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 4 6 148
An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion 0 0 1 22 0 7 20 65
Are Household Inflation Expectations Anchored in Japan? 0 0 0 33 0 8 14 98
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 50 0 0 1 234
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 0 39 0 3 7 227
Bank Health and Investment: An Analysis of Unlisted Companies in Japan 0 0 1 8 0 3 9 75
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 1 183 3 7 19 415
Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy 0 0 1 709 0 11 25 2,006
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 0 7 13 380
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 48 1 3 5 31
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 0 0 40 1 5 12 81
Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes 0 1 1 66 1 4 5 74
Characteristics of Uncertainty Indices in the Macroeconomy 0 0 3 28 2 7 14 110
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress 0 0 0 90 0 2 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 0 2 11 240
Disagreement in households' inflation expectations and its evolution 0 0 0 57 1 5 8 137
EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns 0 0 1 343 3 4 13 804
Effectiveness of unconventional monetary policies in a low interest rate environment 0 0 2 112 2 6 23 217
Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 1 1 5 73 5 9 24 182
Extracting Firms' Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis 0 0 0 29 1 3 9 68
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 86 1 5 10 393
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form 0 0 0 17 0 0 3 55
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 8 0 1 5 88
Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model 0 0 1 73 1 9 14 157
Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy 0 0 0 55 0 7 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 6 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 0 3 5 244
Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 0 0 1 111 0 4 7 198
Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market 0 0 0 63 7 17 35 201
Identifying oil price shocks and their consequences: the role of expectations in the crude oil market 0 0 1 80 4 8 12 208
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 2 5 70
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 112 1 9 13 242
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 0 237 3 5 10 461
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 2 46 1 6 17 96
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 1 30 4 8 14 74
On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 0 0 0 50 3 5 12 86
Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown 0 0 0 87 3 11 15 520
Steady-state growth 0 1 2 49 5 21 46 497
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution 0 0 0 32 2 3 10 182
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models 0 0 0 39 1 1 5 102
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution 0 0 1 22 1 3 7 86
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution 0 0 0 147 3 5 10 360
Stochastic Volatility with Leverage: Fast Likelihood Inference 0 1 1 172 2 7 13 393
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 2 7 12 107
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution 0 0 0 1 1 5 17 119
Stochastic volatility with leverage: fast likelihood inference 0 0 0 0 2 5 8 80
Stochastic volatility with leverage: fast likelihood inference 0 0 0 336 2 9 15 928
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 3 13 23 114
Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model 1 1 3 25 6 15 25 99
Taylor Rule Yield Curve 1 2 8 82 4 13 31 216
The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis 0 0 3 327 2 4 11 761
The Evolution of Loan Rate Stickiness Across the Euro Area 0 0 1 74 0 3 9 272
The Role of Corporate Governance in Japanese Unlisted Companies 0 0 0 13 0 3 8 70
The natural yield curve: its concept and developments in Japan 0 1 1 60 0 4 7 117
The natural yield curve: its concept and measurement 0 0 1 67 1 5 11 177
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 21 1 12 18 112
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 3 4 18 2,667 15 44 175 7,089
Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - 0 0 5 65 2 9 17 181
Using Text Analysis to Gauge the Reasons for Respondents' Assessment in the Economy Watchers Survey 0 0 0 16 0 3 12 70
What do negative inflation risk premia tell us? 0 0 1 74 0 5 12 324
Total Working Papers 6 12 75 7,702 103 405 937 21,558

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 0 2 6 71
Bayesian Analysis of Latent Threshold Dynamic Models 0 1 4 102 0 44 80 472
Bayesian analysis of multivariate stochastic volatility with skew return distribution 0 1 1 14 2 5 11 60
Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy 0 0 4 172 1 6 21 726
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models 0 0 0 31 0 7 10 127
Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes 0 1 1 4 2 8 10 36
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress 0 0 0 3 3 7 7 21
Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” 0 0 0 5 1 4 8 34
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach 0 0 2 33 0 4 10 96
Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model 0 0 1 13 0 3 6 35
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form 0 0 0 16 1 4 6 53
Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model 0 0 0 20 0 6 13 84
Identifying conventional and unconventional monetary policy shocks: a latent threshold approach 0 0 0 162 1 5 10 491
Identifying oil price shocks and their consequences: The role of expectations in the crude oil market 0 0 1 7 0 4 9 44
Leverage, heavy-tails and correlated jumps in stochastic volatility models 0 0 0 66 0 2 6 177
Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach 0 0 3 127 1 5 18 346
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting 0 0 0 3 1 4 9 29
On the reliability of Japanese inflation expectations using purchasing power parity 0 0 0 5 0 2 9 54
Skew selection for factor stochastic volatility models 0 0 0 3 0 3 7 18
Steady‐state growth 0 0 2 7 0 10 36 101
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution 1 2 3 41 3 10 16 108
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns 0 0 4 92 2 6 12 187
Stochastic volatility with leverage: Fast and efficient likelihood inference 0 0 3 213 1 5 24 588
The natural yield curve: its concept and measurement 0 1 3 31 3 12 27 127
The role of corporate governance in Japanese unlisted companies 0 0 0 9 0 8 15 92
The role of household debt heterogeneity on consumption: Evidence from Japanese household data 0 0 0 12 2 6 13 86
Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications 3 12 84 1,102 36 92 443 3,875
Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- 0 0 1 30 0 1 4 81
Total Journal Articles 4 18 118 2,342 60 275 846 8,219

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Statistics updated 2026-04-09