16
H index
23
i10 index
1281
Citations
Bank of Japan | 16 H index 23 i10 index 1281 Citations RESEARCH PRODUCTION: 28 Articles 59 Papers RESEARCH ACTIVITY: 18 years (2004 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pna189 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jouchi Nakajima. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Analysis and Policy | 3 |
Computational Statistics & Data Analysis | 3 |
Journal of Applied Statistics | 2 |
International Finance | 2 |
Economic Review | 2 |
The B.E. Journal of Macroeconomics | 2 |
Year | Title of citing document |
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2023 | Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/064. Full description at Econpapers || Download paper |
2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper |
2023 | Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper |
2023 | Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970. Full description at Econpapers || Download paper |
2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
2023 | Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061. Full description at Econpapers || Download paper |
2023 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper |
2023 | Stochastic volatility models with skewness selection. (2023). Lopes, Hedibert Freitas ; Batista, Igor Ferreira. In: Papers. RePEc:arx:papers:2312.00282. Full description at Econpapers || Download paper |
2023 | Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45. Full description at Econpapers || Download paper |
2023 | Utiliser la presse pour construire un nouvel indicateur de perception d’inflation en France. (2023). Pierre-Antoine, Robert ; Annabelle, De Gaye ; Alexandre, Dhenin ; Julien, Denes ; Jean-Charles, Bricongne ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:921. Full description at Econpapers || Download paper |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper |
2023 | Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121. Full description at Econpapers || Download paper |
2023 | The Slope of the Phillips Curve for Service Prices in Japan: Regional Panel Data Approach. (2023). Okuda, Tatsushi ; Kishaba, Yui. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e08. Full description at Econpapers || Download paper |
2023 | Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises. (2023). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf555. Full description at Econpapers || Download paper |
2023 | Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models. (2023). Yang, Wen-Hsi ; Holan, Scott H ; Sui, Yuelei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:181:y:2023:i:c:s0167947323000014. Full description at Econpapers || Download paper |
2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper |
2023 | Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366. Full description at Econpapers || Download paper |
2023 | Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries. (2023). Castillo, Paul ; Vassallo, Renato ; Rodriguez, Gabriel. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001141. Full description at Econpapers || Download paper |
2023 | Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372. Full description at Econpapers || Download paper |
2023 | Estimating and testing skewness in a stochastic volatility model. (2023). Ho, Kyu ; Lee, Cheol Woo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:445-467. Full description at Econpapers || Download paper |
2023 | Blockchain market and green finance: The enablers of carbon neutrality in China. (2023). Badarcea, Roxana Maria ; Li, Yameng ; Zhang, Xiaojing ; Qin, Meng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006302. Full description at Econpapers || Download paper |
2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper |
2023 | The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172. Full description at Econpapers || Download paper |
2023 | The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062. Full description at Econpapers || Download paper |
2023 | Dynamic effects and driving intermediations of oil price shocks on major economies. (2023). Chai, Jian ; Xiao, Hao ; Lin, Jie. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002773. Full description at Econpapers || Download paper |
2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper |
2023 | Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Liu, Tangyong ; Jin, Yujing ; Gong, XU. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512. Full description at Econpapers || Download paper |
2023 | Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework. (2023). Guo, Lili ; Huang, Xinya ; Li, Qingman. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000182. Full description at Econpapers || Download paper |
2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper |
2023 | Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices. (2023). Shen, Weibing ; Tian, Huiting ; Huang, Junbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001606. Full description at Econpapers || Download paper |
2023 | Time-varying linkages between energy and stock markets: Dynamic spillovers and driving factors. (2023). Guo, NA ; Zhang, Jun ; Feng, Huiqun. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002302. Full description at Econpapers || Download paper |
2023 | Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523. Full description at Econpapers || Download paper |
2023 | The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China. (2023). Cheung, Adrian ; Yan, Wan-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322005773. Full description at Econpapers || Download paper |
2023 | Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769. Full description at Econpapers || Download paper |
2023 | The differential effects of climate risks on non-fossil and fossil fuel stock markets: Evidence from China. (2023). Li, Xiru ; Zhang, Bokai ; Deng, Yuanyue ; Hu, Xin ; Zhu, BO. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003343. Full description at Econpapers || Download paper |
2023 | Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597. Full description at Econpapers || Download paper |
2023 | Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476. Full description at Econpapers || Download paper |
2023 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838. Full description at Econpapers || Download paper |
2023 | Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654. Full description at Econpapers || Download paper |
2023 | Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions. (2023). Zhang, Yaojie ; Xiao, Jihong ; Wang, Yudong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200681x. Full description at Econpapers || Download paper |
2023 | The impact of oil shocks from different sources on Chinas clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective. (2023). Lin, Boqiang ; Zhang, Hongwei ; Shi, Fengyuan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300065x. Full description at Econpapers || Download paper |
2023 | Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757. Full description at Econpapers || Download paper |
2023 | The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Liu, Hong ; Xiao, Jihong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441. Full description at Econpapers || Download paper |
2023 | Relationships among geopolitical risk, trade policy uncertainty, and crude oil import prices: Evidence from China. (2023). Zhang, Xiaoyu ; Song, Yuegang ; Hu, Guoheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002660. Full description at Econpapers || Download paper |
2023 | Impact of geopolitical risk on the volatility of natural resource commodity futures prices in China. (2023). Hu, Jiaying ; Zhao, Chunguang ; Zheng, Deyuan. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002799. Full description at Econpapers || Download paper |
2023 | The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003653. Full description at Econpapers || Download paper |
2023 | Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858. Full description at Econpapers || Download paper |
2023 | Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:377-387. Full description at Econpapers || Download paper |
2023 | Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185. Full description at Econpapers || Download paper |
2023 | How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610. Full description at Econpapers || Download paper |
2023 | The impact of central bank digital currency news on the stock and cryptocurrency markets: Evidence from the TVP-VAR model. (2023). Akdeniz, Cokun ; Atik, Abdurrahman Nazif ; Helmi, Mohamad Husam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000946. Full description at Econpapers || Download paper |
2023 | Oil price shocks and energy transition in Africa. (2023). Nchofoung, Tii. In: Working Papers. RePEc:exs:wpaper:23/064. Full description at Econpapers || Download paper |
2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470. Full description at Econpapers || Download paper |
2023 | A Financial Stress Index for a Small Open Economy: The Australian Case. (2023). Gomis-Porqueras, Pedro ; Zhou, Xuan ; Ruprecht, Romina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-29. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The Governance and Disclosure of IFRS 9 Economic Scenarios. (2023). Stander, Yolanda S. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:47-:d:1033854. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model. (2023). Ivanov, Roman V. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:111-:d:1167116. Full description at Econpapers || Download paper |
2023 | Research on the Impact of Global Economic Policy Uncertainty on Manufacturing: Evidence from China, the United States, and the European Union. (2023). Bai, Yuhang ; Li, Yifei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11217-:d:1196963. Full description at Econpapers || Download paper |
2023 | Dynamic Effects of Climate Policy Uncertainty on Green Bond Volatility: An Empirical Investigation Based on TVP-VAR Models. (2023). Wang, Guodong ; Liu, Ruoyu ; Zhang, Maojun ; Yu, Jiasheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1692-:d:1037260. Full description at Econpapers || Download paper |
2023 | A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2023-02. Full description at Econpapers || Download paper |
2023 | High-frequency realized stochastic volatility model. (2023). Nakajima, Jouchi ; Watanabe, Toshiaki. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-127. Full description at Econpapers || Download paper |
2023 | Estimation of firms inflation expectations using the survey DI. (2023). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:749. Full description at Econpapers || Download paper |
2023 | Estimating trend inflation in a regime-switching Phillips curve. (2023). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:750. Full description at Econpapers || Download paper |
2023 | Identifying Quantitative and Qualitative Monetary Policy Shocks. (2023). Takahashi, Koji ; Shibamoto, Masahiko ; Nakashima, Kiyotaka. In: Discussion Paper Series. RePEc:kob:dpaper:dp2019-09. Full description at Econpapers || Download paper |
2023 | Inflation, Business Cycle, and Monetary Policy: The Role of Inflationary Pressure. (2023). Shibamoto, Masahiko. In: Discussion Paper Series. RePEc:kob:dpaper:dp2023-04. Full description at Econpapers || Download paper |
2023 | A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Panagiotidis, Theodore ; Papapanagiotou, Georgios. In: Discussion Paper Series. RePEc:mcd:mcddps:2023_05. Full description at Econpapers || Download paper |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
2023 | Credit risk linkages in the international banking network, 2000–2019. (2023). Parfenov, Daniil ; Stolbov, Mikhail. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00126-0. Full description at Econpapers || Download paper |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116310. Full description at Econpapers || Download paper |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: MPRA Paper. RePEc:pra:mprapa:116347. Full description at Econpapers || Download paper |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116355. Full description at Econpapers || Download paper |
2023 | The Financial Conditions Index as an additional tool for policymakers in developing countries: the Mexican case. (2023). Vivero, Ana Laura ; Napolitano, Oreste ; Salvatore, Capasso. In: CSEF Working Papers. RePEc:sef:csefwp:664. Full description at Econpapers || Download paper |
2023 | Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models. (2023). Ravishanker, Nalini ; Chen, Ming-Hui ; Hu, Guanyu. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01266-9. Full description at Econpapers || Download paper |
2023 | Bayesian nonlinear expectation for time series modelling and its application to Bitcoin. (2023). Siu, Tak Kuen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02255-z. Full description at Econpapers || Download paper |
2023 | Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x. Full description at Econpapers || Download paper |
2023 | The time-varying relationship between CO2 emissions, heterogeneous energy consumption, and economic growth in China. (2023). Hu, Guangwen ; Lu, Kuanyuting ; Mu, Xianzhong ; Xie, Liang. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:8:d:10.1007_s10668-022-02371-x. Full description at Econpapers || Download paper |
2023 | Are life insurance futures a safe haven during COVID-19?. (2023). Lee, Yuan-Ming ; Wang, Kuan-Min. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00411-z. Full description at Econpapers || Download paper |
2023 | Market capitalization shock effects on open innovation models in e-commerce: golden cut q-rung orthopair fuzzy multicriteria decision-making analysis. (2023). Mikhaylov, Alexey ; Yuksel, Serhat ; Diner, Hasan ; Moiseev, Nikita. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00461-x. Full description at Econpapers || Download paper |
2023 | A Bayesian analysis based on multivariate stochastic volatility model: evidence from green stocks. (2023). Zhang, Jing ; Ma, Ming. In: Journal of Combinatorial Optimization. RePEc:spr:jcomop:v:45:y:2023:i:1:d:10.1007_s10878-022-00936-0. Full description at Econpapers || Download paper |
2023 | Time varying dynamics of globalization effect in India. (2023). Kumar, Nand ; Gupta, Shikha. In: Portuguese Economic Journal. RePEc:spr:portec:v:22:y:2023:i:1:d:10.1007_s10258-020-00190-4. Full description at Econpapers || Download paper |
2023 | Bayesian Modelling of TVP-VARs Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:str:wpaper:2308. Full description at Econpapers || Download paper |
2023 | A Truncated Mixture Transition Model for Interval-valued Time Series. (2023). Luo, Yun ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202315. Full description at Econpapers || Download paper |
2023 | BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074. Full description at Econpapers || Download paper |
2023 | TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022. Full description at Econpapers || Download paper |
2023 | Understanding trend inflation through the lens of the goods and services sectors. (2023). Wong, Benjamin ; Eo, Yunjong ; Uzeda, Luis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:751-766. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Effectiveness of unconventional monetary policies in a low interest rate environment In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | Identifying oil price shocks and their consequences: the role of expectations in the crude oil market In: BIS Working Papers. [Full Text][Citation analysis] | paper | 21 |
2021 | Identifying oil price shocks and their consequences: The role of expectations in the crude oil market.(2021) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2018 | The role of household debt heterogeneity on consumption: Evidence from Japanese household data In: BIS Working Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | The role of household debt heterogeneity on consumption: Evidence from Japanese household data.(2020) In: Economic Analysis and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2019 | Steady-state growth In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Steady?state growth.(2021) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2012 | BAYESIAN ANALYSIS OF GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY AND STOCHASTIC VOLATILITY: MODELING LEVERAGE, JUMPS AND HEAVY?TAILS FOR FINANCIAL TIME SERIES In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 14 |
2019 | Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 26 |
2020 | Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting.(2020) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2015 | The natural yield curve: its concept and developments in Japan In: Bank of Japan Research Laboratory Series. [Full Text][Citation analysis] | paper | 2 |
2015 | What do negative inflation risk premia tell us? In: Bank of Japan Research Laboratory Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Household Inflation Expectations: The Term Structure and the Anchor Effects of Monetary Policy In: Bank of Japan Research Laboratory Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Using Text Analysis to Gauge the Reasons for Respondents Assessment in the Economy Watchers Survey In: Bank of Japan Research Laboratory Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Disagreement in households inflation expectations and its evolution In: Bank of Japan Review Series. [Full Text][Citation analysis] | paper | 11 |
2016 | Slow Trade: Structural and Cyclical Factors in Global Trade Slowdown In: Bank of Japan Research Papers. [Full Text][Citation analysis] | paper | 5 |
2005 | Bank Health and Investment: An Analysis of Unlisted Companies in Japan In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2005 | Bank Health and Investment: An Analysis of Unlisted Companies in Japan.(2005) In: CARF F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2005 | Bank Health and Investment: An Analysis of Unlisted Companies in Japan.(2005) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2013 | On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2014 | On the reliability of Japanese inflation expectations using purchasing power parity.(2014) In: Economic Analysis and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2013 | Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 39 |
2016 | Identifying conventional and unconventional monetary policy shocks: a latent threshold approach.(2016) In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2015 | Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2015 | Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
2015 | The natural yield curve: its concept and measurement In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
2018 | The natural yield curve: its concept and measurement.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2015 | Are Household Inflation Expectations Anchored in Japan? In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
2016 | Identifying Oil Price Shocks and Their Consequences:Role of Expectations and Financial Factors in the Crude Oil Market In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2020 | Characteristics of Uncertainty Indices in the Macroeconomy In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2021 | Supplementary Paper Series for the Assessment (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconom In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2021 | Supplementary Paper Series for the Assessment (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Extracting Firms Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis In: Bank of Japan Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2011 | Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 33 |
2011 | Monetary Policy Transmission under Zero Interest Rates: An Extended Time-Varying Parameter Vector Autoregression Approach.(2011) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2013 | Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 14 |
2004 | Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in Journal of Econometrics, 140, 425-449, 2007. ) In: CARF F-Series. [Full Text][Citation analysis] | paper | 0 |
2005 | Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress (Subsequently published in Journal of the Asia Pacific Economy Vo.11, No.4, December 2006 In: CARF F-Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Leverage, Heavy-Tails and Correlated Jumps in Stochastic Volatility Models (Revised in January 2008; Published in Computational Statistics and Data Analysis, 53-6, 2335-2353. April 2009. ) In: CARF F-Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Students t-distribution In: CARF F-Series. [Citation analysis] | paper | 45 |
2010 | Stochastic 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 nother version. Agregated cites: 45 | paper | |
2012 | Stochastic 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 nother version. Agregated cites: 45 | article | |
2010 | Stochastic 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 nother version. Agregated cites: 45 | paper | |
2009 | Stochastic 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 nother version. Agregated cites: 45 | paper | |
2009 | Leverage, heavy-tails and correlated jumps in stochastic volatility models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 48 |
2007 | Leverage, heavy-tails and correlated jumps in stochastic volatility models.(2007) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2012 | Generalized extreme value distribution with time-dependence using the AR and MA models in state space form In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 7 |
2009 | Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form.(2009) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2009 | Generalized 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 nother version. Agregated cites: 7 | paper | |
2011 | Generalized 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 nother version. Agregated cites: 7 | paper | |
2018 | Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 7 |
2007 | Stochastic volatility with leverage: Fast and efficient likelihood inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 260 |
2014 | Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 33 |
2018 | The role of corporate governance in Japanese unlisted companies In: Japan and the World Economy. [Full Text][Citation analysis] | article | 8 |
2018 | The Role of Corporate Governance in Japanese Unlisted Companies.(2018) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2011 | Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 138 |
2009 | Bayesian 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 nother version. Agregated cites: 138 | paper | |
2009 | Bayesian 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 nother version. Agregated cites: 138 | paper | |
2012 | Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data- In: Economic Review. [Full Text][Citation analysis] | article | 1 |
2012 | Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -.(2012) In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | Econometric Analysis of Japanese Exports Using a Time-Varying Parameter Vector Autoregressive Model In: Economic Review. [Full Text][Citation analysis] | article | 1 |
2022 | An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion In: Discussion paper series. [Full Text][Citation analysis] | paper | 1 |
2011 | Bayesian 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] | paper | 73 |
2008 | EGARCH and Stochastic Volatility: Modeling Jumps and Heavy-tails for Stock Returns In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | The Evolution of Loan Rate Stickiness Across the Euro Area In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2010 | The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 14 |
2010 | How well do the sticky price models explain the disaggregated price responses to aggregate technology and monetary policy shocks? In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 5 |
2010 | How Well Do the Sticky Price Models Explain the Disaggregated Price Responses to Aggregate Technology and Monetary Policy Shocks?.(2010) In: Discussion papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2011 | Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 240 |
2011 | Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications.(2011) In: Monetary and Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 240 | article | |
2004 | Stochastic volatility with leverage: fast likelihood inference In: Economics Papers. [Full Text][Citation analysis] | paper | 8 |
2004 | Stochastic volatility with leverage: fast likelihood inference.(2004) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2004 | Stochastic Volatility with Leverage: Fast Likelihood Inference.(2004) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2012 | Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
2020 | Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
2017 | Bayesian analysis of multivariate stochastic volatility with skew return distribution In: Econometric Reviews. [Full Text][Citation analysis] | article | 8 |
2017 | Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
2015 | Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes .(2015) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2015 | Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes .(2015) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2015 | Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes .(2015) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Skew selection for factor stochastic volatility models In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
2013 | Bayesian Analysis of Latent Threshold Dynamic Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 64 |
2006 | Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies under Financial Distress In: Journal of the Asia Pacific Economy. [Full Text][Citation analysis] | article | 18 |
2021 | Taylor Rule Yield Curve In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 6 |
2010 | Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Students t-Distribution Models In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
2010 | GH skew Students t-distribution in stochastic volatility model with application to stock returns (in Japanese) In: CIRJE J-Series. [Full Text][Citation analysis] | paper | 0 |
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