9
H index
8
i10 index
263
Citations
Jun Nagayasu : Citation Profile
Tohoku University | RESEARCH PRODUCTION: 30 Articles 48 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (1998 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jun Nagayasu. | Is cited by:
| Cites to:
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Main data
Where Jun Nagayasu has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 3 |
| Japan and the World Economy | 2 |
| International Review of Economics & Finance | 2 |
| Bulletin of Economic Research | 2 |
| Journal of Economic Integration | 2 |
Recent works citing Jun Nagayasu (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Detecting 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. Full description at Econpapers || Download paper |
| 2019 | REAL 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. Full description at Econpapers || Download paper |
| 2018 | Developing an underlying inflation gauge for China. (2018). Amstad, Marlene ; Ma, Guonan ; Ye, Huan. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_011. Full description at Econpapers || Download paper |
| 2019 | Modelling 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. Full description at Econpapers || Download paper |
| 2019 | Asymmetry 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. Full description at Econpapers || Download paper |
| 2019 | Relationships 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. Full description at Econpapers || Download paper |
| 2017 | Predicting 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. Full description at Econpapers || Download paper |
| 2019 | Property 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2018 | Self-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. Full description at Econpapers || Download paper |
| 2017 | Analysis 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. Full description at Econpapers || Download paper |
| 2017 | Empirical 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. Full description at Econpapers || Download paper |
| 2018 | Yield 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. Full description at Econpapers || Download paper |
| 2018 | Modelling 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. Full description at Econpapers || Download paper |
| 2019 | Convergencia 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. Full description at Econpapers || Download paper |
| 2018 | Common Banking across Heterogenous Regions. (2018). Menna, Lorenzo ; Zhang, Lin ; Jiang, Lunan ; Dia, Enzo. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201802. Full description at Econpapers || Download paper |
| 2018 | Financial 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. Full description at Econpapers || Download paper |
| 2017 | USING 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. Full description at Econpapers || Download paper |
| 2018 | Is 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. Full description at Econpapers || Download paper |
| 2017 | Sources of Regional Inflation in Poland. (2017). Gajewski, Pawel. In: Eastern European Economics. RePEc:mes:eaeuec:v:55:y:2017:i:3:p:261-276. Full description at Econpapers || Download paper |
| 2018 | Housing 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 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. Full description at Econpapers || Download paper |
| 2018 | A 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. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2018 | Property 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. Full description at Econpapers || Download paper |
| 2018 | Co-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. Full description at Econpapers || Download paper |
| 2017 | Panel 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. Full description at Econpapers || Download paper |
| 2017 | Financial 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. Full description at Econpapers || Download paper |
| 2017 | Predicting 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. Full description at Econpapers || Download paper |
Works by Jun Nagayasu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study. In: Bulletin of Economic Research. [Citation analysis] | article | 17 |
| 2012 | COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 2 |
| 2011 | Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | An Investigation of Housing Affordability in the UK Regions In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | An investigation of housing affordability in the UK regions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | The Forward Premium Puzzle and The Euro In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The forward premium puzzle and the Euro.(2014) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | The Forward Premium Puzzle And The Euro.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | The forward premium puzzle and the euro.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | UK House Prices: Convergence Clubs and Spillovers In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | UK house price convergence clubs and spillovers.(2015) In: Journal of Housing Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2013 | UK house prices: convergence clubs and spillovers.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2008 | Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2008 | Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2001 | Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 24 |
| 2000 | Currency Crisis and Contagion; Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand.(2000) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2004 | The effectiveness of Japanese foreign exchange interventions during 1991-2001 In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 2007 | Putting the dividend-price ratio under the microscope In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2003 | Asymmetric effects of monetary indicators on the Japanese yen In: Japan and the World Economy. [Full Text][Citation analysis] | article | 1 |
| 2010 | Macroeconomic interdependence in East Asia In: Japan and the World Economy. [Full Text][Citation analysis] | article | 0 |
| 2010 | Macroeconomic Interdependence in East Asia.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | On the term structure of interest rates and inflation in Japan In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 3 |
| 2007 | Empirical analysis of the exchange rate channel in Japan In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
| 2015 | Currency 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. [Full Text][Citation analysis] | article | 1 |
| 2017 | Global and country-specific movements in real effective exchange rates: Implications for external competitiveness In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 1998 | On 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. [Full Text][Citation analysis] | article | 18 |
| 2011 | Heterogeneity and convergence of regional inflation (prices) In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 9 |
| 2003 | A re-examination of the Japanese money demand function and structural shifts In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 16 |
| 2009 | PPP: Further evidence from Japanese regional data In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 10 |
| 2017 | Inflation and consumption of nontradable goods: Global implications from regional analyses In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 1 |
| 2012 | The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2004 | The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period In: Monetary and Economic Studies. [Full Text][Citation analysis] | article | 6 |
| 2003 | The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period.(2003) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2003 | The Efficiency of the Japanese Equity Market In: IMF Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1998 | Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study In: IMF Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 1998 | Japanese Effective Exchange Rates and Determinants; Prices, Real Interest Rates, and Actual and Optimal Current Accounts In: IMF Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1999 | The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials; A Panel Study In: IMF Working Papers. [Full Text][Citation analysis] | paper | 67 |
| 2000 | The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study.(2000) In: IMF Staff Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | article | |
| 1999 | Determinants of Angola’s Parallel Market Real Exchange Rate In: IMF Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Regional Inflation in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Regional Inflation (Price) Behaviors: Heterogeneity and Convergence In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Domestic Capital Mobility: A Panel Data Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Financial Innovation and Regional Money In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Financial innovation and regional money.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2011 | Regional deposits and demographic changes In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Regional deposits and demographic changes.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2011 | The threshold nonstationary panel data approach to forward premiums In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Regional inflation and industrial structure in monetary union In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Forward Premium Puzzle And Risk Premiums In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Regional inflation, spatial location and the Balassa-Samuelson effect In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Global and country-specific factors in real effective exchange rates In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Regional Inflation and Consumption Behaviors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Inflation and Bubbles in the Japanese Condominium Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Relative Prices and Wages in China: Evidence from a Panel of Provincial Data In: Journal of Economic Integration. [Citation analysis] | article | 2 |
| 2013 | Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations In: Journal of Economic Integration. [Full Text][Citation analysis] | article | 3 |
| 2017 | Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan In: Urban Studies. [Full Text][Citation analysis] | article | 0 |
| 2013 | A dynamic factor approach to domestic capital mobility In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Financial Flows, Global Interest Rates, and Political Integration In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Productivity Spillovers in the Global Market In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Spatial Dependence and Social Networks in Regional Labor Migration In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Homeownership and Residential Mobility during the Lost Decades In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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