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 6 149
An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion 0 0 1 22 0 1 20 69
Are Household Inflation Expectations Anchored in Japan? 0 0 0 33 2 6 22 107
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 39 0 0 12 232
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 8 0 1 12 80
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 50 0 2 5 238
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 1 2 185 0 3 21 422
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 0 709 0 3 30 2,014
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy 0 0 0 178 0 1 15 386
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 40 1 1 16 86
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 48 0 2 9 35
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 1 66 1 2 9 78
Characteristics of Uncertainty Indices in the Macroeconomy 0 0 2 28 0 0 16 114
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress 0 0 0 90 0 1 4 256
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 28 0 2 14 246
Disagreement in households' inflation expectations and its evolution 0 0 0 57 0 0 8 138
EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns 0 0 1 343 0 0 16 807
Effectiveness of unconventional monetary policies in a low interest rate environment 0 0 2 112 1 3 24 222
Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 0 0 5 74 0 0 27 192
Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis 0 0 0 29 0 2 11 73
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 86 0 2 16 399
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 17 0 0 4 57
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 8 0 1 8 92
Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model 0 0 0 73 0 1 18 162
Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 0 0 0 55 0 1 10 92
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 9 72
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 7 246
Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 0 0 1 111 0 0 6 198
Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market 0 0 0 63 0 1 37 204
Identifying oil price shocks and their consequences: the role of expectations in the crude oil market 0 0 0 80 0 0 17 215
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 0 0 8 74
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 112 0 0 15 245
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 0 237 0 1 12 463
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 2 31 0 0 19 80
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 1 3 47 0 2 22 105
On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 0 0 0 50 0 1 15 89
Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown 0 0 0 87 0 3 22 528
Steady-state growth 0 0 2 49 3 13 54 517
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution 0 0 0 32 0 1 10 185
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models 0 0 0 39 0 1 7 105
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution 0 0 2 23 0 2 13 93
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution 0 0 0 147 0 1 13 364
Stochastic Volatility with Leverage: Fast Likelihood Inference 0 0 1 172 0 1 17 397
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 13 110
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution 0 0 0 1 0 0 19 121
Stochastic volatility with leverage: fast likelihood inference 0 0 0 0 0 0 10 82
Stochastic volatility with leverage: fast likelihood inference 0 0 0 336 0 2 18 933
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 2 33 0 3 26 121
Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model 0 0 2 25 1 4 27 105
Taylor Rule Yield Curve 0 0 6 82 1 2 28 218
The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis 0 1 2 328 1 5 17 770
The Evolution of Loan Rate Stickiness Across the Euro Area 0 2 2 76 0 2 11 277
The Role of Corporate Governance in Japanese Unlisted Companies 0 0 0 13 0 0 12 75
The natural yield curve: its concept and developments in Japan 0 0 1 60 0 0 8 119
The natural yield curve: its concept and measurement 0 0 0 67 0 1 10 178
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 21 0 7 28 124
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 3 7 18 2,675 5 31 165 7,135
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - 0 0 3 65 0 2 19 187
Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey 0 1 1 17 1 6 17 77
What do negative inflation risk premia tell us? 0 0 0 74 0 1 15 329
Total Working Papers 3 13 63 7,720 17 129 1,099 21,887

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 1 1 7 74
Bayesian Analysis of Latent Threshold Dynamic Models 0 0 4 102 1 6 88 481
Bayesian analysis of multivariate stochastic volatility with skew return distribution 0 0 1 14 0 1 11 62
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy 1 2 6 176 2 12 34 746
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models 0 0 0 31 1 1 12 131
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes 0 0 1 4 1 2 15 41
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress 0 0 0 3 0 1 8 22
Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” 0 0 0 5 0 1 11 38
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach 0 0 1 33 1 2 11 99
Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model 0 0 0 13 0 2 9 40
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 16 0 1 10 58
Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model 0 1 1 21 2 3 16 88
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach 0 1 1 163 1 4 14 497
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market 0 0 1 7 0 1 15 52
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 66 1 2 7 179
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 1 127 0 3 18 349
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 1 4 0 0 12 32
On the reliability of Japanese inflation expectations using purchasing power parity 0 0 0 5 0 2 17 62
Skew selection for factor stochastic volatility models 0 0 0 3 0 0 10 22
Steady‐state growth 0 0 1 7 0 1 32 103
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution 0 1 4 42 1 5 24 116
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 0 0 2 92 0 1 13 191
Stochastic volatility with leverage: Fast and efficient likelihood inference 0 0 1 213 3 3 29 596
The natural yield curve: its concept and measurement 0 0 2 31 0 1 26 130
The role of corporate governance in Japanese unlisted companies 0 0 0 9 0 1 23 101
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 12 1 4 22 96
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 6 14 69 1,123 38 115 435 4,029
Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- 0 0 0 30 0 0 5 83
Total Journal Articles 7 19 97 2,371 54 176 934 8,518

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Statistics updated 2026-08-07