Jouchi Nakajima : Citation Profile


Are you Jouchi Nakajima?

Bank of Japan

15

H index

23

i10 index

1053

Citations

RESEARCH PRODUCTION:

28

Articles

59

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 58
   Journals where Jouchi Nakajima has often published
   Relations with other researchers
   Recent citing documents: 172.    Total self citations: 32 (2.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pna189
   Updated: 2022-08-06    RAS profile: 2022-05-13    
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Relations with other researchers


Works with:

Okuda, Tatsushi (2)

Tamanyu, Yoichiro (2)

Fukuda, Shin-ichi (2)

Kohlscheen, Emanuel (2)

Aastveit, Knut Are (2)

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

Is cited by:

Omori, Yasuhiro (35)

Kastner, Gregor (27)

Michaelis, Henrike (20)

Rodríguez, Gabriel (18)

GUPTA, RANGAN (16)

Feldkircher, Martin (16)

Huber, Florian (15)

Koeda, Junko (14)

Chan, Joshua (13)

Takahashi, Makoto (13)

Thorsrud, Leif (12)

Cites to:

Shephard, Neil (49)

Primiceri, Giorgio (19)

Omori, Yasuhiro (19)

Fukuda, Shin-ichi (18)

Kilian, Lutz (14)

Koop, Gary (13)

Baumeister, Christiane (13)

Yu, Jun (13)

Kashyap, Anil (13)

Hoshi, Takeo (12)

Harvey, Andrew (12)

Main data


Where Jouchi Nakajima has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis3
Economic Analysis and Policy3
The B.E. Journal of Macroeconomics2
Economic Review2
Journal of Applied Statistics2
International Finance2

Working Papers Series with more than one paper published# docs
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo12
Bank of Japan Working Paper Series / Bank of Japan12
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan8
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo6
BIS Working Papers / Bank for International Settlements4
Bank of Japan Research Laboratory Series / Bank of Japan4

Recent works citing Jouchi Nakajima (2022 and 2021)


YearTitle of citing document
2021How does monetary policy affect income inequality in Japan? Evidence from grouped data. (2018). Feldkircher, Martin ; Kakamu, Kazuhiko. In: Papers. RePEc:arx:papers:1803.08868.

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2021Bayesian prediction of jumps in large panels of time series data. (2019). Papaspiliopoulos, Omiros ; Dellaportas, Petros ; Alexopoulos, Angelos. In: Papers. RePEc:arx:papers:1904.05312.

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2021Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol. (2019). Kastner, Gregor ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:1906.12123.

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2021Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021Deep Stochastic Volatility Model. (2021). Chen, Ying ; Xu, Xiuqin. In: Papers. RePEc:arx:papers:2102.12658.

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2021On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707.

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2021Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution. (2021). Nakatsuma, Teruo ; Oya, Sakae. In: Papers. RePEc:arx:papers:2108.04019.

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2021Stochastic volatility model with range-based correction and leverage. (2021). Kurose, Yuta. In: Papers. RePEc:arx:papers:2110.00039.

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2021A Scalable Inference Method For Large Dynamic Economic Systems. (2021). Arcucci, Rossella ; Nadler, Philip ; Khandelwal, Pratha ; Guo, Yi-Ke ; Knottenbelt, William. In: Papers. RePEc:arx:papers:2110.14346.

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2021Is Bitcoin really a currency? A viewpoint of a stochastic volatility model. (2021). Kakamu, Kazuhiko ; Kunimoto, Noriyuki. In: Papers. RePEc:arx:papers:2111.15351.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751.

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2022Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434.

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2021Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US - A Time-Varying Analysis. (2021). Lee, Chien-Chiang ; Wang, En-Ze ; Liu, LU. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:29.

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2021Estrategia de política monetaria e inflación en Japón. (2021). del Rio, Pedro ; Egea, Fructuoso Borrallo. In: Occasional Papers. RePEc:bde:opaper:2116.

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2021Monetary policy strategy and inflation in Japan. (2021). del Rio, Pedro ; Egea, Fructuoso Borrallo. In: Occasional Papers. RePEc:bde:opaper:2116e.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2021Fiscal and monetary policy interactions in a low interest rate world. (2021). Orphanides, Athanasios ; Mojon, Benoit ; Lombardi, Marco ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:954.

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2021On the joint volatility dynamics in international dairy commodity markets. (2021). Kastner, Gregor ; Rezitis, Anthony N. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:704-728.

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2021An Assessment of Abenomics: Evolution and Achievements. (2021). Ito, Takatoshi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:190-219.

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2022Whats Up with Inflation Expectations?. (2022). Yetman, James. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:1:p:136-140.

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2022Quantitative easing and economic growth in Japan: A meta?analysis. (2022). Sequeira, Tiago ; Lopes, Alexandra ; Martins, Luis Filipe ; Linhares, Pedro ; Ferreiralopes, Alexandra. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268.

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2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

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2022On the Relationship between Uhlig Extended and beta?Bartlett Processes. (2022). Irie, Kaoru ; Pea, Victor. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:147-153.

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2021Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1029-1065.

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2021Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi ; Tomioka, Kazuki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1193-1217.

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2021Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago. (2021). Chae, Jiyoung ; Doan, Osman ; Tapinar, Suleyman ; Bera, Anil K. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1243-1272.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Hinterschweiger, Marc ; Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal. In: Bank of England working papers. RePEc:boe:boeewp:0904.

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2022Households Perceived Inflation and CPI Inflation: the Case of Japan. (2022). Tamanyu, Yoichiro ; Takahashi, Yusuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e01.

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2021An effcient exact Bayesian method For state space models with stochastic volatility. (2021). Yu-Fan, Huang. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:10:n:6.

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2022Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4.

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2021The Rise of a New Anchor Currency in RCEP? A Tale of Three Currencies. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/23.

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2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

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2021The Effects of the Covid-19 Pandemic on Stock Markets, CDS and Economic Activity: Time-Varying Evidence from the US and Europe. (2021). Ilhan, Ali ; Akdeniz, Coskun ; Helmi, Mohamad Husam ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9316.

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2021The Effects of Monetary Policy on Output and Inflation in India: A Time-varying Approach. (2021). Deheri, Abdhut. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00060.

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2021Fifty shades of QE: comparing findings of central bankers and academics. (2021). Pastor, Lubos ; Janokova, Martina ; Kempf, Elisabeth ; Fabo, Brian. In: Working Paper Series. RePEc:ecb:ecbwps:20212584.

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2021Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612.

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2021The Nexus Between Oil Price Shock and the Exchange Rate in Bangladesh. (2021). Audry, Noshin Nawal ; Amin, Sakib Bin ; Ulfat, Ahmed Farah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-51.

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2021Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x.

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2021Overall and time-varying effects of global and domestic uncertainty on the Korean economy. (2021). Suh, Hyunduk ; Hwang, So Jung. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000737.

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2021Exploring the sources of inflation dynamics: New evidence from China. (2021). Lee, Chien-Chiang ; Liao, Ying ; Chiang, Shu-Hen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:313-332.

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2021Time-varying effect of macro-prudential policies on household credit growth: Evidence from China. (2021). Xu, Xiangyun ; Jiao, Dongdan ; Li, Guorong ; Chen, Huanhuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:241-254.

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2021Returns, volatility and the cryptocurrency bubble of 2017–18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327.

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2021The rise of a new anchor currency in RCEP? A tale of three currencies. (2021). Zhou, Peng ; Guo, Dong. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002364.

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2022Oil shocks and the U.S. economy in a data-rich model. (2022). Giedeman, Daniel ; Compton, Ryan. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000013.

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2021Mixed-frequency SV model for stock volatility and macroeconomics. (2021). Zheng, Tingguo ; Shang, Yuhuang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:462-472.

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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries. (2021). Zhang, Shuguang ; Wang, Xiangning ; Huang, Qian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302254.

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2022Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Gao, Tianqing ; Mei, Xiaowen ; Pan, Qunxing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947.

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2022How do stock price indices absorb the COVID-19 pandemic shocks?. (2022). He, Qizhi ; Hang, Jianqin ; Ding, Zhijing ; Zhang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000286.

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2021Uncertainty shocks and inflation dynamics in the U.S.. (2021). Magnusson, Leandro ; Haque, Qazi. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521001026.

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2021COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index. (2021). Tessema, Abiot ; Abbas, Syed Kumail ; Polyzos, Stathis ; Rubbaniy, Ghulame. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002949.

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2021A Bayesian robust chi-squared test for testing simple hypotheses. (2021). Tapinar, Suleyman ; Doan, Osman ; Bera, Anil K. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:933-958.

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2022Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321.

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2021Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo. (2021). Czado, Claudia ; Kreuzer, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:130-150.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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2021What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting. (2021). Siklos, Pierre ; Reid, Monique ; du Plessis, Stan. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000261.

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2022Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

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2022Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model. (2022). Hambuckers, J ; Ulm, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:125-148.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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2021The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach. (2021). SAADAOUI, Zied ; Boufateh, Talel. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321004126.

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2022Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402.

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2021Oil prices, policy uncertainty and travel and leisure stocks in China. (2021). Dong, Xuesong ; Chen, Jinyu ; Qin, Yun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000177.

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2021Time-varying effects of oil price shocks and economic policy uncertainty on the nonferrous metals industry: From the perspective of industrial security. (2021). Chen, Ying ; Liao, Jianhui ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000979.

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2021Time-varying impact of oil shocks on trade balances: Evidence using the TVP-VAR model. (2021). Nugent, Jeffrey B ; Atik, Abdurrahman Nazif ; Balli, Esra. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324841.

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2021The impact of extreme structural oil-price shocks on clean energy and oil stocks. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004588.

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2021Dynamics analysis of factors affecting electricity consumption fluctuations based on economic conditions: Application of SVAR and TVP-VAR models. (2021). Rafei, Meysam ; Esmaeili, Parisa. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221005892.

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2021Are oil-clean energy and high technology stock prices in the same straits? Bubbles speculation and time-varying perspectives. (2021). Alola, Andrew ; Thierry, Kacou Yves ; Kassouri, Yacouba. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s036054422101269x.

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2021Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. (2021). Liu, Yun ; Gong, XU ; Wang, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001277.

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2021Does the marginal child increase household debt? – Evidence from the new fertility policy in China. (2021). Yu, Mingzhe ; Deng, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100199x.

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2021Does the Financial Leverage Effect Depend on Volatility Regimes?. (2021). Kim, Jaeho ; Chon, Sora. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320301872.

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2021Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict. (2021). Wang, Ziwei ; Lucey, Brian ; He, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320309715.

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2021Time-varying spillovers between housing sentiment and housing market in the United States?. (2021). GUPTA, RANGAN ; André, Christophe ; Gabauer, David ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064.

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2022Herding intensity and volatility in cryptocurrency markets during the COVID-19. (2022). Cagli, Efe Caglar ; Mandaci, Pinar Evrim. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003846.

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2022Financial cycle and the effect of monetary policy. (2022). Xu, Man ; Zhao, Xiuyi ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005237.

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2022Extreme event shocks and dynamic volatility interactions: The stock, commodity, and carbon markets in China. (2022). Wen, Fenghua ; Zhou, Min ; Liu, Wenhua ; Zhao, Lili. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100578x.

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2021An efficient method for pricing foreign currency options. (2021). Zhang, Shuonan ; Jin, Chenglu ; Yu, Lean ; Zhou, Hanxian ; Chen, Rongda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000147.

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2021Bayesian median autoregression for robust time series forecasting. (2021). Li, Meng ; Zeng, Zijian. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:1000-1010.

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2021Variational Bayes approximation of factor stochastic volatility models. (2021). Nott, David ; Kohn, Robert ; Gunawan, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1355-1375.

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2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

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2022Dynamic logistic regression and variable selection: Forecasting and contextualizing civil unrest. (2022). Wilson, Alyson G ; Korkmaz, Gizem ; Pazdernik, Karl ; Bakerman, Jordan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:648-661.

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2021Capitalizing on prospect theory value: The Asian developed stock markets. (2021). Ju, Biung-Ghi ; Ohk, Seungbin. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142520300438.

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2022The evolution of Japanese keiretsu networks: A review and text network analysis of their perceptions in economics. (2022). Tomeczek, Artur F. In: Japan and the World Economy. RePEc:eee:japwor:v:62:y:2022:i:c:s0922142522000184.

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2022Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

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2021Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle. (2021). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Mallick, Sushanta K ; Augustine, Anish. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:448-471.

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2022Exchange rate pass-through to Japanese prices: Import prices, producer prices, and the core CPI. (2022). Yoshida, Yushi ; Otsubo, Piotr Kansho ; Sasaki, Yuri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s026156062200002x.

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2021Private Equity Buyouts in Japan: Effects on Employment Numbers. (2021). Blind, Georg ; von Mandach, Stefania Lottanti. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:59:y:2021:i:c:s0889158320300587.

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2021The macroeconomic effects of monetary policy: Evidence from Japan. (2021). Kondo, Yoshihiro ; Nagao, Ryoya ; Nakazono, Yoshiyuki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:61:y:2021:i:c:s0889158321000289.

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2021No Successor, No Success? Impact of a Little Son on Business Performance. (2021). Tanaka, Mari ; Murakami, Yoshiaki ; Kodama, Naomi. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:62:y:2021:i:c:s0889158321000484.

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2022Nelson–Siegel decay factor and term premia in Japan. (2022). Sekine, Atsushi ; Koeda, Junko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:64:y:2022:i:c:s0889158322000144.

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2022The impact of guidance, short-term dynamics and individual characteristics on firms’ long-term inflation expectations. (2022). Rosenblatt-Wisch, Rina ; Zanetti, Attilio ; Raggi, Christian ; Hunziker, Hans-Ueli. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:71:y:2022:i:c:s0164070421000793.

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2022Dynamic impact of negative public sentiment on agricultural product prices during COVID-19. (2022). Wang, Fang ; Tang, Hong ; Ye, Deping ; Liu, Sha. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:64:y:2022:i:c:s0969698921003568.

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2021Speculative incentives to hoard aluminum: Relationship between capital gains and inventories. (2021). Heo, Eunnyeong ; Kim, Jihyo . In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309326.

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2021The dynamics of material consumption in phases of the economic cycle for selected emerging countries. (2021). Alola, Andrew ; Sava, Sava ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309491.

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2021Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data. (2021). Demirer, Riza ; Zhang, Hongwei ; Suleman, Muhammad Tahir ; Huang, Wanjun. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000933.

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2021The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis. (2021). Huang, Jianbai ; Ding, Qian ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000945.

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2021Time-varying effect of international iron ore price on China’s inflation: A complete price chain with TVP-SVAR-SV model. (2021). Yang, Shuo ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002142.

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2021Forecasting crude oil real prices with averaging time-varying VAR models. (2021). Drachal, Krzysztof. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002555.

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More than 100 citations found, this list is not complete...

Works by Jouchi Nakajima:


YearTitleTypeCited
2018Effectiveness of unconventional monetary policies in a low interest rate environment In: BIS Working Papers.
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paper13
2018Identifying oil price shocks and their consequences: the role of expectations in the crude oil market In: BIS Working Papers.
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paper16
2021Identifying oil price shocks and their consequences: The role of expectations in the crude oil market.(2021) In: International Finance.
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2018The role of household debt heterogeneity on consumption: Evidence from Japanese household data In: BIS Working Papers.
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paper8
2020The role of household debt heterogeneity on consumption: Evidence from Japanese household data.(2020) In: Economic Analysis and Policy.
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article
2019Steady-state growth In: BIS Working Papers.
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2021Steady?state growth.(2021) In: International Finance.
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article
2012BAYESIAN ANALYSIS OF GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY AND STOCHASTIC VOLATILITY: MODELING LEVERAGE, JUMPS AND HEAVY?TAILS FOR FINANCIAL TIME SERIES In: The Japanese Economic Review.
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article12
2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting In: Working Papers.
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paper17
2020Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting.(2020) In: Journal of the American Statistical Association.
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This paper has another version. Agregated cites: 17
article
2015The natural yield curve: its concept and developments in Japan In: Bank of Japan Research Laboratory Series.
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paper2
2015What do negative inflation risk premia tell us? In: Bank of Japan Research Laboratory Series.
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paper0
2015Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy In: Bank of Japan Research Laboratory Series.
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paper0
2021Using Text Analysis to Gauge the Reasons for Respondents Assessment in the Economy Watchers Survey In: Bank of Japan Research Laboratory Series.
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paper0
2014Disagreement in households inflation expectations and its evolution In: Bank of Japan Review Series.
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paper10
2016Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown In: Bank of Japan Research Papers.
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paper5
2005Bank Health and Investment: An Analysis of Unlisted Companies in Japan In: Bank of Japan Working Paper Series.
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paper11
2005Bank Health and Investment: An Analysis of Unlisted Companies in Japan.(2005) In: CARF F-Series.
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This paper has another version. Agregated cites: 11
paper
2005Bank Health and Investment: An Analysis of Unlisted Companies in Japan.(2005) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 11
paper
2013On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity In: Bank of Japan Working Paper Series.
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paper6
2014On the reliability of Japanese inflation expectations using purchasing power parity.(2014) In: Economic Analysis and Policy.
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This paper has another version. Agregated cites: 6
article
2013Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach In: Bank of Japan Working Paper Series.
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paper34
2016Identifying conventional and unconventional monetary policy shocks: a latent threshold approach.(2016) In: The B.E. Journal of Macroeconomics.
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This paper has another version. Agregated cites: 34
article
2015Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model In: Bank of Japan Working Paper Series.
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paper16
2015Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model In: Bank of Japan Working Paper Series.
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paper21
2015The natural yield curve: its concept and measurement In: Bank of Japan Working Paper Series.
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paper14
2018The natural yield curve: its concept and measurement.(2018) In: Empirical Economics.
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article
2015Are Household Inflation Expectations Anchored in Japan? In: Bank of Japan Working Paper Series.
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paper20
2016Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market In: Bank of Japan Working Paper Series.
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paper3
2020Characteristics of Uncertainty Indices in the Macroeconomy In: Bank of Japan Working Paper Series.
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paper2
2021Supplementary Paper Series for the Assessment (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconom In: Bank of Japan Working Paper Series.
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paper3
2021Supplementary Paper Series for the Assessment (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model In: Bank of Japan Working Paper Series.
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paper0
2021Extracting Firms Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis In: Bank of Japan Working Paper Series.
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paper0
2011Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach In: The B.E. Journal of Macroeconomics.
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article22
2011Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach.(2011) In: IMES Discussion Paper Series.
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This paper has another version. Agregated cites: 22
paper
2013Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns In: Studies in Nonlinear Dynamics & Econometrics.
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article14
2004Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in Journal of Econometrics, 140, 425-449, 2007. ) In: CARF F-Series.
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paper0
2005Deteriorating 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 In: CARF F-Series.
[Full Text][Citation analysis]
paper0
2007Leverage, 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. ) In: CARF F-Series.
[Full Text][Citation analysis]
paper0
2009Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Students t-distribution In: CARF F-Series.
[Citation analysis]
paper42
2010Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student?s t-Distribution.(2010) In: CARF F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2012Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution.(2012) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
article
2010Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Students t-distribution.(2010) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2009Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Students t-Distribution.(2009) In: CIRJE F-Series.
[Citation analysis]
This paper has another version. Agregated cites: 42
paper
2009Leverage, heavy-tails and correlated jumps in stochastic volatility models In: Computational Statistics & Data Analysis.
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article42
2007Leverage, heavy-tails and correlated jumps in stochastic volatility models.(2007) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2012Generalized extreme value distribution with time-dependence using the AR and MA models in state space form In: Computational Statistics & Data Analysis.
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article6
2009Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form.(2009) In: IMES Discussion Paper Series.
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This paper has another version. Agregated cites: 6
paper
2009Generalized extreme value distribution with time-dependence using the AR and MA models in state space form.(2009) In: CIRJE F-Series.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2011Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form.(2011) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2018Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model In: Economic Analysis and Policy.
[Full Text][Citation analysis]
article3
2007Stochastic volatility with leverage: Fast and efficient likelihood inference In: Journal of Econometrics.
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article215
2014Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article31
2018The role of corporate governance in Japanese unlisted companies In: Japan and the World Economy.
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article8
2018The Role of Corporate Governance in Japanese Unlisted Companies.(2018) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2011Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy In: Journal of the Japanese and International Economies.
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article111
2009Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy.(2009) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2009Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy.(2009) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111
paper
2012Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- In: Economic Review.
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article0
2012Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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This paper has another version. Agregated cites: 0
paper
2017Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model In: Economic Review.
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article1
2022An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion In: Discussion paper series.
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paper0
2011Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
paper64
2008EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2009The Evolution of Loan Rate Stickiness Across the Euro Area In: IMES Discussion Paper Series.
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paper2
2010The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis In: IMES Discussion Paper Series.
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paper13
2010How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? In: IMES Discussion Paper Series.
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paper5
2010How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks?.(2010) In: Discussion papers.
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paper
2011Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications In: IMES Discussion Paper Series.
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paper169
2011Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications.(2011) In: Monetary and Economic Studies.
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This paper has another version. Agregated cites: 169
article
2004Stochastic volatility with leverage: fast likelihood inference In: Economics Papers.
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paper8
2004Stochastic volatility with leverage: fast likelihood inference.(2004) In: Economics Series Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2004Stochastic Volatility with Leverage: Fast Likelihood Inference.(2004) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2012Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach In: Journal of Financial Econometrics.
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article1
2020Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” In: Annals of the Institute of Statistical Mathematics.
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article0
2017Bayesian analysis of multivariate stochastic volatility with skew return distribution In: Econometric Reviews.
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article3
2017Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes In: Journal of Applied Statistics.
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article1
2015Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes .(2015) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 1
paper
2015Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes .(2015) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 1
paper
2015Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes .(2015) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 1
paper
2020Skew selection for factor stochastic volatility models In: Journal of Applied Statistics.
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article0
2013Bayesian Analysis of Latent Threshold Dynamic Models In: Journal of Business & Economic Statistics.
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article59
2006Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress In: Journal of the Asia Pacific Economy.
[Full Text][Citation analysis]
article13
2021Taylor Rule Yield Curve In: Working Papers.
[Full Text][Citation analysis]
paper0
2005Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress In: CIRJE F-Series.
[Full Text][Citation analysis]
paper6
2010Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Students t-Distribution Models In: CIRJE F-Series.
[Full Text][Citation analysis]
paper1
2010GH skew Students t-distribution in stochastic volatility model with application to stock returns (in Japanese) In: CIRJE J-Series.
[Full Text][Citation analysis]
paper0

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