14 83 1,109 39 100 440 3,914
Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- 0 0 1 30 2 2 6 83
Total Journal Articles 10 20 118 2,352 123 228 917 8,342

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Statistics updated 2026-05-06