Daisuke Nagakura : Citation Profile

Keio University

5

H index

2

i10 index

55

Citations

RESEARCH PRODUCTION:

10

Articles

16

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 3
   Journals where Daisuke Nagakura has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 6 (9.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna148
   Updated: 2025-04-19    RAS profile: 2025-04-12    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Daisuke Nagakura.

Is cited by:

Trapani, Lorenzo (10)

Trapani, Lorenzo (10)

Tao, Yubo (6)

Yu, Jun (6)

Horvath, Lajos (6)

Phillips, Peter (6)

Iania, Leonardo (2)

Hill, Jonathan (2)

Creal, Drew (2)

De Backer, Bruno (2)

Dewachter, Hans (2)

Cites to:

Lebaron, Blake (8)

Campbell, John (8)

Mankiw, N. Gregory (8)

Leybourne, Stephen (7)

Horvath, Lajos (5)

Nelson, Charles (5)

Reichlin, Lucrezia (4)

Phillips, Peter (4)

Taylor, Mark (4)

Lippi, Marco (4)

Kiefer, Nicholas (3)

Main data

Production by document typepaperarticle2004200520062007200820092010201120122013201420152016201720182019202002.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200420052006200720082009201020112012201320142015201620172018201920200102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2006200720082009201020112012201320142015201620172018201920202021202220232024202502.557.510Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20042005200620072008200920102011201220132014201520162017201820192020010203040Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents1234567051015Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Daisuke Nagakura has published?

Journals with more than one article published# docs
Economics Bulletin2
Communications in Statistics - Theory and Methods2

Working Papers Series with more than one paper published# docs
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan5

Recent works citing Daisuke Nagakura (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

Full description at Econpapers || Download paper

2024Estimating pre-impact and post-impact evacuation behaviors – An empirical study of hurricane Ida in coastal Louisiana and Mississippi. (2024). Guikema, Seth ; Murray-Tuite, Pamela ; Wernstedt, Kris ; Shen, Jiayun. In: Journal of Transport Geography. RePEc:eee:jotrge:v:118:y:2024:i:c:s0966692324001340.

Full description at Econpapers || Download paper

Works by Daisuke Nagakura:

Year  ↓Title  ↓Type  ↓Cited  ↓
2009TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL* In: The Japanese Economic Review.
[Full Text][Citation analysis]		article8
2011How much Asymmetry is there in Bond Returns and Exchange Rates? In: Bank of Japan Working Paper Series.
[Full Text][Citation analysis]		paper4
2011How much asymmetry is there in bond returns and exchange rates?.(2011) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2013Asymmetry in government bond returns In: AJRC Working Papers.
[Full Text][Citation analysis]		paper6
2013Asymmetry in Government Bond Returns.(2013) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2013Asymmetry in Government Bond Returns.(2013) In: Macroeconomics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2013Asymmetry in government bond returns.(2013) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2013Asymmetry in Government Bond Returns.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2004A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2008A note on the relationship between the information matrx test and a score test for parameter constancy In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2008A note on the two assumptions of standard unobserved components models In: Economics Letters.
[Full Text][Citation analysis]		article3
2012Spurious regressions in technical trading In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2009Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article12
2009A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2009A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component.(2009) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2011A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise.(2011) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise.(2015) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2011How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2008How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models.(2008) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2007Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2008Spurious Regressions in Technical Trading: Momentum or Contrarian? In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2009Inconsistency of a Unit Root Test against Stochastic Unit Root Processes In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper10
2018On the relationship between the matrix operators, vech and vecd In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
2020Further results on the vecd operator and its applications In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
2007Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP In: Working Papers.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team