Jun Nagayasu : Citation Profile


Are you Jun Nagayasu?

Tohoku University

9

H index

8

i10 index

263

Citations

RESEARCH PRODUCTION:

30

Articles

48

Papers

RESEARCH ACTIVITY:

   20 years (1998 - 2018). See details.
   Cites by year: 13
   Journals where Jun Nagayasu has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 29 (9.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pna93
   Updated: 2019-10-21    RAS profile: 2019-04-17    
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Relations with other researchers


Works with:

Montagnoli, Alberto (5)

MacDonald, Ronald (3)

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

Is cited by:

Cheung, Yin-Wong (8)

Chinn, Menzie (8)

MacDonald, Ronald (8)

Holmes, Mark (5)

Byrne, Joseph (5)

Ferreira, Alex (5)

Chang, Tsangyao (5)

Schmukler, Sergio (5)

Korobilis, Dimitris (5)

Drine, Imed (4)

Rault, Christophe (4)

Cites to:

Frankel, Jeffrey (35)

MacDonald, Ronald (35)

Pesaran, M (22)

Wei, Shang-Jin (19)

Taylor, Mark (19)

Bai, Jushan (19)

Engel, Charles (19)

Ng, Serena (19)

Phillips, Peter (12)

Obstfeld, Maurice (12)

Chinn, Menzie (11)

Main data


Where Jun Nagayasu has published?


Journals with more than one article published# docs
Journal of International Money and Finance3
Japan and the World Economy2
International Review of Economics & Finance2
Bulletin of Economic Research2
Journal of Economic Integration2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany21
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)7
IMF Working Papers / International Monetary Fund7
DSSR Discussion Papers / Graduate School of Economics and Management, Tohoku University6
Working Papers / University of Strathclyde Business School, Department of Economics5
Working Papers / Business School - Economics, University of Glasgow2

Recent works citing Jun Nagayasu (2018 and 2017)


YearTitle of citing document
2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2019REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST. (2019). Bahmani-Oskooee, Mohsen ; Chang, Tsangyao ; Bahmanioskooee, Mohsen ; Ranjbar, Omid ; Elmi, Zahra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:348-358.

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2018Developing an underlying inflation gauge for China. (2018). Amstad, Marlene ; Ma, Guonan ; Ye, Huan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_011.

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2019Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions. (2019). Kurita, Takamitsu ; Almaas, Synne S. In: Journal of Asian Economics. RePEc:eee:asieco:v:61:y:2019:i:c:p:51-64.

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2019Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries. (2019). Sun, Gang ; Kassi, Diby Franois ; Assamoi, Guy Roland ; Rathnayake, Dilesha Nawadali ; Ding, Ning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:357-372.

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2019Relationships among regional housing markets: Evidence on adjustments of housing burden. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:309-318.

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2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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2019Property heterogeneity and convergence club formation among local house prices. (2019). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Journal of Housing Economics. RePEc:eee:jhouse:v:43:y:2019:i:c:p:1-13.

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2017A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data. (2017). Kitamura, Yoshihiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:32-46.

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2018Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention. (2018). Pontines, Victor. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:299-316.

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2017Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:296-308.

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2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries. (2017). Park, Sung Y. ; Li, Haiqi ; Ma, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:211-222.

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2018Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets. (2018). Sowmya, Subramaniam ; Prasanna, Krishna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:178-192.

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2018Modelling long memory in volatility in sub-Saharan African equity markets. (2018). Kuttu, Saint. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:176-185.

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2019Convergencia de los precios locales en México: un enfoque de pruebas entre pares/Convergence of local prices in Mexico: A pairwise approach. (2019). Nava, Abigail Rodriguez ; Benavides, Domingo Rodriguez. In: Estudios Económicos. RePEc:emx:esteco:v:34:y:2019:i:2:p:309-332.

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2018Common Banking across Heterogenous Regions. (2018). Menna, Lorenzo ; Zhang, Lin ; Jiang, Lunan ; Dia, Enzo. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201802.

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2018Financial Innovation, Stock Market Development, and Economic Growth: An Application of ARDL Model. (2018). Qamruzzaman, MD ; Wei, Jianguo. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:69-:d:161634.

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2017USING ARDL APPROACH TO COINTEHRATION FOR INVESTIGATING THE RELATIONSHIP BETWEEN PAYMENT TECHNOLOGIES AND MONEY DEMAND ON A WORLD SCALE. (2017). Aliha, Payam Mohammad ; Said, Fathin Faizah ; Shaar, Abu Hassan ; Sarmidi, Tamat. In: Regional Science Inquiry. RePEc:hrs:journl:v:ix:y:2017:i:2:p:29-37.

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2018Is SADC an optimal currency area? Evidence from the generalized purchasing power parity test. (2018). Breitenbach, Marthinus ; Zerihun, Mulatu F. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:2:d:10.1007_s10644-017-9204-7.

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2017Sources of Regional Inflation in Poland. (2017). Gajewski, Pawel. In: Eastern European Economics. RePEc:mes:eaeuec:v:55:y:2017:i:3:p:261-276.

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2018Housing Market Shocks in Italy: a GVAR approach. (2018). Cipollini, Andrea ; Parla, Fabio. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0069.

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2019A panel analysis of Polish regional cities: residential price convergence in the primary market. (2019). Olszewski, Krzysztof ; Matysiak, George A. In: NBP Working Papers. RePEc:nbp:nbpmis:316.

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2018 Capacidad productiva, cambio técnico y productividad: Estimaciones alternativas del producto de largo plazo. (2018). Jiménez, Félix ; Jimenez, Felix. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00454.

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2018A Sectorial Performance Analysis of Kuala Lumpur Stock Exchange (KLSE, Bursa Malaysia). (2018). Chin, Leong Choong ; Tan, Yee Theng ; Sek, Siok Kun. In: MPRA Paper. RePEc:pra:mprapa:90148.

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2019A Panel Analysis of Polish Regional Cities Residential Price Convergence in the Primary Market. (2019). Olszewski, Krzysztof ; Matysiak, George . In: MPRA Paper. RePEc:pra:mprapa:94660.

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2018Property Heterogeneity and Convergence Club Formation among Local House Prices. (2018). Panagiotidis, Theodore ; Holmes, Mark ; Otero, Jesus. In: Working Paper series. RePEc:rim:rimwps:18-35.

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2018Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis. (2018). Chang, Tsangyao ; Bai, LU ; Li, Xiao-Lin ; Si, Deng-Kui. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:5-19.

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2017Panel Data Analysis of the Proposed Monetary Union in the Southern African Development Community. (2017). Zerihun, Mulatu Fekadu ; Breitenbach, Marthinus. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2017:i:4:p:23-44.

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2017Financial innovation and economic growth in Bangladesh. (2017). Qamruzzaman, MD ; Jianguo, Wei. In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0070-0.

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2017Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326.

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Works by Jun Nagayasu:


YearTitleTypeCited
2002Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study. In: Bulletin of Economic Research.
[Citation analysis]
article17
2012COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research.
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article2
2011Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper.
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paper
2011The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region In: Review of International Economics.
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article0
2013An Investigation of Housing Affordability in the UK Regions In: SIRE Discussion Papers.
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paper1
2013An investigation of housing affordability in the UK regions.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013The Forward Premium Puzzle and The Euro In: SIRE Discussion Papers.
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2014The forward premium puzzle and the Euro.(2014) In: Journal of International Financial Markets, Institutions and Money.
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2013The Forward Premium Puzzle And The Euro.(2013) In: MPRA Paper.
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2013The forward premium puzzle and the euro.(2013) In: Working Papers.
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2013Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: SIRE Discussion Papers.
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2013Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model.(2013) In: Working Papers.
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2013Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate In: SIRE Discussion Papers.
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2013Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate.(2013) In: Working Papers.
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2013UK House Prices: Convergence Clubs and Spillovers In: SIRE Discussion Papers.
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paper6
2015UK house price convergence clubs and spillovers.(2015) In: Journal of Housing Economics.
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article
2013UK house prices: convergence clubs and spillovers.(2013) In: Working Papers.
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2008Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers.
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2008Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers.
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2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers.
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paper4
2010Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal.
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2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers.
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2001Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand In: Journal of Asian Economics.
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article24
2000Currency Crisis and Contagion; Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand.(2000) In: IMF Working Papers.
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2004The effectiveness of Japanese foreign exchange interventions during 1991-2001 In: Economics Letters.
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article16
2007Putting the dividend-price ratio under the microscope In: Finance Research Letters.
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article2
2003Asymmetric effects of monetary indicators on the Japanese yen In: Japan and the World Economy.
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article1
2010Macroeconomic interdependence in East Asia In: Japan and the World Economy.
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2010Macroeconomic Interdependence in East Asia.(2010) In: MPRA Paper.
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2002On the term structure of interest rates and inflation in Japan In: Journal of Economics and Business.
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article3
2007Empirical analysis of the exchange rate channel in Japan In: Journal of International Money and Finance.
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article6
2015Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate In: Journal of International Money and Finance.
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article1
2017Global and country-specific movements in real effective exchange rates: Implications for external competitiveness In: Journal of International Money and Finance.
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article0
1998On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials In: Journal of the Japanese and International Economies.
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article18
2011Heterogeneity and convergence of regional inflation (prices) In: Journal of Macroeconomics.
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2003A re-examination of the Japanese money demand function and structural shifts In: Journal of Policy Modeling.
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2009PPP: Further evidence from Japanese regional data In: International Review of Economics & Finance.
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article10
2017Inflation and consumption of nontradable goods: Global implications from regional analyses In: International Review of Economics & Finance.
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2012The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries In: Structural Change and Economic Dynamics.
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article1
2012The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries.(2012) In: MPRA Paper.
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2004The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period In: Monetary and Economic Studies.
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article6
2003The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period.(2003) In: IMF Working Papers.
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2003The Efficiency of the Japanese Equity Market In: IMF Working Papers.
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1998Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study In: IMF Working Papers.
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paper23
1998Japanese Effective Exchange Rates and Determinants; Prices, Real Interest Rates, and Actual and Optimal Current Accounts In: IMF Working Papers.
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paper3
1999The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials; A Panel Study In: IMF Working Papers.
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2000The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study.(2000) In: IMF Staff Papers.
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1999Determinants of Angola’s Parallel Market Real Exchange Rate In: IMF Working Papers.
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paper3
2010The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region In: MPRA Paper.
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2009Regional Inflation in China In: MPRA Paper.
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2010Regional Inflation (Price) Behaviors: Heterogeneity and Convergence In: MPRA Paper.
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2010Domestic Capital Mobility: A Panel Data Approach In: MPRA Paper.
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2010Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns In: MPRA Paper.
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2011Financial Innovation and Regional Money In: MPRA Paper.
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2012Financial innovation and regional money.(2012) In: Applied Economics.
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2011Regional deposits and demographic changes In: MPRA Paper.
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2012Regional deposits and demographic changes.(2012) In: Applied Economics Letters.
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2011The threshold nonstationary panel data approach to forward premiums In: MPRA Paper.
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2012Regional inflation and industrial structure in monetary union In: MPRA Paper.
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paper1
2012Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods In: MPRA Paper.
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2012The Forward Premium Puzzle And Risk Premiums In: MPRA Paper.
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2013Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: MPRA Paper.
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2014Regional inflation, spatial location and the Balassa-Samuelson effect In: MPRA Paper.
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2015Global and country-specific factors in real effective exchange rates In: MPRA Paper.
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2015Regional Inflation and Consumption Behaviors In: MPRA Paper.
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2016Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries In: MPRA Paper.
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2016Inflation and Bubbles in the Japanese Condominium Market In: MPRA Paper.
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2008Relative Prices and Wages in China: Evidence from a Panel of Provincial Data In: Journal of Economic Integration.
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2013Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations In: Journal of Economic Integration.
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2017Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan In: Urban Studies.
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2013A dynamic factor approach to domestic capital mobility In: Empirical Economics.
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2008Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data In: Applied Financial Economics.
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2018Financial Flows, Global Interest Rates, and Political Integration In: DSSR Discussion Papers.
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2018Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan In: DSSR Discussion Papers.
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2018Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data In: DSSR Discussion Papers.
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2018Productivity Spillovers in the Global Market In: DSSR Discussion Papers.
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2018Spatial Dependence and Social Networks in Regional Labor Migration In: DSSR Discussion Papers.
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2018Homeownership and Residential Mobility during the Lost Decades In: DSSR Discussion Papers.
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